Victor Pérez-Abreu
Publications on random
matrices, eigenvalue processes and free infinite divisibility
ˇ On the capacity of block multiantenna
channels, with Mario Díaz, IEEE
Transactions on Information Theory, 63, 3, 5286-5298 (2017).
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, 5, no 1, 1-21 (2016).
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 A Random Matrix Approximation for the Non-commutative
Fractional Brownian, 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 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 Free infinite divisibility of free multiplicative mixtures
of the Wigner distribution, with Sakuma Noriyoshi. Journal of Theoretical Probability 25,
100-121 (2012).
ˇ On the non-classical infinite divisibility of power semicircle
distributions, with Octavio Arizmendi. Communications on Stochastic Analysis 4,
161-178. (2010).
ˇ On free and classical type G
distributions, with Octavio Arizmendi
and Ole E. Barndorff-Nielsen. Brazilian
Journal of Probability and Statistics 24, 106-127. (2010).
ˇ On the traces of Laguerre
Processes, with Constantín Tudor, Electronic Journal of Probability 14,
2241-2263 (2009).
ˇ The S-transform for
symmetric probability measures with unbounded supports, with Octavio Arizmendi, Proceedings of the American Mathematical Society 137, 3057-3066
(2009).
ˇ Free Generalized Gamma
Convolutions,
with Sakuma Noriyoshi, Electronic Communications in Probability 13, 526-539 (2008).
ˇ Functional Limit Theorems for traces in the
Dyson-Brownian motion, with Constantin Tudor, Communications on Stochastic Analysis
1, 415-428 (2007).
ˇ Matrix subordinators and related Upsilon
transformations, with Ole E.
Barndorff-Nielsen, Theory of Probability
and its Applications 52, 1-23 (2008).
ˇ A class of random matrices with infinitely
divisible determinants, with Mako Maejima, Statistics
and Probability Letters 77, 166-168 (2007).
ˇ Mat G random matrices, with Ole E. Barndorff-Nielsen &
Poncho Rocha-Arteaga, Stochastic Models
22, 723-734 (2006).
ˇ A random matrix model for the Gaussian
distribution, Periodica Mathematica
Hungarica 52, 47-65 (2006).