11 citations · 11 across the 12 of their papers we have counts for
12 papers
State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits
Kosuke Yamato
We study regenerative processes time-changed by state-dependent inverse subordinators. The construction assigns possibly different independent subordinators to measurable classes o…
Entrance boundary for standard processes with no negative jumps and its application to exponential convergence to the Yaglom limit
Kosuke Yamato
We study standard processes with no negative jumps under the entrance boundary condition. Similarly to one-dimensional diffusions, we show that the process can be made into a Felle…
Conditioning to avoid zero via a class of concave functions for one-dimensional diffusions
Kosuke Yamato
For one-dimensional diffusions on the half-line, we study a specific type of conditioning to avoid zero. We introduce supermartingales defined via concave functions with respect to…
Analytic property of generalized scale functions for standard processes with no negative jumps and its application to quasi-stationary distributions
Kei Noba, Kosuke Yamato
For a generalized scale function of standard processes, we characterize it as a unique solution to a Volterra type integral equation. This allows us to extend it to an entire funct…
Existence of quasi-stationary distributions for downward skip-free Markov chains
Kosuke Yamato
For downward skip-free continuous-time Markov chains on non-negative integers stopped at zero, existence of a quasi-stationary distribution is studied. The scale function for these…
Existence of quasi-stationary distributions for spectrally positive Lévy processes on the half-line
Kosuke Yamato
For spectrally positive Lévy processes killed on exiting the half-line, existence of a quasi-stationary distribution is characterized by the exponential integrability of the exit t…
Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions
Kosuke Yamato
We consider quasi-stationary distributions for one-dimensional diffusions via the renewal dynamical approach. We show that convergence of the iterative renewal transform to quasi-s…
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,…