Research of dam processes based on the theory of infinitely divisible processes.

我们关心的静脉主题的Levy过程和无限可分过程。K. Sato和T. Watanabe利用最后退出时刻的矩来阐明Levy过程的瞬变水平。Sato和K.山室Sato引入了多参数Levy过程的概念，其中时间参数在欧氏空间的正正交中移动。他研究了遗传性selfdecomposability的多元从属多参数列维进程。K. Inoue通过去掉多参数Levy过程增量的时间齐次性，推广了多参数Levy过程类。他描述了这些过程的无限可分随机措施，并提供了条件的自相似性。佐藤还研究了锥参数列维过程和卷积半群之间的关系。井上介绍了一个随机模型的大坝与非加性和周期性输入。他研究了极限行为的隐马尔可夫链时，大坝过程的特点是线性释放率函数。非线性问题得到了部分解决。

We are concerned with venous topics on Levy processes and infinitely divisible processes. The joint work of K. Sato and T. Watanabe clarified the transience levels for Levy processes by using the moments of last exit times. The problem of recurrence-transience for selfsimilar additive processes was discussed in the joint work of Sato and K. Yamamuro. Sato introduced the notion of multiparameter Levy processes with time parameter moving in the positive orthant of a Euclidean space. He studied the hereditary property of selfdecomposability for the multivariate subordination of multiparameter Levy processes. K. Inoue extended the class of multiparameter Levy processes by dropping the time homogenous property of their increments. He described these processes by infinitely divisible random measures and provided the condition for the selfsimilarity. Sato also investigated the relation between cone-parameter Levy processes and convolution semigroups. Inoue introduced a stochastic model for a dam with non-additive and periodic input. He investigated the limiting behavior of the hidden Markov chain when the dam process is characterized by linear release rate function. The nonlinear case was partially solved.