| mots-clés : 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 |
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| Some contributions in probability and statistics of extremes. |
Part I - Level crossings and other level functionals.
Part II - Some contributions in statistics of extremes and in statistical mechanics. |
| mots-clés en anglais : 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 |
