2012 Fiscal Year Final Research Report
Application of two-dimensional fluctuation theory to mathematical physics and actuarial science
| Project/Area Number |
22540127
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | Kyoto Institute of Technology (2011-2012)
Osaka University (2010) |
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Principal Investigator |
ISOZAKI Yasuki 京都工芸繊維大学, 工芸科学研究科, 准教授 (90273573)
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| Project Period (FY) |
2010 – 2012
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| Keywords | 確率論 / 揺動理論 |
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| Research Abstract |
We studied the joint distribution concerning the first hitting time/place of a half line or parallel two lines in the plane by a two-dimensional stable Levy process. We studied the weak convergence of a family of probability distributions arising in the renewal theory. We obtained a better error term for the asymptotic behavior of the renewal density. We characterized the “Brownian motion reflecting at the integer-valued ratchet” by the family of equations of the Skorohod type.
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Research Products
(3 results)
