1 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2005★ 1 cited
Further examples of explicit Krein representations of certain subordinators
Catherine Donati-Martin, Marc Yor
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…
math.PR2005★ 1 cited
Strong asymptotic freeness for Wigner and Wishart matrices
Mireille Capitaine, Catherine Donati-Martin
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. Thi…
math.PR2005
Some explicit Krein representations of certain subordinators, including the Gamma process
Catherine Donati-Martin, Marc Yor
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 par…