Studies on several problems on infinitely divisible processes and infinitely divisible distributions
Studies on several problems on infinitely divisible processes and infinitely divisible distributions
批准号:
19340025
负责人:
MAEJIMA Makoto
金额:
$5.16万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (B)
财政年份:
2007
资助国家:
日本
项目状态:
已结题
起止时间:
2007 至 2009
中文摘要
无限可分分布的子类被刻画为关于Levy过程的随机积分映射的范围。有一个猜想,这种映射的迭代得到的极限类与许多映射的稳定分布类的闭包是相同的。我们成功地证明了这个猜想是正确的。进一步地,我们解决了一个长期没有解决的问题,即用一个带有Levy过程的随机积分映射刻画半自可分解分布。除此之外,我们还解决了许多相关问题,为进一步的研究找到了新的思路。
英文摘要
Subclasses of infinitely divisible distributions are characterized as ranges of stochastic integral mappings with respect to Levy processes. There was a conjecture that the limiting classes obtained by the iteration of such mappings are identical to the closure of the class of stable distributions for many mappings. We succeeded to show that the conjecture is true. Further, we solved one problem unsolved for long time that is a characterization of semi-selfdecomposable distribution by a stochastic integral mapping with Levy processes. In addition to those, we solved many related problems and found many new ideas for the further studies.
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DOI:
10.1016/j.ffa.2008.03.001
发表时间:
2008-11
期刊:
Finite Fields Their Appl.
影响因子:
--
作者:
[V. Berthé;H. Nakada;Rie Natsui]
通讯作者:
V. Berthé;H. Nakada;Rie Natsui
α-連分数変換から作られる確率過程の1-parameter familyのentropyの変化について
关于由 α 连分数变换创建的 1 参数族随机过程的熵变化
DOI:
--
发表时间:
2007
期刊:
影响因子:
--
作者:
[夏井利恵, 仲田均]
通讯作者:
仲田均
Limit theorems for weighted sums of infinite variance random variables attracted to integrals of linear fractional stable motions
线性分数稳定运动积分所吸引的无限方差随机变量的加权和的极限定理
DOI:
--
发表时间:
2008
期刊:
Tokyo J. Math. 31
影响因子:
--
作者:
[M. Maejima, S. Suzuki]
通讯作者:
S. Suzuki
Subclass of Goldie-Steutel-Bondesson class of infinitely divisible distributions on R^d by Upsilon-mapping
R^d 上 Upsilon 映射的无限可分分布 Goldie-Steutel-Bondesson 类的子类
DOI:
--
发表时间:
2007
期刊:
ALEA 3
影响因子:
--
作者:
[大川 鉄平, 角 洋一, N. Hayashi and P. I. Naumkin, M. Maejima]
通讯作者:
M. Maejima
The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions
几类无限可分分布的嵌套子类的极限与稳定分布类的闭包相同
DOI:
--
发表时间:
2009
期刊:
Probab.Th.Relat.Fields 145
影响因子:
--
作者:
[K. Kajiwara, et. al., 大塚厚二, Y.Ohta, 大塚 厚二, Kumi Yasuda, Hideyuki Azegami, N. Hayashi and P. I. Naumkin, Y. Ohta, N. Hayashi and P. I. Naumkin, Makoto Maejima]
通讯作者:
Makoto Maejima
共 18 条
Studies on several problems on Levy processes and Infinitely divisible distributions
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批准号:22340021
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项目类别:Grant-in-Aid for Scientific Research (B)
-
资助金额:$5.74万
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财政年份:2010
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负责人:MAEJIMA Makoto
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依托单位:
Study on semi-Levy processes and semi-selfsimilar processes
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批准号:15340036
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项目类别:Grant-in-Aid for Scientific Research (B)
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资助金额:$3.78万
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财政年份:2003
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负责人:MAEJIMA Makoto
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依托单位:
A study on semi-selfdecomposable distributions and semi-selfsimilar stochastic processes
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批准号:10440033
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项目类别:Grant-in-Aid for Scientific Research (B).
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资助金额:$3.58万
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财政年份:1998
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负责人:MAEJIMA Makoto
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依托单位:
海外基金