203 citations · 266 across the 5 of their papers we have counts for
6 papers
Large time behaviour for the semigroup of the kinetic Brownian motion in the plane
Magalie Bénéfice, Michel Bonnefont, Marc Arnaudon +1
We establish an integration by parts formula for the semigroup in time of the kinetic Brownian motion in the Euclidean plane together with its velocity in the circle. The sto…
A coupling strategy for Brownian motions at fixed time on Carnot groups using Legendre expansion
Marc Arnaudon, Magalie Bénéfice, Michel Bonnefont +1
We propose a new simple construction of a coupling at a fixed time of two sub-Riemannian Brownian motions on the Heisenberg group and on the free step 2 Carnot groups. The construc…
Free convolution with a semi-circular distribution and eigenvalues of spiked deformations of Wigner matrices
Mireille Capitaine, Catherine Donati-Martin, Delphine Féral +1
We investigate the asymptotic behavior of the eigenvalues of spiked perturbations of Wigner matrices when the dimension goes to infinity. The entries of the Hermitian Wigner matrix…
Central limit theorems for eigenvalues of deformations of Wigner matrices
Mireille Capitaine, Catherine Donati-Martin, Delphine Féral
In this paper, we explain the dependance of the fluctuations of the largest eigenvalues of a Deformed Wigner model with respect to the eigenvectors of the perturbation matrix. We e…
The largest eigenvalues of sample covariance matrices for a spiked population: diagonal case
Delphine Féral, Sandrine Péché
We consider large complex random sample covariance matrices obtained from "spiked populations", that is when the true covariance matrix is diagonal with all but finitely many eigen…
The largest eigenvalues of finite rank deformation of large Wigner matrices: convergence and nonuniversality of the fluctuations
Mireille Capitaine, Catherine Donati-Martin, Delphine Féral
In this paper, we investigate the asymptotic spectrum of complex or real Deformed Wigner matrices defined by where is an Hermitia…