3 citations · 3 across the 4 of their papers we have counts for
4 papers
Stochastic integral and series representations for strictly stable distributions
Makoto Maejima, Jan Rosinski, Yohei Ueda
In this paper we find and develop a stochastic integral representation for the class of strictly stable distributions. We establish an explicit relationship between stochastic inte…
The dichotomy of recurrence and transience of semi-Levy processes
Makoto Maejima, Taisuke Takamune, Yohei Ueda
Semi-Levy process is an additive process with periodically stationary increments. In particular, it is a generalization of Levy process. The dichotomy of recurrence and transience…
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…
Nested subclasses of the class of -selfdecomposable distributions
Makoto Maejima, Yohei Ueda
A probability distribution on is selfdecomposable if its characteristic function , satisfies that for any , there exists an…