Mireille Capitaine

Statistics

Publications

Citations

858

H-Index

Active since

1995

Affiliations

Université Toulouse III - Paul Sabatier(Current)

Institut de Mathématiques de Toulouse

Centre National de la Recherche Scientifique

Institut National des Sciences Appliquées de Toulouse

Mireille Capitaine is an author at Université Toulouse III - Paul Sabatier specializing in stochastic processes, mathematics, and random matrix theory.

Publications per year

1995–2020

Publications

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 · 199 citations · Full text

Natural Sciences, Mathematics, Physics +12

Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces

Mireille Capitaine, Elton P. Hsu, Michel Ledoux · Electronic Communications in Probability · 1997 · 124 citations · Full text

Engineering, Physics, Financial Economics +16

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 · 85 citations · Full text

Natural Sciences, Mathematics, Dynamical Systems +13

Asymptotic freeness by generalized moments for Gaussian and Wishart matrices. Application to beta random matrices

Mireille Capitaine, M. Casalis · Indiana University Mathematics Journal · 2004 · 78 citations

Engineering, Decision Sciences, Information Theory +11

Large deviation bounds for matrix Brownian motion

Philippe Biane, Mireille Capitaine, Alice Guionnet · Inventiones mathematicae · 2003 · 61 citations

Engineering, Biostatistics, Stochastic Modeling +12

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