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Analysis for Probabilistic Models with phase transition

Research Project

Project/Area Number 11640101
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 InstitutionCHIBA UNIVERSITY

Principal Investigator

TANEMURA Hideki  Chiba University, Fuculty of Science, Associated Professor, 理学部, 助教授 (40217162)

Co-Investigator(Kenkyū-buntansha) KANAGAWA Shuuya  Kanazawa University, Fuculty of engineering, Professor, 工学部, 教授 (50185899)
TAGURI Masaaki  Chiba University, Fuculty of Science, Professor, 理学部, 教授 (10009607)
NAKAGAMI Jyunichi  Chiba University, Fuculty of Science, Professor, 理学部, 教授 (30092076)
KONNO Norio  Yokohama National University, Fuculty of engineering, Associated Professor, 大学院・工学研究院, 助教授 (80205575)
Project Period (FY) 1999 – 2002
Project Status Completed (Fiscal Year 2002)
Budget Amount *help
¥3,600,000 (Direct Cost: ¥3,600,000)
Fiscal Year 2002: ¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 2001: ¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 2000: ¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 1999: ¥900,000 (Direct Cost: ¥900,000)
KeywordsDomany-Kinzel model / Skorohod equation / vicious walkers / particle systems / non-attractive systems / non-attractive system / friendly walkers / Dyson model / random matrix / phase transition / Brownian meander / Domany-Kinzel model / Boolean model / 無限粒子系 / 相互作用 / ハードコアポテンシャル / 非吸収的 / パーコレーションモデル / セルオートマトンモデル
Research Abstract

Probabilistic models such as Domany-Kinzel model, Continuum perclation model, systems of interacting Brqwnian particles and vicious walkers, were studied during the term of this research. Result obtained are explained here for each model.
1) Domany-Kinzel model is a stochastic model with two parameters and includes oriented site bond percolatin models and rule 90 model as special cases. For this model we obtain the relation between local survival probability and global survival probability. Applying this relation we studied properties of its stationary distributions and show the limit theorem for the model for non-attractive case.
2) A Skorohod equation in infinite dimensional was studied. The solution of this equation represents a system of infinte Brownian balls, that is, a system of infinite Brownian motions with hard core interaction. The existence and uniqueness of the solutions was proved for the class of interactions with hard core and short range potential.
3) Continuum percolation models which are composed by convex sets were studeid. We show that, the critical covered area fraction of the model does depend on shapes of sets and attains its minimum when the sets are common triangles.
4) Vicious walkers model is a system of finite many independent random walks conditioned not to collide with each other. We show functional central limit theorems for the model and obtained a temporally inhomogeneous diffusion process which is associated with "Two matrix model".

Report

(5 results)
  • 2002 Annual Research Report   Final Research Report Summary
  • 2001 Annual Research Report
  • 2000 Annual Research Report
  • 1999 Annual Research Report
  • Research Products

    (25 results)

All Other

All Publications (25 results)

  • [Publications] Taro Nagao: "Dynamical correlations among vicious random walkers"Physics Letter. A307. 29-35 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Makoto Katori: "Scaling limit of vicious walks and two-matrix model"Physical Review. E66. 011105 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Rahul Roy: "Critical intensities of Boolean models with different underlying convex shapes"Advances in Applied Probability. 34. 48-57 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Makoto Katori: "Limit theorems for non-atteractive Domany-Kinzel model"Annals of Probability. 30. 933-947 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Myriam Fradon: "An infinite system of Brownian balls with infinite range interaction"Stochastic Processes and their Applications. 90. 43-66 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Makoto Katori: "Limit theorems for non-attractive Domany-Kinzel model"Journal of Statistical Phisics. 99. 603-612 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] NAGAO, Taro: "Dynamical correlations among vicious random walkers"Phys. Lett.. A307/1. 29-35 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] KATORI, Makoto: "Scaling limit of vicious walks and two-matrix model"Phys. Rev.. E66. 011105 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] ROY, Rahul: "Critical intensities of Boolean models with different underlying convex shapes"Adv. Appl. Prob.. 34. 48-57 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] KATORI, Makoto: "Limit theorems for nonatteractive Domany-Kinzel model"Ann., Probab. 30. 933-947 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] FRADON, Myriam: "An infinite system of Brownian balls with infinite range interaction"Stoch. Proc. Appl.. 90. 43-66 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] KATORI, Makoto: "Survival probability for discrete time models in one dimension"J. Statist. Phys.. 99. 603-612 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Hideki Tanemura: "Localization transition of d-friendly walkers"Probability Theory and Related Fields. (掲載予定).

    • Related Report
      2002 Annual Research Report
  • [Publications] Makoto Katori: "Dualities for the Domany-Kinzel model"Journal of Theoretical Probability. (掲載予定).

    • Related Report
      2002 Annual Research Report
  • [Publications] Taro Nagao: "Dynamical correlations among vicious random walkers"Physics Letter. A307. 29-35 (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] Makoto Katori: "Scaling limit of vicious walks and two-matrix model"Physical Review. E66. 011105 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Rahul Roy: "Critical intensities of Boolean models with different underlying convex shapes"Advanced in Applied Probability. 34. 48-57 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Makoto Katori: "Limit theorems for non-atteractive Domany-Kinzel model"Annals of Probability. 30. 933-947 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Makoto Katori: "Limit theorems for non-attractive Domany kinzel model"Annals of Probability. (発表予定). (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] Rahul Roy: "Critical intensities of Boolean melels with different underlying convex shapes"Advances in Applied Probability. (発表予定). (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] Makoto Katori: "Survival probability for discrete time models in one dimension"Journal of Statistical Physics. 99・1. 603-612 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] Myriam Fradon: "An infinite system of Brownian balls with infinite range interaction"Stochastic Processes and their Applications. 90. 43-66 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] Norio Konno: "Extension of the Arrowsmith-Essam Formula to the Domany-Kinzel Model"Journal of Statistical Physics. 101・3/4. 747-774 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] Shyuya Kanagawa: "Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Computer Simulation"Monte Carlo Methods and Applications. 6・2. 105-114 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] Makoto Katori: "Survival Probability for Discrete Time Model in One-Dimension"Journal of Statistical Physics. 99・1. (2000)

    • Related Report
      1999 Annual Research Report

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Published: 1999-04-01   Modified: 2016-04-21  

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