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Certain limit theorem and its applications of time inhomogeneous Markov processes

Research Project

Project/Area Number 10640127
Research Category

Grant-in-Aid for Scientific Research (C)

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

Principal Investigator

OSHIMA Yoichi  KUMAMOTO UNIV., ENG., Prof., 工学部, 教授 (20040404)

Co-Investigator(Kenkyū-buntansha) YOKOI Yoshitaka  KUMAMOTO UNIV., ENG., Prof., 工学部, 教授 (50040481)
HITSUDA Masuyuki  KUMAMOTO UNIV., SCI., Prof., 理学部, 教授 (50024237)
NAITO Koichiro  KUMAMOTO UNIV., ENG., Prof., 工学部, 教授 (10164104)
SAISHO Yasumasa  KUMAMOTO UNIV., ENG., A-Prof., 工学部, 助教授 (70195973)
Project Period (FY) 1998 – 1999
Project Status Completed (Fiscal Year 1999)
Budget Amount *help
¥3,100,000 (Direct Cost: ¥3,100,000)
Fiscal Year 1999: ¥1,300,000 (Direct Cost: ¥1,300,000)
Fiscal Year 1998: ¥1,800,000 (Direct Cost: ¥1,800,000)
KeywordsErgodic theorem / Markov chains / recurrence / Dirichlet forms / ディリクレー形式
Research Abstract

The main purpose of this research is to study the ergodic type limit theorem of time inhomogeneous Markov processes. This is considered as an extension of time homogeneous case, but as one can imagine by considering the case of rapidly varying in time, it will be out of the framework and difficult to get the similar results. From this point, we concentrated our attention to the study of getting the degree of the variation under which the similar ergodic theorem holds. In the first year, we started from the study of recurrence which is the basic background of the time homogeneous ergodic theorem. Further we considered if it can be possible to extend the similar argument of time homogeneous case to the present case. Similarly to the time homogeneous case, we obtained a Hopf's type maximal inequality and from which we tried to get the limit theorem. By this method, we could get a classification of the weak sense recurrence of the processes and, under a strong condition, a general result o … More n limit theorem. But, in the general case, to check the condition is not easy. Hence, in the second year, instead of maximal inequality, we tried to use the filling scheme method of Meyer and Fitzsimmons. As a result, under certain condition on hitting probabilities, we could get an fundamental inequality in the time inhomogeneous case. The hypothesis on hitting probabilities can be covered by the hypothesis on transition density. Using this inequality, it is possible to classify the recurrence and transience. Further the existence of F(i, x)=limィイD2n→∞ィエD2GィイD2nィエD2ψ(i,x)/GィイD2nィエD2ψ(i,x) with GィイD2nィエD2ψ(I,x) =ΣィイD3n(/)k=iィエD3EィイD2i,xィエD2 (ψ(κ,XィイD2κィエD2)) was shown. In the time homogeneous case, F(i, x) is equal to the ratio of the integrals of ψ and ψ, with respect to the invariant measure. In the time inhomogeneous case, we cannot expect the existence of time independent invariant measure. But we can give an characterization of F(i,x) by the limit of the ratio of the integrals with respect to some time dependent measures. Less

Report

(3 results)
  • 1999 Annual Research Report   Final Research Report Summary
  • 1998 Annual Research Report
  • Research Products

    (19 results)

All Other

All Publications (19 results)

  • [Publications] Yoichi oshima: "Certain limit theorem for time inhomogeneous transition functions"Report of the Workshop on Dirichlet Spaces and Applications. (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Yoichi Oshima: "Certain ratio limit theorem for time inhomogeneous Markov chains"Proceeings series of Canadian mathematical Society. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Koichiro Naito: "lower estimates of dimensions for quasi-periodic orbits,"京都大学数理解析研究所講究録. 1031. 110-125 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Koichiro Naito: "Correlation dimensions of quasi-periodic orbits with frequencies given by quasi Roth numbers"Proceedings of International Conference on mathematical Analysis and applications. 1. 313-331 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Koichiro Naito: "Fractal dimensions and ε-stncronicity of multidimensional quasi periodic systems"Discrete Conti. dynam. Systems. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Yasumasa Saisho: "Limit theorems and random spacings related to cutting of DNAs by radiation"Statics &Probability letters. 43. 361-367 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Y. Oshima: "Certain limit theorem for time inhomogeneous transition functions"Report of the Workshop on Dirichlet Spaces and Applications, Bielefeld. (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Y. Oshima: "Certain ratio limit theorem for time inhomogeneous Markov chains"Proceedings Series of Canadian Mathematical Society. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] K. Naito: "Lower estimates of dimensions for quasi-periodic orbits"Kokyuuroku of RIMS. 1031. 110-125 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] K. Naito: "Correlation dimensions of quasi-periodic orbits with frequencies given by Roth numbers"Proceedings of International Conference on Mathematical Analysis and Applications. 1(Series B). 313-331 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] K. Naito: "Fractal dimensions and ε-syncronicity of multidimensional quasi periodic systems"Discrete Conti. Dynam. Systems. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Y. Oshima: "Limit theorems and random spacings related to cutting of DNAs by radiation"Statistics and Probability Letters. 43. 361-367 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Yoichi Oshima: "Certain ratio limit theorem for time inhomogeneous Markov chains"Proceedings Series of Canadian Mathematical Society. to appear.

    • Related Report
      1999 Annual Research Report
  • [Publications] Koichiro Naito: "Correlation dimensions of quasi-periodic orbits with frequencies given by quasi Roth numbers"J.Korean Math.Soc.. to appear.

    • Related Report
      1999 Annual Research Report
  • [Publications] Yasumasa Saisho: "Limit theorems and random spacings related to cutting of DNAs by radiation"Statistics&Probability Letters. 43. 361-367 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] Koichiro Naito: "Fractal dimensions and ε-syncronicity of multidimensional quasi periodic systems." Discrete Conti. Dynam.Systems. (to appear). (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] Koichiro Naito: "Correlation dimensions of quasi-periodic orbits with frequencies given by Roth num-bers," Proceedings of International Conference on Mathematical Analysis. 1. 313-331 (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] Koichiro Naito: "Lower estimates of dimensions for quasi-periodic orvits," 京都大学数理解析研究所講究録. 1031. 110-125 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Yasumasa Saisho: "Limit theorems and random spacings related to cutting of DNAs by radiation" Statistics and Probability Letters. (to appear).

    • Related Report
      1998 Annual Research Report

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Published: 1998-04-01   Modified: 2017-10-12  

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