2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2025
Geometric Brownian motion with random observation time as generalization of the double Pareto distribution
Ken Yamamoto, Takashi Bando, Hirokazu Yanagawa +1
We study the probability distribution of the value of geometric Brownian motion at the stochastic observation time. It is known that the exponentially distributed observation time…
math-ph2024
Exact solution of the propagation of ON-OFF signals by dispersive waves
Ken Yamamoto
The propagation of ON-OFF signals with dispersive waves is examined in this study. An integral-form exact solution for a simple ON-OFF switching event is derived, which holds for a…
cond-mat.stat-mech2024★ 2 cited
Deformation of power law in the double Pareto distribution using uniformly distributed observation time
Ken Yamamoto, Takashi Bando, Hirokazu Yanagawa +1
The double Pareto distribution is a heavy-tailed distribution with a power-law tail, that is generated via geometric Brownian motion with an exponentially distributed observation t…