MATRICES ALEATORIAS, PROBABILIDAD NO CONMUTATIVA Y TEMAS AFINES

Red mexicana de investigadores y estudiantes en estos temas

                            Publicaciones recientes / Recent publications

                  Matricial processes, spectral dynamics and free processes

       Papers

 

ˇ       Pardo, JC., Pérez, JL, Pérez-Abreu, V.

On the Free Fractional Wishart Process

Journal of Functional Analysis 339-362 (2017).

 

ˇ       Pérez-Abreu, V., Rocha-Arteaga, A.

On the process of the eigenvalues of a Hermitian Lévy process

In: The Fascination of Probability, Statistics and their Applications. Festschrift in Honour of Ole Barndorff-Nielsen, Springer, 231-249 (2016).

 

ˇ       Pardo, JC., Pérez, JL, Pérez-Abreu, V.

A Random Matrix Approximation for the Non-commutative Fractional Brownian Motion.

Journal of Theoretical Probability, 1581-1598 (2016).

 

ˇ       Domínguez-Molina, J.A., Rocha-Arteaga, A. 

Stochastic integrals and covariation representations for rectangular Lévy process ensembles.

Birkhauser, Series Progress in Probability, Vol. 69, 119 (2015).

 

ˇ       Nualart, D., Pérez-Abreu V.

On the eigenvalue process of a matrix fractional Brownian motion.

Stochastic Processes and their Application, 124, 4286-4282 (2014).

 

ˇ       Dominguez-Molina, JA, Pérez-Abreu, V., Rocha-Arteaga, A.

       Covariation representation for Hermitian Lévy process ensambles of free infinitely divisible distributions.

       Electronic Communications in Probability, 18, 1-14 (2013).

 

ˇ       Pérez-Abreu, V., Tudor, C.

A note on the two-dimensional operator Wishart and Laguerre processes.

Mathematical Reports, Romanian Academy, 14, 297-306 (2012).

 

ˇ       Pérez-Abreu, V., Tudor, C.

On the traces of Laguerre Processes.

Electronic Journal of Probability 14, 2241-2263 (2009).

 

ˇ       Pérez-Abreu, V., Tudor, C.

Functional Limit Theorems for traces in the Dyson-Brownian motion.

Communications on Stochastic Analysis 1, 415-428 (2007).

 

      Preprints