Concepedia
Statistics
Publications
23
Citations
972
H-Index
16
Active since
1992
Affiliations
Sorbonne Université(Current)
Université Toulouse III - Paul Sabatier
Université Paris 8
Institut de Mathématiques de Toulouse
Laboratoire de Probabilités et Modèles Aléatoires
Catherine Donati-Martin is an author at Sorbonne Université specializing in engineering, probability theory, and spectral theory.
Top concepts
EngineeringProbabilityBrownian MotionSpectral TheoryStochastic CalculusStochastic ProcessesFunctional AnalysisPhysicsStochastic AnalysisRepresentation Theory
Publications per year
1992–2020
The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
Mireille Capitaine, Catherine Donati-Martin, Delphine Féral · The Annals of Probability · 2009 · 191 citations · Full text
Spectral Theory, Asymptotic Spectrum, Size N +10
White noise driven SPDEs with reflection
Catherine Donati-Martin, Étienne Pardoux · Probability Theory and Related Fields · 1993 · 144 citations · Full text
Engineering, Optical Properties, Noise +3
Free Convolution with a Semicircular Distribution and Eigenvalues of Spiked Deformations of Wigner Matrices
Mireille Capitaine, Catherine Donati-Martin, Delphine Féral et al. · Electronic Journal of Probability · 2011 · 81 citations · Full text
Spectral Theory, Engineering, Free Convolution +10
On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options
Catherine Donati-Martin, Raouf Ghomrasni, Marc Yor · Revista Matemática Iberoamericana · 2001 · 81 citations · Full text
Option Pricing, Exponential Functionals, Asset Pricing +13
Some Properties of the Wishart Processes and a Matrix Extension of the Hartman–Watson Laws
Catherine Donati-Martin, Yan Doumerc, Hiroyuki Matsumoto et al. · Publications of the Research Institute for Mathematical Sciences · 2004 · 58 citations
Spectral Theory, Matrix Extension, Bessel Processes +15
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