M. Maejima

collaborators

2 papers

math.PR2008

Limits of bifractional Brownian noises

Makoto Maejima, Ciprian Tudor

Let $B^{H, K} = (B_{t}^{H, K}, t \geq 0)$ be a bifractional Brownian motion with two parameters $H \in (0, 1)$ and $K \in (0, 1]$ . The main result of this paper is that the increment process…

math.PR2007

The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions

Makoto Maejima, Ken-iti Sato

It is shown that the limits of the nested subclasses of five classes of infinitely divisible distributions on $R^{d}$ , which are the Jurek class, the Goldie-Steutel-Bondesson class,…