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Professor gisiro maruyama, in memoriam

  • H. Tanaka
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1299)

Keywords

Limit Theorem Markov Process Stochastic Differential Equation Kodai Math Spectral Distribution Function 
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List of papers of Gisiro Maruyama

  1. [1]
    Determination of the jumps of a function by its Fourier series, Tôhoku Math. J. 46 (1939), 68–74.MathSciNetzbMATHGoogle Scholar
  2. [2]
    Summability of Fourier series, Tôhoku Math. J. 47 (1940), 255–260.MathSciNetzbMATHGoogle Scholar
  3. [3]
    Interpolation (I), Mem. Fac. Sci. Kyushu Imp. Univ. Ser.A 2 (1942), 205–215 (with T.Kawata).MathSciNetGoogle Scholar
  4. [4]
    Interpolation (II), Mem. Fac. Sci. Kyushu Imp. Univ. Ser.A 3 (1943), 57–65 (with T.Kawata).MathSciNetGoogle Scholar
  5. [5]
    The harmonic analysis of stationary stochastic processes, Mem. Fac. Sci. Kyushu Univ. Ser.A 4 (1949), 45–106.MathSciNetzbMATHGoogle Scholar
  6. [6]
    On an asymptotic property of a gap sequence, Kodai Math. Sem. Rep. 2 (1950), 31–32.MathSciNetCrossRefzbMATHGoogle Scholar
  7. [7]
    Notes on Wiener integrals, Kodai Math. Sem. Rep. 2 (1950), 41–44.MathSciNetCrossRefzbMATHGoogle Scholar
  8. [8]
    Note on the arc sine law in the theory of probability, Nat. Sci. Rep. Ochanomizu Univ. 2 (1951), 25–27.MathSciNetzbMATHGoogle Scholar
  9. [9]
    Some properties of infinitely divisible laws, Rep. Stat. Appl. Res. JUSE. Vol.1, No.3 (1951), 22–27 (with K. Kunisawa).MathSciNetGoogle Scholar
  10. [10]
    Markov processes and stochastic equations, Nat. Sci. Rep. Ochanomizu Univ. 4 (1953), 40–43.MathSciNetzbMATHGoogle Scholar
  11. [11]
    On the transition probability functions of the Markov process, Nat. Sci. Rep. Ochanomizu Univ. 5 (1954), 10–20.MathSciNetzbMATHGoogle Scholar
  12. [12]
    On the Poisson distribution derived from independent random walks, Nat. Sci. Rep. Ochanomizu Univ. 6 (1955), 1–6.MathSciNetzbMATHGoogle Scholar
  13. [13]
    Fourier analytic treatment of some problems on the sums of ramdom variables, Nat. Sci. Rep. Ochanomizu Univ. 6 (1955), 7–24.MathSciNetGoogle Scholar
  14. [14]
    Continuous Markov processes and stochastic equations, Rend. Circ. Mat. Palermo (2), 4 (1955), 48–90.MathSciNetCrossRefzbMATHGoogle Scholar
  15. [15]
    Some properties of one-dimensional diffusion processes, Mem. Fac. Sci. Kyushu Univ. Ser.A 11 (1957), 117–141 (with H.Tanaka).MathSciNetGoogle Scholar
  16. [16]
    On the strong Markov property, Mem. Fac. Sci. Kyushu Univ. Ser.A 13 (1959), 17–29.MathSciNetzbMATHGoogle Scholar
  17. [17]
    Ergodic property of N-dimensional recurrent Markov processes, Mem. Fac. Sci. Kyushu Univ. Ser.A 13 (1959), 157–172 (with H.Tanaka).MathSciNetzbMATHGoogle Scholar
  18. [18]
    Methods of functional analysis for the convergence of stochastic processes, Seminar on Probability, Vol.4, 1960 (with H. Totoki, in Japanese).Google Scholar
  19. [19]
    Infinitely divisible laws derived from independent random walks, Lecture Note at Columbia University, Mathematical Statistics, 1961.Google Scholar
  20. [20]
    Trasnsformations of flows, J. Math. Soc. Japan. 18 (1966), 303–330.MathSciNetCrossRefzbMATHGoogle Scholar
  21. [21]
    A singular flow with countable Lebesgue spectrum, J. Math. Soc. Japan. 19 (1967), 359–365.MathSciNetCrossRefzbMATHGoogle Scholar
  22. [22]
    Infinitely divisible processes, USSR-Japan Symposium on Probability. Habarovsk, August, 1969, Abstract of Cummunications, 240–246.Google Scholar
  23. [23]
    Infinitely divisible processes, Teor. Verojatnost. i Primenen. 15 (1970), 3–23 (Theory of Prob. and its Appl. Vol. 15,1–22).MathSciNetzbMATHGoogle Scholar
  24. [24]
    Some aspects of Ornstein's theory of isomorphism problems in ergodic theory, Publ. R. I. M. S. Kyoto Univ. 7(1972), 511–539.MathSciNetCrossRefzbMATHGoogle Scholar
  25. [25]
    Discussion on Professor Ornstein's paper, Ann. of Prob. 1 (1973), 63–64.Google Scholar
  26. [26]
    Applications of Ornstein's theory to stationary processes, Proc. Second. Japan-USSR Symp. on Prob. Theory (Kyoto 1972). Lecture Notes in Math. No.330, 304–309, Springer-Verlag, 1973.Google Scholar
  27. [27]
    On regularity of linear stationary stochastic differential operators. International Conference on Probability Theory and Mathematical Statistics. Vilnius, 1973, Abstract of Communications, Vol.2, 57–58.Google Scholar
  28. [28]
    Nonlinear functionals of Gaussian stationary processes and their applications, Proc. Third Japan-USSR Symp. on Prob. Theory (Tashkent, 1975). Lecture Notes in Math. No.550, 375–378, Springer-Verlag, 1976.Google Scholar
  29. [29]
    Applications of the multiplication of the Ito-Wiener expansions to limit theorems, Proc. Japan Acad. Ser.A 58 (1982), 388–390.MathSciNetCrossRefzbMATHGoogle Scholar
  30. [30]
    Wiener functionals and probability limit theorems I: The central limit theorems, Osaka J. Math. 22 (1985), 697–732.MathSciNetzbMATHGoogle Scholar
  31. [31]
    Wiener functionals and probability theorems II: Term-wise multiplication and its application, Hokkaido Math. J. 15 (1986), 405–451.MathSciNetCrossRefzbMATHGoogle Scholar
  32. [32]
    Wiener functionals and probability limit theorems III: Asymptotics of the solution of an ordinary SDE associated with a random field accompanied by stationarity and almost-periodicity, Yokohama Math. J. 34 (1986), 91–142.MathSciNetzbMATHGoogle Scholar
  33. [33]
    Gaussian limit theorems for Wiener functionals, in this volume.Google Scholar

Copyright information

© Springer-Verlag 1988

Authors and Affiliations

  • H. Tanaka

There are no affiliations available

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