2 citations · 4 across the 4 of their papers we have counts for
4 papers
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…
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…
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…
Large deviations for Wishart processes
Catherine Donati-Martin
Let be a Wishart process of dimension , with values in the set of positive matrices of size . We are interested in the large deviations for a family of matrix-value…