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2013 Fiscal Year Final Research Report

Study on stochastic processes with determinantal structure

Research Project

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Project/Area Number 22340020
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

SHIRAI Tomoyuki  九州大学, マス・フォア・インダストリ研究所, 教授 (70302932)

Co-Investigator(Kenkyū-buntansha) TANEMURA Hideki  千葉大学, 大学院・理学系研究科, 教授 (40217162)
KATORI Makoto  中央大学, 理工学部, 教授 (60202016)
Co-Investigator(Renkei-kenkyūsha) OSADA Hirofumi  九州大学, 大学院・数理学研究院, 教授 (20177207)
Project Period (FY) 2010-04-01 – 2014-03-31
KeywordsGinibre 点過程 / 行列式点過程 / Palm 測度 / 絶対連続性 / 相関関数 / ランダム行列 / アルファ行列式
Research Abstract

Correlation functions of the eigenvalues of certain random matrices can be expressed by using determinant. A point configuration whose correlation functions are determinants has repulsive property and is called a determinantal point process. Many mathematical objects can be described as a determinantal point process and analyzed precisely. We study the Ginibre point process, which is a typical model of determinantal point process, and we use this determinantal point process instead of poisson point process as a model of base stations of a cellular network and analyze it. We investigated determinantal point processes from both theoretical and applied mathematical points of view.

  • Research Products

    (25 results)

All 2014 2013 2012 2010 Other

All Journal Article (6 results) (of which Peer Reviewed: 6 results) Presentation (17 results) Book (1 results) Remarks (1 results)

  • [Journal Article] Note on the spectrum of discrete Schrodinger operators2014

    • Author(s)
      Fumio Hiroshima, Itaru Sasaki, Tomoyuki Shirai, Akito Suzuki
    • Journal Title

      Journal of Math-for-Industry

      Volume: 5 Pages: 105-108

    • URL

      http://j-mi.org/articles/index/11

    • Peer Reviewed
  • [Journal Article] Remarks on α -deteminants via SDP relaxation2013

    • Author(s)
      Takayuki Osogami, Tomoyuki Shirai, Hayato Waki
    • Journal Title

      Journal of Math-for-Industry

      Volume: 5 Pages: 1-10

    • URL

      http://j-mi.org/articles/index/14

    • Peer Reviewed
  • [Journal Article] Correlation functions for zeros of a Gaussian power series and Pfaffians2013

    • Author(s)
      Sho Matsumoto, Tomoyuki Shirai
    • Journal Title

      Electronic Journal of Probability

      Volume: 18(49) Pages: 1-18

    • DOI

      10.1214/EJP.v18-2545

    • URL

      http://ejp.ejpecp.org/article/view/2545

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

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

      Electronic Communications in Probability

      Volume: 18(4) Pages: 1-16

    • DOI

      10.1214/ECP.v18-2554

    • URL

      http://ecp.ejpecp.org/article/view/2554

    • Peer Reviewed
  • [Journal Article] Limit theorems for random analytic functions and their zeros2012

    • Author(s)
      Tomoyuki Shirai
    • Journal Title

      RIMS Kokyuroku Bessatsu

      Volume: 34 Pages: 335-359

    • URL

      http://www.kurims.kyoto-u.ac.jp/~kenkyubu/bessatsu/B34-contents.pdf

    • Peer Reviewed
  • [Journal Article] Noncolliding squared Bessel processes2010

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

      Journal of Statisitcal Physics

      Volume: 142 Pages: 592-615

    • DOI

      10.1007/s10955-011-0117-y

    • URL

      http://link.springer.com/article/10.1007/s10955-011-0117-y

    • Peer Reviewed
  • [Presentation] Determinantal point processes and the zeros of analytic functions

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      Functions in Number Theory and Their Probabilistic Aspects
    • Place of Presentation
      Kyoto University
  • [Presentation] On the zeros of certain complex Wiener integrals

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      伊都確率論シンポジウム
    • Place of Presentation
      九州大
  • [Presentation] Random analytic functions and their zeros

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      analysis on Graphs in sendai
    • Place of Presentation
      東北大
  • [Presentation] Random analytic functions and their zeros

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      The Eve of IMI and FM
    • Place of Presentation
      九州大
  • [Presentation] Positivity for α -determinant via SDP relaxation

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      IBM
    • Place of Presentation
      東京基礎件
  • [Presentation] Ginibre point processes and its Palm measures : absolute continuity and singularity

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      10th Workshop on Stochastic Analysis on Large Scale Interacting Systems
    • Place of Presentation
      高知大
  • [Presentation] ガウス型べき級数の零点過程の相関関数

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      研究集会「確率論シンポジウム」
    • Place of Presentation
      京都大数理研
  • [Presentation] On the zeros of random analytic functions

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      研究集会「マルコフ過程と確率解析」
    • Place of Presentation
      京都大理学部
  • [Presentation] Correlation functions for zeros of a Gaussian power series and Pfaffians

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      Seminars on determinantal processes and related topics
    • Place of Presentation
      Technische Universitat Munchen
  • [Presentation] Zeros of a certain Gaussian power series

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      the 8th Jikji Workshop"Infinite Dimensional Analysis and Quantum Probability"
    • Place of Presentation
      NIMS, Daejeon, Korea
  • [Presentation] Fermion and boson point processes and related topics

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      量子場の数理とその周辺
    • Place of Presentation
      京都大数理研
  • [Presentation] Applications of determinantal point processes

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      FMI2013"The Impact of Applications on Mathematics"
    • Place of Presentation
      九州大西新プラザ
  • [Presentation] Remarks on alpha-determinantal point fields

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      The 12th workshop on Stochastic Analsys on Large Scale Interacting Systems
    • Place of Presentation
      東京大数理科学研究科
  • [Presentation] Cellular network model and alpha-Ginibre point processes

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      Workshop on"Random analytic functions, random matrices, and determinantal processes"
    • Place of Presentation
      九州大伊都
  • [Presentation] Alpha-determinantal point field associated with Green kernel

    • Author(s)
      Tomoyuki Shirai
    • Organizer
      研究会「確率論シンポジウム」
    • Place of Presentation
      京都大数理研
  • [Presentation] Vicious Brownian motion, O'Connells' process, and equilibrium Toda lattice

    • Author(s)
      Makoto Katori
    • Organizer
      EPSRC Symposium Workshop, Interacting particle systems, growth models and random matrices
    • Place of Presentation
      The University of Warwick
  • [Presentation] Stochastic differential equiations related to soft-edge scaling limit

    • Author(s)
      Hideki Tanemura
    • Organizer
      EPSRC Symposium Workshop, "Interacting particle systems, growth models and random matrices"
    • Place of Presentation
      The University of Warwick
  • [Book] 確率論ハンドブック,第11 章確率論と数理物理(SLE (Schramm-Loewner-Evolution) (分担執筆)2012

    • Author(s)
      白井朋之, 香取眞理
    • Publisher
      丸善
  • [Remarks]

    • URL

      http://imi.kyushu-u.ac.jp/~shirai/

URL: 

Published: 2015-06-25  

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