Concepedia

Catherine Donati-Martin

CD

23

Publications

972

Citations

16

H-Index

1992

Active since

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

Publications per year

1992–2020

23

Publications

23

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

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White noise driven SPDEs with reflection

Catherine Donati-Martin, Étienne Pardoux · Probability Theory and Related Fields · 1993 · 144 citations · Full text

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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

, , +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

, , +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

, , +15

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