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

2010 Fiscal Year Final Research Report

Particle systems with interaction

Research Project

  • PDF
Project/Area Number 19540114
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, 大学院・理学研究科, 教授 (40217162)

Co-Investigator(Kenkyū-buntansha) KONNO Norio  横浜国立大学, 工学研究院, 教授 (80205575)
KATORI Makoto  中央大学, 理工学部, 教授 (60202016)
SASAMOTO Tomohiro  千葉大学, 大学院・理学研究科, 准教授 (70332640)
Project Period (FY) 2007 – 2010
Keywords確率過程 / 無限粒子系 / ランダム行列
Research Abstract

A stochastic process is called determinantal if its correlation functions are represented by determinants. During the research we proved that for any fixed configuration the noncolliding Brownian motion and the noncolliding squared Bessel process are determinantal. When number of particle is infinite, we gave sufficient conditions so that the noncolliding processes are exist and have continuous paths. We also showed the relaxation phenomena for the processes.

  • Research Products

    (12 results)

All 2011 2010 2009 2007 Other

All Journal Article (6 results) (of which Peer Reviewed: 6 results) Presentation (5 results) Remarks (1 results)

  • [Journal Article] Noncolliding squared Bessel processes2011

    • Author(s)
      Makoto Katori, Hideki Tanemura
    • Journal Title

      J.Stat.Phys. 142

      Pages: 149-172

    • Peer Reviewed
  • [Journal Article] Non-equilibrium dynamics of Dyson's model with an infinite number of particles2010

    • Author(s)
      Makoto Katori, Hideki Tanemura
    • Journal Title

      Commun.Math.Phys. 293

      Pages: 469-497

    • Peer Reviewed
  • [Journal Article] Zeros of Airy function and relaxation process2009

    • Author(s)
      Makoto Katori, Hideki Tanemura
    • Journal Title

      J.Stat.Phys. 136

      Pages: 1177-1204

    • Peer Reviewed
  • [Journal Article] 非衝突過程、行列値過程、行列式過程2009

    • Author(s)
      Makoto Katori, Hideki Tanemura
    • Journal Title

      数学 第61巻第3号

      Pages: 225-247

    • Peer Reviewed
  • [Journal Article] Noncolliding Brownian motion and determinantal processes2007

    • Author(s)
      Makoto Katori, Hideki Tanemura
    • Journal Title

      J.Stat.Phys. 129

      Pages: 1233-1277

    • Peer Reviewed
  • [Journal Article] Infinite Systems of Non-Colliding Generalized Meanders and Riemann-Liouville Differintegrals2007

    • Author(s)
      Makoto Katori, Hideki Tanemura
    • Journal Title

      Probab.Th.Rel.Fields 138

      Pages: 113-156

    • Peer Reviewed
  • [Presentation] Martingale Representation of determinantal processes2011

    • Author(s)
      種村秀紀
    • Organizer
      Workshop on Infinite Dimensional Analysis and Quantum Probability
    • Place of Presentation
      National Institute for Mathematical Sciences(韓国,大田)
    • Year and Date
      2011-01-11
  • [Presentation] Complex Brownian motion Representation of the Dyson Model2010

    • Author(s)
      種村秀紀
    • Organizer
      34th Conference on Stochastic Processes and Their Applcations
    • Place of Presentation
      Senri Life Science Building(大阪)
    • Year and Date
      2010-09-10
  • [Presentation] Dyson's model with an infinite number of particles2009

    • Author(s)
      種村秀紀
    • Organizer
      Probability and Stochastic Process
    • Place of Presentation
      インド統計研究所(インド、デリー)
    • Year and Date
      2009-11-27
  • [Presentation] Noncolliding processes and Random Matrices2009

    • Author(s)
      種村秀紀
    • Organizer
      Selfsimilar processes and their applications
    • Place of Presentation
      ボン・パスツールセンター(フランス、アンジェ)
    • Year and Date
      2009-07-24
  • [Presentation] Non-equilibrium dynamics of Dyson's model2009

    • Author(s)
      種村秀紀
    • Organizer
      Random Processes and Systems
    • Place of Presentation
      忠北国立大学(韓国,忠北)
    • Year and Date
      2009-02-14
  • [Remarks] ホームページ等

    • URL

      http://www.math.s.chiba-u.ac.jp/~tanemura/

URL: 

Published: 2012-01-26   Modified: 2016-04-21  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi