Research Interests

Probability theory; Limit theorems for stochastic processes

Ergodic theory; Random dynamical systems

Preprints

(**) [arXiv] L. I. Hernández and K. Yano. A cluster representation of the renewal Hawkes process. arXiv:2304.06288. 

(**) [arXiv] H. Ogata, L. I. Hernández and K. Yano. Asymptotic normality in multi-dimension of nonparametric estimators for discrete-time semi-Markov chains. arXiv:2304.03924. 

(**) [arXiv] K. Iba and K. Yano. Two-point local time penalizations with various clocks for Lévy processes. arXiv:2404.06759.

Papers (refereed)

(44) [arXiv] 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. 

(43) [arXiv] Y. Ito, T. Sera and K. Yano. Resolution of sigma-fields for multiparticle finite-state action evolutions with infinite past. J. Theoret. Probab., 36, no. 3, 1368--1399, 2023. 

(42) [arXiv] G. Hata and K. Yano. Arcsine and Darling--Kac laws for piecewise linear random interval maps. Stochastics and Dynamics, 23, no. 1, 2350006, 24pp, 2023.

(41) [arXiv] F. Nakamura, Y. Nakano, H. Toyokawa, K. Yano. Arcsine law for random dynamics with a core. Nonlinearity, 36, 1491--1509, 2023. 

(40) [arXiv] S. Takeda and K. Yano. Local time penalizations with various clocks for Lévy processes. Electron. J. Probab., 28, 1--35, 2023.

(39) [arXiv] K. Yano. On universality in penalisation problems with multiplicative weights. In Dirichlet Forms and Related Topics: In Honor of Masatoshi Fukushima's Beiju, IWDFRT 2022, 535--558, 2022.

(38) [arXiv] J. Zhang and K. Yano. Remarks on martingale representation theorem for set-valued martingales. In Building Bridges between Soft and Statistical Methodologies for Data Science, SMPS 2022, 398--405, 2022.

(37) [arXiv] K. Yano. Infinite convolutions of probability measures on Polish semigroups. Probab. Surv., 19, 129--159, 2022.

(36) [arXiv] 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.

(35) [arXiv] 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.

(34) [arXiv] T. Sera and K. Yano. Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations. Trans. Amer. Math. Soc., 372, no. 5, 3191--3209, 2019.

(33) [arXiv] K. Noba and K. Yano. Generalized refracted Lévy process and its application to exit problem. Stochastic Process. Appl., 129, no. 5, 1697--1725, 2019.

(32) [arXiv] C. Profeta, K. Yano and Y. Yano. Local time penalizations with various clocks for one-dimensional diffusions. J. Math. Soc. Japan, 71, no. 1, 203--233, 2019.

(31) [arXiv] K. Noba, J.-L. Pérez, K. Yamazaki and K. Yano. On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. J. Appl. Probab., 55, Issue 4, 1272--1286, 2018.

(30) [arXiv] K. Noba, J.-L. Pérez, K. Yamazaki and K. Yano. On optimal periodic dividend strategies for Lévy risk processes. Insurance Math. Econom., 80, 29--44, 2018.

(29) K. Yano, Y. Yano and J.-Y. Yen. Weak convergence of h-transforms for one-dimensional diffusions. Statist. Probab. Lett., 122, 152--156, 2017.

(28) [arXiv] K. Yano. Functional limit theorems for processes pieced together from excursions. J. Math. Soc. Japan, 67, no. 4, 1859--1890, 2015.

(27) [arXiv] K. Yano and Y. Yano. On $ h $-transforms of one-dimensional diffusions stopped upon hitting zero. In Memoriam Marc Yor - S\'eminaire de Probabilit\'es XLVII, 127--156, Lecture Notes in Math., 2137, Springer, 2015.

(26) [arXiv] K. Yano and M. Yor. Around Tsirelson's equation, or: The evolution process may not explain everything. Probab. Surv., 12, 1--12, 2015.

(25) [arXiv] K. Yano. Entropy of random chaotic interval map with noise which causes coarse-graining. J. Math. Anal. Appl., 414, no. 1, 250--258, 2014.

(24) [arXiv] K. Yano. Extensions of diffusion processes on intervals and Feller's boundary conditions. Osaka J. Math., 51, no. 2, 375--405, 2014.

(23) [arXiv] K. Yano. On harmonic function for the killed process upon hitting zero of asymmetric L\'evy processes. J. Math-for-Ind., 5A, 17--24, 2013.

(22) [arXiv] T. Hirayama and K. Yano. Strong solutions of Tsirel'son's equation in discrete time taking values in compact spaces with semigroup action. Statist. Probab. Lett., 83, no. 3, 824--828, 2013.

(21) [arXiv] K. Yano. Random walk in a finite directed graph subject to a road coloring. J. Theoret. Probab., 26, no. 1, 259--283, 2013.

(20) M. Hayashi and K. Yano. On the laws of total local times for h-paths and bridges of symmetric L\'evy processes. Abstr. Appl. Anal. 2013, Art. ID 463857, 12 pp, 2013. (In Special Issue: Advanced Theoretical and Applied Studies of Fractional Differential Equations)

(19) [arXiv] K. Yano and K. Yasutomi. Realization of ergodic Markov chain as a random walk subject to a synchronizing road coloring. J. Appl. Probab., 48, no. 3, 766--777, 2011.

(18) [arXiv] K. Yano. Wiener integral for the coordinate process under the $ \sigma $-finite measure unifying Brownian penalisations. ESAIM Probab. Stat., 15, S69--S84, 2011. (In Supplement: In honor of Marc Yor)

(17) [arXiv] A. Matsumoto and K. Yano. On a zero-one law for the norm process of transient random walk. S\'eminaire de Probabilit\'es XLIII, 105--126, Lecture Notes in Math., 2006, Springer, Berlin, 2011.

(16) K. Yano, Y. Yano and M. Yor. Penalisation of a stable L\'evy process involving its one-sided supremum. Ann. Inst. Henri Poincar\'e Probab. Stat., 46, no. 4, 1042--1054, 2010.

(15) [arXiv] K. Yano and K. Yoshioka. Scaling limit of d-inverse of Brownian motion with functional drift. J. Math-for-Ind., 2B, 133--138, 2010.

(14) [arXiv] T. Hirayama and K. Yano. Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups. Stochastic Process. Appl., 120, no. 8, 1404--1423, 2010.

(13) [arXiv] K. Yano. Cameron--Martin formula for the $ \sigma $-finite measure unifying Brownian penalisations. J. Funct. Anal., 258, no. 10, 3492--3516, 2010.

(12) [arXiv] K. Yano. Excursions away from a regular point for one-dimensional symmetric L\'evy processes without Gaussian part. Potential Anal., 32, no. 4, 305--341, 2010.

(11) [arXiv] K. Yano. Two kinds of conditionings for stable L\'evy processes. Probabilistic approach to geometry, 493--503, Adv. Stud. Pure Math., 57, Math. Soc. Japan, Tokyo, 2010.

(10) [arXiv] R. Fukushima, A. Tanida and K. Yano. Non-Markov property of certain eigenvalue processes analogous to Dyson's model. Probabilistic approach to geometry, 119--128, Adv. Stud. Pure Math., 57, Math. Soc. Japan, Tokyo, 2010.

(09) [arXiv] K. Yano, Y. Yano and M. Yor. Penalising symmetric stable L\'evy paths. J. Math. Soc. Japan, 61, no. 3, 757--798, 2009.

(08) [arXiv] K. Yano, Y. Yano and M. Yor. On the laws of first hitting times of points for one-dimensional symmetric stable L\'evy processes. S\'eminaire de Probabilit\'es XLII, 187--227, Lecture Notes in Math., 1979, Springer, Berlin, 2009.

(07) [arXiv] K. Yano. Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half line. Bernoulli, 14, no. 4, 963--987, 2008.

(06) [arXiv] K. Yano and Y. Yano. Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions. Statist. Probab. Lett., 78, no. 14, 2175--2180, 2008.

(05) [arXiv] P. J. Fitzsimmons and K. Yano. Time change approach to generalized excursion measures, and its application to limit theorems. J. Theoret. Probab., 21, no. 1, 246--265, 2008.

(04) [arXiv] J. Akahori, C. Uenishi and K. Yano. Stochastic equations on compact groups in discrete negative time. Probab. Theory Rel. Fields, 140, no. 3-4, 569--593, 2008.

(03) [RIMS] K. Yano. Excursion measure away from an exit boundary of one-dimensional diffusion processes. Publ. RIMS, 42-3, 837--878, 2006.

(02) S. Watanabe, K. Yano and Y. Yano. A density formula for the law of time spent on the positive side of one-dimensional diffusion processes. J. Math. Kyoto Univ., 45-4, 781--806, 2005.

(01) K. Yano. A generalization of the Buckdahn-F\"ollmer formula for composite transformations defined by finite dimensional substitution. J. Math. Kyoto Univ., 42-4, 671--702, 2002.

Articles in Japanese (refereed)

(q01) 矢野孝次. 一次元拡散過程. 特集 伊藤清と確率論, 数学セミナー2015年9月号, 日本評論社, 54 no.9, 20--25, 2015.

Other articles in English (non-refereed)

(e08) K. Yano. Local time penalizations with various clocks for L\'evy processes. Workshop report of MFO-RIMS Tandem Workshop: Nonlocality in Analysis, Probability and Statistics, Oberwolfach Report 15, 101--104, 2022.

(e07) Y. Ito, T. Sera and K. Yano. Examples of third noise problems for action evolutions with infinite past. Research on the Theory of Random Dynamical Systems and Fractal Geometry, RIMS K\=oky\=uroku 2176, 20--27, 2021.

(e06) K. Yamato and K. Yano. Fluctuation scaling limit of inverse local times of jumping-in diffusions. Infinitely divisible processes and related topics (23), The Institute of Statistical Mathematics Cooperative Research Report 418, 70--81, 2019.

(e05) Y. Ito, T. Sera and K. Yano. Resolution of sigma-fields for multiparticle finite-state evolution with infinite past. Infinitely divisible processes and related topics (23), The Institute of Statistical Mathematics Cooperative Research Report 418, 62--69, 2019.

(e04) K. Noba, J.-L. Pérez, K. Yamazaki and K. Yano. On optimal periodic dividend and capital injection strategies for Lévy risk processes. Infinitely divisible processes and related topics (23), The Institute of Statistical Mathematics Cooperative Research Report 418, 52--55, 2019.

(e03) T. Sera and K. Yano. Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations. Infinitely divisible processes and related topics (22), The Institute of Statistical Mathematics Cooperative Research Report 402, 9--14, 2018.

(e02) [arXiv] K. Yano and K. Yasutomi. Random walk in a finite directed graph subject to a synchronizing road coloring. In: Statistical Mechanics and Random Walks: Principles, Processes and Applications, edited by Abram Skogseid and Vicente Fasano, Nova Science Publishers, Inc., Chap. 14, 421--432, 2012.

(e01) K. Yano and Y. Takahashi. Time evolution with and without remote past. Recent Developments in Dynamical Systems, RIMS K\=oky\=uroku 1552, 164--171, 2007.

Other articles in Japanese (non-refereed)

(j15) 矢野孝次. 区分線形ランダム写像に対する逆正弦法則とDarling-Kac法則. ランダム力学系および多価写像力学系理論の総合的研究, 数理解析研究所講究録 2217, 1--6, 2022.

(j14) 野場啓・José-Luis Pérez・山崎和俊・矢野孝次. Lévyリスク過程に対するポアソン的配当と資本注入の最適戦略について． 確率論シンポジウム, 数理解析研究所講究録 2116, 29--32, 2019.

(j13) 伊藤悠・世良透・矢野孝次. 多粒子有限状態の無限過去を持つ時間発展に対する情報系分解問題． 確率論シンポジウム, 数理解析研究所講究録 2116, 76--84, 2019.

(j12) 矢野孝次. 無限過去を持つ時間発展の情報系分解問題について． ランダム力学系理論の総合的研究, 数理解析研究所講究録 2115, 135--139, 2019.

(j11) 野場啓・矢野孝次. Gerber--Shiu測度のスケール関数による表示公式について. 確率論シンポジウム, 数理解析研究所講究録 2030, 92--98, 2017.

(j10) 矢野孝次. DLAに関係する数学の話題． ランダム力学系理論とその応用, 数理解析研究所講究録 2028, 69--80, 2017.

(j09) 野場啓・矢野孝次. 屈折L\'evy過程の一般化と脱出問題. 無限分解可能過程に関連する諸問題(20), 統計数理研究所共同研究リポート352, 118--126, 2016.

(j08) C. Profeta・矢野孝次・矢野裕子. Local time penalizations with various clocks. 確率論シンポジウム, 数理解析研究所講究録 1952, 123--127, 2015.

(j07) 矢野孝次. 初期時刻のない確率方程式の解の情報系について. ランダム力学系理論とその応用, 数理解析研究所講究録 1942, 11--18. 2015.

(j06) 矢野孝次・矢野裕子. 一次元拡散過程に対する原点回避条件付け. 無限分解可能過程に関連する諸問題(19), 統計数理研究所共同研究リポート350, 16--20, 2015.

(j05) 矢野孝次. 原点死滅過程に対する調和関数について. 無限分解可能過程に関連する諸問題(17), 統計数理研究所共同研究リポート300, 89--96, 2013.

(j04) 矢野孝次. 安定レヴィ過程とその条件付けについて. 第3回白浜研究集会報告集, 163--172, 2012.

(j03) 矢野孝次・安富健児. 道路着色問題と整数径数のランダムウォークについて. 力学系研究集会 ---理論から応用へ、応用から理論へ---, 数理解析研究所講究録 1742, 13--22, 2011.

(j02) 矢野孝次. ブラウン運動と安定レヴィ過程に対する処罰問題について. 無限分解可能過程に関連する諸問題(14), 統計数理研究所共同研究リポート247, 92--105, 2010.

(j01) 矢野孝次. 1次元拡散過程の流出境界におけるexcursion測度. 無限分解可能過程に関連する諸問題(10), 統計数理研究所共同研究リポート184, 58--68, 2006.