Capitaine, Mireille, Donati-Martin, Catherine, Féral, Delphine
We investigate the asymptotic spectrum of deformed Wigner matrices. The deformation is deterministic will all but finitely many eigenvalues equal to zero. We show that, as soon as the first largest...
Capitaine, Mireille, Donati-Martin, Catherine, Féral, Delphine
We investigate the asymptotic spectrum of deformed Wigner matrices. The deformation is deterministic will all but finitely many eigenvalues equal to zero. We show that, as soon as the first largest...
Capitaine, Mireille, Donati-Martin, Catherine, Féral, Delphine
We investigate the asymptotic spectrum of deformed Wigner matrices. The deformation is deterministic will all but finitely many eigenvalues equal to zero. We show that, as soon as the first largest...
Donati-Martin, Catherine, Roynette, Bernard, Vallois, Pierre, Yor, Marc
We precise the choice of constants in computations related to Bessel processes with dimension d=2(1-alpha), 0 < alpha < 1
Donati-Martin, Catherine, Roynette, Bernard, Vallois, Pierre, Yor, Marc
We precise the choice of constants in computations related to Bessel processes with dimension d=2(1-alpha), 0 < alpha < 1
Séminaire de probabilités XL / Catherine Donati-Martin... [et al.] (Eds) (2007)
Séminaire De Probabilités : 40th, Donati-Martin, Catherine
Incluye bibliografía e índice
Some Explicit Krein Representations of Certain Subordinators, Including the Gamma Process (2006)
Donati-Martin, Catherine, Yor, Marc
We give a representation of the Gamma subordinator as a Krein functional of Brownian motion, using the known representations for stable subordinators and Esscher transforms. In particular, we have...
Further examples of explicit Krein representations of certain subordinators (2005)
Donati-Martin, Catherine, Yor, Marc
In a previous paper , we have shown that the gamma subordinators may be represented as inverse local times of certain diffusions. In the present paper, we give such representations for other...
Further examples of explicit Krein representations of certain subordinators (2005)
Donati-Martin, Catherine, Yor, Marc
In a previous paper , we have shown that the gamma subordinators may be represented as inverse local times of certain diffusions. In the present paper, we give such representations for other...
Further examples of explicit Krein representations of certain subordinators (2005)
Donati-Martin, Catherine, Yor, Marc
In a previous paper , we have shown that the gamma subordinators may be represented as inverse local times of certain diffusions. In the present paper, we give such representations for other...
Further examples of explicit Krein representations of certain subordinators (2005)
Donati-Martin, Catherine, Yor, Marc
In a previous paper, we have shown that the gamma subordinators may be represented as inverse local times of certain diffusions. In the present paper, we give such representations for other...
Further examples of explicit Krein representations of certain subordinators (2005)
Donati-Martin, Catherine, Yor, Marc
In a previous paper , we have shown that the gamma subordinators may be represented as inverse local times of certain diffusions. In the present paper, we give such representations for other...
Strong asymptotic freeness for Wigner and Wishart matrices (2005)
Capitaine, Mireille, Donati-Martin, Catherine
We prove that any non commutative polynomial of r independent copies of Wigner matrices converges a.s. towards the polynomial of r free semicircular variables in operator norm. This result extends a...
Strong asymptotic freeness for Wigner and Wishart matrices (2005)
Capitaine, Mireille, Donati-Martin, Catherine
We prove that any non commutative polynomial of r independent copies of Wigner matrices converges a.s. towards the polynomial of r free semicircular variables in operator norm. This result extends a...
Strong asymptotic freeness for Wigner and Wishart matrices (2005)
Capitaine, Mireille, Donati-Martin, Catherine
We prove that any non commutative polynomial of r independent copies of Wigner matrices converges a.s. towards the polynomial of r free semicircular variables in operator norm. This result extends a...
Strong asymptotic freeness for Wigner and Wishart matrices (2005)
Capitaine, Mireille, Donati-Martin, Catherine
We prove that any non commutative polynomial of r independent copies of Wigner matrices converges a.s. towards the polynomial of r free semicircular variables in operator norm. This result extends a...
Strong asymptotic freeness for Wigner and Wishart matrices (2005)
Capitaine, Mireille, Donati-Martin, Catherine
We prove that any non commutative polynomial of r independent copies of Wigner matrices converges a.s. towards the polynomial of r free semicircular variables in operator norm. This result extends a...
Some explicit Krein representations of certain subordinators, including the Gamma process (2005)
Donati-Martin, Catherine, Yor, Marc
We give a representation of the Gamma subordinator as a Krein functional of Brownian motion, using the known representations for stable subordinators and Esscher transforms. In particular, we have...
Some explicit Krein representations of certain subordinators, including the Gamma process (2005)
Donati-Martin, Catherine, Yor, Marc
We give a representation of the Gamma subordinator as a Krein functional of Brownian motion, using the known representations for stable subordinators and Esscher transforms. In particular, we have...
Some explicit Krein representations of certain subordinators, including the Gamma process (2005)
Donati-Martin, Catherine, Yor, Marc
We give a representation of the Gamma subordinator as a Krein functional of Brownian motion, using the known representations for stable subordinators and Esscher transforms. In particular, we have...
Some explicit Krein representations of certain subordinators, including the Gamma process (2005)
Donati-Martin, Catherine, Yor, Marc
We give a representation of the Gamma subordinator as a Krein functional of Brownian motion, using the known representations for stable subordinators and Esscher transforms. In particular, we have...
Some explicit Krein representations of certain subordinators, including the Gamma process (2005)
Donati-Martin, Catherine, Yor, Marc
We give a representation of the Gamma subordinator as a Krein functional of Brownian motion, using the known representations for stable subordinators and Esscher transforms. In particular, we have...
Large deviations for Wishart processes (2004)
Let $X^{(\delta)}$ be a Wishart process of dimension $\delta$, with values in the set of positive matrices of size $m$. We are interested in the large deviations for a family of matrix-valued...
Large deviations for Wishart processes (2004)
Let $X^{(\delta)}$ be a Wishart process of dimension $\delta$, with values in the set of positive matrices of size $m$. We are interested in the large deviations for a family of matrix-valued...
Large deviations for Wishart processes (2004)
Let $X^{(\delta)}$ be a Wishart process of dimension $\delta$, with values in the set of positive matrices of size $m$. We are interested in the large deviations for a family of matrix-valued...
Large deviations for Wishart processes (2004)
Let $X^{(\delta)}$ be a Wishart process of dimension $\delta$, with values in the set of positive matrices of size $m$. We are interested in the large deviations for a family of matrix-valued...
Large deviations for Wishart processes (2004)
Let $X^{(\delta)}$ be a Wishart process of dimension $\delta$, with values in the set of positive matrices of size $m$. We are interested in the large deviations for a family of matrix-valued...
Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws (2004)
Donati-Martin, Catherine, Doumerc, Yan, Matsumoto, Hiroyuki, Yor, Marc
The aim of this paper is to discuss for Wishart processes some properties which are analogues of the corresponding well-known ones for Bessel processes. In fact, we mainly concentrate on the local...
Donati-Martin, Catherine, Matsumoto, Hiroyuki, Yor, Marc
We present some absolute continuity relationships between the probability laws of a geometric Brownian motion $e^{(\mu)}=\{e_t^{(\mu)},t\geqq0\}$ and its images by certain transforms $T_\alpha$...
Some measure-valued Markov processes attached to occupation times of Brownian motion (2000)
Donati-Martin, Catherine, Yor, Marc
We study the positive random measure $\Pi_t (\omega, \d y) = l_t^{B_t -y}\d y$ , where $(l^a_t; a \in \R, t > 0)$ denotes the family of local times of the one-dimensional Brownian motion B. We prove...