Noriyoshi Sakuma

サクマノリヨシ | Noriyoshi Sakuma

Affiliation and department：
Job title： Professor
Homepage URL (1)： http://nsakuma.com/

Research field (2)： Applied mathematics and statistics , Basic analysis

Research keywords (5)： Probability , random matrices , free probability theory , Lévy processes , Infinitely divisible distributions

Research theme for competitive and other funds (7)：

2023 - 2026 自由擬無限分解可能分布の展開
2019 - 2023 Limit theorems for diffusions, Levy processes and their variants with their applications
2019 - 2023 レヴィヒンチン型表現からの自由確率論の研究
2015 - 2019 Study on operator valued free probability, random matrices and their applications
2014 - 2018 Progress of fundamentals of excursion theory and development of its novel applications

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Papers (24)：

Benoît Collins, Felix Leid, Noriyoshi Sakuma. Matrix models for cyclic monotone and monotone independences. Electronic Communications in Probability. 2024. 29. none
Masahiro Handa, Noriyoshi Sakuma, Ryoichi Suzuki. A Girsanov transformed Clark-Ocone-Haussmann type formula for $$L^1$$-pure jump additive processes and its application to portfolio optimization. Annals of Finance. 2024
Takahiro Hasebe, Kei Noba, Noriyoshi Sakuma, Yuki Ueda. On Boolean selfdecomposable distributions. Studia Mathematica. 2024. 274. 2. 129-151
Ikkei Hotta, Wojciech Młotkowski, Noriyoshi Sakuma, Yuki Ueda. On freely quasi-infinitely divisible distributions. Latin American Journal of Probability and Mathematical Statistics. 2023. XX. 2. 941-971
Makoto Maejima, Noriyoshi Sakuma. Rates of convergence in the free central limit theorem. Statistics & Probability Letters. 2023. 197

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MISC (3)：

N. Sakuma, R. Suzuki. A modified logarithmic Sobolev inequality for canonical Lévy processes. The Institute of Statistical Mathematics Cooperative Research Report. 2018. 402. 77-91
佐久間紀佳. 自由確率論における非減少レヴィ過程の分布について (確率論シンポジウム). 数理解析研究所講究録. 2013. 1855. 218-221
N. Sakuma, R. Suzuki. On a Stroock formula. The Institute of Statistical Mathematics Cooperative Research Report. 2013. 300. 136-140

Lectures and oral presentations (76)：

Selfdecomposable distributions in non-cummutative probability theory
(Probability Symposium 2022 2022)
Selfsimilar free additive processes and freely selfdecomposable distributions
(SIMA 2022 & First Minimeeting México-Japan in Probability 2022)
非可換確率論からのアウトライヤーへのアプローチ
(統計数理研究所思考院セミナー 2022)
Selfsimilar free additive processes and freely selfdecomposable distributions
(Ritsumeikan University Mathematical Finance Seminar 2022)
非可換確率論によるアウトライヤーの考察と行列モデル
(東京確率論セミナー 2022)

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Work history (7)：

2024/10 - 現在 Osaka University Graduate School of Science Department of Mathematics Professor
2021/10 - 2024/09 Nagoya City University Graduate School of Science Division of Mathematical and Material Science
2019/04 - 2021/09 愛知教育大学准教授
2013/04 - 2019/03 Aichi University of Education, Assistant Professor
2011/04 - 2013/03 Aichi University of Education, Lecturer

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Association Membership(s) (1)：

Mathematical Society of Japan

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