Victor Pérez-Abreu
Probability & Statistics/CIMAT
Publications on
multivariate and cone valued infinitely divisible distributions
1) Infinitely divisible multivariate and matrix Gamma distributions, with Robert Stelzer, Journal of Multivariate Analysis, 130, 155-175, (2014).
2) Lévy mixing, with Ole Barndorff-Nielsen
and Steen Thorbjensen, ALEA, Latin American Journal in Probability and Mathematical Statistics,
10 (2), 1013-1062, (2013).
3) 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.
4) A
class of multivariate infinitely divisible distributions related to arcsine
density, with Makoto Maeijma
and Ken-iti Sato.
Bernoulli, 18, 476-495 (2012).
5) Representation of infinitely divisible
distributions on cones,
with Jan Rosinski, Journal of
Theoretical Probability 20, 535-544 (2007).
6)
Extensions
of type G and marginal infinite divisibility, with Ole E. Barndorff-Nielsen,
Theory of Probability and Its
Applications 47, 301-319 (2002).
7)
Interpolation,
correlation identities and inequalities
for infinitely divisible variables, with Christian Houdré and Donatas Surgailis, Journal of Fourier Analysis and
Applications 4, 651-668 (1998).
8)
Characterization and approximation of infinitely
divisible distributions on Hilbert spaces, with Netzahualcóyotl Castañeda. Aportaciones Matemáticas, Notas de Investigación 12, 57-70. Mexican Mathematical Society (1996).