27 citations · 87 across the 13 of their papers we have counts for
12 papers · 1 filter
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…
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…
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…
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-}…
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…
Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes
Alexander Lindner, Ken-iti Sato
The infinite (in both directions) sequence of the distributions of the stochastic integrals for integers is investigate…