We study the existence of limiting laws of rare events corresponding to the entrance of the orbits on certain target sets in the phase space. The limiting laws are obtained when the target sets shrink to a Cantor set of zero Lebesgue measure. We consider both the presence and absence of clustering, which is detected by the Extremal Index, which turns out to be very useful to identify the compatibility between the dynamics and the fractal structure of the limiting Cantor set. The computation of the Extremal Index is connected to the box dimension of the intersection between the Cantor set and its iterates
International audienceThe extremal index is a quantity introduced in extreme value theory to measure...
Abstract. We give conditions to prove the existence of an Extremal Index for general stationary stoc...
Using fractal self-similarity and functional-expectation relations, the classical theory of box inte...
Typically, in the dynamical theory of extremal events, the function that gauges the intensity of a p...
The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal ...
International audienceThe object of this paper is twofold. From one side we study the dichotomy, in ...
Abstract. We present a review of recent results regarding the existence of Extreme Value Laws for st...
The extremal index appears as a parameter in Extreme Value Laws for stochastic processes, characteri...
We consider stationary stochastic processes arising from dynamical systems by evaluating a given obs...
We consider stochastic processes arising from dynamical systems by evaluating an observable function...
Abstract. This paper deals with strange attractors of S-unimodal maps f. It gen-eralizes results fro...
We prove a dichotomy for Manneville-Pomeau maps ƒ : [0, 1] → [0, 1] : given any point ζ ε [0, 1] , e...
In this thesis, some statistical properties of two interesting problems are studied. The fir...
International audienceFor a wide class of stationary time series, extreme value theory provides limi...
Research Doctorate - Doctor of Philosophy (PhD)Motivated by the need for new mathematical tools appl...
International audienceThe extremal index is a quantity introduced in extreme value theory to measure...
Abstract. We give conditions to prove the existence of an Extremal Index for general stationary stoc...
Using fractal self-similarity and functional-expectation relations, the classical theory of box inte...
Typically, in the dynamical theory of extremal events, the function that gauges the intensity of a p...
The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal ...
International audienceThe object of this paper is twofold. From one side we study the dichotomy, in ...
Abstract. We present a review of recent results regarding the existence of Extreme Value Laws for st...
The extremal index appears as a parameter in Extreme Value Laws for stochastic processes, characteri...
We consider stationary stochastic processes arising from dynamical systems by evaluating a given obs...
We consider stochastic processes arising from dynamical systems by evaluating an observable function...
Abstract. This paper deals with strange attractors of S-unimodal maps f. It gen-eralizes results fro...
We prove a dichotomy for Manneville-Pomeau maps ƒ : [0, 1] → [0, 1] : given any point ζ ε [0, 1] , e...
In this thesis, some statistical properties of two interesting problems are studied. The fir...
International audienceFor a wide class of stationary time series, extreme value theory provides limi...
Research Doctorate - Doctor of Philosophy (PhD)Motivated by the need for new mathematical tools appl...
International audienceThe extremal index is a quantity introduced in extreme value theory to measure...
Abstract. We give conditions to prove the existence of an Extremal Index for general stationary stoc...
Using fractal self-similarity and functional-expectation relations, the classical theory of box inte...