11 citations · 11 across the 12 of their papers we have counts for
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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…