15 citations · 20 across the 9 of their papers we have counts for
10 papers
Extreme eigenvalues of Laplacian random matrices with Gaussian entries
Andrew Campbell, Kyle Luh, Sean O'Rourke +2
A Laplacian matrix is a real symmetric matrix whose row and column sums are zero. We investigate the limiting distribution of the largest eigenvalues of a Laplacian random matrix w…
Extremal Laws for Laplacian Random Matrices
Santiago Arenas-Velilla, Victor Pérez-Abreu
For an Laplacian random matrix with Gaussian entries it is proven that the fluctuations of the largest eigenvalue and the largest diagonal entry of a…
Hermitian Functional Representation of Free Lévy Processes
José-Luis Pérez G., Víctor Pérez-Abreu, Alfonso Rocha-Arteaga
A functional representation of free Lévy processes is established via an ensemble of unitarily invariant Hermitian matrix-valued Lévy processes. This is accomplished by proving fun…
On the process of the eigenvalues of a Hermitian Lévy process
Victor Pérez-Abreu, Alfonso Rocha-Arteaga
The dynamics of the eigenvalues (semimartingales) of a Lévy process with values in Hermitian matrices is described in terms of Itô stochastic differential equations with jumps.…
On the Free Fractional Wishart Process
Juan Carlos Pardo, José Luis Pérez, Victor Pérez-Abreu
We investigate the process of eigenvalues of a fractional Wishart process defined as N=B*B, where B is a matrix fractional Brownian motion recently studied by Nualart and Pérez-Abr…
On the Universality of the Non-singularity of General Ginibre and Wigner Random Matrices
Paulo Manrique, Victor Pérez-Abreu, Rahul Roy
We prove the universal asymptotically almost sure non-singularity of general Ginibre and Wigner ensembles of random matrices when the distribution of the entries are independent bu…
Random Matrix Systems with Block-Based Behavior and Operator-Valued Models
Mario Diaz, Víctor Pérez-Abreu
A model to estimate the asymptotic isotropic mutual information of a multiantenna channel is considered. Using a block-based dynamics and the angle diversity of the system, we deri…
On the eigenvalue process of a matrix fractional Brownian motion
David Nualart, Victor Pérez-Abreu
We investigate the process of eigenvalues of a symmetric matrix-valued process which upper diagonal entries are independent one-dimensional Hölder continuous Gaussian processes of…
A class of multivariate infinitely divisible distributions related to arcsine density
Makoto Maejima, Víctor Pérez-Abreu, Ken-iti Sato
Two transformations and of Lévy measures on based on the arcsine density are studied and their relation to general Upsilon transforma…
A Class of Infinitely Divisible Multivariate and Matrix Gamma Distributions and Cone-valued Generalised Gamma Convolutions
Victor Pérez-Abreu, Robert Stelzer
Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinit…