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math.PR2008★ 18 cited
Rescaled weighted random balls models and stable self-similar random fields
Jean-Christophe Breton, Clément Dombry
We consider weighted random balls in distributed according to a random Poisson measure with heavy-tailed intensity and study the asymptotic behaviour of the total weight…
math.PR2008
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Jean-Christophe Breton, Ivan Nourdin
Let be a positive integer, be a fractional Brownian motion with Hurst index , be an Hermite random variable of index , and denote the Hermite…
math.PR2008
Convex ordering for random vectors using predictable representation
Marc Arnaudon, Jean-Christophe Breton, Nicolas Privault
We prove convex ordering results for random vectors admitting a predictable representation in terms of a Brownian motion and a non-necessarily independent jump component. Our metho…