Some contributions in probability and statistics of extremes.

Description

Part I - Level crossings and other level functionals.<br />Part II - Some contributions in statistics of extremes and in statistical mechanics.

Links & Downloads

1. http://tel.archives-ouvertes.fr/tel-00239329
2. http://tel.archives-ouvertes.fr/docs/00/23/93/29/PDF/hdr_Nov15-2005.pdf

Tags

[MATH] Mathematics

autoregressive processes

chaos decomposition

CLT

crossings

empirical process

exceedances

extremes

Gaussian fileds

Gaussian processes

heavy tails

Hermite polynomials

level curve

level functionals

linear programming

maxima

moving average processes

order statistics

parameter estimation

Poisson convergence

Poisson processes

qq-plot

random spin systems

rate of convergence

regular variation

sojourn time

spectral moment

Stein-Chen method

time series analysis

Additional Fields

Identifer	oai:union.ndltd.org:CCSD/oai:tel.archives-ouvertes.fr:tel-00239329
Date	15 November 2005
Creators	Kratz, Marie
Publisher	Université Panthéon-Sorbonne - Paris I
Source Sets	CCSD theses-EN-ligne, France
Language	English
Detected Language	English
Type	habilitation ࠤiriger des recherches