Catherine Donati-Martin

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Person:180922

Available identifiers

zbMath Open donati-martin.catherineMaRDI QIDQ180922

List of research outcomes





PublicationDate of PublicationType
Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices2021-01-19Paper
Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential2018-12-21Paper
Spectrum of deformed random matrices and free probability2018-07-12Paper
Near-extreme eigenvalues in the beta-ensembles2016-10-06Paper
Bridges and random truncations of random matrices2014-10-01Paper
Large deviations for the largest eigenvalue of an Hermitian Brownian motion2013-12-04Paper
Random truncations of Haar distributed matrices and bridges2013-02-26Paper
Truncations of Haar distributed matrices, traces and bivariate Brownian bridges2012-06-26Paper
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices2012-06-22Paper
Central limit theorems for eigenvalues of deformations of Wigner matrices2012-04-22Paper
On constants related to the choice of the local time at \(0\), and the corresponding Itô measure for Bessel processes with dimension \(d=2(1-\alpha), 0<\alpha<1\)2010-08-13Paper
The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations2009-04-08Paper
Large deviations for Wishart processes2009-03-17Paper
Further examples of explicit Krein representations of certain subordinators2007-11-09Paper
Some explicit Krein representations of certain subordinators, including the gamma process2007-08-10Paper
Strong asymptotic freeness for Wigner and Wishart matrices2007-06-22Paper
Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws2005-07-01Paper
On striking identities about the exponential functionals of the Brownian bridge and Brownian motion2005-06-22Paper
Free Wishart processes2005-06-14Paper
Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes2004-10-05Paper
Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions.2004-03-20Paper
https://portal.mardi4nfdi.de/entity/Q44512482004-02-23Paper
https://portal.mardi4nfdi.de/entity/Q27823552004-02-08Paper
Stochastic integration with respect to \(q\) Brownian motion2003-05-04Paper
On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options2002-02-17Paper
The Lévy area process for the free Brownian motion2002-02-17Paper
On positive and negative moments of the integral of geometric Brownian motions2001-12-02Paper
Affine random equations and the stable \(\left( {1 \over 2} \right)\) distribution2001-11-05Paper
Some remarks about the identity in law for the Bessel bridge \(\int_0^1 {ds \over r(s)} \overset\text{(law)}= 2\sup_{s\leq 1} r(s)\)2001-11-05Paper
The joint law of the last zeros of Brownian motion and of its Lévy transform2000-08-10Paper
Stochastic integrals of anticipating processes and predictable dual projections2000-05-09Paper
Some measure-valued Markov processes attached to occupation times of Brownian motion2000-04-09Paper
https://portal.mardi4nfdi.de/entity/Q43955331999-07-19Paper
Some Brownian functionals and their laws1998-04-20Paper
Stochastic partial differential equations with reflection and Malliavin calculus1997-09-04Paper
Symmetric stable processes, fubinfs theorem, and some extensions of the ciesielski-taylor identities in law1996-01-25Paper
Markov property for elliptic stochastic partial differential equations1995-10-31Paper
On symmetric stable random variables and matrix transposition1994-10-10Paper
White noise driven SPDEs with reflection1994-08-15Paper
On some examples of quadratic functionals of Brownian motion1994-02-17Paper
Markov property of stationary, discrete, quasi-linear equations1994-01-26Paper
Quasi-Linear Elliptic Stochastic Partial Differential Equation: Markov property1993-05-16Paper
https://portal.mardi4nfdi.de/entity/Q40162731992-12-10Paper
Fubini's theorem for double Wiener integrals and the variance of the Brownian path1992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39755871992-06-26Paper
Equations différentielles stochastiques dans avec conditions aux bords1992-06-25Paper
Transformation de Fourier et temps d'occupation browniens. (Fourier transformation and Brownian occupation time)1991-01-01Paper
Le problème de Buffon–Synge pour une corde1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38288451989-01-01Paper

Research outcomes over time

This page was built for person: Catherine Donati-Martin