Catherine Donati-Martin

Available identifiers

zbMath Open donati-martin.catherineMaRDI QIDQ180922

List of research outcomes

Publication	Date of Publication	Type
Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices	2021-01-19	Paper
Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential	2018-12-21	Paper
Spectrum of deformed random matrices and free probability	2018-07-12	Paper
Near-extreme eigenvalues in the beta-ensembles	2016-10-06	Paper
Bridges and random truncations of random matrices	2014-10-01	Paper
Large deviations for the largest eigenvalue of an Hermitian Brownian motion	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	2012-06-26	Paper
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices	2012-06-22	Paper
Central limit theorems for eigenvalues of deformations of Wigner matrices	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 − α ), 0 < α < 1	2010-08-13	Paper
The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations	2009-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q3615208	2009-03-17	Paper
Further examples of explicit Krein representations of certain subordinators	2007-11-09	Paper
Some explicit Krein representations of certain subordinators, including the gamma process	2007-08-10	Paper
Strong asymptotic freeness for Wigner and Wishart matrices	2007-06-22	Paper
Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws	2005-07-01	Paper
On striking identities about the exponential functionals of the Brownian bridge and Brownian motion	2005-06-22	Paper
Free Wishart processes	2005-06-14	Paper
Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes	2004-10-05	Paper
Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions.	2004-03-20	Paper
https://portal.mardi4nfdi.de/entity/Q4451248	2004-02-23	Paper
https://portal.mardi4nfdi.de/entity/Q2782355	2004-02-08	Paper
Stochastic integration with respect to \(q\) Brownian motion	2003-05-04	Paper
The Lévy area process for the free Brownian motion	2002-02-17	Paper
On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options	2002-02-17	Paper
On positive and negative moments of the integral of geometric Brownian motions	2001-12-02	Paper
AFFINE RANDOM EQUATIONS AND THE TABLE (1 2) DISTRIBUTION	2001-11-05	Paper
SOME REMARKS ABOUT THE I ENTITY IN LAW FOR THE BESSEL BRIDGE	2001-11-05	Paper
The joint law of the last zeros of Brownian motion and of its Lévy transform	2000-08-10	Paper
Stochastic integrals of anticipating processes and predictable dual projections	2000-05-09	Paper
Some measure-valued Markov processes attached to occupation times of Brownian motion	2000-04-09	Paper
https://portal.mardi4nfdi.de/entity/Q4395533	1999-07-19	Paper
Some Brownian functionals and their laws	1998-04-20	Paper
Stochastic partial differential equations with reflection and Malliavin calculus	1997-09-04	Paper
Symmetric stable processes, fubinfs theorem, and some extensions of the ciesielski-taylor identities in law	1996-01-25	Paper
Markov property for elliptic stochastic partial differential equations	1995-10-31	Paper
On symmetric stable random variables and matrix transposition	1994-10-10	Paper
White noise driven SPDEs with reflection	1994-08-15	Paper
On some examples of quadratic functionals of Brownian motion	1994-02-17	Paper
Markov property of stationary, discrete, quasi-linear equations	1994-01-26	Paper
Quasi-Linear Elliptic Stochastic Partial Differential Equation: Markov property	1993-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q4016273	1992-12-10	Paper
Fubini's theorem for double Wiener integrals and the variance of the Brownian path	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3975587	1992-06-26	Paper
Equations différentielles stochastiques dans avec conditions aux bords	1992-06-25	Paper
Transformation de Fourier et temps d'occupation browniens. (Fourier transformation and Brownian occupation time)	1991-01-01	Paper
Le problème de Buffon–Synge pour une corde	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3828845	1989-01-01	Paper

Research outcomes over time

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This page was built for person: Catherine Donati-Martin