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Research on chaotic behavior of white noise

Research Project

Project/Area Number 20540145
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 InstitutionHiroshima University

Principal Investigator

KUBO Izumi  Hiroshima University, 大学院・理学研究科, 名誉教授 (70022621)

Co-Investigator(Kenkyū-buntansha) IWATA Koichiro  広島大学, 大学院・理学研究科, 准教授 (20241292)
Co-Investigator(Renkei-kenkyūsha) YAGUCHI Hirotake  三重大学, 教育学部, 教授 (40157970)
SAITO Kimiaki  名城大学, 理工学部, 教授 (90195983)
ASAI Nobuhiro  愛知教育大学, 教育学部, 准教授 (60399029)
Research Collaborator IKEDA Satoshi  宮崎大学, 工学部, 准教授 (70282796)
NAKATA Toshio  福岡教育大学, 教育学部, 教授 (10304693)
Project Period (FY) 2008 – 2010
Project Status Completed (Fiscal Year 2010)
Budget Amount *help
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2010: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2009: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2008: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
Keywords確率論 / 確率解析 / 白色雑音 / 数理物理 / カオス / 直交多項式 / 母関数 / 白色雑音系 / 解析学 / 直交多項式系 / 特殊関数 / 直行多項式系
Research Abstract

Inspired by the multiplicative renormalization method (MRM) in white noise analysis, we have researched generating functions of orthogonal polynomials of probability measures by using MRM, systematically. It is a difficult problem to determine MRM-applicable measures. Generating functions of some classical orthogonal polynomials and of recently researching ones are obtained very naturally. Moreover, we found new classes of orthogonal polynomials and generating functions. Further, we researched structures of those classes.

Report

(4 results)
  • 2010 Annual Research Report   Final Research Report ( PDF )
  • 2009 Annual Research Report
  • 2008 Annual Research Report
  • Research Products

    (63 results)

All 2011 2010 2009 2008 Other

All Journal Article (28 results) (of which Peer Reviewed: 25 results) Presentation (32 results) Remarks (3 results)

  • [Journal Article] A characterization of the geometric Brownian motion in terms of infinite dimensional Laplacians2010

    • Author(s)
      Issei Kitagawa, Kimiaki Saito, Allanus H. Tsoi
    • Journal Title

      Random Operators and Stochastic Equations 19

      Pages: 91-103

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] MRMfactors for the probability measures in the Meixner class2010

    • Author(s)
      Izumi Kubo, H.-H. Kuo
    • Journal Title

      Infinite Dimensional Analysis, Quantum Probability and Related Topics 13

      Pages: 525-550

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] On the applicability of multiplicative renormalization method for certain power functions2010

    • Author(s)
      Izumi Kubo, H.-H. Kuo, Suat Namli
    • Journal Title

      QP-PQ : Quantum Probability and White Noise Analysis 25

      Pages: 216-229

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] 新しい非再帰型擬似乱数生成法とその応用2010

    • Author(s)
      谷口礼偉, 高嶋恵三, 上田澄江
    • Journal Title

      統計数理研究所共同研究リポート 235

      Pages: 1-95

    • Related Report
      2010 Final Research Report
  • [Journal Article] MRM-factors for the probability measures in the Meixner class2010

    • Author(s)
      Izumi Kuba
    • Journal Title

      Infinite Dimensional Analysis, Quantum Probability and Related Topics

      Volume: 13 Pages: 525-550

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] On the applicability of multiplicative renormalization method for certain power functions2010

    • Author(s)
      Izumi Kubo
    • Journal Title

      QP-PQ : Quantum Probability and White Noise Analysis

      Volume: 25 Pages: 216-229

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The hitting cover times of random walks on finite graphs using local degree information2009

    • Author(s)
      Satoshi Ikeda, Izumi Kubo, Masafumi Yamashita
    • Journal Title

      Theoretical Computer Science 410

      Pages: 94-100

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Generating functions of Jacobi polynomials2009

    • Author(s)
      Izumi Kubo
    • Journal Title

      Communications of Stochastic Analysis 3

      Pages: 249-267

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] MRM-applicable orthogonal polynomials for certain hypergeometric functions2009

    • Author(s)
      Izumi Kubo, H.-H. Kuo
    • Journal Title

      Communication of Stochastic Analysis 3

      Pages: 383-406

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Central limit theorem for constrained Poisson systems2009

    • Author(s)
      Koichiro Iwata, Torbjorn Kolsrud
    • Journal Title

      Bull.Sci.Math. 133

      Pages: 658-669

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] A Gauss-Poisson correspondence and the Levy Laplacian.2009

    • Author(s)
      Kimiaki Saito
    • Journal Title

      Interdiscip.Inform.Sci. 15

      Pages: 431-440

    • NAID

      120001943155

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Exotic Laplacians and associated stochastic processes.2009

    • Author(s)
      Luigi Accardi, Un Cig Ji, Kimiaki Saito
    • Journal Title

      Infin.Dimens.Anal.Quantum Probab.Relat.Top. 12

      Pages: 1-19

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] The construction of subordinated probability measures on C associated with the Jacobi-Szegoe parameters.2009

    • Author(s)
      Nobuhiro Asai
    • Journal Title

      Infin.Dimens.Anal.Quantum Probab.Relat.Top. 12

      Pages: 401-411

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] The hitting cover times of random walks on finite graphs using local Degree information2009

    • Author(s)
      Satoshi Ikeda
    • Journal Title

      Theoretical Computer Science 410

      Pages: 94-100

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Generating functions of Jacobi polynomials2009

    • Author(s)
      Izumi Kubo
    • Journal Title

      Communication of Stochastic Analysis 3

      Pages: 249-267

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] MRM-applicable orthogonal polynomials for certain hyperbolic functions2009

    • Author(s)
      Izumi Kubo
    • Journal Title

      Communication of Stochastic Analysis 3

      Pages: 383-406

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Central limit theorem for constrained Poisson systems2009

    • Author(s)
      Koichiro Iwata
    • Journal Title

      Bulletin Sciences Mathematiques 133

      Pages: 658-669

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The hitting and cover times of random walks on finitegraphs using local degree information2009

    • Author(s)
      Satoshi Ikeda, Izumi Kubo & Masafumi Yamashita
    • Journal Title

      Theoretical Computer Science 410

      Pages: 94-100

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Applicability of multiplicative renormalization method for a certain function2008

    • Author(s)
      Izumi Kubo, H.-H. Kuo, Suat Namili
    • Journal Title

      Communications on Stochastic Analysis 2

      Pages: 405-422

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] A new nonrecursive pseudorandom number generator based on chaos mappings2008

    • Author(s)
      Hirotake Yaguchi, Izumi Kubo
    • Journal Title

      Monte Carlo Methods Appl. 14

      Pages: 85-98

    • NAID

      120000949462

    • Related Report
      2010 Final Research Report 2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A Gauss-Poisson correspondence and infinite dimensional Laplacians.2008

    • Author(s)
      Kimiaki Saito, Kazuyuki Sakabe, Kazumasa Hirose
    • Journal Title

      Far East J.Math.Sci.(FJMS) 31

      Pages: 31-47

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] An infinite dimensional Fourier-Mehler transform and the Levy Laplacian.2008

    • Author(s)
      Kimiaki Saito, Kazuyoshi Sakabe
    • Journal Title

      QPPQ : Quantum Probab.White Noise Anal. 22

      Pages: 149-160

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Hilbert space of analytic functions associated with a rotation invariant measure.2008

    • Author(s)
      Nobuhiro Asai
    • Journal Title

      QP-PQ : Quantum Probab. White Noise Anal. 23

      Pages: 49-62

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Infinite dimensional stochastic processes associated with the exotic Laplacians2008

    • Author(s)
      Kimiaki Saito
    • Journal Title

      数理解析研究所講究録 1609

      Pages: 49-62

    • Related Report
      2010 Final Research Report
  • [Journal Article] Applicability of multiplicative renormalization method for a certain function2008

    • Author(s)
      Izumi Kubo, H. -H. Kuo & Saut Namli
    • Journal Title

      Communications in Stochastic Analysis 2

      Pages: 405-422

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Hilbert spcae of analytic functions associated with a rotation invariant measures2008

    • Author(s)
      Nobuhiro Asai
    • Journal Title

      Quantum Probability and Infinite Dimensional Analysis 23

      Pages: 49-62

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] An infinite dimensional Fourier-Mehler transform and the Levy Laplacian2008

    • Author(s)
      Kimiaki Sait, K. Sakabe
    • Journal Title

      Quantum Probability and White Noise Analysis 22

      Pages: 149-160

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Infinite dimensional stochastic processes associated with the Exotic Laplacians2008

    • Author(s)
      Kimiaki Sait
    • Journal Title

      数理解析研究所講究録 1609

      Pages: 49-62

    • Related Report
      2008 Annual Research Report
  • [Presentation] 直交多項式のBoas-Buck母関数2011

    • Author(s)
      久保泉
    • Organizer
      日本数学会中国・四国支部例会
    • Place of Presentation
      鳴門地場産業振興センター、鳴門市
    • Year and Date
      2011-01-30
    • Related Report
      2010 Final Research Report
  • [Presentation] 直交多項式のBoas-Buck母関数2011

    • Author(s)
      久保泉
    • Organizer
      日本数学会中国・四国支部例会
    • Place of Presentation
      鳴門地域地場産業振興センター(鳴門市)
    • Year and Date
      2011-01-30
    • Related Report
      2010 Annual Research Report
  • [Presentation] A hierarchy of differential equations for two dimensional random fields representing modular forms2011

    • Author(s)
      Koichiro Iwata
    • Organizer
      Probability and PDE 2011
    • Place of Presentation
      広島大学、東広島市
    • Year and Date
      2011-01-12
    • Related Report
      2010 Final Research Report
  • [Presentation] A hierarchy of dierentianl equations for two dimensional random fields representing modular forms2011

    • Author(s)
      Koichiro Iwata
    • Organizer
      Probability and PDE 2011
    • Place of Presentation
      広島大学(東広島市)
    • Year and Date
      2011-01-12
    • Related Report
      2010 Annual Research Report
  • [Presentation] Probability measures on C associated with the Jacobi parameters of continuous dual Hahn Polynomials2011

    • Author(s)
      Nobuhiro Asai
    • Organizer
      The 6th Jikji Workshop on Infinite Dimensional Analysis and Quantum Probability
    • Place of Presentation
      National Institute for Mathematical Sciences, Daejeon, Korea
    • Related Report
      2010 Final Research Report
  • [Presentation] Multiplicative renormalization method適用可能な測度の決定(III)2010

    • Author(s)
      久保泉
    • Organizer
      日本数学会
    • Place of Presentation
      名古屋大学(名古屋市)
    • Year and Date
      2010-09-22
    • Related Report
      2010 Annual Research Report
  • [Presentation] Multiphcative renormalization method適用可能な測度の決定(II)2010

    • Author(s)
      久保泉
    • Organizer
      日本数学会
    • Place of Presentation
      慶應義塾大学理工学部
    • Year and Date
      2010-03-24
    • Related Report
      2009 Annual Research Report
  • [Presentation] 並列計算に適した非再帰型疑似乱数SSI32(ISMLIB)の紹介2010

    • Author(s)
      谷口礼偉
    • Organizer
      物理乱数・疑似乱数の発生法・検定法とその周辺
    • Place of Presentation
      統計数理研究所、東京都
    • Year and Date
      2010-03-12
    • Related Report
      2010 Final Research Report
  • [Presentation] Probability measures on C arising from continuous dual Hahn polynomials with special parameters2010

    • Author(s)
      Nobuhiro Asai
    • Organizer
      10th Sendai Workshop on Infinite Dimensional Analysis and Quantum Probability
    • Place of Presentation
      東北大学 仙台市
    • Related Report
      2010 Final Research Report
  • [Presentation] Multiplicative renormalization method適用可能な測度の決定(III)2010

    • Author(s)
      久保泉
    • Organizer
      日本数学会
    • Place of Presentation
      名古屋大学、名古屋市
    • Related Report
      2010 Final Research Report
  • [Presentation] The construction of various non-Gaussian probability measures on C2010

    • Author(s)
      Nobuhiro Asai
    • Organizer
      13th Workshop : Non-Commutative Harmonic Analysis
    • Place of Presentation
      The Mathematical Research and Conference Center, Bedlewo, Poland
    • Related Report
      2010 Final Research Report
  • [Presentation] Exotic Laplacians and higher order derivatives of white noise2010

    • Author(s)
      Kimiaki Saito
    • Organizer
      IDAQP Sendai Seminar
    • Place of Presentation
      東北大学,仙台市
    • Related Report
      2010 Final Research Report
  • [Presentation] Multiplicative renormalization method適用可能な測度の決定(II)2010

    • Author(s)
      久保泉
    • Organizer
      日本数学会
    • Place of Presentation
      慶応義塾大学、横浜市
    • Related Report
      2010 Final Research Report
  • [Presentation] The subordinated probability measure associate with the Jacobi parameters2010

    • Author(s)
      Nobuhiro Asai
    • Organizer
      The 5th Jikji Workshop on Infinite Dimensional Analysis and Quantum Probability
    • Place of Presentation
      Chungbuk National University, Cheongju, Korea
    • Related Report
      2010 Final Research Report
  • [Presentation] On a semigroup of optimal stopping times2009

    • Author(s)
      Koichiro Iwata
    • Organizer
      Russian-Japan Symposium on Stochastic Analysis of the Advanced Statistical Models
    • Place of Presentation
      Steklov Mathematical Institute, Moscow, Russia
    • Year and Date
      2009-09-16
    • Related Report
      2010 Final Research Report
  • [Presentation] 当りのあるクーポンあつめ問題について2009

    • Author(s)
      中田 寿夫, 久保 泉
    • Organizer
      日本数学会
    • Place of Presentation
      東京大学駒場キャンパス
    • Year and Date
      2009-03-26
    • Related Report
      2008 Annual Research Report
  • [Presentation] Multiplicative renormalization method 適用可能な測度の決定2009

    • Author(s)
      久保 泉
    • Organizer
      日本数学会
    • Place of Presentation
      東京大学駒場キャンパス
    • Year and Date
      2009-03-26
    • Related Report
      2008 Annual Research Report
  • [Presentation] The Meixner operators on one-mode Fock space and related topics2009

    • Author(s)
      Nobuhiro Asai
    • Organizer
      The 3th Cheongju Workshop on Infinite Dimensional Analysis and Quantum Probability
    • Place of Presentation
      Chungbuk National University (Cheongju, Korea)
    • Year and Date
      2009-01-12
    • Related Report
      2008 Annual Research Report
  • [Presentation] Bargmann-like measures related with the classical orthogonal polynomials2009

    • Author(s)
      Nobuhiro Asai
    • Organizer
      The 30th Conference on Quantum Probability and Related Topics
    • Place of Presentation
      Pontificia Univesidad Catoelica de Chile, Santiago, Chile
    • Related Report
      2010 Final Research Report
  • [Presentation] The construction of probability measures related with the Jacobi-Szegoe parameters2009

    • Author(s)
      Nobuhiro Asai
    • Organizer
      9th Sendai Workshop on Infinite Dimensional Analysis and Quantum Probability
    • Place of Presentation
      東北大学、仙台市
    • Related Report
      2010 Final Research Report
  • [Presentation] Probability measures on C associated with the Jacobi-Szegoe parameters of orthogonal polynomials2009

    • Author(s)
      Nobuhiro Asai
    • Organizer
      12th Workshop : Non Commutative Harmonic Analysis
    • Place of Presentation
      The Mathematical Research and Conference Center, Bedlewo, Poland
    • Related Report
      2010 Final Research Report
  • [Presentation] Multiplicative renormalization method適用可能な測度の決定(I)2009

    • Author(s)
      久保泉
    • Organizer
      日本数学会
    • Place of Presentation
      東京大学、東京都
    • Related Report
      2010 Final Research Report
  • [Presentation] 当たりのあるクーポンあつめの問題について2009

    • Author(s)
      中田寿夫, 久保泉
    • Organizer
      日本数学会
    • Place of Presentation
      東京大学、東京都
    • Related Report
      2010 Final Research Report
  • [Presentation] The Meixner operators on one-mode Fock space and related topics2009

    • Author(s)
      Nobuhiro Asai
    • Organizer
      The 3th Cheongju Workshop on Infinite Dimensional Analysis and Quantum Probability
    • Place of Presentation
      Chungbuk National University, Cheongju, Korea
    • Related Report
      2010 Final Research Report
  • [Presentation] 非再帰型擬似乱数SSI32のハッシュ関数および再帰型擬似乱数への応用2008

    • Author(s)
      谷口礼偉
    • Organizer
      「統計学における乱数」研究会
    • Place of Presentation
      統計数理研究所、東京都
    • Year and Date
      2008-12-12
    • Related Report
      2010 Final Research Report
  • [Presentation] 非再帰型擬似乱数SSI32のハッジュ関数および再帰型擬似乱数への応用2008

    • Author(s)
      谷口 礼偉
    • Organizer
      「統計科学における乱数」研究会
    • Place of Presentation
      統計数理研究所
    • Year and Date
      2008-12-12
    • Related Report
      2008 Annual Research Report
  • [Presentation] Exotic Laplacians and exponential functions of white noise2008

    • Author(s)
      Kimiaki Saito
    • Organizer
      The 8th Sendai Workshop on Infinite Dimensional Analysis and Quantum Probability
    • Place of Presentation
      東北大学、仙台市
    • Year and Date
      2008-11-10
    • Related Report
      2010 Final Research Report
  • [Presentation] Exotic Laplacians and exponential functions of white noise2008

    • Author(s)
      Kimiaki Sait
    • Organizer
      The 8th Sendai Workshop on Infinite Dimensional Analysis and Quantum Probability
    • Place of Presentation
      東北大学
    • Year and Date
      2008-11-10
    • Related Report
      2008 Annual Research Report
  • [Presentation] On intereracting Fock spaces and integral transforms2008

    • Author(s)
      Nobuhiro Asai
    • Organizer
      The 29th Conference on Quantum Probability and Related Topics
    • Place of Presentation
      Hammamet, Tunisia
    • Year and Date
      2008-10-13
    • Related Report
      2008 Annual Research Report
  • [Presentation] Correlation functions of random fields over elliptic Curves and modular forms2008

    • Author(s)
      Koichiro Iwata
    • Organizer
      Stochastic Analysis and Applications
    • Place of Presentation
      九州大学,福岡市
    • Year and Date
      2008-09-08
    • Related Report
      2010 Final Research Report
  • [Presentation] Correlation functions of random fields over elliptic Curves and modular forms2008

    • Author(s)
      Koichiro Iwata
    • Organizer
      Stochastic Analysis and Applications
    • Place of Presentation
      九州大学西新プラザ
    • Year and Date
      2008-09-08
    • Related Report
      2008 Annual Research Report
  • [Presentation] On interacting Fock spaces and integral transforms2008

    • Author(s)
      Nobuhiro Asai
    • Organizer
      The 29th Conference on Quantum Probability and Related Topics
    • Place of Presentation
      Hammamet, Tunisia
    • Related Report
      2010 Final Research Report
  • [Remarks] ホームページ等

    • Related Report
      2010 Final Research Report
  • [Remarks] ソフトウェアの公開

    • Related Report
      2010 Final Research Report
  • [Remarks] ISMLIB(統計数理研究所ソフトウェア・データライブラリ)SSI32(非再帰型擬似乱SSI32)

    • URL

      http://www.ism.ac.jp/ismlib/jpn/ismlib/soft.html#ssi32

    • Related Report
      2010 Final Research Report

URL: 

Published: 2008-04-01   Modified: 2016-04-21  

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