Maejima, Makoto

写真a

Affiliation

Faculty of Science and Technology (Mita)

Position

Professor Emeritus
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Profile Summary 【 Display / hide 】

  • '''''''Selfsimilar processes are stochastic processes that are invariant in distribution under suitable scaling of time and space. I am now working on the construction of new classes, their mathematical properties, and the possibility of their application to finance. Additive processes are stochastic processes that have independent increments and whose distributions are infinitely divisible. I am also studying on the construction of new classes of infinitely divisible distributions.'''''''

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Career 【 Display / hide 】

  • 1973.04
    -
    1976.03

    慶應義塾大学（工学部） ,助手

  • 1976.04
    -
    1978.03

    兼慶應義塾大学工学部（数理工学科） ,教室幹事

  • 1976.04
    -
    1981.03

    慶應義塾大学（工学部） ,専任講師

  • 1979.08
    -
    1980.08

    米国，カリフォルニア大学サンディエゴ校 ,留学

  • 1981.04
    -
    1989.03

    慶應義塾大学（理工学部） ,助教授

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Academic Background 【 Display / hide 】

  • 1968.03

    Keio University, Faculty of Engineering, 管理工学科

    University, Graduated

  • 1970.03

    Keio University, Graduate School, Division of Engineering, 管理工学専攻

    Graduate School, Completed, Master's course

  • 1973.03

    Keio University, Graduate School, Division of Engineering, 管理工学専攻

    Graduate School, Completed, Doctoral course

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Academic Degrees 【 Display / hide 】

  • 工学　, Keio University, 1973.03

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Research Areas 【 Display / hide 】

  • Natural Science / Basic mathematics (General Mathematics (includes Probability Theory/Statistical Mathematics))

  • Natural Science / Applied mathematics and statistics (General Mathematics (includes Probability Theory/Statistical Mathematics))

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Research Keywords 【 Display / hide 】

  • Levy process

  • infinitely divisible distribution

  • probability theory

  • stochastic process

  • selfsimilar process

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Books 【 Display / hide 】

  • Selfsimilar Processes

    P.Embrechts,前島 信, Princeton University Press, 2002

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Papers 【 Display / hide 】

  • A new family of mappings of infinitely divisible distributions related to the Goldie-Steutel-Bondesson class

    TAKAHIRO AOYAMA, ALEXSANDER LINDNER, MAEJIMA MAKOTO

    Electronic Journal of Probability 15   1119-1142 2010.07

    Research paper (scientific journal), Joint Work, Accepted

  • Fixed points of mappings of infinitely divisible distributions on R^d

    KEN ICHIFUJI, MAEJIMA MAKOTO, YOHEI UEDA

    Statistics and Probability Letters 80   1320-1328 2010.07

    Research paper (scientific journal), Joint Work, Accepted

  • Compositions of mappings of infinitely divisible distributions with applications to finding the limits of some nested subclasses

    MAEJIMA MAKOTO. YOHEI UEDA

    Electronic Communications in Probability 15   227-239 2010.06

    Research paper (scientific journal), Joint Work, Accepted

  • alpha-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes

    MAEJIMA MAKOTO, Yohei Ueda

    Stochastic Processes and their Applications 120   2363-2389 2010

    Research paper (scientific journal), Joint Work, Accepted

  • A note on a bivariate gamma distribution

    MAEJIMA MAKOTO, Yohei Ueda

    Statistics and Probability Letters 80   1991-1994 2010

    Research paper (scientific journal), Joint Work, Accepted

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Papers, etc., Registered in KOARA 【 Display / hide 】

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Presentations 【 Display / hide 】

  • More about limits of nested subclasses of classes of infinitely divisible distributions

    MAEJIMA MAKOTO

    34th Conference on Stochastic Processes and their Applications (Osaka, Japan) , 

    2010.09
    , 

    Oral presentation (invited, special)

  • More about limits of nested subclasses of classes of infinitely divisible distributions

    MAEJIMA MAKOTO

    6th Conference on Levy Processes: Theory and Applications (Dresden, Germany) , 

    2010.07
    , 

    Oral presentation (invited, special)

  • Classes of infinitely divisible distributions on R^d, their characterizations and related topics

    MAEJIMA MAKOTO

    10th Vilnius Conference on Probability Theory and Mathematical Statistics (Vilnius, Lithuania) , 

    2010.06
    , 

    Oral presentation (invited, special)

  • α-自己分解可能分布と関連する諸問題

    MAEJIMA MAKOTO

    統計数理研究所研究集会「無限分解可能過程に関連する諸問題」 (東京) , 

    2009.11
    , 

    Oral presentation (general)

  • Bifractional Brownian motion について

    MAEJIMA MAKOTO

    統計数理研究所研究集会「無限分解可能過程に関連する諸問題」 (東京) , 

    2008.11
    , 

    Oral presentation (general)

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Works 【 Display / hide 】

  • 学部１年生の数学について、将来数学系に進む可能性の高い学生のクラスを担当。他のクラスとは全く違った理念に基づく教科書（プリントの冊子）を同僚と協力して作成。将来慶應大学理工学部の高学年で困ることのないように配慮した教育を実践中。

    MAEJIMA MAKOTO

    2005.04
    -
    Present
    , 

    Other, Joint

  • 大学院「数理ファイナンス」の講義を、理工学研究科における、ファイナンスという経済現象の解説に適するように、２限続きの講義とし、１限はデータ解析の専門家による現実問題の直視、２限は確率論専門家（私）による数学的補強という形をとっている。用意した教室から学生が溢れるほどの反響がある。

    MAEJIMA MAKOTO

    2002.04
    -
    Present
    , 

    Other, Joint

  • 学部１年生の数学（必修科目）教材についての、既存のものを使わずに、慶應大学理工学部の教育理念に合った独自の教科書を同僚と編纂、毎年内容の見直しを行いながらヴァージョンアップして使用した。

    MAEJIMA MAKOTO

    2000.04
    -
    2005.03
    , 

    Other, Joint

  • 講義担当においては常に、１．学生が授業中に質問しやすい環境を作る、２．授業時間以外の質問についても、研究室訪問、メールでの質問をしやすい環境を作る、３．講義の目的目標が学生に理解できるようにガイダンスを工夫する、４．成績評価に学生が疑問を持たないように、評価方法を公開して公正を保つ、等を心掛けている。

    MAEJIMA MAKOTO

    1980.04
    -
    Present
    , 

    Other, Single

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Social Activities 【 Display / hide 】

  • 6th International Conference on Levy Processes: Theory and Applications

    2008.12
    -
    2010.07

  • International Conference on Selfsimilar processes and their applications

    2008.10
    -
    2009.07

  • 文部省統計数理研究所

    1995.06
    -
    1999.05

  • Tokyo Journal of Mathematics

    1994.04
    -
    1996.03
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Memberships in Academic Societies 【 Display / hide 】

  • The Bernoulli Society for Mathematical Statistics and Probability, 

    2007.01
    -
    2009.12

  • 7th World Congress of Bernoulli Society, 

    2006.06
    -
    2008.07

  • The Institute of Mathematical Statistics, 

    2005.08
    -
    2006.08

  • IMS/Bernoulli "managing committee" for the electronic journals EJP and ECP, 

    2005.04
    -
    2006.08

  • The Institute of Mathematical Statistics, 

    2000.06
    -
    2005.12

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Committee Experiences 【 Display / hide 】

  • 2008.12
    -
    2010.07

    Member of Scientific Committee, 6th International Conference on Levy Processes: Theory and Applications

  • 2008.10
    -
    2009.07

    Member of Scientific Committee, International Conference on Selfsimilar processes and their applications

  • 2007.01
    -
    2009.12

    Associate editor of the journal "Bernoulli", The Bernoulli Society for Mathematical Statistics and Probability

  • 2006.06
    -
    2008.07

    Member of Program Committee, 7th World Congress of Bernoulli Society

  • 2005.08
    -
    2006.08

    Member of Committee on Nominations, The Institute of Mathematical Statistics

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