Research report (unpublished)

[A] Random truncations of Haar distributed matrices and bridges (with C. Donati-Martin)  (2013)  Hal

[B] Asymptotical behaviour of the presence probability in branching random walks and fragmentations  (with Jean Bertoin)  (2004) arXiv  


[52]  Addendum to "Sum rules via large deviations"  (with F. Gamboa and J. Nagel)  arxiv 1610.02071 arxiv

[51] Sum rules and large deviations for spectral matrix measures (with F. Gamboa and J. Nagel) arxiv 1601.08135 arXiv

Published papers

[50] Sum rules and large deviations for spectral measures on the unit circle (with F. Gamboa and J. Nagel)   arXiv
to appear in  Random Matrices: Theory and Applications , vol 06, Number 01 (2017)

[49] Large deviations for near-extreme eigenvalues in  the beta-ensembles (with C. Donati-Martin) arxiv
Electronic J. Probab. Vol. 21

[48] Sum rules via large deviations (with F. Gamboa and J. Nagel)  arXiv 
J. Funct. Anal., Vol. 270, Number 2, 509-559 (2016) 

[47] Limit theorems for orthogonal polynomials related to circular ensembles (with J. Najnudel and A. Nikeghbali) arXiv
J. Theoret. Prob.  29:1199–1239 (2016)  
[46] Large deviations for clocks of self-similar processes (with N. Demni and M. Zani)   Hal  arXiv 
Séminaire de Probabilités XLVII Special Volume Marc Yor
Lecture Notes in Math. 2137 (2015).

[45] Bridges and random truncations of random matrices (with V. Beffara and  C. Donati-Martin) arXiv
Random Matrices: Theory and Applications, vol : 03, Number: 02 (April 2014).

[44] Operator-valued spectral measures and large deviations (with F. Gamboa)  arXiv
Journal of Statistical Planning and Inference  154, 72-86 (2014)

[43] Large Deviations for Random Matricial Moment Problems (with F. Gamboa, J. Nagel, J. Wagener)
J Multivariate Analysis Vol. 106, 17-35 April 2012  

[42] Truncation of  Haar unitary matrices, traces and bivariate Brownian bridge (with Catherine Donati-Martin)
Random Matrices: Theory and Applications, Nov. 2011 DOI No: 10.1142/S2010326311500079  
 Hal  Zbl. 1247.15031

[41] Large deviations for random spectral measures and sum rules (with Fabrice Gamboa)
Applied Mathematics Research Express AMRX doi ABR009 (2011) 

 Hal: 00276017v2 Hal
  MR2835992 Zbl. 1261.600008

[40] Martingales and rates of presence in homogeneous fragmentations (with Nathalie Krell) 
 Stoch. Proc. and their Appl. Vol 121 (1), 135-154 (2011)  pdf   MR2739009

[39] Generalized Dirichlet distributions on the ball and moments (with Franck Barthe, Fabrice Gamboa, and Li-Vang Lozada-Chang)   ALEA Lat. Am. J. Probab. Math. Stat.Vol 7, 319-340 (2010)    pdf

[38] Ewens measures on compact groups and hypergeometric kernels (with Paul Bourgade and Ashkan Nikeghbali) 
Séminaire de Probabilités XLIII Lecture Notes in Math. 2006,  351-377 (2010) pdf   MR2790381  Zbl 1228.6011

[37] Canonical moments and random spectral measures (with Fabrice Gamboa)
J. Theoret. Probab. 23, 1015-1038 (2010)   pdf   erratum

[36] Circular Jacobi Ensembles and  deformed Verblunsky coefficients (with Paul Bourgade and Ashkan Nikeghbali),
Int. Math. Res. Notices  (2009) 2009:4357-4394   pdf
 MR2558335 Zbl 1183.33013

[35] On the reduction of a random basis (with Ali Akhavi and Jean-François Marckert), 
13 (2009) 437-458 pdf    Zbl 1185.1530
[34] Asymptotic behavior of random determinants in the Laguerre, Gram and Jacobi ensembles,
ALEA Lat. Am. J. Probab. Math. Stat. Vol. III 181-230 (2007)  pdf erratum MR2365642

[33] The characteristic polynomial on compact groups with Haar measure : some equalities in law  (with P. Bourgade and A. Nikeghbali),  Comptes Rendus Mathématiques, Vol. 345, n°4, 229-232 (2007) pdf

[32] Martingales and Profile of Binary Search Trees (with Brigitte Chauvin, Thierry Klein and Jean-Francois Marckert), 
Electronic J.  Probab. Vol. 10 Paper n° 12, 420-435 (2005) pdf  MR2147314

[31] Discretization methods for homogeneous fragmentations (with Jean Bertoin), 
J. London Math. Soc.Vol 72,  n°1  (2005) pdf  MR2145730

[30] Connecting Yule process, bisection and binary search tree via martingales (with Brigitte Chauvin),  
J. of the Iranian Stat. Society  Vol. 3 , n° 2 (2004) pdf

[29] A study of the Hartman-Watson distribution motivated by numerical problems related to Asian option pricing (with Pauline Barrieu and Marc Yor),  
J. of Appl. Probab. Vol.41 (4) 1049-1058 (2004)
pdf MR2122799

[28] Large deviations for cascades and cascades of large deviations, 
Proceedings of the Third Colloquium on Mathematics and Computer Science, Vienna (2004) (Birkhauser)
pdf  MR2090525

[27] A LDP for squares of Bessel and Ornstein-Uhlenbeck processes (with Catherine Donati-Martin, Marc Yor and Marguerite Zani), 
Probab. Th. and Rel. Fields, vol. 129, 2004 
pdf  Zbl.1055.60017 MR2063378

[26] Limit Theorems for Multiplicative Processes (with Quansheng Liu and Emmanuel Rio), 
J. Theoret. Probab., vol. 16, n°4, 2003
.pdf Zbl 1039.60035

[25] A LDP result for the strong Arc-Sine law (with Marc Yor and Marguerite Zani)
J. Theoret. Probab., vol. 15, n°3, 2002
 pdf  Zbl. 1011.60006  MR1922447

[24] Limit Theorems for Mandelbrot's Multiplicative Cascades (with Quansheng Liu) 
Annals of Applied Probability Vol 10, (2000)  

[23] Sharp large deviations for the Ornstein-Uhlenbeck process (with Bernard Bercu) 
Theory of Prob. and its Applic., Vol 46-1 dans l'édition russe et 2002 dans l'édition SIAM
pdf  MR1968706

[22] Large deviations and branching processes,   (Sozopol, 1997). 
Pliska Stud. Math. Bulgar. 13 (2000), 15--38. 
pdf Zbl  0967.60083 MR1800359

[21] A functional large deviations principle for quadratic forms of Gaussian stationary processes. (with Fabrice Gamboa and Marguerite Zani) Statist. Probab. Lett. 43 (1999), no. 3, 299--308 pdf  MR1708097

[20] Large deviations for quadratic forms of stationary Gaussian processes. (with Bernard Bercu and Fabrice Gamboa ) 
Stochastic Process. Appl. 71 (1997), no. 1, 75--90 

[19] Boltzmann-Gibbs weights in the branching random walk  (with Brigitte Chauvin). in Classical and modern branching processes (Minneapolis, 1994), 41--50, IMA Vol. Math. Appl., 84, Springer, New York, 1997. pdf

[18] On two measures defined on the boundary of a branching tree. (with Quansheng Liu) in  Classical and modern branching processes (Minneapolis, 1994), 187-201, IMA Vol. Math. Appl., 84, Springer, New York, 1997 pdf  Zbl 0867.60065

[17] Laplace asymptotics for reaction-diffusion equations. (with Gérard Ben Arous) 
Probab. Theory Related Fields 97 (1993), no. 1-2, 259--285.  

[16] Precise estimates of presence probabilities in the branching random walk. 
Stochastic Process. Appl. 44 (1993), no. 1, 27-39. Zbl 0773.60084 

[15] Growing conditioned trees. (with Brigitte Chauvin and Anton Wakolbinger) 
Stochastic Process. Appl. 39 (1991), no. 1, 117--130. Zbl 0747.60077 

[14] Fluctuations of spatial branching processes with mean-field interaction. (with Brigitte Chauvin and Pablo Olivares)
Adv. in Appl. Probab. 23 (1991), no. 4, 716-732.  Zbl 0745.60045 

[13] Construction et propriétés de martingales des processus de branchement spatiaux interactifs (with Sylvie Roelly) 
International Statistical Review/Revue Internationale de Statistique  58 (1990), no. 2, 173-189. Zbl

[12] Supercritical branching Brownian motion and K-P-P equation in the critical speed-area.  (with Brigitte Chauvin)
Math. Nachr. 149 (1990), 41--59. Zbl 0724.60091 

[11] Unscaled spatial branching processes with interaction: macroscopic equation and local equilibrium. (with Brigitte Chauvin and Pablo Olivares) Stochastic Anal. Appl. 8 (1990), no. 4, 445- 461 (1991)  Zbl 0727.60098 MR1091542

[10] A stochastic simulation for solving scalar reaction-diffusion equations.  (with Brigitte Chauvin)
Adv. in Appl. Probab. 22 (1990), no. 1, 88--100 

[9] Processus de Dawson-Watanabe conditionné par le futur lointain. (with Sylvie Roelly) 
C. R. Acad. Sci. Paris Sér. I Math. 309 (1989), no. 14, 867--872.

[8] KPP equation and supercritical branching Brownian motion in the subcritical speed area. Application to spatial trees. (with Brigitte Chauvin) Probab. Theory Related Fields 80 (1988), no. 2, 299--314. MR0968823

[7] Espérances et majorations pour un processus de branchement spatial markovien. 
Ann. Inst. H. Poincaré Probab. Statist. 23 (1987), no. 3, 459--497.     pdf

[6] Probabilités de présence dans un processus de branchement spatial markovien. 
Ann. Inst. H. Poincaré Probab. Statist. 23 (1987), no. 1, 37--61.   pdf    MR0877384

[5] Comportement asymptotique d'un processus  de branchement spatial en zone sous-critique.  
C. R. Acad. Sci. Paris
Sér. I Math. 299 (1984), no. 17, 887--890. erratum

[4] Grandes déviations, dynamique de populations et phénomènes malthusiens. (avec Catherine Laredo) 
Ann. Inst. H. Poincaré Sect. B (N.S.) 19 (1983), no. 4, 323--350.  pdf   Zbl 0532.60084

[3] Estimation non paramétrique de l'espérance et de la variance de la loi de reproduction d'un processus de ramification. (avec Camille Duby)
Ann. Inst. H. Poincaré Sect. B (N.S.) 18 (1982), no. 2, 149--163.  pdf

[2] Lois empiriques dans les processus de branchement spatiaux homogènes supercritiques. 
C. R. Acad. Sci. Paris Sér. I Math. 292 (1981), no. 20, 933--936. 

[1] Lois de Zipf et sources markoviennes. 
Ann. Inst. H. Poincaré Sect. B (N.S.) 14 (1978), no. 2, 169--188  
(Errata : Ann. Inst. H. Poincaré Sect. B (N.S.) 15 (1979), no. 2, 195--196  pdf). 

Other publications

[2] Les méthodes particulaires de Sherman et Peskin. In Probabilités Numériques, Ed N. Bouleau et D. Talay (INRIA), with Brigitte Chauvin, (1992)

[1]   Superconcentrateurs. 
Publications Mathématiques d'Orsay, 87-01. Université de Paris-Sud, Département de Mathématiques, Orsay, 1987. vi+37 pp pdf