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1996 Fiscal Year Final Research Report Summary

Research on Probability and Related Topics of Analysis

Research Project

Project/Area Number 07454034
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
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) KANAI Masahiko  Keio Univ., Sci.& Tech., Associate Professor, 理工学部, 助教授 (70183035)
SHIOKAWA Ietaka  Keio Univ., Sci.& Tech., Professor, 理工学部, 教授 (00015835)
MAEDA Yoshiaki  Keio Univ., Sci.& Tech., Professor, 理工学部, 教授 (40101076)
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) 1995 – 1996
KeywordsBrownian Motion / Diffusion Process / Operator-Self-Similar Process / Limit Theorem / Rigidity of Group Actions / Transcendental Number / Ergodic Transformation / Large Deviation
Research Abstract

1. (1) New results for long time asymptotic behavior of a Brownian motion (diffusion process) with a constant positive drift coefficient kappa in a white noise environment Were obtained by H.Tanaka ; the results vary with kappa. (2) New results were obtained (i) in the limit theorem of operator-self-similar processes (by M.Maejima), (ii) in a problem of large deviation of Nonsymmetric Markov processes and (iii) for the construction and hydrodynamic limit of a certain spin system on Z (by Y.Suzuki).
2. Y.Ito clarified some number-theoretic structure of "infinite sets of integers" arising as an invariant in the classification of ergodic transformations without finite invariant measures, in particular, of the types II_* and III.
3. A new approach based on stochastic analysis was poposed by M.Kanai in the investigation of group actions. Y.Maeda investigated certain groups of diffeomorphisms introducing the associated zeta functions.
4. Some new results concerning local and global solutions of the incompressible Navier-Stokes equations (by A.Tani).
5. I.Shiokawa (and others) investigated the transcendentality problem of certain numbers connected with Jacobi's theta series or with Fibonacci sequences, solving a conjecture by Liouville (1851) on transcendental numbers.

  • Research Products

    (35 results)

All Other

All Publications (35 results)

  • [Publications] H.Tanaka: "Diffusion processes in random environments" Proc.Intern.Congress of Mathematicians. 1047-1054 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Tanaka: "Environment-wise central limit theorem for a diffusion in a Brownian environmnet with large drift" Ito's Stochastic Calculus and Probab.Th.N.Ikeda et al.eds.,Springer Verlag. 373-384 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] K.Kawazu,H.Tanaka: "A diffusion process in a Brownian environment with drift" J.Math.Soc.Japan. 49(to appear). (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] M.Maejima,S.T.Rachev: "Rates of convergence in the operator-stable limit theorem." J.Theoretical Probab.9. 37-85 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] M.Maejima: "Limit theorems related to a class of operator-self-similar processes" Nagoya Math.J.142. 161-181 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] E.Bolthausen,J.D.Deuschel and Y.Tamura: "Laplace Approximations for large deviations of nonreversible Markov processes I" Ann.Probab.23. 235-267 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Y.Suzuki: "Construction of Markov processes of certain spin systems on Z" Kodai Math.J.19. 234-258 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Y.Ito,M.Yoshida: "Cocycles for non-singular transformations" Com.Math.Univ.Sancti Pauli. 44. 93-103 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Y.Ito: "Direct sum decomposition of the integers" Tokyo J.Math.18. 259-270 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Nakada: "Continued fractions,geodesic flows and Ford circles" Algorithms,Fractals and Dynam.ed.by Y.Takahashi,Plenum Press. 179-191 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Kozono,Y.Maeda and H.Naito: "Global solution for the Yang-Mills gradient flow on 4-manifolds" Nagoya Math.J.139. 93-128 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Y.Maeda,S.Rosenbeg and P.Tendeur: "Minimal orbits of metrics" Journal of Geometry and Physics22GD12:(to appear).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] M.Kanai: "A new approach to the rigidity of discrete group actions" Geometric and Functional Analysis. 6. 943-1056 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] K,Kikuchi: "On the existence of the harmonic variational flow subject to the two-sided conditions" Zap.Nauchn.Semi.POMI. 223. 30-52 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] K.Kikuchi: "On the higher integrability of the gradients of solutions to difference partial differential equations of elliptic-parabolic type" Math.Zeitschrift. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] N,Tanaka,A,Tani: "Large-time existence of surface wave in incompressible viscous fluids with or without surface tension" Arch.Rat.Mech.Anal.130. 303-314 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] A.Tani: "Small-time existence for three-dimensional Navier-Stokes equations for an incompressible fluid with a free surface"

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] T.Iguchi,N.Tanaka and A.Tani: "On the two phase free boundary problem for two-dimensional water waves" Math.Annalen. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] S.Shimomura: "Connection formulae for solutions of system of partial differential equations associated with the confluent hypergeometric function Φ_2" Proc.Japan Acad.72A. 82-84 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] D.Duverney,Ke.Nishioka,Ku.Nishioka,I.Shiokawa: "Transcendence of Jacobi's theta series" Proc.Japan Acad.72A. 202-203 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] D.Duverney,Ke.Nishioka,Ku.Nishioka,I.Shiokawa: "Transcendence of Jacobi's theta series and its application" Proc.Number Th.Conf.Coll.Math.Soc.Janos Bolyai. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] I.Nakai,I.Shiokawa: "Normality of numbers generated by the values of polynomials at primes" Acta Arith.(to appear).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] N,Kunimatsu,H.Sano: "An application of inertial manifold theory to boundary stabilization of semilinear diffusion systems" J.Math.Ann.Appl.196. 18-42 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Tanaka: "Diffusion processes in random environments" Proc.Intern.Congress of Mathematicians, Zurich 1994. 1047-1054 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.Tanaka: "Environment-wise central limit theorem for a diffusion in a Brownian environment with large drift" Ito's Stoch.Calculus & Probab.Th. (N.Ikeda et al.eds., Springer). 373-384 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] K.Kawazu: "A diffusion process in a Brownian environment with drift" J.Math.Soc.Japan. Vol.49 (to appear). (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M.Maejima: "Limit theorems related to a class of operator-self-similar processes" Nagoya Math.J.142. 161-181 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] E.Bolthausen: "Laplace approximations for large deviations of nonreversible Markov processes I : The non-degenerate case" Ann.Probab.23. 235-267 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Y.Suzuki: "Construction of Markov processes of certain spin systems on Z" Kodai Math.J.19. 234-258 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Y.Ito: "Direct sum decomposition of the integers" Tokyo J.Math.18. 259-270 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Y.Maeda: "Minimal orbits of metrics" J.Geometry & Physics. (to apppear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M.Kanai: "A new approach to the rigidity of discrete group actions" Geometric & Functional Analysis. 6. 943-1056 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] A.Tani: "Small-time existence for three-dimensional Navier-Stokes equations for an incompressible fluid with a free surface" Arch.Rat.Mech.Anal.133. 299-331 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] D.Duverney: "Transcendence of Jacobi's theta series" Proc.Japan Acad.72A. 202-203 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] D.Duverney: "Transcendence of Jacobi's theta series and its application" Proc.Number Th.Conf.Coll.Math.Soc.Janos Bolyai. (to appear).

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

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Published: 1999-03-09  

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