Most of the publications are available on arXiv or on request.

Book chapters
  1. M.Ribatet, C.Dombry, M.Oesting, Spatial Extremes and Max-Stable Processes. Extreme Value Modeling and Risk Analysis : Methods and Applications. Taylor & Francis. 2016.
  2. M.Oesting, M.Ribatet, C.Dombry, Simulation of Max-Stable Processes. Extreme Value Modeling and Risk Analysis : Methods and Applications. Taylor & Francis. 2016.
  3. C.Dombry, M.Oesting, M.Ribatet, Conditional Simulation of Max-Stable Processes. Extreme Value Modeling and Risk Analysis : Methods and Applications. Taylor & Francis. 2016.

Publications in peer-reviewed international journals
  1. C.Dombry, A probabilistic model for DNA denaturation. Journal of Statistical Physics 120 (2005), 695-719.
  2. C.Dombry, N.Guillotin-Plantard, B.Pinçon et R.Schott, Data structures with dynamical random transitions. Random Structures and Algorithms 28 (2006), 403-426.
  3. C.Dombry, A weighted random walk model - Application to a genetic algorithm. Advances in Applied Probability 39 (2007), 550-568.
  4. J.-C. Breton, C.Dombry, Rescaled weighted random balls models and stable self-similar random fields. Stochastic Process. Appl. 119 (2009), 3633-3652.
  5. C.Dombry, N.Guillotin-Plantard, A functionnal approach for random walks in random sceneries. Electronic Journal of Probability 14 (2009), 1495-1512.
  6. S.Cohen, C.Dombry, Convergence of dependent walks in a random scenery to fBm-local time fractionnal stable motions. J. Math. Kyoto Univ. 49 (2009), 267-286.
  7. C.Dombry, N.Guillotin-Plantard, Discrete approximation of a stable selfsimilar stationary increments process. Bernoulli 15 (2009), 195-222.
  8. C.Dombry, N.Guillotin-Plantard, The Curie-Weiss model with quasiperiodic external random field. Markov Processes and Related Fields 15 (2009), 1-30.
  9. C.Dombry, C.Mazza, Some remarks on Betti numbers of random polygon spaces. Random Structures and Algorithms 37 (2010), 67-84.
  10. C.Dombry, I.Kaj, The on-off network traffic model under intermediate scaling. Queueing Systems 69 (2011), 29-44.
  11. J.-C.Breton, C.Dombry, Functional macroscopic behavior of weighted random ball model. ALEA Lat. Am. J. Probab. Math. Stat. 8 (2011), 177-196.
  12. C.Dombry, C.Mazza, V.Bansaye, Phenotypic diversity and population growth in a fluctuating environment. Advances in Applied Probability 43 (2011), 375-398.
  13. Y.Davydov, C.Dombry, Asymptotic behavior of the convex hull of a stationary gaussian process. Lithuanian Mathematical Journal 52 (2012), 363-368.
  14. C.Dombry, F.Eyi-Minko, Strong mixing properties of max-infinitely divisible random fields. Stochastic Processes and their Applications 122 (2012), 3790-3811.
  15. M.Arnaudon, C.Dombry, Y.Le, A.Phan, Stochastic algorithms for computing means of probability measures. Stochastic Processes and their Applications 122 (2012), 1437-1455
  16. Y.Davydov, C.Dombry, On the convergence of LePage series in Skorohod space. Statistics and Probability Letters 82 (2012), 145-150.
  17. C.Dombry, Extremal shot noises, heavy tails and max-stable random fields. Extremes 15 (2012), 129-158.
  18. C. Dombry, I. Kaj, Moment measures of heavy-tailed renewal point processes : asymptotics and applications. ESAIM Probab. Stat. 17 (2013), 567-591.
  19. C. Dombry, F. Eyi-Minko, M. Ribatet, Conditional simulations of Brown-Resnick processes. Biometrika 100 (2013), 111-124.
  20. C.Dombry, F.Eyi-Minko, Regular conditional distributions of max infinitely divisible processes. Electronic Journal of Probability 18 (2013), 1-21.
  21. Y.Davydov, C.Dombry, Convex hulls of regularly varying processes. Journal of Mathematical Sciences 199 (2014), 150-161.
  22. C. Dombry, P. Jung, A Lindeberg-Feller theorem for stable laws.Statistics and Probability Letters 84 (2014), 198-203.
  23. C. Dombry, F. Eyi-Minko, Stationary max-stable processes with the Markov property. Stochastic Processes and their Applications 124 (2014), 2266-2279.
  24. C. Dombry, Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework. Bernoulli 21 (2015), 420-436.
  25. C. Dombry, M. Ribatet, Functional regular variations, Pareto processes and peaks over threshold. Statistics and its Interface 8 (2015), 9-17.
  26. C.Dombry, S.Engelke, M.Oesting, Exact simulation of max-stable processes. Biometrika 103 (2016), 303-317.
  27. C.Dombry, F.Eyi-Minko, Extremes of independent stochastic processes : a point process approach. Extremes 19 (2016), 197-218.
  28. C.Dombry, Z.Kabluchko, Non singular flow representation and cone decompositions for stationary max-stable processes. Stochastic Processes and their Applications 127 (2017), 1763-1784.
  29. C.Dombry, S.Engelke, M.Oesting, Bayesian inference for multivariate extreme value distributions. Electronic Journal of Statistics 11 (2017), 4813-4844.
  30. C.Dombry, L.Rabehasaina, High order expansions for renewal functions and applications to ruin probabilities. Annals of Applied Probability 27 (2017), 2342-2382.
  31. C.Dombry, Z.Kabluchko, Random tessellations associated with max-stable random fields. Bernoulli 24 (2018), 30-52.
  32. C.Dombry, M.Ribatet, S.Stoev, Probabilities of concurrent extremes. Journal of the American Statistical Association, to appear.
  33. C.Dombry, M.Falk, M.Zott, On functional records and champions.Journal of Theoretical Probability, to appear.
  34. C.Dombry, M.Zott, Multivariate records and hitting scenarios. Extremes 2 (2018), 343-361.
  35. C.Dombry, A.Ferreira, Maximum likelihood estimators based on the block maxima method. Bernoulli, to appear.
  36. C.Dombry, E.Hashorva, P.Soulier. Tail measure and tail spectral process of regularly varying time series. Annals of Applied Probability, to appear.

Conference proceedings
  1. A.Anagnostopoulos, C.Dombry, N.Guillotin-Plantard, I.Kontoyiannis, E.Upfal, Stochastic analysis of the k-server problem on the circle, In 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA’10), Discrete Math. Theor. Comput. Sci. Proc., AM, pages 21-34. Assoc. Discrete Math. Theor. Comput. Sci., Nancy, 2010.

  1. S.Chrétien, C.Dombry, A.Faivre, A Semi-Definite Programming approach to low dimensional embedding for unsupervised clustering.
  2. A.Faivre, C.Dombry, Total variation regularized non-negative matrix factorization for smooth hyperspectral unmixing. arXiv:1706.0924
  3. C.Dombry, S.Engelke, M.Oesting, Asymptotic properties of likelihood estimators for multivariate extreme value distributions. arXiv :1612.05178.
  4. C.Dombry, M.Genton, R.Huser, M.Ribatet, Full likelihood inference for multivariate max-stable distributions.
  5. C.Dombry, E.Hashorva, P.Soulier. Tail measure and tail spectral process of regularly varying time series. arXiv :1710.08358.
  6. A.Mefleh, R.Biard, C.Dombry, Z.Khraibani, Permutation bootstrap in the block maxima method.
  7. A.Mefleh, R.Biard, C.Dombry, Z.Khraibani, Trend detection for heteroscedastic extremes.
  8. O.Ho, C.Dombry, Simple models for multivariate regular variations and the Hüsler-Reiss Pareto distribution. arXiv:1712.09225
  9. E.Koch, C.Dombry, C.Y.Robert, A central limit theorem for functions of stationary max-stable random fields on R^d. arXiv:1801.07152