Victor Pérez-Abreu
Probability & Statistics/CIMAT


Preprints and recent publications


ˇ    Simulation of Point Cloud Data on Manifolds and Stratified Spaces: A Survey, with Gilberto Flores and Yair Hernandez, Preprint (2019).

ˇ    Extremal laws for Gaussian Laplacian matrices, with Santiago Arenas-Velilla, Preprint (2019).

ˇ    On the capacity of block multiantenna channels, with Mario Díaz. IEEE Transactions on Information Theory, 63, 3, 5286-5298 (2017).

ˇ     On the Free Fractional Wishart Process, with Juan Carlos Pardo and José Luis Pérez Garmendia. Journal of Functional Analysis 272, 339-362 (2017).

ˇ     On the process of the eigenvalues of a Hermitian Lévy process, with Alfonso Rocha-Arteaga, The Fascination of Probability, Statistics and their Applications. Festschrift in Honour of Ole Barndorff-Nielsen. Springer, 231-249 (2016).

ˇ     On the universality of the non-singularity of general Ginibre and Wigner random matrices, with Paulo Manrique and Rahul Roy. Random Matrices: Theory and Applications, Vol. 5, No. 1 1650002-21 (2016).

ˇ    A Random Matrix Approximation for the Non-commutative Fractional Brownian Motion, with Juan Carlos Pardo and José Luis Pérez Garmendia, Journal of Theoretical Probability, 1581-1598 (2016).

ˇ    On the eigenvalue process of a matrix fractional Brownian motion, with David Nualart, Stochastic Processes and their Application, 124, 4286-4282 (2014).

ˇ    Infinitely divisible multivariate and matrix Gamma distributions, with Robert Stelzer, Journal of Multivariate Analysis, 130, 155-175, (2014).

ˇ    PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order, with Addy Bolivar-Cimé, Brazilian Journal of Probability and Statistics 28, 255-274 (2014).

ˇ    Lévy mixing, with Ole Barndorff-Nielsen and Steen Thorbjensen, ALEA, Latin American Journal in Probability and Mathematical Statistics, 10 (2), 1013-1062, (2013).

ˇ    Lévy measures involving fractional a generalized form of fractional integrals, with Makoto Maeijma and Ken-iti Sato. Probability and Mathematical Statistics, 33, 1, 45-63 (2013).

ˇ    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).

ˇ     A note on the two-dimensional operator Wishart and Laguerre processes, with Constantin Tudor, Mathematical Reports, Romanian Academy, 14, 297-306 (2012).

ˇ     A class of multivariate infinitely divisible distributions related to arcsine density, with Makoto Maeijma and Ken-iti Sato. Bernoulli, 18, 476-495 (2012).

ˇ    Free infinite divisibility of free multiplicative mixtures of the Wigner distribution, with Sakuma Noriyoshi. Journal of Theoretical Probability 25, 100-121 (2012).