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math.PR2022
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…
math.PR2022
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…