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Stochastic ranking process and its applications to web ranking

Research Project

Project/Area Number 26400146
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Basic analysis
Research InstitutionKeio University

Principal Investigator

HATTORI Tetsuya  慶應義塾大学, 経済学部(日吉), 教授 (10180902)

Project Period (FY) 2014-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2018: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2017: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2016: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2015: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2014: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Keywords確率論 / 数理科学 / 確率過程論 / 大数の法則 / 流体力学極限 / 粒子系 / 確率順位付け模型 / 流体力学的極限
Outline of Final Research Achievements

We generalized a proof of existence of hydrodynamic limits and propagation of chaos of the stochastic ranking processes, to the cases of spatially dependent intensities for the point processes which determine the move-to-front (jump-to-top) random times. The processes are particle systems which mathematically model the rankings on the web, such as sales ranks of online bookstores, and the models give mathematical basis for the analysis of so called long-tail structure of online retails. The spatial dependence of intensities correspond to appeal effect of top sales. From mathematical point of view, introduction of spatial dependence on the intensity functions is a non-trivial perturbation, leading to continuum limits described in terms of the point processes with last-arrival-time dependent intensities.

Academic Significance and Societal Importance of the Research Achievements

急速な発達によって時代を特徴付けるに至った計算機とネットワーク環境によって,インターネット小売業のような大規模なアイテムの人気度の全順位がリアルタイムで更新される現象が可視化されオンライン中古市場のように経済的な意味を持つ時代に,実際のデータと現象の対応する数学的な方程式を「細いがまっすぐな道でつなぐ」こと(末節をそぎ落とした論理的中核の抽出)に成功した.世界的に例のない独自の研究である.最終的に到達した強度の位置依存性効果は,ランキングデータ自体の宣伝効果を与えるもので,数学的に精密で非自明な結果であり,将来技術が追いついてきたときに前もって筋の良い理屈を用意できていることを意味する.

Report

(5 results)
  • 2018 Final Research Report ( PDF )
  • 2017 Annual Research Report
  • 2016 Research-status Report
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (9 results)

All 2018 2017 2016 2015 2014 Other

All Journal Article (2 results) (of which Peer Reviewed: 1 results,  Open Access: 1 results,  Acknowledgement Compliant: 1 results) Presentation (5 results) (of which Invited: 4 results) Remarks (2 results)

  • [Journal Article] Point process with last-arrival-time dependent intensity and 1-dimensional incompressible fluid system with evaporation2017

    • Author(s)
      T. Hattori
    • Journal Title

      Funkcialaj Ekvacioj

      Volume: 60 Pages: 171-212

    • NAID

      130005765966

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Open problems to an infinite system of quasi-linear partial differential equations with non-local terms2015

    • Author(s)
      T.Hattori
    • Journal Title

      RIMS Kokyuroku

      Volume: 1952 Pages: 9-16

    • Related Report
      2015 Research-status Report
    • Acknowledgement Compliant
  • [Presentation] Khintchine の不等式・大数の完全法則・Glivenko{Cantelli の定理2018

    • Author(s)
      服部 哲弥
    • Organizer
      岡山-広島 解析・確率論セミナー 2018
    • Related Report
      2017 Annual Research Report
    • Invited
  • [Presentation] 位置依存確率順位付け模型2016

    • Author(s)
      服部 哲弥
    • Organizer
      岡山確率論セミナー
    • Place of Presentation
      岡山大学理学部 (岡山県岡山市)
    • Year and Date
      2016-04-28
    • Related Report
      2016 Research-status Report
    • Invited
  • [Presentation] 独立確率過程の大数の強法則と流れが定める確率順位付け模型2015

    • Author(s)
      服部 哲弥
    • Organizer
      OR学会待ち行列研究部会例会
    • Place of Presentation
      東京工業大学大岡山キャンパス(東京都目黒区)
    • Year and Date
      2015-11-21
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] 独立確率過程の大数の強法則について2015

    • Author(s)
      服部 哲弥
    • Organizer
      東京確率論セミナー
    • Place of Presentation
      東京大学大学院数理科学研究科(東京都目黒区)
    • Year and Date
      2015-04-20
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] 非局所項を持つ$1$階準線形偏微分方程式の解の独立増分でない点過程による表現2014

    • Author(s)
      服部 哲弥
    • Organizer
      確率論シンポジウム
    • Place of Presentation
      京都大学数理解析研究所(京都市左京区)
    • Year and Date
      2014-12-16
    • Related Report
      2014 Research-status Report
  • [Remarks] 服部哲弥 日本語ホーム

    • URL

      http://web.econ.keio.ac.jp/staff/hattori/hattori.htm

    • Related Report
      2017 Annual Research Report 2016 Research-status Report 2015 Research-status Report 2014 Research-status Report
  • [Remarks] Tetsuya Hattori's: Research

    • URL

      http://web.econ.keio.ac.jp/staff/hattori/research.htm

    • Related Report
      2017 Annual Research Report 2016 Research-status Report 2015 Research-status Report 2014 Research-status Report

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Published: 2014-04-04   Modified: 2020-03-30  

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