3 citations · 4 across the 4 of their papers we have counts for
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A Random Matrix Approximation for the Non-commutative Fractional Brownian Motion
Juan Carlos Pardo, Victor Pérez-Abreu, José Luis Pérez-Garmendia
A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fractional Brownian motion is obtained. It is shown that the limiting measure-valued…
Covariation representations for Hermitian Lévy process ensembles of free infinitely divisible distributions
J. Armando Domínguez-Molina, Víctor Pérez-Abreu, Alfonso Rocha-Arteaga
It is known that the so-called Bercovici-Pata bijection can be explained in terms of certain Hermitian random matrix ensembles whose asymptotic spectral distribu…
Type A Distributions: Infinitely Divisible Distributions Related to Arcsine Density
Makoto Maejima, Victor Perez-Abreu, Ken-iti Sato
Two transformations and of Lévy measures on based on the arcsine density are studied and their relation to general Upsilon tran…
Free infinite divisibility and free multiplicative mixtures of the Wigner distribution
Victor Perez-Abreu, Noriyoshi Sakuma
We find necessary and sufficient conditions for the free additive infinite divisibility of some free multiplicative convolutions with the Wigner, the arcsine, the free Poisson and…