Victor Pérez-Abreu
Probability & Statistics/CIMAT
Publications
on infinitely divisible aspects of random matrices
·
Covariation representation for Hermitian Lévy process ensambles
of free infinitely divisible distributions,
with Armando
Dominguez-Molina and Alfonso Rocha-Arteaga, Electronic Communications in Probability, 18, 1-14 (2013).
·
Infinitely divisible
multivariate and matrix Gamma distributions, with Robert Stelzer, Journal of Multivariate Analysis, 130, 155-175, (2014).
·
Matrix
subordinators and related Upsilon transformations, with Ole E. Barndorff-Nielsen,
Theory of Probability and its Applications
52, 1-23 (2008).
·
A
class of random matrices with infinitely divisible determinants, with Mako Maejima, Statistics
and Probability Letters 77, 166-168 (2007).
·
Mat
G random matrices, with Ole E. Barndorff-Nielsen & Poncho Rocha-Arteaga,
Stochastic Models 22, 723-734
(2006).
·
A
random matrix model for the Gaussian distribution, Periodica Mathematica Hungarica 52,
47-65 (2006).