15 citations · 20 across the 9 of their papers we have counts for
3 papers · 1 filter
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…