Ken-iti Sato

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

Showing 2012Show all

3 papers · 1 filter

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 $A_{1}$ and $A_{2}$ of Lévy measures on $R^{d}$ 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 $μ$ on $R^{d}$ is defined by analogy with weak mean; properties and applications of weak drift are given. When $μ$ 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 $R^{d}$ without Gaussian part defined in Sato, ALEA {\bf 3} (2007), 67--110, is renamed to the inversion. Properties and…