Ken-iti Sato
|
Professor Emeritus, Nagoya University
Doctor of Science (Mathematics) (University of Tokyo)
K. Sato, when abbreviated (about my
name)
Hachiman-yama, Tenpaku-ku, Nagoya, Japan
Research interest
- Lévy processes, additive processes, and infinitely
divisible distributions
- Ornstein-Uhlenbeck type processes, selfsimilar
additive processes, and selfdecomposable distributions
- Stochastic integrals with respect to additive processes
- Lévy processes and convolution semigroups with parameter in a cone
|
Recently Added Material in This Page
- Corrections and Changes. Lévy Processes and Infinitely Divisible
Distributions. (PDF
updated May 30, 2013)
- A book: Lévy Processes and Infinitely Divisible Distributions.
Revised edition. Paperback (November 2013) .
- A mathematical paper in 2018.
- A book: A.
Rocha-Arteaga, K. Sato. Topics in Infinitely Divisible Distributions
and Lévy Processes, Revised Edition. (November 2019)
- An item in Selected Miscellaneous Writings: Banach lattices, potential
operators, population-genetic models, L distributions, and Lévy processes (translated in 2020 from the writing
in 1994). (PDF)
- An item in Selected Miscellaneous Writings: Reminiscences, Revised version
of the article that appeared in Cooperative Research Report 434 (March
2020) Institute of Statistical Mathematics, Tachikawa, Tokyo, Japan, pp.
87-101. (PDF)
- An item in Selected Miscellaneous Writings: Remembering Kunita-san, Journal
of Stochastic Analysis: Vol. 2 (2021): No. 3 , Article 6.
Preprints
- K. Sato, Additive processes and independently scattered random
measures (in preparation).
Mathematical Papers
2018
1. A. Lindner, Lei Pan, K. Sato (2018) On
quasi-infinitely divisible distributions, Trans. Amer. Math. Soc, 370,
8483-8520.. https://arxiv.org/abs/1701.02400
2014
1. K. Sato (2014) Stochastic integrals with
respect to Lévy processes and infinitely divisible distributions, Sugaku
Expositions, 27, 19-42 (PDF)
2013
- M. Maejima, V. Pérez-Abreu, K. Sato (2013) Lévy meaures
involving a generalized form of fractional integrals, Probab. Math.
Statist, 33, Fasc. 1, 45-63 (PDF)
- K. Sato, Y. Ueda (2013) Weak drifts of infinitely divisible
distributions and their applications, J. Theoretical Probability, 26,
885-898. http://arxiv.org/abs/1204.1866
- K. Sato (2013) Inversions of infinitely divisible distributions and
conjugates of stochastic integral mappings, J. Theoretical Probability,
26, 901-931. http://arxiv.org/abs/1204.1861
2012
- M. Maejima, V. Pérez-Abreu, K. Sato (2012) A class of multivariate
infinitely divisible distributions related to arcsine density,
Bernoulli, Vol. 18, No. 2, 476-495. http://arxiv.org/abs/1205.1654
2011
- K. Sato (2011) Description of limits of ranges of iterations of
stochastic integral mappings of infinitely divisible distributions, ALEA
Latin American Journal of Probability and Mathematical Statistics, 8,
1-17. http://alea.impa.br/english/
- K. Sato (2011) Stochastic integrals with respect to Lévy processes and
infinitely divisible distributions, Sûgaku, 63, No. 2, 17-37 (in
Japanese).
- A. Lindner, K. Sato (2011) Properties of stationary distributions of a
sequence of generalized Ornstein-Uhlenbeck processes, Math. Nachr., 284,
2225-2248. (PDF)
2010
- K. Sato (2010) Fractional integrals and extensions of
selfdecomposability, Lecture Notes in Math. (Springer), 2001, Lévy
Matters I, 1-91. (PDF of
manuscript)
2009
- A. Lindner, K. Sato (2009) Continuity properties and infinite
divisibility of stationary distributions of some generalized
Ornstein-Uhlenbeck processes, Ann. Probab., 37, 250-274. (PDF)
- M. Maejima, K. Sato (2009) The limits of nested subclasses of several
classes of infinitely divisible distributions are identical with the
closure of the class of stable distributions, Probab. Theory Related
Fields, 145, 119-142. http://arxiv.org/abs/0712.0206
- K. Sato (2009) Selfdecomposability and semi-selfdecomposability in
subordination of cone-parameter convolution semigroups, Tokyo J. Math.,
32, 81-90. (PDF of preprint)
2007
- K. Sato (2007) Transformations of infinitely divisible distributions
via improper stochastic integrals, ALEA Latin American Journal of
Probability and Mathematical Statistics, 3, 67-110. http://alea.impa.br/english/
2006
- O. E. Barndorff-Nielsen, M. Maejima, K. Sato (2006) Some classes of
multivariate infinitely divisible distributions admitting stochastic
integral representations, Bernoulli, 12, 1-33. (PDF
of preprint)
- K. Sato (2006) Two families of improper stochastic integrals with
respect to Lévy processes, ALEA Latin American Journal of Probability
and Mathematical Statistics, 1, 47-87. http://alea.impa.br/english/ Corrigenda. (PDF)
- K. Sato (2006) Additive processes and stochastic integrals, Illinois
J. Math., 50 (Doob Volume), 825-851. http://www.math.uiuc.edu/ijm/doob/
- K. Sato (2006) Monotonicity and non-monotonicity of domains of
stochastic integral operators, Probab. Math. Statist. 26, 23-39. (PDF
of preprint)
- O. E. Barndorff-Nielsen, M. Maejima, K. Sato (2006) Infinite
divisibility for stochastic processes and time change, J. Theoretical
Probability., 19, 411-446. (PDF of preprint)
- H. Kondo, M. Maejima, K. Sato (2006) Some properties of exponential
integrals of Lévy processes and examples, Electronic Comm. Probab., 11,
291-303. http://www.math.washington.edu/~ejpecp/ECP/index.php
(PDF of preprint)
2005
- J. Pedersen, K. Sato (2005) The class of distributions of periodic
Ornstein-Uhlenbeck processes driven by Lévy processes, J. Theoretical
Probability, 18, 209-235.
- K. Sato, T. Watanabe (2005) Last exit times for transient semistable
processes, Ann. Inst. Henri Poincaré, Probab. Statist., 41, 929-951.
2004
- J. Pedersen, K. Sato (2004) Semigroups and processes with parameter in
a cone, in: Abstract and Applied Analysis (ed. N. M. Chuong et al.,
World Scientific) 499-513.
- K. Sato (2004) Stochastic integrals in additive processes and
application to semi-Lévy processes, Osaka J. Math., 41, 211-236.
- J. Pedersen, K. Sato (2004) Relations between cone-parameter Lévy
processes and convolution semigroups, J. Math. Soc. Japan, 56, 541-559.
- K. Sato, T. Watanabe (2004) Moments of last exit times for Lévy
processes, Ann. Inst. Henri Poincaré, Probab. Statist., 40, 207-225.
2003
- J. Pedersen, K. Sato (2003) Cone-parameter convolution semigroups and
their subordination, Tokyo J. Math., 26, 503-525.
- M. Maejima, K. Sato (2003) Semi-Lévy processes, semi-selfsimilar
additive processes, and semi-stationary Ornstein-Uhlenbeck type
processes, J. Math. Kyoto Univ., 43, 609-639.
2001
- O. E. Barndorff-Nielsen, J. Pedersen, K. Sato (2001) Multivariate
subordination, self-decomposability and stability, Adv. Appl. Probab.,
33, 160-187.
- K. Sato (2001) Subordination and self-decomposability, Stat. Probab.
Letters, 54, 317-324.
- K. Sato (2001) Basic results on Lévy processes, in: Lévy Processes.
Theory and Appliccations (ed. O. E. Barndorff-Nielsen et. al.,
Birkhäuser) 3-37.
2000
- M. Maejima, K. Sato, T. Watanabe (2000) Distributions of selfsimilar
and semi-selfsimilar processes with independent increments, Stat.
Probab. Letters, 47, 395-401.
- M. Maejima, K. Sato, T. Watanabe (2000) Completely operator
semi-selfdecomposable distributions, Tokyo J. Math., 23, 235-253.
- K. Sato, K. Yamamuro (2000) Recurrence-transience for self-similar
additive processes associated with stable distributions, Acta
Applicandae Mathematicae, 63, 375-384.
List of mathematical papers 1961 - 1999
Books
- K. Sato (1990) Kahou Katei (additive (or Lévy) processes), Kinokuniya,
Tokyo (in Japanese).
- K. Sato (1999) Lévy Processes and Infinitely Divisible
Distributions, Cambridge Studies in Advanced Mathematics 68, Cambridge
University Press. xii+486 pages. Corrections and Changes (PDF).
- A. Rocha-Arteaga, K. Sato (2003) Topics in Infinitely Divisible
Distributions and Lévy Processes, Aportaciones Mathemáticas,
Investigación 17, Sociedad Matemática Mexicana. Corrigenda (PDF).
- O.
E. Barndorff-Nielsen, K. Sato, edited (2004) K. Itô, Stochastic
Processes, Lectures Given at Aarhus University, Springer.
Corrigenda (PDF).
- K. Sato (2013) Lévy Processes and Infinitely Divisible
Distributions. Revised edition, Paperback, Cambridge Studies in
Advanced Mathematics 68, Cambridge University Press. xiv+ 521
pages. ISBN 978-1-107-65649-9
- A.
Rocha-Arteaga, K. Sato (2019) Topics in Infinitely Divisible
Distributions and Lévy Processes, Revised Edition. SpringerBriefs in
Probability and Mathematical Statistics. viii+135 pages. ISBN
978-3-030-22699-2.
List of books (in preparation)
Lecture Notes
- K. Sato (1985) Lectures on Multivariate Infinitely Divisible
Distributions and Operator-Stable Processes, Technical Report Series,
Lab. Res. Statist. Probab. Carleton Univ. and Univ. Ottawa, No. 54,
Ottawa.
- K. Sato (1995) Lévy Processes on the Euclidean Spaces, Lecture Notes,
Institute of Mathematics, University of Zurich.
- K. Sato (2000) Density Transformation in Lévy
Processes, MaPhySto, Aarhus, Denmark, Lecture Notes 7.
List of lecture notes and mimeographed notes (in preparation)
Selected Miscellaneous Writings
- K. Sato (1994) Banach lattices, potential operators,
population-genetic models, L distributions, and Lévy processes
(in Japanese). 14 pages. (PDF)
- K. Sato (2001) Lebesgue decomposition between two path space measures
induced by Lévy processes, Institute of Statistical Mathematics,
Cooperative Res. Rep. 137, 1-10. (PDF)
- K. Sato (2002) On a theorem on Lévy processes, Institute of
Statistical Mathematics, Cooperative Res. Rep. 146, 33-37. (PDF)
- K. Sato (2005) Remarks on Pólya's theorem on characteristic functions,
Institute of Statistical Mathematics, Cooperative Res. Rep. 175,
133-145. (PDF)
- Memo November 29, 2007, from KS. (PDF)
- Memo December 5, 2007, from KS. (PDF)
- Memo December 15, 2007, from KS. (PDF)
- Memo January 28, 2008, from KS. (PDF)
- K. Sato (2009) Comments on the book "Lévy Processes and Infinitely
Divisible Distributions", I (PDF)
- K. Sato (2009) Distributional properties of stochastic integrals of
Lévy processes -- infinite divisible or not, absolutely continuous or
not, Extended abstract of special talk, March 26, 2009, Mathematical
Society of Japan, 18 pages (in Japanese). (PDF)
- Supplement to 9, 3 pages (in Japanese). (PDF)
- K. Sato (translated in 2020 from the writing in 1994) Banach lattices,
potential operators, population-genetic models, L distributions,
and Lévy processes. (PDF)
- K. Sato (2020) Reminiscences, Revised version of the article that appeared in Cooperative Research Report 434 (March 2020) Institute of Statistical Mathematics, Tachikawa, Tokyo, Japan, pp. 87-101. (PDF)
- K. Sato (2021) Remembering Kunita-san, Journal of Stochastic Analysis:
Vol. 2 : No. 3 , Article 6.
Available at: https://digitalcommons.lsu.edu/josa/vol2/iss3/6
List (in preparation)
Coauthors
Ole E.
Barndorff-Nielsen (2001 - 06), Gyeong Suck Choi (1995 - 96),
Masatoshi Fukushima (1963 - 65, 1991), Karl Gustafson (1969), Nobuyuki
Ikeda (1960 - 64), Hitoshi Kondo (2006), Hiroshi Kunita (1965), Alexander
Lindner (2007 - ), Makoto
Maejima (1999 - 2013), Minoru Motoo (1965 - 67), Masao Nagasawa
(1962 - 64), Jan Pedersen (2001 - 05), Víctor
Pérez-Abreu (2008 - 2013), Alfonso Rocha-Arteaga (2001 - 03, 2017 -
), Fred W. Steutel (1998), Hiroshi Tanaka (1960 - 62), Setsuo Taniguchi
(1991), Yohei Ueda (2011 - 2013), Tadashi Ueno (1960 - 65), Toshiro
Watanabe (1994 - 2005), Koji Yamamuro (1996 - 98), Makoto Yamazato (1978 -
1994)
Short Biography
Born June 1934, in Tokyo
1953 - 1958: Undergraduate student, University of Tokyo
1958 - 1960: Graduate student in mathematics, University of Tokyo. Master
of Science. Advisor was Kôsaku Yosida
1960 - 1965: Assistant and lecturer, Department of Mathematics, Tokyo
Metropolitan University
1965: Doctor of Science, University of Tokyo
1965 - 1976: Associate professor, Tokyo University of Education.
Probability group together with G. Maruyama, M. Motoo, and M. Fukushima
1976 - 1983: Associate professor and professor, Department of Mathematics,
College of Liberal Arts, Kanazawa University
1983 - 1996: Professor, College of General Education and School of
Informatics and Sciences, Nagoya University
1996: Professor Emeritus, Nagoya University
2008: Analysis Prize from Mathematical Society of Japan for the study of
Lévy processes and infinitely divisible distributions
Visiting University of Minnesota (Aug. 1967 - Aug. 1968 and Sept.
1975-June 1976), University of Illinois (Sept. 1968 - June 1969), Carleton
University (July 1981 - Apr. 1982), University of Zurich (Apr. - June
1995)
Editorship: 1982 - 1989 Member of Editorial Board, Zeitschrift für
Wahrscheinlichkeitstheorie und verwandte Gebiete and Probability Theory
and Related Fields
Short Courses: MaPhySto Aarhus (Jan. 2000), CIMAT Guanajuato (Jan. 2001)
Past Research Interest
- Markov processes. Boundary problems
- Markov processes. (Recurrent) potential operators
- Banach lattices. Abstract maximum principle
- Potential operators
- Markov chain models in population genetics
- Convergence of population-genetical models to diffusions
Last Modified: November 14, 2021
Copyright © Ken-iti Sato. All Rights Reserved.