| Project/Area Number |
12640113
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (C)
|
| Allocation Type | Single-year Grants |
|---|
| Section | 一般 |
|---|
| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
|
|---|
| Research Institution | Shinshu University |
|---|
Principal Investigator |
INOUE Kazuyuki Shinshu University, Faculty of Science, Prof., 理学部, 教授 (70020675)
|
|---|
| Co-Investigator(Kenkyū-buntansha) |
MATSUGU Yasuo Shinshu University, Faculty of Science, Prof., 理学部, 教授 (60020682)
HATTORI Kumiko Shinshu University, Faculty of Science, Ass. Prof., 理学部, 助教授 (80231520)
HONDA Katsuya Shinshu University, Faculty of Science, Prof., 理学部, 教授 (50109302)
WATANABE Toshiro The University of Aizu, Center for Mafe. Sci., Lect., 総合数理科学センター, 講師 (50254115)
SATO Ken-iti Nagoya University, Emeritus Prof., 名誉教授
|
|---|
| Project Period (FY) |
2000 – 2002
|
| Project Status |
Completed (Fiscal Year 2002)
|
| Budget Amount *help |
¥3,300,000 (Direct Cost: ¥3,300,000)
Fiscal Year 2002: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2001: ¥1,200,000 (Direct Cost: ¥1,200,000)
Fiscal Year 2000: ¥1,300,000 (Direct Cost: ¥1,300,000)
|
|---|
| Keywords | infinitely divisible processes / multiparameter Levy processes / random measures / dam processes / storage processes / Markov chains |
|---|
| Research Abstract |
We are concerned with venous topics on Levy processes and infinitely divisible processes. The joint work of K. Sato and T. Watanabe clarified the transience levels for Levy processes by using the moments of last exit times. The problem of recurrence-transience for selfsimilar additive processes was discussed in the joint work of Sato and K. Yamamuro. Sato introduced the notion of multiparameter Levy processes with time parameter moving in the positive orthant of a Euclidean space. He studied the hereditary property of selfdecomposability for the multivariate subordination of multiparameter Levy processes. K. Inoue extended the class of multiparameter Levy processes by dropping the time homogenous property of their increments. He described these processes by infinitely divisible random measures and provided the condition for the selfsimilarity. Sato also investigated the relation between cone-parameter Levy processes and convolution semigroups. Inoue introduced a stochastic model for a dam with non-additive and periodic input. He investigated the limiting behavior of the hidden Markov chain when the dam process is characterized by linear release rate function. The nonlinear case was partially solved.
|
