Generalized functionals of Compound Poisson noise and its applications
| Project/Area Number |
20540128
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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 | Aichi Prefectural University |
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Principal Investigator |
SI Si 愛知県立大学, 情報科学部, 准教授 (70269687)
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| Project Period (FY) |
2008 – 2010
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| Project Status |
Completed (Fiscal Year 2010)
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| Budget Amount *help |
¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000)
Fiscal Year 2010: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2009: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2008: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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| Keywords | ホワイトノイズ / ポアゾンノイズ / 複合ポアソンノイズ / 応用数学 / Hida distributions / 双対性 / ポアソンノイズ / duality / Hida distribution / 対称性 / 重マルコフ過程 / 安定過程 |
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| Research Abstract |
Our general purpose of our research is to determine the structure of random complex system by appealing to the method of reduction ; namely, we construct a system of independent random variables from the given system, which is to be represented by functions of those independent variables. We know two basic systems fitting for our purpose : one is a Gaussian white noise and the other is Poisson noise
A Poisson noise, in particular, a compound Poisson noise requires us to have profound surveys, so that we have obtained their invariances under transformations groups, dualities between the two noises and others
As a related topic, we have discovered significance of the roles played by the noise with the parameter that comes from the intensity
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Report
(4 results)
Research Products
(48 results)
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[Journal Article] L'evyの安定過程からベキ乗分布へ2011
Author(s)
Si Si
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Journal Title
Proceeding of Symposium on History of Mathematics、Research center of Computational Math. Science、Tsudajuku University
Volume: 32
Pages: 136-145
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Peer Reviewed
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[Journal Article] 確率超過程と超汎関数2008
Author(s)
Si Si
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Journal Title
Proceedings of Symposium on History of Math ematics, Research center of Computational Math. Science 29
Pages: 261-271
Related Report
Peer Reviewed
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[Presentation] 空間・時間・ノイズ2010
Author(s)
T. Hida, Si Si
Organizer
量子科学における双対性とスケールシンポシウム
Place of Presentation
数理解析研究所
Year and Date
2010-11-04
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