Conacyt   CIMAT


Publicaciones recientes de investigadores del departamento de Probabilidad y Estadística del CIMAT



  • Díaz-Francés, E. y Montoya, J. A. (2012).The simplicity of likelihood based inferences for P(X<Y) and for the ratio of means in the exponential model. Statistical Papers. En prensa.
  • Díaz-Francés, E y Rubio, F. J. (2012) On the existence of a normal approximation to the distribution of the ratio of two independent normal random variables. Statistical Papers. En prensa.
  • Andreas E. Kyprianou and, Juan Carlos Pardo (2012) An optimal stopping problem for fragmentation processes. Stochastic Processes and their Applications 122 (2012) 1210–1225
  • Kuznetsovy J. C. Pardo z M. Savov (2012)Distributional properties of exponential functionals of Lévy processes. Electron. J. Probab. 17 (2012), no. 8, 1–35. ISSN: 1083-6489 DOI: 10.1214/EJP.v17-1755
  • A. Kuznetsov, A. E. Kyprianou and JC Pardo  (2012) Meromorphic Lévy Processes and their Fluctuation Identities. The Annals of Applied Probability 2012, Vol. 22, No. 3, 1101–1135 DOI: 10.1214/11-AAP787
  • A. Kuznetsov  and J.C. Pardo Fluctuations of Stable Processes and Exponential Functionals of Hypergeometric Lévy Processes. Acta Appl Math, DOI 10.1007/s10440-012-9718-
  • José A. Díaz-García and Rogelio Ramos-Quiroga (2012) Optimum allocation in multivariate stratified random sampling: stochastic matrix mathematical programming. Statistica Neerlandica (2012) doi:10.1111/j.1467-9574.2012.00527.x
  • Victor Muñiz, Johan Van Horebeek, and Rogelio Ramos Measuring the Importance of Variables in Kernel PCA. In P. Brito (editor), Proceedings COMPSTAT, 517-524. Physica Verlag.
  • Pedro C. Alvarez Esteban y Joaquín Ortega (2012) Changes in Wave Spectra and Total Variation Distance. Proceedings of the Twenty-second (2012) International Offshore and Polar Engineering Conference Rhodes, Greece, June 17–22, 2012. ISBN978-1-880653-94–4 (Set); ISSN 1098-6189(Set)
  • Victor Pérez-Abreu and Noriyoshi Sakuma Free Infinite Divisibility of Free Multiplicative Mixtures of theWigner Distribution. J Theor Probab (2012) 25:100–121 DOI 10.1007/s10959-010-0288-5
  • Makoto Maejima, Víctor Pérez-Abreu and Ken-Iti Sato A class of multivariate infinitely divisible distributions related to arcsine density. Bernoulli 18(2), 2012, 476–495 DOI: 10.3150/10-BEJ348
  • Víctor Rivero Tail asymptotics for exponential functional of Lévy processes: the convolutions equivalent case. Annales de l'Institut Henri Poincaré Serie B (2012). arXiv:0905.2401v1
  • Víctor Pérez-Abreu and Constantin Tudor,  A note on the two-dimensional operator Wishart and Laguerre processes. Mathematical Reports, Romanian Academy of Sciences, Vol. (14) 64.


  • Rolando Cavazos-Cadena, Daniel Hernández-Hernández, Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space. MATHEMATICS OF OPERATIONS RESEARCH Vol. 36, No. 1, February 2011, pp. 133–146, issn 0364-765X _ eissn 1526-5471 _ 11 _ 3601 _ 0133 doi 10.1287/moor.1100.0476
  • J. Andrés Christen, Fabrizio Ruggeri , Enrique Villa Utility based maintenance analysis using a Random Sign censoring model. Reliability Engineering and System Safety 96 (2011) 425–431
  • Enrique Raúl Villa-Diharce, Pedro Enrique Monjardin, Análisis bivariado de confiabilidad basado en cópulas. Reliability Bivariate Analysis Based on Copulas. Revista Colombiana de Estadística, Junio 2011, volumen 34, no. 2, pp. 267 a 285
  • Ekaterina Todorova Kolkovska. Risk measures  in classical and perturbed risk processes-a survey, Pliska Stud. Math. (2011), 121-134.
  • Luis G. González, Graciela González-Farías & M. Vittoria Levati Identifying Preferences for Conditional Cooperation Using Individual Beliefs. Communications in Statistics - Theory and Methods, 40:17,3099-3118 (2011)
  • Jorge Domínguez Domínguez, Jorge Axel Domínguez López, Learning to Design Experiments Using Computer Simulations* International Journal of Engineering Education Vol. 27, No. 4, pp. 693–702, 2011
  • José Alfredo López-Mimbela; Antonio Murillo-Salas. Fluctuation limit theorems for age-dependent critical binary branching systems. 55–72, ESAIM Proc., 31, EDP Sci., Les Ulis, 2011.
  • Hypatia Arano-Varela, Jorge Domínguez Domínguez and Octavio Paredes-LópezEffect of Enviromental Conditions on the Expression Levels of a Recombinant 11s Amaranth Globulin in Escherichia Coli. Recent Patents on Biotechnology 2012, 6, 23-31
  • Carlos Regalado, Immer Vázquez-Obregón, Blanca Estela García-Almendárez, Jorge Domínguez-Domínguez · Araceli Aguilera-Barreyro · Aldo Amaro-Reyes. Xylanolytic enzymes production by Aspergillus nigerGS1 from solid-state fermentation on corn stover and their effect on ruminal digestibility. Electronic Journal of Biotechnology ISSN: 0717-3458, 2011 by Pontificia Universidad Católica de Valparaíso, Chile
  • S. Chakraborty, E.T. Kolkovska and J.A. López-Mimbela Stability of a Nonlinear Equation Related to a Spatially-inhomogeneous Branching Process. Progress in Probability, Vol. 65, 189–200 c_2011 Springer Basel AG
  • José Alfredo López-Mimbela and Nicolas Privault. Large time behavior of reaction–diffusion equations with Bessel generators. J. Math. Anal. Appl. 383 (2011) 560–572
  • Péter Kevei  and José Alfredo López Mimbela Critical Multitype Branching Systems: Extinction Result Electronic Journal of Probability Vol. 16 (2011), Paper no. 50, pages 1356–1380.
  • M.E. Caballero, J.C. Pardo and J.L. PérezExplicit identities for Lévy processes associated to symmetric stable processes. Bernoulli 17(1), 2011, 34–59
  • A. Kuznetsov, A. E. Kyprianou, J. C. Pardo and K. Van Schaik A Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes. The Annals of Applied Probability 2011, Vol. 21, No. 6, 2171–2190 DOI: 10.1214/10-AAP746
  • E.J. Baurdouxa, A.E. Kyprianoub, J.C. Pardo. The Gapeev–Kühn stochastic game driven by a spectrally positive Lévy process. Stochastic Processes and their Applications 121 (2011) 1266–1289
  • Townsend Peterson, Jorge Soberón, Richard G. Pearson, Robert P. Anderson, Enrique Martínez-Meyer, Miguel Nakamura and Miguel Bastos Araújo. Ecological Niches and Geographic Distributions. PRINCETON UNIVERSITY PRESS. Princeton and Oxford ISBN 978-0-691-13686-8
  • Loïc Chaumont, Henry Pantí and Víctor Rivero. The Lamperti representation of real-valued self-similar Markov processes. Bernulli (to appear). arXiv:1111.1272v2 [math.PR] 8 Nov 2011
  • R. A. Doney and V. Rivero Asymptotic behaviour of first passage time distributions for Lévy processes. Probability. Theory and Related Fields (to appear) July 25, 2011 arXiv:1107.4415v1 [math.PR] 22 Jul 2011
  • Bénédicte Haas & Víctor Rivero. Quasi-stationary distributions and Yaglom limits of self-similar Markov processes. Stochastic Processes and their Applications arXiv:1110.4795v1 [math.PR] 21 Oct 2011
  • J. C. Pardo,  V. Rivero and K. van Schaik.On the density of exponential functionals of Lévy processes. Bernoulli arXiv:1107.3760v1 [math.PR] 19 Jul 2011


  • Rogelio Salinas-Gutiérrez, Arturo Hernández-Aguirre, Mariano J.J. Rivera-Meraz, and Enrique R. Villa-DiharceSupervised Probabilistic Classification Based on Gaussian Copulas. G. Sidorov et al. (Eds.): MICAI 2010, Part II, LNAI 6438, pp. 104–115, 2010. c_ Springer-Verlag Berlin Heidelberg 2010
  • Francisco J. Caro-Lopera, José A. Díaz-García , Graciela González-Farías. Noncentral elliptical configuration density. Journal of Multivariate Analysis 101 (2010) 32_43
  • Marco Dozzi and José Alfredo López-Mimbela Finite-time blowup and existence of global positive  solutions of a semi-linear SPDE. Stochastic Processes and their Applications 120 (2010) 767–776.
  • Octavio Arizmendi and Víctor Pérez-Abreu. On the non-classical infinite divisibility of power semicircle distributions. Communications on Stochastic Analysis 4, 161-178.  (2010). In honor of Gopinath Kallianpur.
  • Octavio Arizmendi, Ole. Barndorff-Nielsen and Victor Pérez-Abreu. On free and classical type G distributions.  Brazilian Journal of Probability and Statistics 24, 106-127. (2010).
  • Victor Pérez-Abreu. Infinite Divisibility, in Encyclopedia of Quantitative Finance. Cont, R. (Ed). John Wiley & Sons Ltd. Chichester, UK. pp 935-938. (2010).
  • Victor Pérez-Abreu, Ornstein--Uhlenbeck Processes, in Encyclopedia of Quantitative Finance. Cont, R. (Ed). John Wiley & Sons Ltd. Chichester, UK. pp 1352-1354. (2010).


  • Gabriel Escarela , Angélica Hernández. Modelado de parejas aleatorias usando cópulas. Modelling Random Couples Using Copulas. Revista Colombiana de Estadística Junio 2009, volumen 32, no. 1, pp. 33 a 58
  • Hernández-Hernández Daniel, Treviño-Aguilar Erick Efficient Hedging of European options with robust convex loss functionals: A dual representation formula.  Mathematical Finance.
  • José Alfredo López-Mimbela; Antonio Murillo-Salas. Laws of large numbers for the occupation time of an age-dependent critical binary branching system. ALEA Lat. Am. J. Probab. Math. Stat. 6 (2009), 115–131.
  • Díaz Francés, E. y Montoya, J. A. (2009).Letter to the Editor, On a paper by Nadarajah and Kotz (Statistical Methods and Applications 15:151-158, 2006). Statistical Methods and Applications: Volume 18, Issue1, Page 63.
  • Montoya, J. A., Díaz-Francés, E. y Sprott, D. A. (2009). On a Criticism of the Profile Likelihood Function. Statistical Papers. V. 50, pp. 195-202.
  • Rogelio Salinas-Gutiérrez, Arturo Hernández-Aguirre, and Enrique R. Villa-Diharce Using Copulas in Estimation of Distribution Algorithm. MICAI 2009, LNAI 5845, pp. 658–668, 2009. c_ Springer-Verlag Berlin Heidelberg 2009
  • Rolando Cavazos–Cadena and Graciela González–Farías. Large Sample Statistical Inference for Skew-Symmetric Families on the Real Line.
  • Graciela González-Farías, J. Armando Domínguez Molina, and Ramón M. Rodríguez-Dagnino Efficiency of the Approximated Shape Parameter Estimator in the Generalized Gaussian distribution. IEEE Transactions on vehicular technology, Vol. 58, No. 8, October 2009
  • Jorge Soberón and Miguel NakamuraNiches and distributional areas:  Concepts, methods, and assumptions. 19644–19650 _ PNAS _ November 17, 2009 _ vol. 106 _ suppl. 2
  • Victor Pérez-Abreu and Constantin TudorOn The Traces Of Laguerre Processes. Electronic Journal of Probability, Vol. 14 (2009), Paper no. 76, pages 2241–2263
  • Octavio Arizmendi E  and Víctor Pérez-Abreu The S-Transform of Symmetric Probability Measures with Unbounded Supports. PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY S0002-9939(09)09841-4, Article electronically published on February 16, 2009
  • Rolando Cavazos-Cadena , Daniel Hernández-Hernández Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space I. Systems & Control Letters 58 (2009) 254_258


  • Angelica Hernandez-Quintero, Jean-François Dupuy,· Gabriel Escarela Analysis of a semiparametric mixture model for competing risks. Annals of the Institute of Statistical Mathematics, 63:(2) 305-329.
  • Netzahualcóyotl Castañeda-Leyva_ and Daniel Hernández-Hernández Utility maximization in markets with bid-ask spreads. Stochastics: An International Journal Of Probability And Stochastic Processes
  • Díaz-Francés, E. y Montoya, J.A. (2008).”,Correction to “In the linear combination of normal and Laplace random variablesby Nadarajah, S., Computational Statistics, 2006, 21, 63-71. Computational Statistics, V. 23, pp. 661-666.
  • Ángel E. Muñoz Zavala, Arturo Hernández Aguirre, Enrique R. Villa Diharce and Salvador Botello Rionda Constrained optimization with an improved particle swarm optimization algorithm. International Journal of Intelligent Computing and Cybernetics, Vol. 1 No. 3, 2008, pp. 425-453.
  • Ortega, J. & Smith, G.H. Empirical Assay of the Use of the Hilbert-Huang Transform for the Spectral Analysis of Storm Waves. Proc. 27th International Conference on Offshore Mechanics and Arctic Engineering (OMAE 2008) pp. 11.
  • Santanu Chakraburty and Jose Alfredo López-Mimbela Nonexplosion of a class of similinear equations via branching particle representations. Adv. Appl. Prob. 40, 250-272 (2008).
  • Ekaterina Todorova. Minimizing the ruin probability of risk processes with reinsurance, International Journal of Pure and Applied Mathematics, 46 No1 (2008).
  • Ekaterina Todorova, José Alfredo López-Mimbela and Aroldo Pérez. Blowup and Life Span Bounds for a Reaction-diffusion Equation with a Time-dependent Generator. Electronic Journal of Differential Equations, Vol. 2008(2008), No. 10, pp. 1–18. ISSN: 1072-6691. URL: or
  • Miguel Nakamura and Jorge Soberón Use of Approximate Inference in an Index of Completeness of Biological Inventories.Conservation Biology. DOI: 10.1111/j.1523-1739.2008.01116.x
  • Victor Pérez-Abreu and Noriyoshi SakumaFree Generalized Gamma Convolutions.Elect. Comm. in Probab. 13 (2008), 526–539
  • Loïc Chaumont, Andreas Kyprianou , Juan Calos Pardo and Victor Rivero Fluctuation theory and exit systems for positive self-similar Markov Processes. Annals of Probability Vol. 40-1 (2011), 245-279.


  • D. Hernández-Hernández y A. Schied. A control approach to robust utility maximization with log-utility and time consistent penalties. Stochastic Processes and Their Applications (2007), 117, pp. 980-1000
  • José A. Díaz-García, Graciela González-Farías, Víctor M. Alvarado-Castro, Exact Distributions for Sensitivity Analysis in Linear Regression. Applied Mathematical Sciences, Vol. 1, 2007, no. 22, 1083 – 1100
  • J. Armando Domínguez-Molina; Graciela González-Farías; Rogelio Ramos-Quiroga; Arjun K. Gupta. A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis. Communications in Statistics - Theory and Methods, 36:9, 1691 – 1703. To link to this article: DOI: 10.1080/03610920601126126
  • Hernández Ch., J.B. & Ortega, J. A Comparison of Segmentation Procedures and Analysis of the Evolution of Spectral Parameters Proc. 17th. International Offshore and Polar Engineering Conference (ISOPE 07), 3: 1836-1842 (2007).
  • Ortega, J. & Smith, G.H. Spectral Analysis of Storm Waves Using the Hilbert-Huang Transform Proc. 17th. International Offshore and Polar Engineering Conference (ISOPE 07), 3: 1830-1835 (2007).
  • José Alfredo López-Mimbela y Ekaterina Todorova. Critical exponents of semilinear equations via the Feinman-Kac formula, Pliska Stud Math 18 (2007) 165-182.
  • José Alfredo López-Mimbela y Nicolas Privault.  Critical Exponents for Semilinear PDEs with Bounded Potentials. Progress in Probability, Vol. 59, 243–259 2007Birkh¨auser Verlag Basel/Switzerland
  • Richard G. Pearson, Christopher J. Raxworthy, Miguel Nakamura and A. Townsend Peterson. Predicting species distributions from small numbers of occurrence records: a  test case using cryptic geckos in Madagascar. Journal of Biogeography (J. Biogeogr.) (2007) 34, 102–117
  • Víctor Rivero Recurrent extensions of self-similar Markov processes and Cramer’s condition II.  Bernoulli 13(4), 2007, 1053–1070. DOI: 10.3150/07-BEJ6082