38 citations · 94 across the 38 of their papers we have counts for
41 papers
Asymptotic normality in multi-dimension of nonparametric estimators for discrete-time semi-Markov chains
Hiroki Ogata, Luis Iván Hernández Ruíz, Kouji Yano
The asymptotic normality in multi-dimension of the nonparametric estimator of the transition probabilities of a Markov renewal chain is proved, and is applied to that of other nonp…
A cluster representation of the renewal Hawkes process
Luis Iván Hernández Ruíz, Kouji Yano
A cluster representation for a Hawkes process with renewal immigration is obtained. The centre and satellite processes are indicated as a renewal process and generalized branching…
Arcsine law for random dynamics with a core
Fumihiko Nakamura, Yushi Nakano, Hisayoshi Toyokawa +1
In their recent paper [8], G.Hata and the fourth author first gave an example of random iterations of two piecewise linear interval maps without (deterministic) indifferent periodi…
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…
Local time penalizations with various clocks for Lévy processes
Shosei Takeda, Kouji Yano
Several long-time limit theorems of one-dimensional Lévy processes weighted and normalized by functions of the local time are studied. The long-time limits are taken via certain fa…
Infinite convolutions of probability measures on Polish semigroups
Kouji Yano
This expository paper is intended for a short self-contained introduction to the theory of infinite convolutions of probability measures on Polish semigroups. We give the proofs of…