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Research on Probability and Related Topics of Analysis

Research Project

Project/Area Number 07454034
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionKeio University

Principal Investigator

TANAKA Hiroshi  Keio Univ., Sci.& Tech., Professor, 理工学部, 教授 (70011468)

Co-Investigator(Kenkyū-buntansha) KANAI Masahiko  Keio Univ., Sci.& Tech., Associate Professor, 理工学部, 助教授 (70183035)
SHIOKAWA Ietaka  Keio Univ., Sci.& Tech., Professor, 理工学部, 教授 (00015835)
MAEDA Yoshiaki  Keio Univ., Sci.& Tech., Professor, 理工学部, 教授 (40101076)
ITO Yuji  Keio Univ., Sci.& Tech., Professor, 理工学部, 教授 (90112987)
MAEJIMA Makoto  Keio Univ., Sci.& Tech., Professor, 理工学部, 教授 (90051846)
谷 温之  慶應義塾大学, 理工学部, 教授 (90118969)
鈴木 由紀  慶應義塾大学, 理工学部, 助手 (30286645)
田村 要造  慶應義塾大学, 理工学部, 専任講師 (50171905)
Project Period (FY) 1995 – 1996
Project Status Completed (Fiscal Year 1996)
Budget Amount *help
¥4,500,000 (Direct Cost: ¥4,500,000)
Fiscal Year 1996: ¥2,100,000 (Direct Cost: ¥2,100,000)
Fiscal Year 1995: ¥2,400,000 (Direct Cost: ¥2,400,000)
KeywordsBrownian Motion / Diffusion Process / Operator-Self-Similar Process / Limit Theorem / Rigidity of Group Actions / Transcendental Number / Ergodic Transformation / Large Deviation / ホワイトノイズ媒質 / 流体力学極限 / 自己相似過程 / ナビェ・ストークス方程式 / 自由境界問題 / ランダム媒質
Research Abstract

1. (1) New results for long time asymptotic behavior of a Brownian motion (diffusion process) with a constant positive drift coefficient kappa in a white noise environment Were obtained by H.Tanaka ; the results vary with kappa. (2) New results were obtained (i) in the limit theorem of operator-self-similar processes (by M.Maejima), (ii) in a problem of large deviation of Nonsymmetric Markov processes and (iii) for the construction and hydrodynamic limit of a certain spin system on Z (by Y.Suzuki).
2. Y.Ito clarified some number-theoretic structure of "infinite sets of integers" arising as an invariant in the classification of ergodic transformations without finite invariant measures, in particular, of the types II_* and III.
3. A new approach based on stochastic analysis was poposed by M.Kanai in the investigation of group actions. Y.Maeda investigated certain groups of diffeomorphisms introducing the associated zeta functions.
4. Some new results concerning local and global solutions of the incompressible Navier-Stokes equations (by A.Tani).
5. I.Shiokawa (and others) investigated the transcendentality problem of certain numbers connected with Jacobi's theta series or with Fibonacci sequences, solving a conjecture by Liouville (1851) on transcendental numbers.

Report

(3 results)
  • 1996 Annual Research Report   Final Research Report Summary
  • 1995 Annual Research Report
  • Research Products

    (47 results)

All Other

All Publications (47 results)

  • [Publications] H.Tanaka: "Diffusion processes in random environments" Proc.Intern.Congress of Mathematicians. 1047-1054 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] H.Tanaka: "Environment-wise central limit theorem for a diffusion in a Brownian environmnet with large drift" Ito's Stochastic Calculus and Probab.Th.N.Ikeda et al.eds.,Springer Verlag. 373-384 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] K.Kawazu,H.Tanaka: "A diffusion process in a Brownian environment with drift" J.Math.Soc.Japan. 49(to appear). (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] M.Maejima,S.T.Rachev: "Rates of convergence in the operator-stable limit theorem." J.Theoretical Probab.9. 37-85 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] M.Maejima: "Limit theorems related to a class of operator-self-similar processes" Nagoya Math.J.142. 161-181 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] E.Bolthausen,J.D.Deuschel and Y.Tamura: "Laplace Approximations for large deviations of nonreversible Markov processes I" Ann.Probab.23. 235-267 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Y.Suzuki: "Construction of Markov processes of certain spin systems on Z" Kodai Math.J.19. 234-258 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Y.Ito,M.Yoshida: "Cocycles for non-singular transformations" Com.Math.Univ.Sancti Pauli. 44. 93-103 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Y.Ito: "Direct sum decomposition of the integers" Tokyo J.Math.18. 259-270 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] H.Nakada: "Continued fractions,geodesic flows and Ford circles" Algorithms,Fractals and Dynam.ed.by Y.Takahashi,Plenum Press. 179-191 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] H.Kozono,Y.Maeda and H.Naito: "Global solution for the Yang-Mills gradient flow on 4-manifolds" Nagoya Math.J.139. 93-128 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Y.Maeda,S.Rosenbeg and P.Tendeur: "Minimal orbits of metrics" Journal of Geometry and Physics22GD12:(to appear).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] M.Kanai: "A new approach to the rigidity of discrete group actions" Geometric and Functional Analysis. 6. 943-1056 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] K,Kikuchi: "On the existence of the harmonic variational flow subject to the two-sided conditions" Zap.Nauchn.Semi.POMI. 223. 30-52 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] K.Kikuchi: "On the higher integrability of the gradients of solutions to difference partial differential equations of elliptic-parabolic type" Math.Zeitschrift. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] N,Tanaka,A,Tani: "Large-time existence of surface wave in incompressible viscous fluids with or without surface tension" Arch.Rat.Mech.Anal.130. 303-314 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] A.Tani: "Small-time existence for three-dimensional Navier-Stokes equations for an incompressible fluid with a free surface"

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] T.Iguchi,N.Tanaka and A.Tani: "On the two phase free boundary problem for two-dimensional water waves" Math.Annalen. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] S.Shimomura: "Connection formulae for solutions of system of partial differential equations associated with the confluent hypergeometric function Φ_2" Proc.Japan Acad.72A. 82-84 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] D.Duverney,Ke.Nishioka,Ku.Nishioka,I.Shiokawa: "Transcendence of Jacobi's theta series" Proc.Japan Acad.72A. 202-203 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] D.Duverney,Ke.Nishioka,Ku.Nishioka,I.Shiokawa: "Transcendence of Jacobi's theta series and its application" Proc.Number Th.Conf.Coll.Math.Soc.Janos Bolyai. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] I.Nakai,I.Shiokawa: "Normality of numbers generated by the values of polynomials at primes" Acta Arith.(to appear).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] N,Kunimatsu,H.Sano: "An application of inertial manifold theory to boundary stabilization of semilinear diffusion systems" J.Math.Ann.Appl.196. 18-42 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] H.Tanaka: "Diffusion processes in random environments" Proc.Intern.Congress of Mathematicians, Zurich 1994. 1047-1054 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] H.Tanaka: "Environment-wise central limit theorem for a diffusion in a Brownian environment with large drift" Ito's Stoch.Calculus & Probab.Th. (N.Ikeda et al.eds., Springer). 373-384 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] K.Kawazu: "A diffusion process in a Brownian environment with drift" J.Math.Soc.Japan. Vol.49 (to appear). (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] M.Maejima: "Limit theorems related to a class of operator-self-similar processes" Nagoya Math.J.142. 161-181 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] E.Bolthausen: "Laplace approximations for large deviations of nonreversible Markov processes I : The non-degenerate case" Ann.Probab.23. 235-267 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Y.Suzuki: "Construction of Markov processes of certain spin systems on Z" Kodai Math.J.19. 234-258 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Y.Ito: "Direct sum decomposition of the integers" Tokyo J.Math.18. 259-270 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Y.Maeda: "Minimal orbits of metrics" J.Geometry & Physics. (to apppear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] M.Kanai: "A new approach to the rigidity of discrete group actions" Geometric & Functional Analysis. 6. 943-1056 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] A.Tani: "Small-time existence for three-dimensional Navier-Stokes equations for an incompressible fluid with a free surface" Arch.Rat.Mech.Anal.133. 299-331 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] D.Duverney: "Transcendence of Jacobi's theta series" Proc.Japan Acad.72A. 202-203 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] D.Duverney: "Transcendence of Jacobi's theta series and its application" Proc.Number Th.Conf.Coll.Math.Soc.Janos Bolyai. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] H.Tanaka: "Environment-wise central limit theorem for a diffusion in a Brownian environment with large drift" Ito s Stochastic Calculus and Probability Theory N.Ikeda et al.eds.,Springer Verlag. 373-384 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] M.Maejima: "Rates of convergence in the operator-stable limit theorem" Journal of Theoretical Probability. 9. 37-85 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] Y.Suzuki: "Construction of Markov processes of certain spin systems on Z" Kodai Mathematical Journal. 19. 234-258 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] Y.Maeda: "Minimal orbits of metrics" Journal of Geometry and Physics. (to appear).

    • Related Report
      1996 Annual Research Report
  • [Publications] M.Kanai: "A new approach to the rigidity of discrete group actions" Geometric and Functional Analysis. 6. 943-1056 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] A.Tani: "Small-time existence for three-dimensional Navier-Stokes equations for an incompressible fluid with a free surface" Arichive for Rational Mechanics and Analysis. 133. 299-331 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] Hiroshi Tanaka: "Diffusion processes in random enrironments" Proc. of International Congress of Math.1047-1054 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] K. Kawazu and H. Tanaka: "A diffusion process in a Brownian environment with drift" J. Math. Soc. Japan. 49(to appear). (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] Yuji Ito: "Direct sum decomposition of the integers" Tokyo J. Math.18. 259-270 (1997)

    • Related Report
      1995 Annual Research Report
  • [Publications] Makoto Maejima: "Limit theorems related to a class of operator-self-similar processes" Nagoya Math. J.(to appear).

    • Related Report
      1995 Annual Research Report
  • [Publications] E. Bolthausen, J. Deuschel and Y. Tamura: "Laplace approximations for large deviations of nonreversible Markov processes Part I: The nondegenerate case" Annals of Probability. 23. 236-267 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] A. Tani and N. Tanaka: "Large-time existence of surface waves in incompressible viscous fluids with or without surface tension" Archive Rational Mechanics and Analysis. 130. 303-314 (1995)

    • Related Report
      1995 Annual Research Report

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Published: 1995-04-01   Modified: 2016-04-21  

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