activity
20062017
most citedTransformations of infinitely divisible distributions via improper stochastic integrals

27 citations · 87 across the 13 of their papers we have counts for

collaborators

13 papers

math.PR2017★ 2 cited

On quasi-infinitely divisible distributions

Alexander Lindner, Lei Pan, Ken-iti Sato

A quasi-infinitely divisible distribution on is a probability distribution whose characteristic function allows a Lévy-Khintchine type representation with a "signed Lé…

math.ST2012★ 15 cited

A class of multivariate infinitely divisible distributions related to arcsine density

Makoto Maejima, Víctor Pérez-Abreu, Ken-iti Sato

Two transformations and of Lévy measures on based on the arcsine density are studied and their relation to general Upsilon transforma…

math.PR2012

Weak drifts of infinitely divisible distributions and their applications

Ken-iti Sato, Yohei Ueda

Weak drift of an infinitely divisible distribution on is defined by analogy with weak mean; properties and applications of weak drift are given. When has no…

math.PR2012

Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings

Ken-iti Sato

The dual of an infinitely divisible distribution on without Gaussian part defined in Sato, ALEA {\bf 3} (2007), 67--110, is renamed to the inversion. Properties and…

math.PR2010★ 7 cited

Description of limits of ranges of iterations of stochastic integral mappings of infinitely divisible distributions

Ken-iti Sato

For infinitely divisible distributions on the stochastic integral mapping is defined as the distribution of improper stochastic integral $\int_0^{\infty-}…

math.PR2010★ 3 cited

Type A Distributions: Infinitely Divisible Distributions Related to Arcsine Density

Makoto Maejima, Victor Perez-Abreu, Ken-iti Sato

Two transformations and of Lévy measures on based on the arcsine density are studied and their relation to general Upsilon tran…