Zeitouni An Introduction to Random Matrices. Cambridge studies in advanced mathematics, p.118, 2009. ,
Newman Brownian motion and the classical groups. With Probability, Statisitica and their applications: Papers in Honor of Rabii Bhattacharaya, pp.97-116, 2003. ,
A continuous semigroup of notions of independence between the classical and the free one, The Annals of Probability, vol.39, issue.3, pp.904-938, 2011. ,
DOI : 10.1214/10-AOP573
URL : https://hal.archives-ouvertes.fr/hal-00338778
Brownian motion, free stochastic calculus and random matrices. Free probability theory, Fields Inst, 1995. ,
Bargmann transform, functional calculus on matrix spaces and the theory of semicircular and circular systems, J. Funct. Anal, vol.144, issue.1, pp.232-286, 1997. ,
Meckes Multivariate normal approximation using exchangeable pairs ALEA, 2008. ,
Speicher Second order freeness and fluctuations of random matrices. III. Higher order freeness and free cumulants, Doc. Math, vol.12, pp.1-70, 2007. ,
Borel theorems for random matrices from the classical compact symmetric spaces, The Annals of Probability, vol.36, issue.3, pp.876-895, 2008. ,
DOI : 10.1214/07-AOP341
Zeitouni Large deviations techniques and applications Second edition Demni Free Jacobi process, J. Theo. Prob, vol.21, pp.118-143, 1998. ,
DOI : 10.1007/978-1-4612-5320-4
On the Eigenvalues of Random Matrices, Journal of Applied Probability, vol.31, pp.49-62, 1994. ,
DOI : 10.2307/3214948
Rough path limits of the Wong???Zakai type with a modified drift term, Journal of Functional Analysis, vol.256, issue.10, pp.3236-3256, 2009. ,
DOI : 10.1016/j.jfa.2009.02.010
Petz The semicircle law, free random variables, and entropy, Amer, Math. Soc., Mathematical Surveys and Monographs, vol.77, 2000. ,
Watanabe Stochastic differential equations and diffussion processes, 1981. ,
How many entries of a typical orthogonal matrix can be approximated by independent normals?, The Annals of Probability, vol.34, issue.4, pp.1497-1529, 2006. ,
DOI : 10.1214/009117906000000205
Ma¨?daMa¨?da Central limit theorem for the heat kernel measure on the unitary group ,
Nica Annular noncrossing permutations and partitions, and second-order asymptotics for random matrices, Int. Math. Res. Not, issue.28, pp.1413-1460, 2004. ,
Second order freeness and fluctuations of random matrices: I. Gaussian and Wishart matrices and cyclic Fock spaces, MSS07] J.A. Mingo, P. ´ Sniady, R. Speicher Second order freeness and fluctuations of random matrices, pp.226-270, 2006. ,
DOI : 10.1016/j.jfa.2005.10.007
Varadhan Martingale approach to some limit theorems. Papers from the Duke Turbulence Conference, Math. Ser, vol.III, issue.6, 1976. ,
Williams Diffusions, Markov processes and martingales, 1987. ,
DOI : 10.1017/cbo9780511805141
A short proof of Motoo's combinatorial central limit theorem using Stein's method, Probability Theory and Related Fields, vol.2, issue.2, pp.249-252, 1988. ,
DOI : 10.1007/BF00322021
Varadhan Limit thoerems for random walks on Lie groups, Sankhy¯ a, Series A 35, pp.277-294, 1973. ,
A Random Matrix Model From Two Dimensional Yang-Mills Theory, Communications in Mathematical Physics, vol.190, issue.2, pp.287-307, 1997. ,
DOI : 10.1007/s002200050242