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2013 Fiscal Year Final Research Report

Research on the multifractal decompositions of mutual-recursive sets

Research Project

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Project/Area Number 23540170
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionKyoto Sangyo University

Principal Investigator

TSUJII Yoshiki  京都産業大学, 理学部, 教授 (90065871)

Co-Investigator(Renkei-kenkyūsha) YASUGI Mariko  京都産業大学, 名誉教授 (90022277)
MORI Takakazu  京都産業大学, 理学部, 教授 (00065880)
HOSONO Yuzo  京都産業大学, 理学部, 教授 (50008877)
Project Period (FY) 2011 – 2013
Keywords数理モデル / 確率論 / フラクタル / マルチフラクタル / スピングラス
Research Abstract

On the fractal set defined by a system of contraction similarities, we consider two probability measures induced by these contractions. The multifractal decompositions of the fractal with respect to these probability densities are investigated and the Hausdorff dimensions of these decompositions are given. For that purpose we introduced a probability measure with two parameters (q,s). Furthermore we studied the spin-glass phenomena of multifractal structures and the related gauge-invariance. We extend these results to mutual-recursive sets.

  • Research Products

    (6 results)

All 2014 2013 2012

All Journal Article (3 results) (of which Peer Reviewed: 3 results) Presentation (3 results)

  • [Journal Article] Multifractal decompositions of mutual-recursive sets corresponding to a probability and a weight2014

    • Author(s)
      Yoshiki Tsujii
    • Journal Title

      Acta Humanistica et Scientifica Universitatis Sangio Kyotiensis

      Volume: Vol.43 Pages: 23-37

    • Peer Reviewed
  • [Journal Article] Spin-glass Theory of Random Iteration Algorith2014

    • Author(s)
      Yoshiki Tsujii
    • Journal Title

      Acta Humanistica et Scientifica Universitatis Sangio Kyotiensis

      Volume: Vol.43 Pages: 9-21

    • Peer Reviewed
  • [Journal Article] Computability of Probability Distributions and Characteristic Functions2013

    • Author(s)
      Takakazu Mori, Yoshiki Tsujii, Mariko Yasugi
    • Journal Title

      Logical Methods in Coamputer Science

      Volume: Vol.9(3:9) Pages: 1-11

    • Peer Reviewed
  • [Presentation] Levy computability of probability distribution functions2013

    • Author(s)
      Takakazu Mori, Yoshiki Tsujii, Mariko Yasugi
    • Organizer
      Computability and Complexity in Analysis (CCA2013)
    • Place of Presentation
      Laboratoire larrain de recherché en informatique et ses applications (France, Nancy)
    • Year and Date
      2013-07-08
  • [Presentation] Computability of Probability Distributions and Characteristic Functions2012

    • Author(s)
      Takakazu Mori, Yoshiki Tsujii, Mariko Yasugi
    • Organizer
      Computability and Complexity in Analysis (CCA2012)
    • Place of Presentation
      University of Cambridge, United Kingdom
    • Year and Date
      2012-06-25
  • [Presentation] Applications of Risk-Sensitive Value Measure Method to Portfolio Evaluation Problems2012

    • Author(s)
      Takao Miyahara, Yoshiki Tsujii
    • Organizer
      7th Bachelier Finance Society Congress
    • Place of Presentation
      Hilton Hotel Sydney, Australia
    • Year and Date
      2012-06-19

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Published: 2015-07-16  

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