Satoshi Hayakawa

activity

20182026

most citedLow-Latitude Aurorae during the Extreme Space Weather Events in 1859

58 citations · 216 across the 28 of their papers we have counts for

collaborators

Showing math.PRShow all

3 papers · 1 filter

math.PR2022★ 1 cited

Hypercontractivity Meets Random Convex Hulls: Analysis of Randomized Multivariate Cubatures

Satoshi Hayakawa, Harald Oberhauser, Terry Lyons

Given a probability measure $μ$ on a set $X$ and a vector-valued function $φ$ , a common problem is to construct a discrete probability measure on $X$ such that…

math.PR2021★ 8 cited

Estimating the probability that a given vector is in the convex hull of a random sample

Satoshi Hayakawa, Terry Lyons, Harald Oberhauser

For a $d$ -dimensional random vector $X$ , let $p_{n, X} (θ)$ be the probability that the convex hull of $n$ independent copies of $X$ contains a given point $θ$ . We provide several s…

math.PR2020★ 8 cited

Monte Carlo construction of cubature on Wiener space

Satoshi Hayakawa, Ken'ichiro Tanaka

In this paper, we investigate application of mathematical optimization to construction of a cubature formula on Wiener space, which is a weak approximation method of stochastic dif…