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1993 Fiscal Year Final Research Report Summary

Research on Probability Theory and Related Problems of Analysis

Research Project

Project/Area Number 04452011
Research Category

Grant-in-Aid for General Scientific Research (B)

Allocation TypeSingle-year Grants
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionKeio University

Principal Investigator

TANAKA Hiroshi  Keio Univ., Sci.& Tech., Professor, 理工学部, 教授 (70011468)

Co-Investigator(Kenkyū-buntansha) MAEDA Yoshiaki  Keio Univ., Sci.& Tech., Associate Professor, 理工学部, 助教授 (40101076)
SHIOKAWA Ietaka  Keio Univ., Sci.& Tech., Professor, 理工学部, 教授 (00015835)
KIKUCHI Norio  Keio Univ., Sci.& Tech., Professor, 理工学部, 教授 (80090041)
ITO Yuji  Keio Univ., Sci.& Tech., Professor, 理工学部, 教授 (90112987)
MAEJIMA Makoto  Keio Univ., Sci.& Tech., Professor, 理工学部, 教授 (90051846)
Project Period (FY) 1992 – 1993
KeywordsDiffusion Process / Brownian Motion / Random Environment / Operator-stable Process / Ergodic Transformation of Type II*& III / Harmonic Map / Morse-flow / Infinite Dimensional Lie Algebra
Research Abstract

1.Problems for random environments and self-similar processes. Results concerning localization by random centering were obtained for a diffusion process in a Brownian environment or more generally for a diffusion process in a random environment belonging to a considerably wider class of asymptotically self-similar random walks. To extend these results to the case the environment is a levy process H.Tanaka obtained some new results for superharmonic transforms of absorbing Levy processes. It was aoso proved that a diffusion process in a multidimensional Brownian environment is recurrent. As for self-simitar processes M.Maejima investigated operator-stabel processes and obtained new results, in particular, for their fundamental properties, examples and related limit theorems.
2.In ergodic theory characteristic properties of ergodic transformations without finite invariant measures were ingestigated and new results were obtained concerning the role of asymptotic property of the associated cocycles in the classification problem.
3.N.Kikuchi contructed Morse-flows associated with certain variational problems.
4.In an analytic-numbertheoretic approach to disordered systems I.Shiokawa obtained new resuts for complexity of certain sequences arising in a billiard problem.
5.An extension of Poincare-Birkoff-Witt theorem to infinite dimensional Lie algebras was gigen.

  • Research Products

    (35 results)

All Other

All Publications (35 results)

  • [Publications] K.Kawazu: "Localization of diffusion processes in one-dimensional random environment" Journal of Mathematical Society of Japan. 44. 515-550 (1992)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Tanaka: "Green operators of absorbing Levy processes on the half line" Stochastic Processes,edited by S.Cambanis et al.313-319 (1993)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Tanaka: "Recurrence of a diffusion process in a multidimensional Brownian environment" Proceedings of the Japan Academy. 69(A). 377-381 (1993)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Tanaka: "Localization of a diffusion process in a one-dimensional Brownian environment" Communications on Pure and Applied Mathematics. (発表予定). (1994-5)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] K.Kawazu: "On the maximum of a diffusion process in a drifted Brownian environment" Lecture Notes In Mathematics(Seminaire de Probabilites XXVII,Springer-Verlag). 1557. 78-85 (1993)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] S.Cambanis: "Characterization of linear and harmonizable stable motions" Stochastic Processes and Their Applications. 42. 91-110 (1992)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Y.Kasahara: "Limit theorems for trimmed sums" Journal of Theoretical Probability. 5. 617-628 (1992)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] M.Maejima: "Operator-self-similar stable processes" Stochastic Processes and Their Applications. (発表予定). (1994-5)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] M.Maejima: "Operator-stable processes and operator fractional stable motions" Probability and Mathematical Statitics. (発表予定). (1994-5)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] N.Kikuchi: "Kneser's property for a parabolic partial differential equations" Nonlinear Analysis,Method & Applications. 18. (1992)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] N.Kikuchi: "Holder estimates of solutions for difference-differential equations of elliptic-parabolic type" Journal of Geometric Analysis. (発表予定). (1994-5)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] N.Kikuchi: "A method of constructing Morse flows to variational functional" Nonlinear World. (発表予定). (1994-5)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] K.Nishioka: "Arithmetical properties of a certain power series" Journal of Number Theory. 42. 61-87 (1992)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] I.Shiokawa: "Description of sequences defined by billiards in the cube" Proceedings of the Japan Academy. 68(A). 207-211 (1992)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Omori: "Deformation quantization of Poisson algebras" Proceedings of the Japan Academy. 68(A). 97-100 (1992)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Y.Maeda: "The mean curvature of Gauge orbits" Global Analysis in Modern Mathematics(Symposium in honor of R.Palai s sixties birthday). 171-220 (1993)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Omori: "A Poincare-Birkhoff-Witt theorem for infinite dimensional Lie algebras" Journal of Mathematical Society of Japan. 46. 25-50 (1994)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 伊藤雄二: "エルゴード理論とフォンノイマン環" 紀伊国屋書店, 413 (1992)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] K.Kawazu: "Localization of diffusion processes in one-dimensional random environment" J.Math.Soc, Japan. 44. 515-550 (1992)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.Tanaka: "Green operators of absorbing Levy processes on the half line" Stochastic Processes (edited by S.Cambanis et al.). 313-319 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.Tanaka: "Recurrence of a diffusion process in a multidimensional Brownian environment" Proc.Japan Acad.69(A). 377-381 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.Tanaka: "Localization of a diffusion process in a one-dimensional Brownian environment" Comm.Pure Appl.Math.(to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] K.Kawazu: "On the maximum of a diffusion process in a drifted Brownian environment" lect.Notes Math.(Seminaire de Probab.XXVII,Springer-Verlag). 1557. 78-85 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Cambanis: "Characterization of linear and harmonizable stable motions" Stoch.Proc.Appl.42. 91-110 (1992)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Y.Kasahara: "Limit theorems for trimmed sums" J.Th.Probab.5. 617-628 (1992)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M.Maejima: "Operator-self-similar stable processes" Stoch.Proc.Appl.(to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M.Maejima: "Operator-stable processes and operator fractional stable motions" Probab.Math.statist.(to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] N.Kikuchi: "Kneser's property for a parabolic partial differential equations" Nonlinear Analysis, Method & Appl.18. (1992)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] N.Kikuchi: "Holder estimates of solutions for difference-differential equations of elliptic-parabolic type" J.Geom.Analysis. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] N.Kikuchi: "A method of constructing Morse flows to variationa functional" Nonlinear World. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] K.Nishioka: "Arithmetical properties of a certain power series" J.Number Th.42. 61-87 (1992)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] I.Shiokawa: "Description of sequences defined by billiards in the cube" Proc.Japan Acad.68(A). 207-211 (1992)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.Omori: "Deformation quantization of Poisson algebras" Proc.Japan Acad.68(A). 97-100 (1992)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Y.Maeda: "The mean curvature of Gauge orbits" Global Analysis in Modern Mathematics. 171-220 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.Omori: "A Poincare-Birkhoff-Witt theorem for infinite dimensional Lie algebras" J.Math.Soc.Jpanan. 46. 25-50 (1994)

    • Description
      「研究成果報告書概要(欧文)」より

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Published: 1995-03-27  

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