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Publications by Kenichiro YAMAMOTO

On the One-Way Specification Property and Large Deviations for Systems With Non-Dense Ergodic Measures

Kyushu Journal of Mathematics

English

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Large Deviations for Brownian Intersection Measures

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A Note on Weak Convergence, Large Deviations, and the Bounded Approximation Property

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Quenched Large Deviations for One Dimensional Nonlinear Filtering

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Distribution-Invariant Risk Measures, Entropy, and Large Deviations

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Large Deviations of Particle Systems.

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Dimension of Ergodic Measures and Currents On

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Large Deviations for Occupation Measures of Markov Processes: Discrete Time, Noncompact Case

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Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models With Reinsurance

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On Power-Bounded Operators and the Pointwise Ergodic Property

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