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2013 Fiscal Year Final Research Report

Construction and Application of Statisitical Mechanics for Random Curves and Patterns

Research Project

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Project/Area Number 21540397
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Mathematical physics/Fundamental condensed matter physics
Research InstitutionChuo University

Principal Investigator

KATORI Makoto  中央大学, 理工学部, 教授 (60202016)

Project Period (FY) 2009-04-01 – 2014-03-31
Keywords非平衡統計力学 / 確率過程 / 数理物理学 / ランダム行列 / ランダムパターン
Research Abstract

(1) We defined determinantal processes on spatio-temporal planes as generalizations of determinantal point processes.Using systems of multiple-orthogonal functions, we proved that the noncolliding Brownian motion and the noncolliding Bessel processes are determinantal processes for arbitrary initial configurations with finite numbers of particles, in which all spatio-temporal correlation functions of these processes are determined. We constructed nonequilibrium systems with an infinite number of particles and studied relaxation phenomena to equilibrium states.
(2) We introduced a new notion, a complex Brownian motion representation, for the noncolliding Brownian motion. If the system has this representation, we can prove that it is determinantal and all spatio-temporal correlation functions are obtained.
(3) We studied O'Connell process, which is related with the quantum Toda lattice. We formulated this proces as a generalization of the noncolliding Brownian motion.

  • Research Products

    (47 results)

All 2014 2013 2012 2011 2010 2009 Other

All Journal Article (19 results) (of which Peer Reviewed: 18 results) Presentation (25 results) Book (2 results) Remarks (1 results)

  • [Journal Article] Complex Brownian motion representation of the Dyson model2013

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

      Electron. Commun. Probab

      Volume: 18, no.4 Pages: 1-16

    • DOI

      10.1214/ECP.v18-2554

    • Peer Reviewed
  • [Journal Article] Noncolliding Brownian motion with drift and time-dependent Stieltyes-Wigert determinantal point process2012

    • Author(s)
      Yuta Takahashi, Makoto Katori
    • Journal Title

      J. Math. Phys

      Volume: 53, 103305 Pages: 1-23

    • DOI

      10.1063/1.4758795

    • Peer Reviewed
  • [Journal Article] System of complex Brownian motions associated with the O'Connell process2012

    • Author(s)
      Makoto Katori
    • Journal Title

      J. Stat. Phys

      Volume: 149 Pages: 411-431

    • DOI

      10.1007/s10955-012-0602-y

    • Peer Reviewed
  • [Journal Article] Reciprocal time relation of noncolliding Brownian motion with drift2012

    • Author(s)
      Makoto Katori
    • Journal Title

      J. Stat. Phys

      Volume: 148 Pages: 38-52

    • DOI

      10.1007/s10955-012-0527-5

    • Peer Reviewed
  • [Journal Article] Survival probability of mutually killing Brownian motions and the O'Connell process2012

    • Author(s)
      Makoto Katori
    • Journal Title

      J. Stat. Phys

      Volume: 147 Pages: 206-223

    • DOI

      10.1007/s10955-012-0472-3

    • Peer Reviewed
  • [Journal Article] Determinantal process starting from an orthogonal symmetry is a Pfaffian process2012

    • Author(s)
      Makoto Katori
    • Journal Title

      J. Stat. Phys

      Volume: 146 Pages: 249-263

    • DOI

      10.1007/s10955-011-0372-y

    • Peer Reviewed
  • [Journal Article] Interacting particles on the line and Dunkl intertwining operator of type A : application to the freezing regime2012

    • Author(s)
      Sergio Andraus, Makoto Katori, Seiji Miyashita
    • Journal Title

      J. Phys. A : Math. Theor

      Volume: 45, 395201 Pages: 1-26

    • DOI

      10.1088/1751-8113/45/39/395201

    • Peer Reviewed
  • [Journal Article] O'Connell's process as a vicious Brownian motion2011

    • Author(s)
      Makoto Katori
    • Journal Title

      Phys. Rev. E

      Volume: 84, 061144 Pages: 1-11

    • DOI

      10.1103/PhysRevE.84.061144

    • Peer Reviewed
  • [Journal Article] Markov property of determinantal processes with extended sine2011

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

      Airy, and Bessel kernels, Markov Processes and Related Fields

      Volume: 17 Pages: 541-580

    • URL

      http://mech.math.msu.su/~malyshev/mprf.htm

    • Peer Reviewed
  • [Journal Article] Noncolliding squared Bessel processes2011

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

      J. Stat. Phys

      Volume: 142 Pages: 592-615

    • DOI

      10.1007/s10955-011-0117-y

    • Peer Reviewed
  • [Journal Article] Noncolliding processes, matrix-valued processes and determinantal processes2011

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

      Sugaku Expositions

      Volume: 24 Pages: 263-289

    • URL

      http://www.ams.org/publications/journals/journalsframework/sugaku

    • Peer Reviewed
  • [Journal Article] Fractal structure of isothermal lines and loops on the cosmic microwave background2011

    • Author(s)
      Naoki Kobayashi, Yoshihiro Yamazaki, Hiroto Kuninaka, Makoto Katori, Mitsugu Matsushita, Satoki Matsushita, Lung-Yih Chiang
    • Journal Title

      J. Phys. Soc. Jpn

      Volume: 80, 074003 Pages: 1-5

    • DOI

      10.1143/JPSJ.80.074003

    • Peer Reviewed
  • [Journal Article] Determinantal correlations of Brownian paths in the plane with nonintersection condition on their loop-erased parts2011

    • Author(s)
      Makiko Sato and Makoto Katori
    • Journal Title

      Phys. Rev. E

      Volume: 83, 041127 Pages: 1-12

    • DOI

      10.1103/PhysRevE.83.041127

    • Peer Reviewed
  • [Journal Article] Extreme value distributions of noncolliding diffusion processes2011

    • Author(s)
      Minami Izumi and Makoto Katori
    • Journal Title

      RIMS Kokyuroku Bessatsu

      Volume: B27 Pages: 45-65

    • URL

      http://www.kurims.kyoto-u.ac.jp/~kenkyubu/bessatsu.html

    • Peer Reviewed
  • [Journal Article] Velocity correlations of a discrete-time totally asymmetric simple-exclusion process in stationary state on a circle2011

    • Author(s)
      Yasuyuki Yamada and Makoto Katori
    • Journal Title

      Phys. Rev. E

      Volume: 84, 041141 Pages: 1-8

    • DOI

      10.1103/PhysRevE.84.041141

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

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

      Commun. Math. Phys

      Volume: 293 Pages: 469-497

    • DOI

      10.1007/s00220-009-0912-3

    • Peer Reviewed
  • [Journal Article] Dirac equation with ultraviolet cutoff and quantum walk2010

    • Author(s)
      Fumihito Sato and Makoto Katori
    • Journal Title

      Phys. Rev. A

      Volume: 81, 012314 Pages: 1-10

    • DOI

      10.1103/PhysRevA.81.012314

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

    • Author(s)
      香取眞理,種村秀紀
    • Journal Title

      数学

      Volume: 61(3) Pages: 225-247

    • URL

      http://mathsoc.jp/publication/sugaku/

    • Peer Reviewed
  • [Journal Article] Zeros of Airy function and relaxation 2009

    • Author(s)
      Makoto Katori and Hideki Tanemura
    • Pages
      1177-1204
    • DOI

      10.1007/s10955-009-9829-7

  • [Presentation] 時間発展するランダム行列2014

    • Author(s)
      香取眞理
    • Organizer
      研究集会「第21回沼津研究会」
    • Place of Presentation
      沼津工業高等専門学校
    • Year and Date
      20140306-08
  • [Presentation] 行列式過程としてダイソン模型をどれだけ拡張できるか2014

    • Author(s)
      香取眞理
    • Organizer
      研究集会「無限粒子系,確率場の諸問題IX」
    • Place of Presentation
      奈良女子大学理学部数学教室
    • Year and Date
      20140111-12
  • [Presentation] Determinantal martingales and noncolliding diffusion processes2013

    • Author(s)
      Makoto Katori
    • Organizer
      Workshop `Spectra of Random Operators and Related Topics'
    • Place of Presentation
      Graduate School of Human and Environmental Studies, Kyoto University
    • Year and Date
      20131205-07
  • [Presentation] Complex Brownian motion representation and Eynard-Mehta-type correlation kernel2013

    • Author(s)
      Makoto Katori
    • Organizer
      Workshop `Determinantal processes and related topics'
    • Place of Presentation
      Technische Universitat Munchen, Germany
    • Year and Date
      20130311-12
  • [Presentation] An elliptic extension of Dyson's Brownian motion2013

    • Author(s)
      Makoto Katori
    • Organizer
      Workshop `New Trends on Stochastic and Quantum Interacting Particle Systems
    • Place of Presentation
      Department of Physics, University of Tokyo
    • Year and Date
      2013-12-10
  • [Presentation] Determinantal martingales and determinantal processes2013

    • Author(s)
      Makoto Katori
    • Organizer
      Workshop'Random Analytic Functions, Random Matrices, and Deternminantal Processes'
    • Place of Presentation
      Institute of Mathematics for Industry, Kyushu University
    • Year and Date
      2013-11-29
  • [Presentation] Determinantal martingales and correlations of noncolliding random walks2013

    • Author(s)
      Makoto Katori
    • Organizer
      12^<th> Workshop on Stochastic Analysis on Large Scale Interacting Systems
    • Place of Presentation
      Graduate School of Mathematical Sciences, University of Tokyo
    • Year and Date
      2013-11-22
  • [Presentation] Conformal martingale representations of log-gases2013

    • Author(s)
      Makoto Katori
    • Organizer
      25^<th> UIPAP International Conference on Statistical Physics
    • Place of Presentation
      Seoul, Korea
    • Year and Date
      2013-07-23
  • [Presentation] Complex Brownian motion representation of the Dyson model2013

    • Author(s)
      Makoto Katori
    • Organizer
      Kansai Probability Seminar Extended
    • Place of Presentation
      Faculty of Science, Kyoto University
    • Year and Date
      2013-04-19
  • [Presentation] Determinantal formula appearing in non-determinantal process2012

    • Author(s)
      Makoto Katori
    • Organizer
      Workshop'Spectra of Random Operators and Related Topics'
    • Place of Presentation
      Graduate School of Human and Environmental Studies, Kyoto University
    • Year and Date
      20121205-07
  • [Presentation] System of complex Brownian motions associated with the O'Connell process2012

    • Author(s)
      香取眞理
    • Organizer
      研究集会「無限粒子系,確率場の諸問題VIII」
    • Place of Presentation
      奈良女子大学理学部数学教室
    • Year and Date
      20121020-21
  • [Presentation] Vicious Brownian motion, O'Connell's process, and equilibrium Toda lattice2012

    • Author(s)
      Makoto Katori
    • Organizer
      EPSRC Symposium Workshop on'Interacting Particle Systems, Growth Models and Random Matrices'
    • Place of Presentation
      Mathematics Research Centre, University of Warwick, UK
    • Year and Date
      20120319-23
  • [Presentation] Vicious Brownian motions, entire functions, and quantum Toda lattice2012

    • Author(s)
      Makoto Katori
    • Organizer
      Workshop 'Novel Development of Statistical Physics'
    • Place of Presentation
      Koshiba Hall, University of Tokyo
    • Year and Date
      2012-12-04
  • [Presentation] 条件付ブラウン運動・SLE・ランダム行列・量子戸田格子2012

    • Author(s)
      香取眞理
    • Organizer
      研究会「行列模型とその周辺」
    • Place of Presentation
      立教大学理学部
    • Year and Date
      2012-02-20
  • [Presentation] Introduction to stochastic Loewner evolution2012

    • Author(s)
      Makoto Katori
    • Organizer
      物性研究所理論セミナー
    • Place of Presentation
      東京大学物性研究所
    • Year and Date
      2012-01-13
  • [Presentation] Vicious Brownian motion with Toda lattice potential and O'Connell process2011

    • Author(s)
      Makoto Katori
    • Organizer
      Workshop'Spectra of Random Operators and Related Topics'
    • Place of Presentation
      Graduate School of Human and Environmental Studies, Kyoto University
    • Year and Date
      20111201-03
  • [Presentation] Symmetries and structures of matrix-valued stochastic processes and noncolliding diffusion processes (10 hours)2011

    • Author(s)
      Makoto Katori
    • Organizer
      Ecole de Physique des Houches (Les Houches Physics School),'Vicious Walkers and Random Matrices'
    • Place of Presentation
      Les Houches, France
    • Year and Date
      20110516-27
  • [Presentation] On Matsumoto-Yor process and O'Connell process2011

    • Author(s)
      Makoto Katori
    • Organizer
      研究集会「無限粒子系,確率場の諸問題VII」
    • Place of Presentation
      奈良女子大学理学部数学教室
    • Year and Date
      2011-10-16
  • [Presentation] 非衝突ブラウン運動・ランダム行列・整関数2010

    • Author(s)
      香取眞理
    • Organizer
      第9回岡シンポジウム
    • Place of Presentation
      奈良女子大学理学部数学教室
    • Year and Date
      20101204-05
  • [Presentation] Stochastic Loewner Evolutions and Statistical Mechanics2010

    • Author(s)
      香取眞理
    • Organizer
      第53回函数論シンポジウム
    • Place of Presentation
      名城大学サテライト
    • Year and Date
      20101121-23
  • [Presentation] Determinantal processes and entire functions2010

    • Author(s)
      Makoto Katori
    • Organizer
      34^<th> Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      大阪千里ライフセンタービル
    • Year and Date
      2010-09-10
  • [Presentation] Entire functions and relaxation processes of infinite particle systems2009

    • Author(s)
      Makoto Katori
    • Organizer
      Conference on'Probability and Stochastic Processes'
    • Place of Presentation
      Indian Statistical Institute, New Delhi, India
    • Year and Date
      20091126-28
  • [Presentation] Zeros of entire functions and relaxation processes2009

    • Author(s)
      Makoto Katori
    • Organizer
      VIIIth Symposium'Stochastic Analysis on Large Scale Interacting Systems'
    • Place of Presentation
      Graduate School of Mathematical Sciences, University of Tokyo
    • Year and Date
      20091007-09
  • [Presentation] 臨界現象・フラクタル曲線とSchramm-Loewner Evolution2009

    • Author(s)
      香取眞理
    • Organizer
      Summer School数理物理2009
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Year and Date
      20090827-30
  • [Presentation] Zeros of Airy Function and Relaxation Process2009

    • Author(s)
      Makoto Katori
    • Organizer
      International Conference'Selfsimilar Processes and their Applications'
    • Place of Presentation
      Angers, France
    • Year and Date
      20090720-24
  • [Book] 伊藤清企画・監修,渡辺信三,重川一郎編,丸善,「確率論ハンドブック」, 第11章確率論と数理物理2012

    • Author(s)
      白井朋之,香取眞理
    • Total Pages
      579(443-450)
    • Publisher
      SLE (Schramm-Loewner Evolution)
  • [Book] 統計力学2010

    • Author(s)
      香取眞理
    • Total Pages
      241
    • Publisher
      裳華房
  • [Remarks]

    • URL

      http://www.phys.chuo-u.ac.jp/j/katori/

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Published: 2015-07-16  

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