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
- Palm versions and tail configurations of Hawkes processes, work in progress with Valérie Chavez-Demoulin and Olivier Wintenberger.
- Hidden regular variation and sample-paths large deviations of some Poisson cluster processes, work in progress with Olivier Wintenberger.
- Tail asymptotics and precise large deviations for some Poisson cluster processes, to appear in Advances in Applied Probability, with Valérie Chavez-Demoulin and Olivier Wintenberger
- Modelling of heatwaves and dependence assessment (2020) (Master thesis, under the supervision of Johanna Nešlehová)