Zobrazeno 1 - 10
of 46
pro vyhledávání: '"Victor Pérez-Abreu"'
Autor:
Victor Pérez-Abreu, Mario Diaz
Publikováno v:
IEEE Transactions on Information Theory. 63:5286-5298
In this paper we consider point-to-point multiantenna channels with certain block distributional symmetries which do not require the entries of the channel matrix to be either Gaussian, or independent, or identically distributed. A main contribution
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1deb3a366d0f9077ec4bd735a2bf627a
https://doi.org/10.1109/tit.2017.2712711
https://doi.org/10.1109/tit.2017.2712711
Publikováno v:
Journal of Functional Analysis. 272:339-362
We investigate the process of eigenvalues of a fractional Wishart process defined by N = B ⁎ B , where B is the matrix fractional Brownian motion recently studied in [18] . Using stochastic calculus with respect to the Young integral we show that,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0df56dfc7434b6edafe3bed565c838ec
https://doi.org/10.1016/j.jfa.2016.10.008
https://doi.org/10.1016/j.jfa.2016.10.008
Autor:
Robert Stelzer, Victor Pérez-Abreu
Publikováno v:
Journal of Multivariate Analysis. 130:155-175
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 infinitely divisible distributions on the positive semi-definite matrices in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6b66edf13314068fc85dd810319bd83a
https://doi.org/10.1016/j.jmva.2014.04.017
https://doi.org/10.1016/j.jmva.2014.04.017
Autor:
Noriyoshi Sakuma, Victor Pérez-Abreu
Publikováno v:
Journal of Theoretical Probability. 25:100-121
Let I * and I ⊞ be the classes of all classical infinitely divisible distributions and free infinitely divisible distributions, respectively, and let Λ be the Bercovici–Pata bijection between I * and I ⊞ . The class type W of symmetric distrib
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::059ff91cd451cb4322aabc65b277ce8a
https://doi.org/10.1007/s10959-010-0288-5
https://doi.org/10.1007/s10959-010-0288-5
Autor:
Jan Rosiński, Victor Pérez-Abreu
Publikováno v:
Journal of Theoretical Probability. 20:535-544
We investigate infinitely divisible distributions on cones in Frechet spaces. We show that every infinitely divisible distribution concentrated on a normal cone has the regular Levy–Khintchine representation if and only if the cone is regular. Thes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1db234b3c2646767bac431a5e7a26bc5
https://doi.org/10.1007/s10959-007-0076-z
https://doi.org/10.1007/s10959-007-0076-z
Publikováno v:
The Fascination of Probability, Statistics and their Applications ISBN: 9783319258249
The dynamics of the eigenvalues (semimartingales) of a Levy process X with values in Hermitian matrices is described in terms of Ito stochastic differential equations with jumps. This generalizes the well known Dyson-Brownian motion. The simultaneity
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::28f73f5e040872edbd801c1c4305f505
https://doi.org/10.1007/978-3-319-25826-3_11
https://doi.org/10.1007/978-3-319-25826-3_11
Publikováno v:
Barndorff-Nielsen, O E, Perez-Abreu, V & Rocha-Arteaga, A 2006, ' MatG random matrices ', Stochastic Models, vol. 22, no. 4, pp. 723-734 . https://doi.org/10.1080/15326340600878560
A class of infinitely divisible covariance mixtures of Gaussian random matrices is introduced, and a characterization within the class of infinitely divisible left-orthogonally invariant matrix distributions is proved.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dcef3046eaa87f2b723e8506af4771be
https://doi.org/10.1080/15326340600878560
https://doi.org/10.1080/15326340600878560
Publikováno v:
Infinite Dimensional Analysis, Quantum Probability and Related Topics. :33-54
The paper deals with Lévy processes with values in L1(H), the Banach space of trace-class operators in a Hilbert space H. Lévy processes with values and parameter in a cone K of L1(H) are introduced and several properties are established. A family
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::933f639d610f092e07c6485f3d3b24a2
https://doi.org/10.1142/s0219025705001846
https://doi.org/10.1142/s0219025705001846
Publikováno v:
Journal of Multivariate Analysis. 86:310-329
A model is developed for multivariate distributions which have nearly the same marginals, up to shift and scale. This model, based on “interpolation” of characteristic functions, gives a new notion of “correlation”. It allows straightforward
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3ecf034fed10cb9a712398da2013e3eb
https://doi.org/10.1016/s0047-259x(03)00051-4
https://doi.org/10.1016/s0047-259x(03)00051-4
Publikováno v:
Theory of Probability & Its Applications. 47:202-218
We say that a random variate on a Euclidean space is marginal infinitely divisible with respect to a class of linear mappings on that space if each of these mappings results in an infinitely divisible random variate. Special cases are applied in a mu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::be1920494011b2ffa00354ba2b4b91c5
https://doi.org/10.1137/tprbau000047000002000202000001
https://doi.org/10.1137/tprbau000047000002000202000001