Mireille CAPITAINE

Mél : mireille.capitaine@math.univ-toulouse.fr
Bureau : 221 Bâtiment 1R1 2 étage
Téléphone : +33 (0)5 61 55 64 15
Télécopie : +33 (0)5 61 55 60 89
Adresse postale :
Institut de Mathématiques de Toulouse
Equipe de Statistique et Probabilités
Université Paul Sabatier
118, Route de Narbonne
F-31062 TOULOUSE Cedex 9

Publications

• Capitaine, M.
  Onsager-Machlup functional for some smooth norms on Wiener space
  Probab. Theory Relat. Fields, 102, pp 189-201 (1995).

• Capitaine, M; Hsu,E.P.; Ledoux, M.
  Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces
  Elect. Comm. Prob.2, paper 7 (1997).

• M. Capitaine
  Sur une inégalité de Sobolev logarithmique pour une diffusion unidimensionnelle
  Séminaire de Probabilités XXXII (1998).

• Capitaine, M.
  On the Onsager-Machlup functional for elliptic diffusion processes
  Séminaire de Probabilités XXXIV pp 313-328 (2000).

• Capitaine, M.; Donati-Martin, C.
  The Lévy area process for the free Brownian motion
  Journal of Functional Analysis 179, 153-169 (2001).

• Biane, P.; Capitaine,M., Guionnet,A.
  Large deviation bounds for matrix Brownian motion
  Invent.Math.152, 433-459 (2003).

• Capitaine,M., Casalis, M.
  Asymptotic freeness by generalized moments for Gaussian and Wishart matrices. Application to Beta random matrices
  (2004). Indiana University Mathematics Journal 53 (2),397-431

• Capitaine, M. Donati-Martin, C.
  Free Wishart processes
  (2005). Journal of Theoretical Probability Vol 18 (2), 413-438

• Capitaine,M., Casalis, M.
  Cumulants for random matrices as convolutions on the symmetric group
  Probab. Theory Relat. Fields 136, 19-36 (2006)

• Capitaine,M., Casalis, M.
  Cumulants for random matrices as convolutions on the symmetric group II
  (2007) Journal of Theoretical Probability 20. no. 3, 505-533.

• Capitaine,M., Donati-Martin, C.
  Strong asymptotic freeness for Wigner and Wishart matrices
  (2007) Indiana University Mathematics Journal 56 (2) 767-803

• Capitaine, M., Casalis, M.
  Geometric interpretation of the cumulants for random matrices previously defined as convolutions on the symmetric group (preprint)
  (2008) Séminaire de Probabilités XLI pp 93-119.

• Capitaine, M., Donati-Martin, C., Féral, D.
  The largest eigenvalue of finite rank deformation of large Wigner matrices: convergence and non universality of the fluctuations (preprint)
  (2009) Annals of Probability 37, 1-47.

• Banica, T., Belinschi, S., Capitaine, M., Collins, B.
  Free Bessel laws
  (2011) Canadian Journal of Mathematics 63, 3-37.

• Capitaine, M., Donati-Martin, C., Féral, D. and Février, M.
  Free convolution with a semi-circular distribution and eigenvalues of spiked deformations of Wigner matrices (preprint)
  Electronic Journal of Probability, 16: 1750--1792, 2011.

• Capitaine, M., Donati-Martin, C., Féral, D.
  Central limit theorems for eigenvalues of deformations of Wigner matrices. (preprint)
  Annales de L'Institut Henri Poincaré - Probabilités et Statistiques} 48, 1, 107-133, 2012.

• Capitaine, M.
  Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices
  (2013) Journal of Theoretical Probability 26 (3) 595-648.
  ArXiv:1103.2899.

• Capitaine, M.
  Exact separation phenomenon for the eigenvalues of large Information-Plus-Noise type matrices. Application to spiked models. (2014) Indiana University Mathematics Journal 63 (6) 1875-1910.
    Arxiv:1301.3940.

• M. Capitaine, S. Péché
  Fluctuations at the edges of the spectrum of the full rank deformed GUE.  Probab. Theory Relat. Fields, June 2016, Volume 165, Issue 1, pp 117-161.
   Arxiv:1402.2262.

• C. Bordenave, M. Capitaine
  Outlier eigenvalues for deformed i.i.d random matrices.
  Communications on Pure and Applied Mathematics, November 2016, Volume 69, Issue 11, pp 2131-2194.
  Arxiv:1403.6001.

• S.T Belinschi, H. Bercovici, M. Capitaine, M. Février
  Outliers in the spectrum of large deformed unitarily invariant models
  The Annals of Probability, Vol. 45, No. 6A, pp 3571-3625 (2017).
  http://arxiv.org/abs/1412.4916.

• S. Belinschi, M. Capitaine
  Spectral properties of polynomials in independent Wigner and deterministic matrices
  Journal of Functional Analysis,  Volume 273, Issue 12, pp 3901-3963 (2017).
   https://arxiv.org/abs/1611.07440

• M. Capitaine, C. Donati-Martin
  Spectrum of deformed random matrices and free probability
  Advanced Topics in Random Matrices, Florent Benaych-Georges, Charles Bordenave,
  Mireille Capitaine, Catherine Donati-Martin, Antti Knowles (edited by F. Benaych-Georges, D.
  Chafaï, S. Péché, B. de Tilière) Panoramas et synthèses 53 (2018).
   https://arxiv.org/abs/1607.05560

• M. Capitaine
  Limiting eigenvectors of outliers for Spiked Information-Plus-Noise type matrices
  Séminaire de Probabilités XLIX, pp 119-164 (2018).
  https://arxiv.org/abs/1701.08069

• M. Capitaine
  Non universality of fluctuations of outliers for Hermitian polynomials in a complex  Wigner matrix and a spiked diagonal matrix
  Random Matrices: Theory and Applications 9 (4), 2050013, 42 (2020).
   http://arxiv.org/abs/1810.04598 
  

• S.T Belinschi, H. Bercovici, M. Capitaine
  On the outlying eigenvalues of a polynomial in large independent random matrices
   Int. Math. Res. Notices. 2021, no. 4, 2588–2641.
  https://arxiv.org/abs/1703.08102
  

• M. Capitaine, C. Donati-Martin
  Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices
   ALEA Lat. Am. J. Probab. Math. Stat. 18 (2021), no. 1, 129-165.
   https://arxiv.org/abs/1807.0777

• S.T Belinschi, C. Bordenave, M. Capitaine, G. Cébron
  Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d random matrices and deterministic matrices.
  Electronic Journal of Probability 2021, Vol. 26, paper no. 100, 1-37.
  https://doi.org/10.1214/21-EJP666
  

•  S.T Belinschi, M. Capitaine, S. Dallaporta, M. Février
  Fluctuations of the Stieltjes transform of the empirical spectral distribution of selfadjoint polynomials in Wigner and deterministic diagonal matrices.
  https://arxiv.org/abs/2107.10031
  

• S.T Belinschi, M. Capitaine
  Strong convergence of tensor products of independent GUE matrices.
  https://arxiv.org/abs/2205.07695

• Enseignement

• Capitaine, M.
  Introduction aux grandes matrices aléatoires (notes)
  Notes de cours de M2R.