Victor Pérez-Abreu
Probability & Statistics/CIMAT

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Publications on random matrices, matrix-valued processes and eigenvalue processes

 

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

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

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

4)   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).

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

6)  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).

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

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

9)  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).

10)       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).

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

12)       On the traces of Laguerre Processes, with Constantín Tudor, Electronic Journal of Probability 14, 2241-2263 (2009).

13)       Functional Limit Theorems for traces in the Dyson-Brownian motion, with  Constantin Tudor, Communications on Stochastic Analysis 1, 415-428 (2007).