203 citations · 246 across the 15 of their papers we have counts for
16 papers
Extension of a theorem of Wschebor to free and matrix Brownian motions
Catherine Donati-Martin, Alain Rouault
In 1992, M. Wschebor proved a theorem on the convergence of small increments of the Brownian motion. Since then, it has been extended to various processes. We prove a version of th…
Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices
Mireille Capitaine, Catherine Donati-Martin
In this paper, we investigate the fluctuations of a unit eigenvector associated to an outlier in the spectrum of a spiked complex Deformed Wigner matrix : $M_N =W_…
Spectrum of deformed random matrices and free probability
M Capitaine, C Donati-Martin
The aim of this paper is to show how free probability theory sheds light on spectral properties of deformed matricial models and provides a unified understanding of various asympto…
Convergence to Equilibrium in the Free Fokker-Planck Equation With a Double-Well Potential
Catherine Donati-Martin, Benjamin Groux, Mylene Maida
We consider the one-dimensional free Fokker-Planck equation ,…
Large deviations for near-extreme eigenvalues in the beta-ensembles
Catherine Donati-Martin, Alain Rouault
For beta ensembles with convex poynomial potentials, we prove a large deviation principle for the empirical spectral distribution seen from the rightmost particle. This modified sp…
Bridges and random truncations of random matrices
Vincent Beffara, Catherine Donati-Martin, Alain Rouault
We continue to study the squared Frobenius norm of a submatrix of a random unitary matrix. When the choice of the submatrix is deterministic and its size is $[ns] \tim…