Interacting Infinite Particle Systems and Random Matrices
| Project/Area Number |
15540106
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | CHIBA UNIVERSITY |
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Principal Investigator |
TANEMURA Hideki Chiba University, Faculty of Science, Professor, 理学部, 教授 (40217162)
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| Co-Investigator(Kenkyū-buntansha) |
NAKAGAMI Jyunichi Chiba University, Faculty of Science, Professor, 理学部, 教授 (30092076)
NAGISA Masaru Chiba University, Faculty of Science, Professor, 理学部, 教授 (50189172)
KONNO Norio Yokohama National University, Faculty of Engineering, Professor, 工学研究院, 教授 (80205575)
KATORI Makoto Chuo University, Faculty of Science and Technology, Professor, 理工学部, 教授 (60202016)
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| Project Period (FY) |
2003 – 2006
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| Project Status |
Completed (Fiscal Year 2006)
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| Budget Amount *help |
¥3,300,000 (Direct Cost: ¥3,300,000)
Fiscal Year 2006: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2005: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2004: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2003: ¥900,000 (Direct Cost: ¥900,000)
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| Keywords | random matrix / noncolliding process / Brownian motion / Bessel process / generalized meander / determinantal process / Dyson process / Airy process / determinantal point process / stochastic epidemic model / duality / coexistence / Domany-Kinzel model / vicious walkers / determinantal random point process / Brownian meander / non-colliding process |
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| Research Abstract |
It is known that the distribution of particle positions in Dyson's model of Brownian motions coincides with that of eigenvalues of a Hermitian matrix-valued process, whose entries are independent Brownian motions. We considered a system of noncolliding Brownian motions, in which the noncolliding condition is imposed in a finite time interval (0,T]. This is a temporally inhomogeneous diffusion process and in the limit T to infinity, it converges to Dyson's model. We constructed such a Hermitian matrix-valued process that its eigenvalues are identically distributed with the particle positions of our system of noncolliding Brownian motions.
As an extension of the theory of Dyson's models for the standard Gaussian random-matrix ensembles, we made a systematic study of hermitian matrix-valued processes. In addition to the noncolliding Brownian motions, we introduced noncolliding systems of generalized meanders and showed that all of the ten classes of eigenvalue statistics in the Altland-Zirnbauer classification are realized as particle distributions in the special cases of these diffusion particle systems.
Then we proved that these non-colliding diffusions are Pfaffian processes, in the sense that any multitime correlation function is given by a Pfaffian. In the infinite particle limit, we showed that the elements of matrix kernels of the obtained infinite Pfaffian processes are generally expressed by the Riemann-Liouville differintegrals of functions comprising the Bessel functions.
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Report
(5 results)
Research Products
(31 results)
