Víctor Pérez‐Abreu

Mathematics · Physical Sciences

17h-index959citations102works0.02yr avg
OpenAlex↗ORCID↗Google Scholar↗

Accepting Students?

No reports yet. Know if this professor is taking students?

Research Topics

Random Matrices and Applications(44), Stochastic processes and financial applications(34), Stochastic processes and statistical mechanics(20), Bayesian Methods and Mixture Models(19), advanced mathematical theories(18)

Publications100 total

Extreme eigenvalues of Laplacian random matrices with Gaussian entries
Electronic Journal of Probability·2025Open Access
Asymptotic behavior of some multicategory classification methods for high-dimensional data
Communications in Statistics - Simulation and Computation·2024
Extreme eigenvalues of Laplacian random matrices with Gaussian entries
arXiv (Cornell University)·2022· 1 citedOpen Access
Semi-parametric multivariate modelling when the marginals are the same
UNC Libraries·2021Open Access
Extremal Laws for Laplacian Random Matrices
arXiv (Cornell University)·2021· 1 citedOpen Access
On the Capacity of Block Multiantenna Channels
IEEE Transactions on Information Theory·2017Open Access
On the non-commutative fractional Wishart process
Journal of Functional Analysis·2016· 10 cited
On the Process of the Eigenvalues of a Hermitian Lévy process
2015
On the universality of the non-singularity of general Ginibre and Wigner random matrices
Random Matrices Theory and Application·2015Open Access
A Dynamical Version of the Bercovici-Pata Bijection
arXiv (Cornell University)·2015Open Access
Hermitian Functional Representation of Free Lévy Processes
arXiv (Cornell University)·2015Open Access
A Random Matrix Approximation for the Non-commutative Fractional Brownian Motion
Journal of Theoretical Probability·2015· 13 cited
On the process of the eigenvalues of a Hermitian Lévy process
arXiv (Cornell University)·2015Open Access
On the Free Fractional Wishart Process
arXiv (Cornell University)·2015· 1 citedOpen Access
New Co‐Editor‐in‐Chief of the International Statistical Review
International Statistical Review·2015· 2 cited
A Random Matrix Approximation for the Non-commutative Fractional Brownian Motion
arXiv (Cornell University)·2014Open Access
A Random Matrix Approximation for the Non-commutative Fractional\n Brownian Motion
arXiv (Cornell University)·2014Open Access
On the eigenvalue process of a matrix fractional Brownian motion
Stochastic Processes and their Applications·2014· 16 cited
Infinitely divisible multivariate and matrix Gamma distributions
Journal of Multivariate Analysis·2014· 23 cited
On the Universality of the Non-singularity of General Ginibre and Wigner\n Random Matrices
arXiv (Cornell University)·2014Open Access
page 1 of 5Next →

Frequent Co-authors

Ole E. Barndorff–Nielsen(8), Constantin Tudor(7), Alfonso Rocha-Arteaga(6), Christian Houdré(3), Miguel Nakamura(3), Octavio Arizmendi(3), G. Kallianpur(2), Noriyoshi Sakuma(2), O. E. Barnsdorff-Nielsen(2), Makoto Maejima(2), Ken‐iti Sato(2), Juan Carlos Pardo(2), José Luis Pérez(2), Peter Imkeller(1), Josep Vives(1), Raúl Rueda(1), F. O' Reilly sup esup(1), Донатас Сургайлис(1), Robert Stelzer(1), David Nualart(1)