Publications and research interests
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Research interests
- Point processes and their convergence
- Extreme value theory
- Regular variation
- Branching processes
- Large deviations
Publications and ongoing projects
- Heavy-Tailed in Earthquakes Measurements, work in progress with Valérie Chavez-Demoulin and Olivier Wintenberger.
- Sample-Path Large Deviations for Functionals of Poisson Cluster Processes, HAL preprint, submitted to Applied Probability Trust in April 2025, with Olivier Wintenberger.
-
Tail asymptotics and precise large deviations for some Poisson cluster processes (2025), with Valérie Chavez-Demoulin and Olivier Wintenberger, in Advances in Applied Probability, 57(1), 204-240.
I am indebted to Céline Lacaux for pointing out some inelegant ways to prove Proposition 5 and 7 with confusing little o’s notation. These proofs have been reviewed — see here
- Modelling of heatwaves and dependence assessment (2020) (Master thesis, under the supervision of Johanna Nešlehová)