Víctor Pérez-Abreu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
On Ole E. Barndorff-Nielsen's contributions to classical and free infinite divisibility and Lévy processes
Bernoulli
2026-02-10Paper
Ole Eiler Barndorff-Nielsen
Bernoulli
2026-02-10Paper
Asymptotic behavior of some multicategory classification methods for high-dimensional data
Communications in Statistics. Simulation and Computation
2026-01-21Paper
scientific article; zbMATH DE number 7786364 (Why is no real title available?)2024-01-10Paper
Extreme eigenvalues of Laplacian random matrices with Gaussian entries2022-11-30Paper
Multi-objective model for the problem of locating tows for incident servicing on expressways
Top
2021-05-05Paper
Extremal Laws for Laplacian Random Matrices2021-01-20Paper
On the Capacity of Block Multiantenna Channels
IEEE Transactions on Information Theory
2017-10-19Paper
On the process of the eigenvalues of a Hermitian Lévy process
The Fascination of Probability, Statistics and their Applications
2017-01-16Paper
A random matrix approximation for the non-commutative fractional Brownian motion
Journal of Theoretical Probability
2017-01-10Paper
On the non-commutative fractional Wishart process
Journal of Functional Analysis
2016-11-09Paper
On the universality of the non-singularity of general Ginibre and Wigner random matrices
Random Matrices: Theory and Applications
2016-04-18Paper
On the non-classical infinite divisibility of power semicircle distributions
Communications on Stochastic Analysis
2016-03-04Paper
Hermitian Functional Representation of Free L\'evy Processes2015-11-10Paper
On the eigenvalue process of a matrix fractional Brownian motion
Stochastic Processes and their Applications
2014-10-06Paper
Covariation representations for Hermitian Lévy process ensembles of free infinitely divisible distributions
Electronic Communications in Probability
2014-09-22Paper
Lévy measures involving a generalized form of fractional integrals
Probability and Mathematical Statistics
2014-09-02Paper
PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order
Brazilian Journal of Probability and Statistics
2014-08-12Paper
Infinitely divisible multivariate and matrix gamma distributions
Journal of Multivariate Analysis
2014-07-24Paper
Random Matrix Systems with Block-Based Behavior and Operator-Valued Models2014-04-16Paper
A note on the two-dimensional operator Wishart and Laguerre processes2014-02-05Paper
Lévy mixing
ALEA. Latin American Journal of Probability and Mathematical Statistics
2014-01-23Paper
A class of multivariate infinitely divisible distributions related to arcsine density
Bernoulli
2012-05-28Paper
A class of multivariate infinitely divisible distributions related to arcsine density
Bernoulli
2012-05-28Paper
Free infinite divisibility of free multiplicative mixtures of the Wigner distribution
Journal of Theoretical Probability
2012-04-26Paper
On free and classical type \(G\) distributions
Brazilian Journal of Probability and Statistics
2010-08-09Paper
Type A Distributions: Infinitely Divisible Distributions Related to Arcsine Density2010-07-05Paper
On the traces of Laguerre processes
Electronic Journal of Probability
2009-11-20Paper
On the traces of Laguerre processes
Electronic Journal of Probability
2009-11-20Paper
Free generalized gamma convolutions
Electronic Communications in Probability
2009-11-20Paper
Free generalized gamma convolutions
Electronic Communications in Probability
2009-11-20Paper
The $S$-transform of symmetric probability measures with unbounded supports
Proceedings of the American Mathematical Society
2009-09-11Paper
Functional limit theorems for trace processes in a Dyson Brownian motion2008-10-23Paper
Matrix Subordinators and Related Upsilon Transformations
Theory of Probability & Its Applications
2008-08-21Paper
Representation of infinitely divisible distributions on cones
Journal of Theoretical Probability
2007-10-12Paper
scientific article; zbMATH DE number 5158813 (Why is no real title available?)2007-05-29Paper
A class of random matrices with infinitely divisible determinants
Statistics & Probability Letters
2007-03-15Paper
MatG Random Matrices
Stochastic Models
2007-02-15Paper
A random matrix model for the Gaussian distribution
Periodica Mathematica Hungarica
2007-01-08Paper
COVARIANCE-PARAMETER LÉVY PROCESSES IN THE SPACE OF TRACE-CLASS OPERATORS
Infinite Dimensional Analysis, Quantum Probability and Related Topics
2005-04-29Paper
scientific article; zbMATH DE number 2096697 (Why is no real title available?)2004-09-06Paper
Extensions of Type G and Marginal Infinite Divisibility
Theory of Probability and Its Applications
2004-01-21Paper
Multiple stochastic fractional integrals: A transfer principle for multiple stochastic fractional integrals
Boletín de la Sociedad Matemática Mexicana. Third Series
2003-09-24Paper
Semi-parametric multivariate modelling when the marginals are the same
Journal of Multivariate Analysis
2003-09-01Paper
Stationary and self-similar processes driven by Lévy processes
Stochastic Processes and their Applications
2002-08-29Paper
Extreme-value moment goodness-of-fit tests
Annals of the Institute of Statistical Mathematics
2002-04-11Paper
scientific article; zbMATH DE number 1583973 (Why is no real title available?)2001-12-03Paper
scientific article; zbMATH DE number 1552213 (Why is no real title available?)2001-03-20Paper
Interpolation, correlation identities, and inequalities for infinitely divisible variables
The Journal of Fourier Analysis and Applications
1999-11-11Paper
scientific article; zbMATH DE number 1222327 (Why is no real title available?)1999-06-21Paper
On stable processes of bounded variation
Statistics & Probability Letters
1998-07-01Paper
scientific article; zbMATH DE number 1047453 (Why is no real title available?)1998-03-02Paper
scientific article; zbMATH DE number 1047453 (Why is no real title available?)1998-03-02Paper
scientific article; zbMATH DE number 970518 (Why is no real title available?)1997-10-01Paper
scientific article; zbMATH DE number 970667 (Why is no real title available?)1997-10-01Paper
scientific article; zbMATH DE number 956582 (Why is no real title available?)1997-01-16Paper
scientific article; zbMATH DE number 946655 (Why is no real title available?)1997-01-14Paper
scientific article; zbMATH DE number 897988 (Why is no real title available?)1996-08-21Paper
scientific article; zbMATH DE number 898371 (Why is no real title available?)1996-08-15Paper
On the continuity of Wiener chaos
Boletín de la Sociedad Matemática Mexicana. Third Series
1996-03-04Paper
Covariance identities and inequalities for functionals on Wiener and Poisson spaces
The Annals of Probability
1996-02-11Paper
Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
Stochastic Processes and their Applications
1995-05-23Paper
Large deviations for a class of chaos expansions
Journal of Theoretical Probability
1994-12-05Paper
Large deviations for stochastic evolution equations in duals of nuclear frechet spaces
Stochastic Analysis and Applications
1994-07-04Paper
scientific article; zbMATH DE number 431870 (Why is no real title available?)1994-05-19Paper
Exploratory data analysis for counts using the empirical probability generating function1
Communications in Statistics: Theory and Methods
1994-04-12Paper
Empirical probability generating function. An overview
Insurance Mathematics & Economics
1993-12-12Paper
Use of an empirical probability generating function for testing a Poisson model
The Canadian Journal of Statistics
1993-12-12Paper
Goodness of fit for the poisson distribution based on the probability generating function
Communications in Statistics: Theory and Methods
1993-10-11Paper
Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces
Journal of Multivariate Analysis
1993-04-01Paper
scientific article; zbMATH DE number 140535 (Why is no real title available?)1993-03-28Paper
scientific article; zbMATH DE number 140535 (Why is no real title available?)1993-03-28Paper
The Skorohod integral and the derivative operator of functionals of a cylindrical Brownian motion
Applied Mathematics and Optimization
1992-06-28Paper
On theL2-Theory of product stochastic measures and multiple wiener–ito integrals
Stochastic Analysis and Applications
1991-01-01Paper
scientific article; zbMATH DE number 4138885 (Why is no real title available?)1989-01-01Paper
Decompositions of semimartingales on \({\mathcal S}'\)
Journal of Functional Analysis
1988-01-01Paper
Stochastic evolution equations driven by nuclear-space-valued martingales
Applied Mathematics and Optimization
1988-01-01Paper
The exponential space of an \(L^ 2\)-stochastic process with independent increments
Statistics & Probability Letters
1988-01-01Paper
Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process
Applied Mathematics and Optimization
1987-01-01Paper
scientific article; zbMATH DE number 4090586 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 4104068 (Why is no real title available?)1986-01-01Paper


Research outcomes over time


This page was built for person: Víctor Pérez-Abreu