In this article, we prove that k-dimensional spherical integrals are asymptotically equivalent
to the product of 1-dimensional spherical integrals. This allows us to generalize several …

Consider a real diagonal deterministic matrix X n of size n with spectral measure converging
to a compactly supported probability measure. We perturb this matrix by adding a random …

Realized statistics based on high frequency returns have become very popular in financial
economics. In recent years, different non-parametric estimators of the variation of a log-price …

In this paper, we show large deviations for random step functions of type
Z_n(t)=1nk=1^ntX_k^2, where {X_k\}_k is a stationary Gaussian process. We deal with the …

In this paper we prove the large deviation principle for a class of weighted means of linear
combinations of independent Poisson distributed random variables, which converge weakly …

Dans ce mémoire d'HDR je présente une synthèse de mes travaux de recherche et décrit
ainsi brièvement l'ensemble de mes articles. Ces travaux incluent tous les résultats obtenus …

Cette thèse est consacrée à l'étude de théorèmes limites: grandes déviations et déviations
modérées pour des estimateurs liés à des modèles financiers. Dans une première partie …

In this paper, we show large deviations for random step functions of type Zn (t)= 1 n X [nt] k=
1 X2 k; where fXkgk is a stationary Gaussian process. We deal with the associated random …

The mid-nineties have witnessed a convergence between wireless communication and
large random matrices. Although both fields were separately active, the pionneering works …