| Publication | Date of Publication | Type |
|---|
| Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices | 2021-01-19 | Paper |
Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices
(available as arXiv preprint) | 2021-01-19 | Paper |
Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-12-21 | Paper |
Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-12-21 | Paper |
Spectrum of deformed random matrices and free probability
(available as arXiv preprint) | 2018-07-12 | Paper |
Near-extreme eigenvalues in the beta-ensembles
Electronic Journal of Probability | 2016-10-06 | Paper |
Near-extreme eigenvalues in the beta-ensembles
Electronic Journal of Probability | 2016-10-06 | Paper |
Bridges and random truncations of random matrices
Random Matrices: Theory and Applications | 2014-10-01 | Paper |
Large deviations for the largest eigenvalue of an Hermitian Brownian motion
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-04 | Paper |
Large deviations for the largest eigenvalue of an Hermitian Brownian motion
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-04 | Paper |
| Random truncations of Haar distributed matrices and bridges | 2013-02-26 | Paper |
Truncations of Haar distributed matrices, traces and bivariate Brownian bridges
Random Matrices: Theory and Applications | 2012-06-26 | Paper |
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
Electronic Journal of Probability | 2012-06-22 | Paper |
Central limit theorems for eigenvalues of deformations of Wigner matrices
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2012-04-22 | Paper |
Central limit theorems for eigenvalues of deformations of Wigner matrices
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2012-04-22 | Paper |
On constants related to the choice of the local time at \(0\), and the corresponding Itô measure for Bessel processes with dimension \(d=2(1-\alpha), 0<\alpha<1\)
Studia Scientiarum Mathematicarum Hungarica | 2010-08-13 | Paper |
The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
The Annals of Probability | 2009-04-08 | Paper |
| Large deviations for Wishart processes | 2009-03-17 | Paper |
Large deviations for Wishart processes
(available as arXiv preprint) | 2009-03-17 | Paper |
Further examples of explicit Krein representations of certain subordinators
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2007-11-09 | Paper |
Some explicit Krein representations of certain subordinators, including the gamma process
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2007-08-10 | Paper |
Some explicit Krein representations of certain subordinators, including the gamma process
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2007-08-10 | Paper |
Strong asymptotic freeness for Wigner and Wishart matrices
Indiana University Mathematics Journal | 2007-06-22 | Paper |
Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2005-07-01 | Paper |
On striking identities about the exponential functionals of the Brownian bridge and Brownian motion
Periodica Mathematica Hungarica | 2005-06-22 | Paper |
Free Wishart processes
Journal of Theoretical Probability | 2005-06-14 | Paper |
Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2004-10-05 | Paper |
Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions.
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2004-03-20 | Paper |
| scientific article; zbMATH DE number 2046382 (Why is no real title available?) | 2004-02-23 | Paper |
| scientific article; zbMATH DE number 2046382 (Why is no real title available?) | 2004-02-23 | Paper |
| scientific article; zbMATH DE number 1724295 (Why is no real title available?) | 2004-02-08 | Paper |
Stochastic integration with respect to q Brownian motion
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2003-05-04 | Paper |
On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options
Revista Matemática Iberoamericana | 2002-02-17 | Paper |
The Lévy area process for the free Brownian motion
Journal of Functional Analysis | 2002-02-17 | Paper |
On positive and negative moments of the integral of geometric Brownian motions
Statistics & Probability Letters | 2001-12-02 | Paper |
Affine random equations and the stable \(\left( {1 \over 2} \right)\) distribution
Studia Scientiarum Mathematicarum Hungarica | 2001-11-05 | Paper |
Some remarks about the identity in law for the Bessel bridge \(\int_0^1 {ds \over r(s)} \overset\text{(law)}= 2\sup_{s\leq 1} r(s)\)
Studia Scientiarum Mathematicarum Hungarica | 2001-11-05 | Paper |
The joint law of the last zeros of Brownian motion and of its Lévy transform
Ergodic Theory and Dynamical Systems | 2000-08-10 | Paper |
Stochastic integrals of anticipating processes and predictable dual projections
Publicacions Matemàtiques | 2000-05-09 | Paper |
Some measure-valued Markov processes attached to occupation times of Brownian motion
Bernoulli | 2000-04-09 | Paper |
| scientific article; zbMATH DE number 1163910 (Why is no real title available?) | 1999-07-19 | Paper |
Some Brownian functionals and their laws
The Annals of Probability | 1998-04-20 | Paper |
Stochastic partial differential equations with reflection and Malliavin calculus
Bulletin des Sciences Mathématiques | 1997-09-04 | Paper |
Symmetric stable processes, fubinfs theorem, and some extensions of the ciesielski-taylor identities in law
Stochastics and Stochastic Reports | 1996-01-25 | Paper |
Markov property for elliptic stochastic partial differential equations
Stochastics and Stochastic Reports | 1995-10-31 | Paper |
On symmetric stable random variables and matrix transposition
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1994-10-10 | Paper |
On symmetric stable random variables and matrix transposition
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1994-10-10 | Paper |
White noise driven SPDEs with reflection
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-08-15 | Paper |
On some examples of quadratic functionals of Brownian motion
Advances in Applied Probability | 1994-02-17 | Paper |
Markov property of stationary, discrete, quasi-linear equations
Stochastic Processes and their Applications | 1994-01-26 | Paper |
Quasi-Linear Elliptic Stochastic Partial Differential Equation: Markov property
Stochastics and Stochastic Reports | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 78445 (Why is no real title available?) | 1992-12-10 | Paper |
| scientific article; zbMATH DE number 18224 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 18224 (Why is no real title available?) | 1992-06-26 | Paper |
Fubini's theorem for double Wiener integrals and the variance of the Brownian path
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-26 | Paper |
Fubini's theorem for double Wiener integrals and the variance of the Brownian path
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-26 | Paper |
Equations différentielles stochastiques dans avec conditions aux bords
Stochastics and Stochastic Reports | 1992-06-25 | Paper |
Transformation de Fourier et temps d'occupation browniens. (Fourier transformation and Brownian occupation time)
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1991-01-01 | Paper |
Le problème de Buffon–Synge pour une corde
Advances in Applied Probability | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4104139 (Why is no real title available?) | 1989-01-01 | Paper |
