Large deviations for additive functional of symmetric Markov processes
Project/Area Number |
21740109
|
Research Category |
Grant-in-Aid for Young Scientists (B)
|
Allocation Type | Single-year Grants |
Research Field |
Basic analysis
|
Research Institution | 防衛大学校 (2010-2011) Toba National College of Maritime Technology (2009) |
Principal Investigator |
|
Project Period (FY) |
2009 – 2011
|
Project Status |
Completed (Fiscal Year 2011)
|
Budget Amount *help |
¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2010: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2009: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
|
Keywords | 確率論 / 大偏差原理 / 加法的汎関数 / ジャンプ過程 / ディリクレ形式 / レヴィ過程 / 解析学 / 関数解析学 / 応用数学 |
Research Abstract |
In this study, we prove large deviation principles for additive functionals associated with various symmetric Markov processes. Moreover, we find a sufficient condition to hold the large deviation principle, collect these conditions into a paper. This paper was published in 2011.
|
Report
(4 results)
Research Products
(22 results)