18 citations · 93 across the 40 of their papers we have counts for
26 papers · 1 filter
Hidden regular variation for point processes and the single/multiple large point heuristic
Clément Dombry, Charles Tillier, Olivier Wintenberger
We consider regular variation for marked point processes with independent heavy-tailed marks and prove a single large point heuristic: the limit measure is concentrated on the cone…
A central limit theorem for functions of stationary max-stable random fields on
Erwan Koch, Clément Dombry, Christian Y. Robert
Max-stable random fields are very appropriate for the statistical modelling of spatial extremes. Hence, integrals of functions of max-stable random fields over a given region can p…
Tail measure and tail spectral process of regularly varying time series
Clément Dombry, Enkelejd Hashorva, Philippe Soulier
The goal of this paper is an exhaustive investigation of the link between the tail measure of a regularly varying time series and its spectral tail process, independently introduce…
High order expansions for renewal functions and applications to ruin theory
Clément Dombry, Landy Rabehasaina
A high order expansion of the renewal function is provided under the assumption that the inter-renewal time distribution is light tailed with finite moment generating function g on…
Ergodic decompositions of stationary max-stable processes in terms of their spectral functions
Clément Dombry, Zakhar Kabluchko
We revisit conservative/dissipative and positive/null decompositions of stationary max-stable processes. Originally, both decompositions were defined in an abstract way based on th…
On functional records and champions
Clément Dombry, Michael Falk, Maximilian Zott
Records among a sequence of iid random variables on the real line have been investigated extensively over the past decades. A record is defined as a random variabl…