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Finer limit theorems for stochastic models on lattices with spatio-temporal interactions

Research Project

Project/Area Number 19K03514
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Review Section Basic Section 12010:Basic analysis-related
Research InstitutionYokohama National University

Principal Investigator

Takei Masato  横浜国立大学, 大学院工学研究院, 准教授 (60460789)

Project Period (FY) 2019-04-01 – 2023-03-31
Project Status Completed (Fiscal Year 2022)
Budget Amount *help
¥2,990,000 (Direct Cost: ¥2,300,000、Indirect Cost: ¥690,000)
Fiscal Year 2021: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2020: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2019: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Keywordsパーコレーション / ランダムウォーク / 高木関数 / 極限定理 / 至る所微分不可能な連続関数 / 格子確率モデル
Outline of Research at the Start

グリム童話「ヘンゼルとグレーテル」では道しるべとしてパンくずを落として歩いたが,それを鳥が……ついばまなかったらどうなっただろうか? 本研究計画は,このような『自己の軌跡が推移確率に影響を与えるランダムウォーク』の挙動を数学的に解析することを目的とする.過去の行動がどの程度影響を与えるかによってウォーカーの長時間挙動に大きな違いが生じる点に特徴があるが,これをスポンジのような多孔質媒質への流体の浸透における相転移現象との関連性を重視しながら調べてゆく.

Outline of Final Research Achievements

Percolation process was originally introduced as a model of penetration of fluids into porous media. Nowadays it is one of the most fundamental stochastic models concerning random geometry. From the viewpoint of percolation theory, we studied finer limit theorems for several stochastic models with spatio-temporal interactions. We obtained fine limit theorems for first-passage percolation, random walks with memory effect, and so on. Among others we briefly describe our result on the linearly edge-reinforced random walk on the half-line: Assign weight one to each edge of the half-line. The walker jumps to one of the neighboring vertices with probability proportional to weight of the edge connecting them (with reflection at 0). After crossing an edge, its weight is increased by one. The position of the walker at time n is denoted by S_n. We proved that liminf S_n=0 and limsup S_n/(log_4 n)=1 with probability one.

Academic Significance and Societal Importance of the Research Achievements

空間構造をもった確率モデルは,物理・化学・生物現象の研究においてのみならず,人々の意見が合意に達するか否かといった社会現象の研究等においても重要な役割を果たしており,多様な現象のモデル構築と解析を可能にすることが求められている.本研究では,浸透現象の数学的解析における様々な着想を基盤とし,記憶があり学習しながら歩むランダムウォーク等に関する成果を得て,この方面の研究に一定の寄与をした.また,本研究で得られた知見の副産物として,至るところ微分不可能な連続関数の性質を記述する極限定理が得られており,数学の中での周辺分野にも貢献することができた.

Report

(5 results)
  • 2022 Annual Research Report   Final Research Report ( PDF )
  • 2021 Research-status Report
  • 2020 Research-status Report
  • 2019 Research-status Report
  • Research Products

    (22 results)

All 2023 2022 2021 2020 2019 Other

All Int'l Joint Research (1 results) Journal Article (8 results) (of which Int'l Joint Research: 2 results,  Peer Reviewed: 8 results,  Open Access: 3 results) Presentation (10 results) (of which Int'l Joint Research: 2 results,  Invited: 6 results) Book (1 results) Remarks (2 results)

  • [Int'l Joint Research] Monash University(オーストラリア)

    • Related Report
      2019 Research-status Report
  • [Journal Article] Rate of moment convergence in the central limit theorem for the elephant random walk2023

    • Author(s)
      Hayashi Masafumi、Oshiro So、Takei Masato
    • Journal Title

      Journal of Statistical Mechanics: Theory and Experiment

      Volume: 2023 Issue: 2 Pages: 023202-023202

    • DOI

      10.1088/1742-5468/acb265

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Comparison of limit shapes for Bernoulli first-passage percolation2022

    • Author(s)
      Kubota Naoki、Takei Masato
    • Journal Title

      International Journal of Mathematics for Industry

      Volume: 14 Issue: 01 Pages: 2250005-2250005

    • DOI

      10.1142/s2661335222500058

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Almost sure behavior of linearly edge-reinforced random walks on the half-line2021

    • Author(s)
      Takei Masato
    • Journal Title

      Electronic Journal of Probability

      Volume: 26 Issue: none Pages: 1-18

    • DOI

      10.1214/21-ejp674

    • Related Report
      2021 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Limit Theorems for the ‘Laziest’ Minimal Random Walk Model of Elephant Type2020

    • Author(s)
      Tatsuya Miyazaki, Masato Takei
    • Journal Title

      Journal of Statistical Physics

      Volume: 181 Issue: 2 Pages: 587-602

    • DOI

      10.1007/s10955-020-02590-4

    • Related Report
      2020 Research-status Report
    • Peer Reviewed
  • [Journal Article] Functional central limit theorem for random walks in random environment defined on regular trees2020

    • Author(s)
      Andrea Collevecchio, Masato Takei, Yuma Uematsu
    • Journal Title

      Stochastic Processes and Their Applications

      Volume: - Issue: 8 Pages: 4892-4909

    • DOI

      10.1016/j.spa.2020.02.004

    • Related Report
      2019 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Phase transitions in edge-reinforced random walks on the half-line2019

    • Author(s)
      Jiro Akahori, Andrea Collevecchio, Masato Takei
    • Journal Title

      Electronic Communications in Probability

      Volume: 24 Issue: none Pages: 1-12

    • DOI

      10.1214/19-ecp240

    • Related Report
      2019 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Gaussian fluctuation for superdiffusive elephant random walks2019

    • Author(s)
      Naoki Kubota, Masato Takei
    • Journal Title

      Journal of Statistical Physics

      Volume: 177 Issue: 6 Pages: 1157-1171

    • DOI

      10.1007/s10955-019-02414-0

    • Related Report
      2019 Research-status Report
    • Peer Reviewed
  • [Journal Article] On the rate of convergence for generalized Takagi functions2019

    • Author(s)
      Shoot Osaka, Masato Takei
    • Journal Title

      Japan Journal of Industrial and Applied Mathematics

      Volume: 37 Issue: 1 Pages: 193-212

    • DOI

      10.1007/s13160-019-00398-8

    • Related Report
      2019 Research-status Report
    • Peer Reviewed
  • [Presentation] Elephant random walkに対する極限定理2023

    • Author(s)
      竹居正登
    • Organizer
      研究集会「マルコフ過程とその周辺」
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] Random walks with step-reinforcement2022

    • Author(s)
      竹居正登
    • Organizer
      研究集会"Crossroad of Statistical Physics and Probability Theory"
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] Bernoulli first-passage percolationにおける極限形状の比較2022

    • Author(s)
      竹居正登
    • Organizer
      研究集会「大規模相互作用系の確率解析」
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] Elephant random walk に対する中心極限定理におけるモーメント収束の速さについて2022

    • Author(s)
      林正史,大城壮,竹居正登
    • Organizer
      日本数学会2022年度年会
    • Related Report
      2021 Research-status Report
  • [Presentation] Elephant random walkに対する中心極限定理におけるモーメント収束の速さについて2021

    • Author(s)
      竹居正登
    • Organizer
      研究集会「第19回 大規模相互作用系の確率解析」
    • Related Report
      2021 Research-status Report
    • Invited
  • [Presentation] Probabilistic analysis of Takagi class functions: Rate of convergence2020

    • Author(s)
      Masato Takei
    • Organizer
      Workshop "Number Theory and Ergodic Theory"
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] 高木クラスの関数における収束の速さについて2020

    • Author(s)
      大坂翔人,竹居正登
    • Organizer
      日本数学会年会(中止,講演成立)
    • Related Report
      2019 Research-status Report
  • [Presentation] 半直線上のedge-reinforced random walkにおける相転移2019

    • Author(s)
      赤堀次郎,Andrea Collevecchio, 竹居正登
    • Organizer
      日本数学会秋季総合分科会
    • Related Report
      2019 Research-status Report
  • [Presentation] Recurrence and transience preservation for edge-reinforced random walks on the half-line2019

    • Author(s)
      竹居正登
    • Organizer
      研究集会「大規模相互作用系の確率解析」
    • Related Report
      2019 Research-status Report
    • Invited
  • [Presentation] Limiting behavior of edge-reinforced random walks on the half-line2019

    • Author(s)
      Masato Takei
    • Organizer
      Probability Seminar Series, NYU Shanghai
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Book] 入門 確率過程2020

    • Author(s)
      竹居正登
    • Total Pages
      224
    • Publisher
      森北出版
    • ISBN
      9784627094413
    • Related Report
      2020 Research-status Report
  • [Remarks] 横浜国立大学 研究者総覧

    • URL

      https://er-web.ynu.ac.jp/html/TAKEI_Masato/ja.html

    • Related Report
      2022 Annual Research Report 2021 Research-status Report 2020 Research-status Report
  • [Remarks] 横浜国立大学 研究者総覧

    • URL

      https://er-web.ynu.ac.jp/html/TAKEI_Masato/ja.html

    • Related Report
      2019 Research-status Report

URL: 

Published: 2019-04-18   Modified: 2024-01-30  

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