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.
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