Keio University

Published papers

Maejima, Makoto

1-20 items (total 103)

A note on a bivariate gamma distribution

Author
MAEJIMA MAKOTO, Yohei Ueda
Publication Title
Magazine name Statistics and Probability Letters Start Page 1991-1994 (Publication Date)2010)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

alpha-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes

Author
MAEJIMA MAKOTO, Yohei Ueda
Publication Title
Magazine name Stochastic Processes and their Applications Start Page 2363-2389 (Publication Date)2010)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

A new family of mappings of infinitely divisible distributions related to the Goldie-Steutel-Bondesson class

Author
TAKAHIRO AOYAMA, ALEXSANDER LINDNER, MAEJIMA MAKOTO
Publication Title
Magazine name Electronic Journal of Probability Start Page 1119-1142 (Publication Date)2010/07)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Fixed points of mappings of infinitely divisible distributions on R^d

Author
KEN ICHIFUJI, MAEJIMA MAKOTO, YOHEI UEDA
Publication Title
Magazine name Statistics and Probability Letters Start Page 1320-1328 (Publication Date)2010/07)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Compositions of mappings of infinitely divisible distributions with applications to finding the limits of some nested subclasses

Author
MAEJIMA MAKOTO. YOHEI UEDA
Publication Title
Magazine name Electronic Communications in Probability Start Page 227-239 (Publication Date)2010/06)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

The Limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions

Author
MAEJIMA MAKOTO
Publication Title
Start Page 119-142 (Publication Date)2009)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Stochastic integral characterizations of semi-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes

Author
前島 信, 上田 陽平(/)-#HR
Publication Title
Magazine name Communications on Stochastic Analysis Start Page 349-367 (Publication Date)2009/12)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

A note on new classes of infinitely divisible distributions on R^d

Author
MAEJIMA MAKOTO, GENTA NAKAHARA
Publication Title
Magazine name Electr. Comm. in Probab. Start Page 358--371 (Publication Date)2009/08)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Limit theorems for weighted sumes of infinite variance random variables attracted to integrals of linear fractional stable motions

Author
MAEJIMA MAKOTO
Publication Title
Magazine name Tokyo J. Math. Start Page 259-271 (Publication Date)2008)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

A subclass of type G selfdecomposable distributions

Author
MAEJIMA MAKOTO
Publication Title
Magazine name J. Theor. Probab. Start Page 14-35 (Publication Date)2008)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Limits of bifractional Brownian noises

Author
MAEJIMA MAKOTO
Publication Title
Magazine name Communications on Stochastic Analysis Volume 2(Issue 3) Start Page 369-383 (Publication Date)2008/12)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Semigroups of Upsilon transformations

Author
MAEJIMA MAKOTO
Publication Title
Magazine name Stoch. Proc. Appl. (Publication Date)2008/11)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
Without

Wiener integrals with respect to the Hermite process and a central limit theorem

Author
MAEJIMA MAKOTO
Publication Title
Magazine name Stoch. Anal. Appl. Start Page 1043-1056 (Publication Date)2007)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Operator-semistable, operator semi-selfdecomposable probability measures and related nested classes on p-adic vector spaces

Author
MAEJIMA MAKOTO
Publication Title
Magazine name Monatschefte fur Mathematik Start Page 293-318 (Publication Date)2007)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Characterizations of subclasses of type $G$ distributions on R^d by stochastic integral representations

Author
MAEJIMA MAKOTO
Publication Title
Magazine name Bernoulli Start Page 148-160 (Publication Date)2007)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations

Author
MAEJIMA MAKOTO
Publication Title
Magazine name Statist. Probab. Lett. Start Page 838-842 (Publication Date)2007)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

A class of random matrices with infinitely divisible determinants

Author
MAEJIMA MAKOTO
Publication Title
Magazine name Statist. Probab. Lett. Start Page 166-168 (Publication Date)2007)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Subclasses of Goldie-Steutel-Bondesson class of infinitely divisible distributions on R^d by Upsilon-mapping

Author
MAEJIMA MAKOTO
Publication Title
Magazine name ALEA (Latin American Journal of Probability and Mathematical Statistics) Start Page 55-66 (Publication Date)2007/07)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Some properties of exponential integrals of Levy processes and examples

Author
MAEJIMA MAKOTO
Publication Title
Start Page 291-303 (Publication Date)2006)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Moments and projections of semistable probability measures on p-adic vector spaces

Author
MAEJIMA MAKOTO
Publication Title
Magazine name J. Theoret. Probab. Start Page 447-459 (Publication Date)2006)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With