Behme, Anita; Lindner, Alexander; Maejima, Makoto On the range of exponential functionals of Lévy processes. (English) Zbl 1367.60052 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLVIII. Cham: Springer (ISBN 978-3-319-44464-2/pbk; 978-3-319-44465-9/ebook). Lecture Notes in Mathematics 2168. Séminaire de Probabilités, 267-303 (2016). MSC: 60G51 60F17 PDFBibTeX XMLCite \textit{A. Behme} et al., Lect. Notes Math. 2168, 267--303 (2016; Zbl 1367.60052) Full Text: DOI arXiv
Maejima, Makoto Classes of infinitely divisible distributions and examples. (English) Zbl 1336.60025 Andersen, Lars Nørvang et al., Lévy matters V. Functionals of Lévy processes. Cham: Springer (ISBN 978-3-319-23137-2/pbk; 978-3-319-23138-9/ebook). Lecture Notes in Mathematics 2149. Lévy Matters, 1-65 (2015). MSC: 60E07 60H05 60E10 60G51 PDFBibTeX XMLCite \textit{M. Maejima}, Lect. Notes Math. 2149, 1--65 (2015; Zbl 1336.60025) Full Text: DOI
Maejima, Makoto; Rosiński, Jan; Ueda, Yohei Stochastic integral and series representations for strictly stable distributions. (English) Zbl 1328.60044 J. Theor. Probab. 28, No. 3, 989-1006 (2015). MSC: 60E07 60H05 PDFBibTeX XMLCite \textit{M. Maejima} et al., J. Theor. Probab. 28, No. 3, 989--1006 (2015; Zbl 1328.60044) Full Text: DOI arXiv
Maejima, Makoto; Tudor, Ciprian A. On the distribution of the Rosenblatt process. (English) Zbl 1287.60024 Stat. Probab. Lett. 83, No. 6, 1490-1495 (2013). MSC: 60E07 60G18 60E05 PDFBibTeX XMLCite \textit{M. Maejima} and \textit{C. A. Tudor}, Stat. Probab. Lett. 83, No. 6, 1490--1495 (2013; Zbl 1287.60024) Full Text: DOI
Cohen, Serge; Maejima, Makoto Selfdecomposability of moving average fractional Lévy processes. (English) Zbl 1227.60050 Stat. Probab. Lett. 81, No. 11, 1664-1669 (2011). MSC: 60G22 60E07 60G51 PDFBibTeX XMLCite \textit{S. Cohen} and \textit{M. Maejima}, Stat. Probab. Lett. 81, No. 11, 1664--1669 (2011; Zbl 1227.60050) Full Text: DOI
Maejima, Makoto; Matsui, Muneya; Suzuki, Mayo Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions. (English) Zbl 1213.60037 Tokyo J. Math. 33, No. 2, 453-486 (2010). MSC: 60E07 60G51 60H05 PDFBibTeX XMLCite \textit{M. Maejima} et al., Tokyo J. Math. 33, No. 2, 453--486 (2010; Zbl 1213.60037) Full Text: DOI arXiv
Maejima, Makoto; Ueda, Yohei \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes. (English) Zbl 1203.60021 Stochastic Processes Appl. 120, No. 12, 2363-2389 (2010). MSC: 60E07 60G51 PDFBibTeX XMLCite \textit{M. Maejima} and \textit{Y. Ueda}, Stochastic Processes Appl. 120, No. 12, 2363--2389 (2010; Zbl 1203.60021) Full Text: DOI arXiv
Ichifuji, Ken; Maejima, Makoto; Ueda, Yohei Fixed points of mappings of infinitely divisible distributions on. (English) Zbl 1197.60011 Stat. Probab. Lett. 80, No. 17-18, 1320-1328 (2010). MSC: 60E07 PDFBibTeX XMLCite \textit{K. Ichifuji} et al., Stat. Probab. Lett. 80, No. 17--18, 1320--1328 (2010; Zbl 1197.60011) Full Text: DOI
Maejima, Makoto; Suzuki, Sakurako Limit theorems for weighted sums of infinite variance random variables attracted to integrals of linear fractional stable motions. (English) Zbl 1172.60004 Tokyo J. Math. 31, No. 2, 259-271 (2008). MSC: 60F05 60G52 60H05 PDFBibTeX XMLCite \textit{M. Maejima} and \textit{S. Suzuki}, Tokyo J. Math. 31, No. 2, 259--271 (2008; Zbl 1172.60004) Full Text: DOI
Barndorff-Nielsen, Ole E.; Maejima, Makoto Semigroups of Upsilon transformations. (English) Zbl 1154.60309 Stochastic Processes Appl. 118, No. 12, 2334-2343 (2008). MSC: 60E07 60G99 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} and \textit{M. Maejima}, Stochastic Processes Appl. 118, No. 12, 2334--2343 (2008; Zbl 1154.60309) Full Text: DOI
Maejima, Makoto; Tudor, Ciprian A. Wiener integrals with respect to the Hermite process and a non-central limit theorem. (English) Zbl 1130.60061 Stochastic Anal. Appl. 25, No. 5, 1043-1056 (2007). Reviewer: Pavel Gapeev (London) MSC: 60H05 60F05 60G18 PDFBibTeX XMLCite \textit{M. Maejima} and \textit{C. A. Tudor}, Stochastic Anal. Appl. 25, No. 5, 1043--1056 (2007; Zbl 1130.60061) Full Text: DOI
Maejima, Makoto; Miura, Manabu A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations. (English) Zbl 1119.60010 Stat. Probab. Lett. 77, No. 8, 838-842 (2007). MSC: 60E07 60H05 PDFBibTeX XMLCite \textit{M. Maejima} and \textit{M. Miura}, Stat. Probab. Lett. 77, No. 8, 838--842 (2007; Zbl 1119.60010) Full Text: DOI
Maejima, Makoto; Pérez-Abreu, Víctor A class of random matrices with infinitely divisible determinants. (English) Zbl 1160.15311 Stat. Probab. Lett. 77, No. 2, 166-168 (2007). MSC: 15B52 60E07 PDFBibTeX XMLCite \textit{M. Maejima} and \textit{V. Pérez-Abreu}, Stat. Probab. Lett. 77, No. 2, 166--168 (2007; Zbl 1160.15311) Full Text: DOI
Akita, Koji; Maejima, Makoto On certain self-decomposable self-similar processes with independent increments. (English) Zbl 1014.60043 Stat. Probab. Lett. 59, No. 1, 53-59 (2002). MSC: 60G18 60G51 PDFBibTeX XMLCite \textit{K. Akita} and \textit{M. Maejima}, Stat. Probab. Lett. 59, No. 1, 53--59 (2002; Zbl 1014.60043) Full Text: DOI
Embrechts, Paul; Maejima, Makoto An introduction to the theory of self-similar stochastic processes. (English) Zbl 1219.60040 Int. J. Mod. Phys. B 14, No. 12-13, 1399-1420 (2000). MSC: 60G18 60G15 60G17 PDFBibTeX XMLCite \textit{P. Embrechts} and \textit{M. Maejima}, Int. J. Mod. Phys. B 14, No. 12--13, 1399--1420 (2000; Zbl 1219.60040) Full Text: DOI
Maejima, Makoto; Sato, Ken-iti; Watanabe, Toshiro Distributions of selfsimilar and semi-selfsimilar processes with independent increments. (English) Zbl 0955.60038 Stat. Probab. Lett. 47, No. 4, 395-401 (2000). Reviewer: Uwe Franz (Greifswald) MSC: 60G18 60G51 60E07 PDFBibTeX XMLCite \textit{M. Maejima} et al., Stat. Probab. Lett. 47, No. 4, 395--401 (2000; Zbl 0955.60038) Full Text: DOI
Maejima, Makoto Limit theorems related to a class of operator-self-similar processes. (English) Zbl 0865.60033 Nagoya Math. J. 142, 161-181 (1996). Reviewer: M.Maejima (Yokohama) MSC: 60G18 60F17 60B12 60E07 60G50 PDFBibTeX XMLCite \textit{M. Maejima}, Nagoya Math. J. 142, 161--181 (1996; Zbl 0865.60033) Full Text: DOI
Maejima, Makoto; Mason, J. David Operator-self-similar stable processes. (English) Zbl 0814.60032 Stochastic Processes Appl. 54, No. 1, 139-163 (1994). Reviewer: Z.Jurek (Wrocław) MSC: 60G18 60E07 PDFBibTeX XMLCite \textit{M. Maejima} and \textit{J. D. Mason}, Stochastic Processes Appl. 54, No. 1, 139--163 (1994; Zbl 0814.60032) Full Text: DOI
Cambanis, Stamatis; Maejima, Makoto; Samorodnitsky, Gennady Characterization of linear and harmonizable fractional stable motions. (English) Zbl 0757.60033 Stochastic Processes Appl. 42, No. 1, 91-110 (1992). Reviewer: J.-C.Massé (Quebec) MSC: 60G18 PDFBibTeX XMLCite \textit{S. Cambanis} et al., Stochastic Processes Appl. 42, No. 1, 91--110 (1992; Zbl 0757.60033) Full Text: DOI
Cambanis, Stamatis; Maejima, Makoto Two classes of self-similar stable processes with stationary increments. (English) Zbl 0713.60050 Stochastic Processes Appl. 32, No. 2, 305-329 (1989). MSC: 60G18 60G10 60G99 PDFBibTeX XMLCite \textit{S. Cambanis} and \textit{M. Maejima}, Stochastic Processes Appl. 32, No. 2, 305--329 (1989; Zbl 0713.60050) Full Text: DOI
Kasahara, Yuji; Maejima, Makoto; Vervaat, Wim Log-fractional stable processes. (English) Zbl 0713.60049 Stochastic Processes Appl. 30, No. 2, 329-339 (1988). MSC: 60G18 60G05 60E07 PDFBibTeX XMLCite \textit{Y. Kasahara} et al., Stochastic Processes Appl. 30, No. 2, 329--339 (1988; Zbl 0713.60049) Full Text: DOI
Kasahara, Yuji; Maejima, Makoto Weighted sums of i.i.d. random variables attracted to integrals of stable processes. (English) Zbl 0627.60039 Probab. Theory Relat. Fields 78, No. 1, 75-96 (1988). MSC: 60F17 60E07 PDFBibTeX XMLCite \textit{Y. Kasahara} and \textit{M. Maejima}, Probab. Theory Relat. Fields 78, No. 1, 75--96 (1988; Zbl 0627.60039) Full Text: DOI
Maejima, Makoto Some sojourn time problems for 2-dimensional Gaussian processes. (English) Zbl 0593.60046 J. Multivariate Anal. 18, 52-69 (1986). Reviewer: J.Cuzick MSC: 60G15 60G10 60B10 PDFBibTeX XMLCite \textit{M. Maejima}, J. Multivariate Anal. 18, 52--69 (1986; Zbl 0593.60046) Full Text: DOI
Kasahara, Yuji; Maejima, Makoto Functional limit theorems for weighted sums of i.i.d. random variables. (English) Zbl 0567.60037 Probab. Theory Relat. Fields 72, 161-183 (1986). MSC: 60F17 60G50 PDFBibTeX XMLCite \textit{Y. Kasahara} and \textit{M. Maejima}, Probab. Theory Relat. Fields 72, 161--183 (1986; Zbl 0567.60037) Full Text: DOI
Bingham, N. H.; Maejima, Makoto Summability methods and almost sure convergence. (English) Zbl 0551.60037 Z. Wahrscheinlichkeitstheor. Verw. Geb. 68, 383-392 (1985). Reviewer: Z.Jurek MSC: 60F15 PDFBibTeX XMLCite \textit{N. H. Bingham} and \textit{M. Maejima}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 68, 383--392 (1985; Zbl 0551.60037) Full Text: DOI
Maejima, Makoto A self-similar process with nowhere bounded sample paths. (English) Zbl 0506.60047 Z. Wahrscheinlichkeitstheor. Verw. Geb. 65, 115-119 (1983). MSC: 60G99 60G17 60E07 PDFBibTeX XMLCite \textit{M. Maejima}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 65, 115--119 (1983; Zbl 0506.60047) Full Text: DOI
Maejima, Makoto On a class of self-similar processes. (English) Zbl 0488.60004 Z. Wahrscheinlichkeitstheor. Verw. Geb. 62, 235-245 (1983). MSC: 60B10 60E07 60E10 PDFBibTeX XMLCite \textit{M. Maejima}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 62, 235--245 (1983; Zbl 0488.60004) Full Text: DOI
Maejima, Makoto Some limit theorems for sojourn times of strongly dependent Gaussian processes. (English) Zbl 0468.60038 Z. Wahrscheinlichkeitstheor. Verw. Geb. 60, 359-380 (1982). MSC: 60G15 60F17 PDFBibTeX XMLCite \textit{M. Maejima}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 60, 359--380 (1982; Zbl 0468.60038) Full Text: DOI
Maejima, Makoto Some sojourn time problems for strongly dependent Gaussian processes. (English) Zbl 0446.60021 Z. Wahrscheinlichkeitstheor. Verw. Geb. 57, 1-14 (1981). MSC: 60G15 60F05 PDFBibTeX XMLCite \textit{M. Maejima}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 57, 1--14 (1981; Zbl 0446.60021) Full Text: DOI
Hatori, Hirohisa; Maejima, Makoto; Mori, Toshio Supplement to the law of large numbers when extreme terms are excluded. (English) Zbl 0426.60028 Z. Wahrscheinlichkeitstheor. Verw. Geb. 52, 229-234 (1980). MSC: 60F15 PDFBibTeX XMLCite \textit{H. Hatori} et al., Z. Wahrscheinlichkeitstheor. Verw. Geb. 52, 229--234 (1980; Zbl 0426.60028) Full Text: DOI
Hatori, Hirohisa; Maejima, Makoto; Mori, Toshio Convergence rates in the law of large numbers when extreme terms are excluded. (English) Zbl 0391.60035 Z. Wahrscheinlichkeitstheor. Verw. Geb. 47, 1-12 (1979). MSC: 60F15 PDFBibTeX XMLCite \textit{H. Hatori} et al., Z. Wahrscheinlichkeitstheor. Verw. Geb. 47, 1--12 (1979; Zbl 0391.60035) Full Text: DOI