Researcher Database

（Last updated : 2021-03-31 20:04:14）　

YASUTOMI Kenji

Department / Course College of Science and Engineering Department of Mathematical Sciences

Title / Position Associate Professor

Other Affiliations
1.	Graduate School of Science and Engineering
2.	Research Organization of Social Science (BKC) Research Center for Finance

Academic background
1.		│ Kobe University Ph.D. (Science)

Research activities
1.		The Mathematical Society of Japan

Research summary
Application of limit theorem to random number theory The research on pseud-random number generation is related with simulation, cryptogram and so on and it is the field that will increasingly become important from now on. I approach this difficult problem from the mathematical viewpoint called probability theory.

Present specialized field
Keyword：Probability Theory

Papers
1.	2005	On the asymptotic behavior of the prices of Asian options │ Asia-Pacific Financial Markets(published online) │ 12 (4),pp.289--306
2.	2004	A dependence vanishing theorem for sequences generated by Weyl transformation │ J. Math. Kyoto Univ. │ 44 (2),pp.365--380
3.	2003	A direct proof of dependence vanishing theorem for sequences generated by Weyl transformation │ J. Math. Kyoto Univ. │ 43 (3),pp.599--607
4.	2002	A limit theorem for sequences generated by Weyl transformation │ Disappearance of dependence. Probab. Theory Related Fields │ 124 (2),pp.178--188

Academic conference presentation
1.	2004	Term Structure of Prices of Asian Options

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