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2008 Fiscal Year Final Research Report

Towards a mathematical foundation of renormalization group oriented stochastic analysis

Research Project

  • PDF
Project/Area Number 17340022
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 InstitutionTohoku University

Principal Investigator

HATTORI Tetsuya  Tohoku University, 大学院・理学研究科, 教授 (10180902)

Co-Investigator(Renkei-kenkyūsha) TAKEDA Masayoshi  東北大学, 大学院・理学研究科, 教授 (30179650)
NAKANISHI Toshihiro  島根大学, 総合理工学部, 教授 (00172354)
NAWA Hayato  大阪大学, 大学院・基礎工学研究科, 教授 (90218066)
HATTORI Kumiko  首都大学東京, 理工学研究科, 教授 (80231520)
LIANG Song  筑波大学, 大学院・数理物質科学研究科, 准教授 (60324399)
HARIYA Yuu  東北大学, 大学院・理学研究科, 准教授 (20404030)
Project Period (FY) 2005 – 2008
Keywordsくりこみ群 / スケール極限 / 確率過程 / 力学系 / 非マルコフ / 自己回避経路 / 二分木 / 無限粒子系
Research Abstract

確率モデルのくりこみ群による解析という立場の中で, 確率過程の漸近的性質の導出を中心にして, 新しい解析学としてのくりこみ群の可能性を追求した.成果のいくつかは, 服部哲弥著「ランダムウォークとくりこみ群」(共立出版, 2004)に示した構想を進展させるものである. 目的の一環として, 現象に動機づけられた理論的描像に基づく新しい確率過程の可能性を探り, 成果の実際的な問題への応用も視野に入れた.

  • Research Products

    (81 results)

All 2009 2008 2007 2006 2005 Other

All Journal Article (31 results) (of which Peer Reviewed: 29 results) Presentation (43 results) Book (2 results) Remarks (5 results)

  • [Journal Article] Equation of motion for incompressible mixed fluid driven by evaporation and its application to online rankings2009

    • Author(s)
      K. Hattori, T. Hattori
    • Journal Title

      Funkcialaj Ekvacioj (印刷中)

    • Peer Reviewed
  • [Journal Article] Existence of an infinite particle limit of stochastic ranking process2009

    • Author(s)
      K. Hattori, T. Hattori
    • Journal Title

      Stochastic Processes and their Applications (印刷中)

    • Peer Reviewed
  • [Journal Article] Lp-independence of spectral bounds of non-local Feynman-Kac semigroups2009

    • Author(s)
      M. Takeda, Y. Tawara
    • Journal Title

      Forum Math (印刷中)

    • Peer Reviewed
  • [Journal Article] An application of Penner's coordinates of Teichmuller space of punctured surfaces2009

    • Author(s)
      T. Nakanishi
    • Journal Title

      Kokyuroku Bessatsu (印刷中)

    • Peer Reviewed
  • [Journal Article] Large deviations for additive functionals of symmetric stable processes2008

    • Author(s)
      M. Takeda
    • Journal Title

      J.Theoret.Probab 21

      Pages: 336-355

    • Peer Reviewed
  • [Journal Article] Recurrence of self-repelling and self-attracting walks on the pre-Sierpinski gasket and Z2008

    • Author(s)
      M. Denker, K. Hattori
    • Journal Title

      Stochastics and dynamics 8

      Pages: 155-172

    • Peer Reviewed
  • [Journal Article] A mechanical model of Markov processes2008

    • Author(s)
      S. Kusuoka, S. Liang
    • Journal Title

      RIMS Kokyuuroku Bessatsu B6

      Pages: 167-176

    • Peer Reviewed
  • [Journal Article] A remark on the nonequivalence of the time-zero φ ^4_3 measure with the free field measure2008

    • Author(s)
      S. Albeverio, S. Liang
    • Journal Title

      Markov Processes and Related Fields 14-1

      Pages: 159-164

    • Peer Reviewed
  • [Journal Article] 数理統計学2008

    • Author(s)
      服部哲弥
    • Journal Title

      数学セミナー 47. 4

      Pages: 38-41

  • [Journal Article] The fixed point of a generalization of the renormalization group maps for self-avoiding paths on gaskets2007

    • Author(s)
      T. Hattori
    • Journal Title

      Journal of Statistical Physics 127

      Pages: 609-627

    • Peer Reviewed
  • [Journal Article] 数学におけるくりこみ群, 夜明け前2007

    • Author(s)
      服部哲弥
    • Journal Title

      数理科学 530

      Pages: 19-25

  • [Journal Article] Gaussian bounds of heat kernels of Schrodinger operators on Riemannian manifolds2007

    • Author(s)
      M. Takeda
    • Journal Title

      Bull. London Math. Soc 39

      Pages: 85-94

    • Peer Reviewed
  • [Journal Article] Differentiability of spectral functions for symmetric α-stable processes2007

    • Author(s)
      M. Takeda, K. Tsuchida
    • Journal Title

      Trans. Amer. Math. Soc 359

      Pages: 4031-4054

    • Peer Reviewed
  • [Journal Article] Branching Brownian motions on Riemannian manifolds : Expectation of the number of branches hitting closed sets2007

    • Author(s)
      M. Takeda
    • Journal Title

      Potential Analysis 27

      Pages: 61-72

    • Peer Reviewed
  • [Journal Article] Lp-independence of spectral bounds of Schroedinger type semigroup2007

    • Author(s)
      M. Takeda
    • Journal Title

      J.Funct. Anal. 252

      Pages: 550-565

    • Peer Reviewed
  • [Journal Article] Some topics connected with gaugeability for Feynman-Kac functionals2007

    • Author(s)
      M. Takeda
    • Journal Title

      Kokyuroku Bessatsu B6

      Pages: 221-236

    • Peer Reviewed
  • [Journal Article] A trace identity for parabolic elements of SL(2,C)2007

    • Author(s)
      T. Nakanishi
    • Journal Title

      Kodai Math. Journal 30

      Pages: 1-18

    • Peer Reviewed
  • [Journal Article] A note on the renormalized square of free quantum fields in space-time dimension d≧42007

    • Author(s)
      S. Albeverio, S. Liang
    • Journal Title

      Bulletin desSci. Mathematique 131

      Pages: 1-11

    • Peer Reviewed
  • [Journal Article] Different lattice approximations for Hoegh-Krohn's quantum field model2007

    • Author(s)
      S. Liang
    • Journal Title

      Stochastic Analysis and Appl.

      Pages: 493-499

    • Peer Reviewed
  • [Journal Article] Wiener integrals for centered powers of Bessel processes, I2007

    • Author(s)
      T. Funaki, Y. Hariya, M. Yor
    • Journal Title

      I, Markov Proc. Relat. Fields 13

      Pages: 21-56

    • Peer Reviewed
  • [Journal Article] Scaling limit of successive approximations for w'=-w^22006

    • Author(s)
      T. Hattori, H. Ochiai
    • Journal Title

      Funkcialaj Ekvacioj 49

      Pages: 291-319

    • Peer Reviewed
  • [Journal Article] Gaugeability for Feynman-Kac functionals with applications to symmetric α-stable processes2006

    • Author(s)
      M. Takeda
    • Journal Title

      Proc.Amer.Math.Soc 134

      Pages: 2719-2728

    • Peer Reviewed
  • [Journal Article] On two-dimensional Navier-Stokes flows with rotational symmetries2006

    • Author(s)
      C. He, T. Miyakawa
    • Journal Title

      Funkcialaj Ekvacioj 49

      Pages: 163-192

    • Peer Reviewed
  • [Journal Article] Nonstationary Navier-Stokes flows in a two-dimensional exterior domain with rotational symmetries2006

    • Author(s)
      C. He, T. Miyakawa
    • Journal Title

      Indiana University Math. Journal 55

      Pages: 1483-155

    • Peer Reviewed
  • [Journal Article] Remark on the integration by parts formula for the φ^4_3-quantum field model, Infinite dimensional analysis2006

    • Author(s)
      S. Albeverio, S. Liang, B. Zegarlinski
    • Journal Title

      quantum probability and related topics 9

      Pages: 149-154

    • Peer Reviewed
  • [Journal Article] Displacement exponents of self-repelling walks and self-attracting walks on the pre-Sierpinski gasket2005

    • Author(s)
      K. Hattori, T. Hattori
    • Journal Title

      Journal of Mathematical Science University of Tokyo 12

      Pages: 417-443

    • Peer Reviewed
  • [Journal Article] Variational formula for Dirichlet forms and estimates of principal eigenvalues for symmetric α-stable processes2005

    • Author(s)
      Y. Shiozawa, M. Takeda
    • Journal Title

      Potential Analysis 23

      Pages: 135-151

    • Peer Reviewed
  • [Journal Article] Asymptotic expansions for the Laplace approximations of sums of Banach space-valued random variables2005

    • Author(s)
      S. Albeverio, S. Liang
    • Journal Title

      Annal of Probability 33

      Pages: 300-336

    • Peer Reviewed
  • [Journal Article] Laplace approximations of the large deviations for diffusion processes on Euclidean spaces2005

    • Author(s)
      S. Liang
    • Journal Title

      J.Math.Society Japan 57

      Pages: 557-592

    • Peer Reviewed
  • [Journal Article] A limit theorem for the Wick exponential of the free lattice fields2005

    • Author(s)
      S. Albeverio, S. Liang
    • Journal Title

      Markov Processes and Related Fields 11

      Pages: 157-164

    • Peer Reviewed
  • [Journal Article] Laplace approximations for diffusion processes2005

    • Author(s)
      S. Liang
    • Journal Title

      Proc. Third German-Japanese Symposium

      Pages: 187-195

    • Peer Reviewed
  • [Presentation] McShaneの恒等式再論2008

    • Author(s)
      中西敏浩
    • Organizer
      広島大学トポロジー・幾何セミナー
    • Place of Presentation
      広島大学
    • Year and Date
      2008-12-16
  • [Presentation] Nelson diffusions and log-log law for the pseudo-conformally invariant nonlinear Schroedinger equations2008

    • Author(s)
      名和範人
    • Organizer
      Stochastic Problems and Nonlinear PDEs
    • Place of Presentation
      京都大学
    • Year and Date
      2008-12-02
  • [Presentation] Stochastic Problems and Nonlinear PDEsStochastic ranking process, Burgers' system with evaporation, and a study in long-tail economy2008

    • Author(s)
      服部哲弥
    • Organizer
      Stochastic Problems and Nonlinear PDEs
    • Place of Presentation
      京都大学
    • Year and Date
      2008-12-01
  • [Presentation] Nonlinear Schroedinger equation with L^2 critical and H^1 subcritical power : blowup, scattering, instability of the ground state2008

    • Author(s)
      名和範人
    • Organizer
      埼玉大学解析ゼミ
    • Place of Presentation
      埼玉大学
    • Year and Date
      2008-11-07
  • [Presentation] Stochastic ranking processの無限粒子極限とロング・テールビジネス2008

    • Author(s)
      服部久美子
    • Organizer
      数理科学談話会
    • Place of Presentation
      信州大学
    • Year and Date
      2008-10-29
  • [Presentation] 穴あき曲面群のSL(2, C)-表現空間の座標系とその応用について2008

    • Author(s)
      中西敏浩
    • Organizer
      第51回函数論シンポジウム
    • Place of Presentation
      高知大学
    • Year and Date
      2008-10-12
  • [Presentation] Asymptotic profiles and blowup rates for the L^2 critical nonlinear Schroedinger equation2008

    • Author(s)
      名和範人
    • Organizer
      Third Euro-Japan Workshop on Blow-up
    • Place of Presentation
      東北大学
    • Year and Date
      2008-09-11
  • [Presentation] Asymptotic profiles and blowup rates for the pseudo-conformally invariant nonlinear Schroedinger equations2008

    • Author(s)
      名和範人
    • Organizer
      広島応用解析セミナー
    • Place of Presentation
      広島大学
    • Year and Date
      2008-09-03
  • [Presentation] Amazon.co.jpのランキングのモデルとロングテールの分析2008

    • Author(s)
      服部哲弥
    • Organizer
      紀要の電子化と周辺の話題
    • Place of Presentation
      京都大学
    • Year and Date
      2008-09-02
  • [Presentation] Hydrodynamic limit of the stochastic ranking process and its application to long-tail economy2008

    • Author(s)
      服部久美子
    • Organizer
      7th World Congress in Probability and Statisitics
    • Place of Presentation
      National University of Singapore
    • Year and Date
      2008-07-16
  • [Presentation] Infinite particle limit of the stochastic ranking process and its implication to the long-tail business2008

    • Author(s)
      服部 久美子
    • Organizer
      東京確率論セミナー
    • Place of Presentation
      東京工業大学
    • Year and Date
      2008-06-16
  • [Presentation] Amazon.co.jpのランキングを記述する偏微分方程式2008

    • Author(s)
      服部哲弥
    • Organizer
      数理解析セミナー
    • Place of Presentation
      大阪大学
    • Year and Date
      2008-05-22
  • [Presentation] Complexified Penner's coordinates and its applications2008

    • Author(s)
      中西敏浩
    • Organizer
      Topology Seminar at CTQM
    • Place of Presentation
      University of Aarhus
    • Year and Date
      2008-04-30
  • [Presentation] 非線形シュレーディンガー方程式とレーザービームの自己集2008

    • Author(s)
      名和範人
    • Organizer
      非線形解析セミナー
    • Place of Presentation
      慶応大学
    • Year and Date
      2008-04-11
  • [Presentation] Amazon.co.jpのランキングを記述する偏微分方程式2008

    • Author(s)
      服部哲弥
    • Organizer
      日本数学会2007年度年会応用数学分科会
    • Place of Presentation
      近畿大学
    • Year and Date
      2008-03-26
  • [Presentation] Stochastic ranking processの査読無限粒子極限とAmazon.co.jpランキング2008

    • Author(s)
      服部哲弥
    • Organizer
      数理ファイナンスとその周辺
    • Place of Presentation
      東京大学
    • Year and Date
      2008-01-24
  • [Presentation] Stochastic ranking processの流体力学極限と2ch.net2007

    • Author(s)
      服部哲弥
    • Organizer
      確率論シンポジウム
    • Place of Presentation
      熊本大学
    • Year and Date
      2007-12-11
  • [Presentation] 蒸発を動因とする流体の運動のオンラインデータの分析への応用2007

    • Author(s)
      服部哲弥
    • Organizer
      数理学談話会
    • Place of Presentation
      金沢大学
    • Year and Date
      2007-11-29
  • [Presentation] Amazon.co.jpのランキングを記述する偏微分方程式2007

    • Author(s)
      服部哲弥
    • Organizer
      数理解析セミナー
    • Place of Presentation
      首都大学東京
    • Year and Date
      2007-11-22
  • [Presentation] Integration by parts formulae for Wiener measures restricted to domains in R^d2007

    • Author(s)
      針谷祐
    • Organizer
      Stochastic Analysis on Large Scale Interacting Systems
    • Place of Presentation
      九州大学
    • Year and Date
      2007-10-23
  • [Presentation] d次元ガスケット上の自己回避経路のくりこみ群解析2007

    • Author(s)
      服部哲弥
    • Organizer
      日本数学会2007年度秋季応用数学分科会特別講演
    • Place of Presentation
      東北大学
    • Year and Date
      2007-09-22
  • [Presentation] ガスケット上のself-avoiding pathに付随する2次元写像の固定点の一意性について2007

    • Author(s)
      服部哲弥
    • Organizer
      日本数学会2007年度年会統計数学分科会
    • Place of Presentation
      埼玉大学
    • Year and Date
      2007-03-27
  • [Presentation] 微分型シュレディンガー方程式の爆発解とプラズマ中のAlfven波の崩壊2007

    • Author(s)
      名和範人
    • Organizer
      第56回理論応用力学講演会
    • Place of Presentation
      日本学術会議
    • Year and Date
      2007-03-07
  • [Presentation] 非線形Schroedinger方程式の爆発解 : 漸近形と爆発の速さ2007

    • Author(s)
      名和範人
    • Organizer
      京都解析コロキウム
    • Place of Presentation
      京都大学
    • Year and Date
      2007-02-03
  • [Presentation] ガスケット上のself-avoiding pathに付随する2次元写像の固定点の一意性について2007

    • Author(s)
      服部哲弥
    • Organizer
      統計物理に関連する数学的話題
    • Place of Presentation
      東京工業大学
    • Year and Date
      2007-01-30
  • [Presentation] Some topics connected to integrability of Feynman-Kac functionals2006

    • Author(s)
      竹田雅好
    • Organizer
      ポテンシャル論とその周辺
    • Place of Presentation
      京都大学
    • Year and Date
      2006-12-18
  • [Presentation] A class of hyperbolic links, 双曲空間のトポロジー2006

    • Author(s)
      中西敏浩
    • Organizer
      複素解析および数論
    • Place of Presentation
      京都大学
    • Year and Date
      2006-12-08
  • [Presentation] レーザービームの自己集束と非線形シュレーディンガー方程式-爆発解の漸近形と爆発の速さ-2006

    • Author(s)
      名和範人
    • Organizer
      六本松セミナー
    • Place of Presentation
      九州大学
    • Year and Date
      2006-12-08
  • [Presentation] レーザービームの自己集束と非線形シュレーディンガー方程式2006

    • Author(s)
      名和範人
    • Organizer
      数学教室談話会
    • Place of Presentation
      東北大学
    • Year and Date
      2006-10-02
  • [Presentation] Large deviations for additive functionals of symmetric stable processes2006

    • Author(s)
      竹田雅好
    • Organizer
      Stochastic Analysis and its Applications
    • Place of Presentation
      京都大学
    • Year and Date
      2006-09-11
  • [Presentation] Large deviations for additive functionals of symmetric stable processes2006

    • Author(s)
      竹田雅好
    • Organizer
      確率論と幾何学
    • Place of Presentation
      ワシントン大学
    • Year and Date
      2006-08-07
  • [Presentation] BCS Hamiltonian in a Classical Context2006

    • Author(s)
      名和範人
    • Organizer
      解析セミナー
    • Place of Presentation
      東京工業大学
    • Year and Date
      2006-07-07
  • [Presentation] レーザービームの自己集束と非線形シュレーディンガー方程式2006

    • Author(s)
      名和範人
    • Organizer
      数学応用数学コロキウム
    • Place of Presentation
      早稲田大学
    • Year and Date
      2006-05-19
  • [Presentation] h-transform and its applications2006

    • Author(s)
      竹田雅好
    • Organizer
      マルコフ過程とその周辺
    • Place of Presentation
      金沢大学
    • Year and Date
      2006-04-09
  • [Presentation] The principal eigenvalue of time-changed processes and applications2005

    • Author(s)
      竹田雅好
    • Organizer
      確率論シンポジウム
    • Place of Presentation
      京都大学
    • Year and Date
      2005-12-19
  • [Presentation] The principal eigenvalue of time-changed processes and applications2005

    • Author(s)
      竹田雅好
    • Organizer
      Heat Kernels, Stochastic Processes and Functional Inequalities
    • Place of Presentation
      Oberwolfach
    • Year and Date
      2005-11-27
  • [Presentation] 穴あき曲面群のSL(2, C)表現とトレミー型トレース恒等式2005

    • Author(s)
      中西敏浩
    • Organizer
      2005年度日本数学会秋季総合分科会
    • Place of Presentation
      岡山大学
    • Year and Date
      2005-09-27
  • [Presentation] w'=-w^2の逐次近似のスケール極限について2005

    • Author(s)
      服部哲弥
    • Organizer
      日本数学会2005年度秋季総合分科会統計数学分科会
    • Place of Presentation
      岡山大学
    • Year and Date
      2005-09-19
  • [Presentation] Gaussian bounds of heat kernels for Schrodinger operators on Riemannian manifolds2005

    • Author(s)
      竹田雅好
    • Organizer
      Geometry and Probability
    • Place of Presentation
      東北大学
    • Year and Date
      2005-09-05
  • [Presentation] The principal eigenvalue of time-changed processes and applications2005

    • Author(s)
      竹田雅好
    • Organizer
      確率論とPDE
    • Place of Presentation
      北海道大学
    • Year and Date
      2005-08-30
  • [Presentation] Scaling limit of successive approximations for w'=-w^2 from analysis on single layer solutions to a non-linear non-local recursion2005

    • Author(s)
      服部哲弥
    • Organizer
      International Conference on Asymptotic Analysis and Singularity(MSJ-IRI2005)
    • Place of Presentation
      仙台市
    • Year and Date
      2005-07-24
  • [Presentation] Scaling limit of successive approximations for w'=-w^2 and its consequences on the theories of random sequential bisections and height of binary search trees2005

    • Author(s)
      服部哲弥
    • Organizer
      International Conference on Probability and Number Theory 2005 (P&NT 05)
    • Place of Presentation
      金沢市
    • Year and Date
      2005-06-20
  • [Presentation] Scaling limit of successive approximations for w'=-w^2 and its consequences on the theories of random sequential bisections2005

    • Author(s)
      服部哲弥
    • Organizer
      数学教室談話会・可積分系セミナー合同セミナー
    • Place of Presentation
      神戸大学
    • Year and Date
      2005-05-26
  • [Book] マルコフ過程2008

    • Author(s)
      福島正俊, 竹田雅好
    • Total Pages
      1-304
    • Publisher
      培風館
  • [Book] 統計と確率の基礎2006

    • Author(s)
      服部哲弥
    • Total Pages
      235
    • Publisher
      学術図書出版
  • [Remarks]

    • URL

      http://www.math.tohoku.ac.jp/~hattori/hattori.htm

  • [Remarks] 東北大学数学教室確率論セミナー(東北確率論セミナー) : 研究代表者服部哲弥は東北大学着任後直ちに, 長く東北大学数学教室の確率論研究を一人で支えてきた本研究課題の連携研究者竹田雅好とともに東北確率論セミナーを興した. 東北確率論セミナー2年目からの4年間は本科学研究費補助金研究課題の支援を受け, 研究分担者針谷祐の着任もあって, 確率論を専攻する大学院生諸君を中心に大学内外の研究交流の一つの拠点として拡大し, 定着した. 本研究課題研究期間の4年間に限っても, のべ72人の講師による研究セミナーを開催した. 講演の一覧と概要を以下に公開している.

    • URL

      http://www.math.tohoku.ac.jp/~hattori/probsem.htm

  • [Remarks] 1.「確率的ランキング過程とBurgers型偏微分方程式」首都大学東京・都市教養学部(2009年1月)

  • [Remarks] 2.「ランダムウォークとくりこみ群」九州大学・大学院数理学研究院(2005年11月)

  • [Remarks] 3.「ランダムウォークとくりこみ群」神戸大学・理学部(2005年5月)

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Published: 2010-06-10   Modified: 2016-04-21  

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