PUBLICATIONS
Research reports
(unpublished)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 J. Bertoin)
(2004)
arXiv
[C] Addendum to "Sum rules via large deviations" (with F. Gamboa and J. Nagel) (2016) arxiv
Preprint submitted
Some gateways between sum rules (with F. Gamboa and J. Nagel) arxiv Hal (2023)
Published papers
[60] Sum rules via large deviations : extension to polynomial potentials and the multi-cut regime. (with F. Gamboa and J. Nagel) arxiv J.Funct. Anal. vol. 282 (2022) erratum
[59] Large deviations for spectral measures of some spiked matrices (with N. Noiry), Random Matrices: Theory and Applications vol. 11 (4) 2022 Hal
[58] Invariance principle for clocks (with Maria Emilia Caballero)
"Séminaire de Probabilités volume LI, Lecture Notes in Math. 2301 (2022) arxiv
[57] Large deviations and Wschebor's theorems (with J. Leon) arxiv (2019),
Advances in Probability and Mathematical Statistics, (2021) erratum
[56] A matrix version of a higher-order Szegö theorem. arxiv
Journal of Approximation Theory , June 2021.
[55] Sum rules and large deviations for spectral matrix measures in the Jacobi ensemble (with F. Gamboa and J. Nagel) arxiv
Random Matrices: Theory and Applications vol 10 , Number 1 (2021) erratum
[54] Sum rules and large deviations for spectral matrix measures (with F. Gamboa and J. Nagel) arXiv
Bernoulli, vol. 25 number 1 (2019) erratum
[53] Mod-Gaussian convergence for random determinants and random
characteristic polynomials (with M. Dal Borgo and E. Hovhannisyan) arxiv
Ann. IHP A, vol. 20 number 1 (2019)
[52] Asymptotic results in solvable two-charge models (with M. Dal Borgo and E. Hovhannisyan) arxiv
Electronic Comm. in Prob. vol. 23 number 16 (2018)
[51] Asumptotic properties of the densities in beta-ensembles
(with M. Dal Borgo and E. Hovhannisyan) arxiv
J. Stat. Phys. 170:439-465 (2018)
[50] Sum rules and large deviations for spectral measures on the
unit circle (with F. Gamboa and J. Nagel) arXiv
Random Matrices: Theory and Applications , vol 06, Number 01 (2017) MR3612269 erratum
[48] Sum rules via large deviations (with F. Gamboa and J. Nagel) arXiv
J. Funct. Anal., Vol. 270, Number 2, 509-559 (2016) MR3425894 erratum
[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). MR3444309
[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) arXiv
J Multivariate Analysis Vol. 106, 17-35 April 2012 http://dx.doi.org/10.1016/j.j
MR2887677
[42] Truncation
of Haar unitary matrices, traces and bivariate Brownian
bridge (with C. 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 F. Gamboa)
Applied
Mathematics Research Express AMRX doi ABR009 (2011)
Hal:
00276017v2 MR2835992 Zbl. 1261.600008 pdf erratum
[40]
Martingales and rates of presence in homogeneous fragmentations (with
N. Krell)
Stoch. Proc. and their Appl. Vol 121 (1),
135-154 (2011) pdf MR2739009
[39]
Generalized
Dirichlet distributions on the ball and moments (with F. Barthe,
F. Gamboa, and L-V. 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 P.
Bourgade and A. 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 F. Gamboa)
J. Theoret. Probab. 23, 1015-1038 (2010) pdf erratum
[36] Circular
Jacobi Ensembles and deformed Verblunsky coefficients (with P. Bourgade and A. Nikeghbali),
Int. Math. Res. Notices
(2009) 2009:4357-4394
pdf MR2558335 Zbl 1183.33013
[35] On
the reduction of
a random basis (with A. Akhavi and J-F.
Marckert),
ESAIMP&S 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 B. Chauvin, Th. Klein and J-F.
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,
in 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) MR1765209
[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 MR1480640
[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. MR1240726
[16]
Precise estimates of presence probabilities in
the branching random walk.
Stochastic Process. Appl. 44 (1993), no. 1, 27-39. Zbl 0773.60084 MR1198661
[15]
Growing conditioned trees. (with Brigitte Chauvin
and Anton Wakolbinger)
Stochastic Process. Appl. 39 (1991), no. 1, 117--130. Zbl 0747.60077 MR1135089
[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 MR1133724
[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 0721.60095
[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 MR1124793
[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 MR1039378
[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 MR0906727
[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 MR0730114
[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 MR0662448
[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 pdf
(Errata
: Ann. Inst. H.
Poincaré Sect. B (N.S.) 15 (1979), no.
2, 195--196 pdf). MR0507732
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