activity
20062026
most citedA class of multivariate infinitely divisible distributions related to arcsine density

15 citations · 31 across the 15 of their papers we have counts for

collaborators

15 papers

math.PR2026

The Berry--Esseen Estimate in the Free Central Limit Theorem

Makoto Maejima, Noriyoshi Sakuma

We consider sums of freely independent self-adjoint random variables that are not necessarily identically distributed. Let denote the distribution of the th summand. We as…

math.PR2022

Rates of convergence in the free central limit theorem

Makoto Maejima, Noriyoshi Sakuma

We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting f…

math.PR2022

Selfsimilar free additive processes and freely selfdecomposable distributions

Makoto Maejima, Noriyoshi Sakuma

In the paper by Fan\cite{F06}, he introduced the marginal selfsimilarity of non-commutative stochastic processes and proved the marginal distributions of selfsimilar processes with…

math.PR2014

On the range of exponential functionals of Lévy processes

Anita Behme, Alexander Lindner, Makoto Maejima

We characterize the support of the law of the exponential functional of two one-dimensional independent Lévy processes and . Further, we…

math.PR2013

Stochastic integral and series representations for strictly stable distributions

Makoto Maejima, Jan Rosinski, Yohei Ueda

In this paper we find and develop a stochastic integral representation for the class of strictly stable distributions. We establish an explicit relationship between stochastic inte…

math.ST2012★ 4 cited

Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions

Anita Behme, Makoto Maejima, Muneya Matsui +1

It is known that in many cases distributions of exponential integrals of Levy processes are infinitely divisible and in some cases they are also selfdecomposable. In this paper, we…