5 papers
Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes
Kosuke Yamato, Kouji Yano
For birth-and-death processes, we show that every initial distribution is reproduced from the first hitting time distribution. The reproduction is done by applying to the distribut…
Fluctuation scaling limits for positive recurrent jumping-in diffusions with large jumps
Kosuke Yamato
For positive recurrent jumping-in diffusions with large jumps, we study scaling limits of the fluctuations of inverse local times and occupation times. We generalize the eigenfunct…
A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions
Kosuke Yamato
Convergence to non-minimal quasi-stationary distributions for one-dimensional diffusions is studied. We give a method of reducing the convergence to the tail behavior of the lifeti…
Aging arcsine law in Brownian motion and its generalization
Takuma Akimoto, Toru Sera, Kosuke Yamato +1
Classical arcsine law states that fraction of occupation time on the positive or the negative side in Brownian motion does not converge to a constant but converges in distribution…
Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps
Kosuke Yamato, Kouji Yano
For positive recurrent jumping-in diffusions with small jumps, we establish distributional limits of the fluctuations of inverse local times and occupation times. For this purpose,…