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2002 Fiscal Year Final Research Report Summary

Analysis for Probabilistic Models with phase transition

Research Project

Project/Area Number 11640101
Research Category

Grant-in-Aid for Scientific Research (C)

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

Principal Investigator

TANEMURA Hideki  Chiba University, Fuculty of Science, Associated Professor, 理学部, 助教授 (40217162)

Co-Investigator(Kenkyū-buntansha) KANAGAWA Shuuya  Kanazawa University, Fuculty of engineering, Professor, 工学部, 教授 (50185899)
TAGURI Masaaki  Chiba University, Fuculty of Science, Professor, 理学部, 教授 (10009607)
NAKAGAMI Jyunichi  Chiba University, Fuculty of Science, Professor, 理学部, 教授 (30092076)
KONNO Norio  Yokohama National University, Fuculty of engineering, Associated Professor, 大学院・工学研究院, 助教授 (80205575)
Project Period (FY) 1999 – 2002
KeywordsDomany-Kinzel model / Skorohod equation / vicious walkers / particle systems / non-attractive systems / non-attractive system
Research Abstract

Probabilistic models such as Domany-Kinzel model, Continuum perclation model, systems of interacting Brqwnian particles and vicious walkers, were studied during the term of this research. Result obtained are explained here for each model.
1) Domany-Kinzel model is a stochastic model with two parameters and includes oriented site bond percolatin models and rule 90 model as special cases. For this model we obtain the relation between local survival probability and global survival probability. Applying this relation we studied properties of its stationary distributions and show the limit theorem for the model for non-attractive case.
2) A Skorohod equation in infinite dimensional was studied. The solution of this equation represents a system of infinte Brownian balls, that is, a system of infinite Brownian motions with hard core interaction. The existence and uniqueness of the solutions was proved for the class of interactions with hard core and short range potential.
3) Continuum percolation models which are composed by convex sets were studeid. We show that, the critical covered area fraction of the model does depend on shapes of sets and attains its minimum when the sets are common triangles.
4) Vicious walkers model is a system of finite many independent random walks conditioned not to collide with each other. We show functional central limit theorems for the model and obtained a temporally inhomogeneous diffusion process which is associated with "Two matrix model".

  • Research Products

    (12 results)

All Other

All Publications (12 results)

  • [Publications] Taro Nagao: "Dynamical correlations among vicious random walkers"Physics Letter. A307. 29-35 (2003)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Makoto Katori: "Scaling limit of vicious walks and two-matrix model"Physical Review. E66. 011105 (2002)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Rahul Roy: "Critical intensities of Boolean models with different underlying convex shapes"Advances in Applied Probability. 34. 48-57 (2002)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Makoto Katori: "Limit theorems for non-atteractive Domany-Kinzel model"Annals of Probability. 30. 933-947 (2002)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Myriam Fradon: "An infinite system of Brownian balls with infinite range interaction"Stochastic Processes and their Applications. 90. 43-66 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Makoto Katori: "Limit theorems for non-attractive Domany-Kinzel model"Journal of Statistical Phisics. 99. 603-612 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] NAGAO, Taro: "Dynamical correlations among vicious random walkers"Phys. Lett.. A307/1. 29-35 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] KATORI, Makoto: "Scaling limit of vicious walks and two-matrix model"Phys. Rev.. E66. 011105 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] ROY, Rahul: "Critical intensities of Boolean models with different underlying convex shapes"Adv. Appl. Prob.. 34. 48-57 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] KATORI, Makoto: "Limit theorems for nonatteractive Domany-Kinzel model"Ann., Probab. 30. 933-947 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] FRADON, Myriam: "An infinite system of Brownian balls with infinite range interaction"Stoch. Proc. Appl.. 90. 43-66 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] KATORI, Makoto: "Survival probability for discrete time models in one dimension"J. Statist. Phys.. 99. 603-612 (2000)

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

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Published: 2004-04-14  

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