Kosuke Yamato (山戸 康祐)
Assistant professor
Graduate School of Engineering Science, Osaka University
1-3, Machikaneyama, Toyonaka, Osaka, Japan
Email: kyamato.math (**at**) gmail.com
Research interests: Probability theory, Diffusion processes, Lévy processes, Quasi-stationary distributions.
K. Yamato. Entrance boundary for standard processes with no negative jumps and its application to exponential convergence to the Yaglom limit. [arXiv]
K. Yamato. Conditioning to avoid zero via a class of concave functions for one-dimensional diffusions. [arXiv]
K. Noba and K. Yamato. Analytic property of generalized scale functions for standard processes with no negative jumps and its application to quasi-stationary distributions. [arXiv]
K. Yamato. Fluctuation scaling limits for positive recurrent jumping-in diffusions with large jumps. [arXiv]
[7] K. Yamato. Existence of quasi-stationary distributions for downward skip-free Markov chains. Stochastic Process. Appl., 183, 104579, 2025. [arXiv]
[6] K. Yamato and K. Yano. Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes. Bernoulli, 30, no. 2, 936-960, 2024. [arXiv]
[5] K. Yamato. Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions. J. Theor. Probab., 37, no. 1, 533–548, 2024. [arXiv]
[4] K. Yamato. Existence of quasi-stationary distributions for spectrally positive Lévy processes on the half-line. ALEA, Lat. Am. J. Probab. Math. Stat., 20, 629–643, 2023. [arXiv]
[3] K. Yamato. A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions. J. Appl. Probab., 59, 1106–1128, 2022. [arXiv]
[2] T. Akimoto, T. Sera, K. Yamato and K. Yano. Aging arcsine law in Brownian motion and its generalization. Phys. Rev. E, 102, no. 3, 032103, 7pp, 2020. [arXiv]
[1] K. Yamato and K. Yano. Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps. J. Funct. Anal., 279, no. 7, 108655, 33pp, 2020. [arXiv]