• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to project page

1998 Fiscal Year Final Research Report Summary

Study of infinite dimensional stochastic analysis and stochastic numerical analysis

Research Project

Project/Area Number 09440084
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 InstitutionKYUSHU UNIVERSITY

Principal Investigator

SUGITA Hiroshi  Kyushu Univ., Graduate School of Math, Asso.Prof., 大学院・数理学研究科, 助教授 (50192125)

Co-Investigator(Kenkyū-buntansha) OGAWA Shigeyoshi  Kanazawa Univ., Faculty of Engineering, Professor, 工学部, 教授 (80101137)
KUWAE Kazuhiro  Saga Univ., Faculty of Science and Engineering, Asso.Prof., 理工学部, 助教授 (80243814)
OGURA Yukio  Saga, Univ., Faculty of Science and Engneering, Professor, 理工学部, 教授 (00037847)
TANIGUCHI Setsuo  Kyushu Univ., Graduate School of Math., Asso.Prof., 大学院・数理学研究科, 助教授 (70155208)
KUNITA Hiroshi  Kyushu Univ., Graduate School of Math., Professor, 大学院・数理学研究科, 教授 (30022552)
Project Period (FY) 1997 – 1998
KeywordsWeyl transformation / numerical integration / Monte-Carlo method / Wiener space / multiple Wiener Integral / Oscillatory integral / Malliavin calculus
Research Abstract

Results in infinite dimensional stochastic analysis
SUGITA and TANIGUCHI investigated the oscillatory integrals on an abstract Wiener space and got the following result Let the phase function be a double Wiener integral and let the amplitude function be a multiple Wiener integral. If it is impossible to define properly the value of the amplitude function at the origin, the behavior of the oscillatory integral becomes quite different from finite dimensional cases.
SUGITA and TAKANOBU got the following result Let {f^<(m)>}_m be a sequence of symmetric statistics of m variables. Then the sequence of random variables {f^<(m)>(chi+nalpha)}_n on the *-dimensional torus converges as m * * to the i.i.d. of multile Wiener intgerals.
Results in stochastic numerical analysis
From Jan.27 to Jan.30, we held a reseach conference "Probability theorey and computational mathematics" at Kyushu University. SUGITA gave a talk there with title "Pseudorandom number generation by means of irrational rotation-Fourier series approach". From Nov.9 to Nov.11, we held a research conference "The theory and methods of stochastic numerical analysis" at Kanazawa university. SUGITA gave a talk there with title "Robustness of quasi-Monte Carlo methods".

  • Research Products

    (12 results)

All Other

All Publications (12 results)

  • [Publications] H.Sugita: "Holomorphic Wiener function" New trends in stochastic analysis, World Sci. Publ.399-415 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Sugita: "Pseudorandom numbers from the viewpoint of Computational complexity theory(Japanese)" Problems in stochastic numerical analysis, 京大数理研講究録. 1032. 118-124 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Sugita: "A pseodorandom number generation method that utilizes inational rotations -a numerical analysis approach using probability theory(Japanese)" Pseudorandom numbers and chaos, 京大数理研講究録. 1011. 77-88 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Sugita and S.Takanobu: "Limit theorem for symmetric statistics with respect to Weyl transformation : Disappearance of dependency" J.Math.Kyoto Univ.,. 38-4印刷中. (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Sugita and S.Taniguchi: "A remark on stochastic oscillatory integrals with respect to a pinned measure" Kyushu J.of Math.印刷中. (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Sugita and S.Taniguchi: "Oscillatory integrals with quadratic phase function on a real abstract Wiener space" J.Funct.Anal.155・1. 229-262 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Sugita: "Holomorphic Wiener function." New trends in stochastic analysis (Charingworth, 1994), 399-415, World Sci.Publishing, River Edge, NJ. (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.Sugita: "Pseudorandom numbers from the viewpoint of Computational complexity theory. (Japanese)" Problems in stochastic numerical analysis, III (Japanese) (Kyoto, 1997). Surikaisekikenkyusho Kokyuroku. No.1032. 118-124 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.Sugita: "A pseudorandom number generation method that utilizes irrational rotations-a numerical analysis approach using probability theory. (Japanese)" Pseudorandom numbers and chaos (Japanese) (Kyoto, 1996.). Surikaisekikenkyusho Kokyuroku. No.1011. 77-88 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.Sugita and S.Takanobu: "LimitTheorem for symmetric statistics with respect to Weyl transformation : Disappearance of dependency" J.Math.Kyoto Univ.38-4. (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.Sugita and S.Taniguchi: "A remark on stochastic oscillatory integrals with respect to a pinned measure" Kyushu J.of Math.(to appear). (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.Sugita and S.Taniguchi: "Oscillatory integrals with quadratic phase function on a real abstract Wiener space" J.Funct.Anal.155-1. 229-262 (1998)

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

URL: 

Published: 1999-12-08  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi