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1999 Fiscal Year Final Research Report Summary

Probability Theory and Its Interface

Research Project

Project/Area Number 09304022
Research Category

Grant-in-Aid for Scientific Research (A)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionKYOTO UNIVERSITY

Principal Investigator

TAKAHASHI Youichiro  Research Institutef for Mathematical Sciences, Kyoto University, Professor, 数理解析研究所, 教授 (20033889)

Co-Investigator(Kenkyū-buntansha) TANIGUCHI Setsuo  Kyushu University, Independent Graduate School of Mathematics, Associate Professor, 大学院・数理学研究科, 助教授 (70155208)
MATSUMOTO Hiroyuki  Nagoya University, School of Informatics and Sciences, Associate Professor, 情報文化部, 助教授 (00190538)
SHIGEKAWA Ichiro  Graduate School of Science, Kyoto University, Professor, 大学院・理学研究科, 教授 (00127234)
KUSUOKA Shigeo  The University of Tokyo, Graduate School of Mathematical Science, Professor, 大学院・数理科学研究科, 教授 (00114463)
FUNAKI Tadahisa  The University of Tokyo, Graduate School of Mathematical Science, Professor, 大学院・数理科学研究科, 教授 (60112174)
Project Period (FY) 1997 – 1999
Keywordshydrodynamic limit / Wieener functional / Dirichlet form / large deviation and entropies / fractals / asymptotic behavior of spectrum / random walk and Brownian motion / innovation problem and noises
Research Abstract

During these three years we achieved the expected results in various areas in probability theory and contributed to promote a few new directions for the future as follows.
In stochastic analysis we have made, among others, two remarkable progresses. One is the study of inequalities and their role in the analysis of function spaces on infinite dimensional, Wiener space led by Aida and Shigekawa. The other is the study of asymptotic behaviors for the Wiener functionals of exponential type by Taniguchi, Matsumoto et al. Besides them, we should mention on the trend to generalize the stochastic analysis based on the Dirichlet space theory shown, for instance, in the work of Osada.
In the theory of hydrodynamic limit Funaki, Uchiyama and thier pupil attacked more realistic models successfully and reached to the promissing problem to compare and synthesize their results with the results obtained in the Dirichlet space theory mentioned above.
In ergodic theory and its around the most remarkable progress was made in the study of the decay of correlation functions by Morita. The summer school in 1997 in this area influenced the information theory people and Han made a large deviation theory for coding.
The renewal of the classical theories and techniques was one of the slogans of the project, which was also successful as is shown by Kumagai on analysis on fractals, Atsuji on Nevalinna theory, Hamana on random walk functionals and Shirai et al. on the spetrum of graph.
Moreover, Nagai et al. applied stochastic control techniques to mathematical finance and Sugita, Takanobu et al. contributed to quasi-random nember theory by using Weyltransformation.
We owed much to PE S. Watanabe to have organized a summer school in 1999 on the noise problem. Also we owed much to the modification on the international exchange under the grant-in-aids by JSPS which has brought more fruitful results.

  • Research Products

    (16 results)

All Other

All Publications (16 results)

  • [Publications] Y.Hamana: "The fluctuation result for the multiple point range of two-dimensional recurrent random"Ann. Probab.. 25.2. 598-639 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] T.Funaki: "Motion by mean curvatur from the Ginzburg-Londau ∇ Φ Inerface model"Commun. Math. Phys.. 185.1. 1-36 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] S.Taniguchi: "Analytic functions, Canchy formula, and stationaty phase on a real abstrct Wiener space"J. Funct. Anal.,. 143・2. 470-528 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] A.Aida: "Differential Calculus on Path and Loop Spaces II Irredkucibility of Direchler Forms on"Bull. Sci. Math.. 122・8. 635-666 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] N.Ikeda and H.Matsumoto: "Brownian Motion on the Hyperbolic Plane and Selberg Trace Formula"J. Funct. Anal.,. 163・1. 63-110 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Osada and H.Spohn: "Gibbs measures relative to Brownian motions"H. Psada and H. Spohn.

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 重川 一郎: "確率解析(岩波講座現代数学の展開)"岩波書店. 192 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 高橋 陽一郎: "実関数とFourier解析2"岩波書店. 218 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Y. Hamana: "The fluctuation result for the multiple point range of two-dimensional recurrent random walks"Ann. Probab.. 25(2). 598-639 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] T. Funaki: "Motion by mean curvature from the Ginzburg-Landau∇ φ interface model"Commun. Math. Phys.. 185(1). 1-36 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S. Taniguchi: "Analytic functions, Canchy formula, and stationaty phase on a real abstract Wiener space"J. Funct. Analy.. 143(2). 470-528 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S. Aida: "Differential Calculus on Path and Loop Spaces II Irreducibility of Dirichlet Forms on Loop Spaces"Bull. Sci. Math.. 122(8). 635-666 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] N. Ikeda and H. Matsumoto: "Brownian Motion on the Hyperbolic Plane and Selberg Trace Formula"J. Funct. Anal.. 163(1). 63-110 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H. Osada and H. Spohn: "Gibbs measures relative to Brownian motions"in J. Ann. Prob.. (to appear). (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] I.Shigekawa: "Stochastic calculus"Iwanami Syoten (in Japanese). 1998

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Y. Takahashi: "Real function and Fourier analysis 2"Iwanami Syoten (in Japanese). 1998

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

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Published: 2001-10-23  

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