YAMAMURO Kouji

YAMAMURO Kouji
Title Associate Professor
Department Department of Electrical, Electronic and Computer Engineering
Course Applied Physics Course

Research fields

My special branch of study is stochastic processes, in particular, additive processes on basis of the measure-theoretic probability theory. Additive processes are stochastic processes whose increments in nonoverlapping time intervals are independent, and are mathematical models of random phenomena in time evolution. They are rich mathematical objects, and important classes of stochastic processes are obtained as generalizations of their class. The study of additive processes play a fundamental role in the study of stochastic processes. Typical examples of additive processes are Brownian motion, Poisson processes, stable processes, and selfdecomposable processes. The distributions of additive processes at any time are infinitely divisible. An infinitely divisible distribution is characterized by the Gaussian covariance matrix, the Levy measure and the drift, so I am very interest in relations between additive processes and Levy measures. These days, I am mainly studying about their relations.

Research Keywords

Measure -theoretic Probability Theory　 Additive Processes 　 Infinitely Divisible

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