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1987 Fiscal Year Final Research Report Summary

ON THE THEORY OF KMO-LANGEVIN EQUATIONS WITH APPLICATIONS

Research Project

Project/Area Number 61460004
Research Category

Grant-in-Aid for General Scientific Research (B)

Allocation TypeSingle-year Grants
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionHOKKAIDO UNIVERSITY

Principal Investigator

OKABE YASUNORI  HOKKAIDO UNIVERSITY, FACLTY OF SCIENCE, FULL PROFESSOR, 理学部, 教授 (30028211)

Co-Investigator(Kenkyū-buntansha) INOUE AKIHIKO  HOKKAIDO UNIVERSITY, FACULTY OF SCIENCE, ASSISTANT PROFESSOR, 理学部, 助手 (50168431)
ARAI ASAO  HOKKAIDO UNIVERSITY, FACULTY OF SCIENCE, LECTURER, 理学部, 講師 (80134807)
MITOMA ITARU  HOKKAIDO UNIVERSITY, FACULTY OF SCIENCE, ASSOCIATE PROFESSOR, 理学部, 助教授 (40112289)
AGEMI RENTARO  HOKKAIDO UNIVERSITY, FACULTY OF SCIENCE, FULL PROFESSOR, 理学部, 教授 (10000845)
KOSHI SHOZO  HOKKAIDO UNIVERSITY, FACULTY OF SCIENCE, FULL PROFESSOR, 理学部, 教授 (40032792)
Project Period (FY) 1986 – 1987
KeywordsKMO-Langevin equation / White noise / Kubo noise / Einstein relation / Diffusion coefficient / Fluctuation-sissipation theorem / エントロピーレート
Research Abstract

CONTRAST TO CONTINUOUS CASE, EINSTEIN RELATION DEVIATES FROM THE CLASSICAL EINSTEIN ONE FOR MARKOV TIME SERIES, BASED ON BOTH KMO- LANGEVIN EQUATION WITH WHITE OR KUBO NOISE DESCRIBING THE TIME EVOLUTION OF DISCRETE TIME SERIES HAVING T-POSITIVITY. IN ORDER TO MAKE A DIFFERENCE BETWEEN BOTH NOISES CLEAR, ENTROPY RATES FOR WHITE OR KUBO NOISES WERE CALCULATED.

  • Research Products

    (40 results)

All Other

All Publications (40 results)

  • [Publications] Yasunori Okabe: Jourary of Faculty of Science of University of Tokyo, Section IA. Mathematics. 33. 1-56 (1986)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Yasunori Okabe: Hokkaido Mathematical Journal. 15. 163-216 (1986)

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      「研究成果報告書概要(和文)」より
  • [Publications] Yasunori Okabe: Hokkaido Mathematical Journal. 15. 317-355 (1986)

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      「研究成果報告書概要(和文)」より
  • [Publications] Yasunori Okabe: Journal of Statistical Physics. 45. 953-981 (1987)

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      「研究成果報告書概要(和文)」より
  • [Publications] Yasunori Okabe: Proceeding of the Fifth Japan-USSR symposium on probability theory, Kyoto, July, 1986.

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Yasunori Okabe: Hokkaido Mathematical Journal. 16. 315-341 (1987)

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      「研究成果報告書概要(和文)」より
  • [Publications] Yasunori Okabe: Hokkaido Mathematical Journal.

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      「研究成果報告書概要(和文)」より
  • [Publications] Yasunori Okabe: Hokkaido Mathematical Journal.

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      「研究成果報告書概要(和文)」より
  • [Publications] Yasunori Okabe: Prospect of Algebraic Analysis in celebration of Professor Mikio Sato′s sixtieth birthday.

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      「研究成果報告書概要(和文)」より
  • [Publications] Shozo Koshi: Matehmatica Scandinavia. 60. 63-76 (1987)

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      「研究成果報告書概要(和文)」より
  • [Publications] Shozo Koshi: Hokkaido Mathematical Journal. 16. 135-144 (1987)

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      「研究成果報告書概要(和文)」より
  • [Publications] Itaru Mitoma: Journal of Multivariate Analysis. 19. 311-328 (1986)

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      「研究成果報告書概要(和文)」より
  • [Publications] Asao Arai: Kodai Mathematical Journal. 9. 161-164 (1986)

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      「研究成果報告書概要(和文)」より
  • [Publications] Asao Arai: Journal of Mathematical Physics. 28. 472-474 (1987)

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      「研究成果報告書概要(和文)」より
  • [Publications] Asao Arai: Journal of Mathematical Analysis and Applications. 126. 186-208 (1987)

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  • [Publications] Asao Arai: Journal of Functional Analysis.

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      「研究成果報告書概要(和文)」より
  • [Publications] Asao Arai: Journal of Functional Analysis.

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      「研究成果報告書概要(和文)」より
  • [Publications] Asao Arai: Journal of Mathematical Analysis and Applications.

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  • [Publications] Asao Arai: Letters in Mathematical Physics.

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      「研究成果報告書概要(和文)」より
  • [Publications] Akihiro Inoue: Hokkaido Mathematical Journal. 15. 71-99 (1986)

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      「研究成果報告書概要(和文)」より
  • [Publications] YASUNORI OKABE: "ON KMO-LANGEVIN EQUATIONS FOR STATIONARY GAUSSIAN PROCESSES FOR T-POSITIVITY" JOURNAL OF FACULTY OF SCIENCE OF UNIVERSITY OF TOKYO, SECTION IA. MATHEMATICS. 33. 1-56 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] YASUNORI OKABE: "KMO-LANGEVIN EQUATION AND FLUCTUATION-DISSIPATION THEOREM (I)" HOKKAIDO MATHEMATICAL JOURNAL. 15. 163-216 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] YASUNORI OKABE: "KMO-LANGEVIN EQUATION AND FLUCTUATION-DISSIPATION THEOREM (II)" HOKKAIDO MATHEMATICAL JOURNAL. 15. 317-355 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] YASUNORI OKABE: "ON THE THEORY OF THE BROWNIAN MOTION WITH ALDER-WAINWRIGHT EFFECT" JOURNAL OF MATHEMATICAL PHYSICS. 45. 953-981 (1987)

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      「研究成果報告書概要(欧文)」より
  • [Publications] YASUNORI OKABE: "ON LONG TIME TAILS OF CORRELATION FUNCTIONS FOR KMO-LANGEVIN EQUATION" PROCEEDING OF THE FIFTH JAPAN-USSR SYMPOSIUM ON PROBABILITY THEORY, KYOTO, JULY, 1986.

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      「研究成果報告書概要(欧文)」より
  • [Publications] YASUNORI OKABE: "ON THE THEORY OF DISCRETE KMO-LANGEVIN EQUATIONS WITH REFLECTION POSITIVITY (I)" HOKKAIDO MATHEMATICAL JOURNAL. 16. 315-341 (1987)

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      「研究成果報告書概要(欧文)」より
  • [Publications] YASUNORI OKABE: "ON THE THEORY OF DISCRETE KMO-LANGEVIN EQUATION WITH REFLECTION POSITIVITY (II)" HOKKAIDO MATHEMATICAL JOURNAL. 17. 1-44 (1988)

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      「研究成果報告書概要(欧文)」より
  • [Publications] YASUNORI OKABE: "ON THE THEORY OF DISCRETE KMO-LANGEVIN EQUATION (III)" HOKKAIDO MATHEMATICAL JOURNAL.

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      「研究成果報告書概要(欧文)」より
  • [Publications] YASUNORI OKABE: "ON A STOCHASTIC DIFFERENCE EQUATION FOR THE MULTI-DIMENSIONAL STATIONARY PROCESS WITH DISCRETE TIME" PROSPECT OF ALGEBRAIC ANALYSIS IN CELEBRATION OF PROFESSOR MIKIO SATO'S SIXTIETH BIRTHDAY.

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      「研究成果報告書概要(欧文)」より
  • [Publications] SHOZO KOSHI: "THE F. AND M. RIESZ THEOREM REVISITED" MATHEMATICA SCANDINAVIA. 60. 63-76 (1987)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] SHOZO KOSHI: "GENERATING SUBSEMIGROUPS, ORDER, AND A THEOREM OF GLICKSBERG" HOKKAIDO MATHEMATICAL JOURNAL. 16. 135-44 (1987)

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      「研究成果報告書概要(欧文)」より
  • [Publications] ITARU MITOMA: "TIGHTNESS PROBLEM AND STOCHASTIC EVOLUTION EQUATION ARIZING FROM FLUCTUATION PHENOMENA FOR INTERACTING DIFFUSIONS" JOURNAL OF MULTIVARIATE ANALYSIS. 19. 311-328 (1986)

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  • [Publications] ASAO ARAI: "ON UNIQUENESS THEOREM CONCERNING THE RENORMALIZED SCHWINGER-DYSON EQUATION OF FIRST ORDER" KODAI MATHEMATICAL JOURNAL. 9. 161-164 (1986)

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  • [Publications] ASAO ARAI: "SOME REMARKS ON SCATTERING THEORY IN SUPERSYMMETRIC QUANTUM SYSTEMS" JOURNAL OF MATHEMATICAL PHYSICS. 28. 472-476 (1987)

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      「研究成果報告書概要(欧文)」より
  • [Publications] ASAO ARAI: "ASYMPTOTIC ANALYSIS OF FUNDAMENTAL SOLUTIONS OF DIRAC OPERATORS ON EVEN DIMENSIONAL EUCLIDEAN SPACES" JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS. 126. 186-208 (1987)

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  • [Publications] ASAO ARAI: "ON DIMENSIONAL REDUCTION OF FUNCTIONAL MEASURES" JOURNAL OF FUNCTIONAL ANALYSIS.

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  • [Publications] ASAO ARAI: "PATH INTEGRAL REPRESENTATION OF THE INDEX OF KAHLER-DIRAC OPERATORS ON AN INFINITE DIMENSIONAL MANIFOLD" JOURNAL OF FUNCTIONAL ANALYSIS.

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  • [Publications] ASAO ARAI: "SPECTRAL ANALYSIS OF A QUANTUM HARMONIC OSCILLATOR COUPLED TO INFINITELY MANY SCALAR BOSONS" JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS.

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  • [Publications] ASAO ARAI: "FORMAL ASPECTS OF SUPERSYMMETRIC EMBEDDING OF HAMILTONIANS IN SCALAR FIELD THEORIES" LETTERS IN MATHEMATICAL PHYSICS.

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      「研究成果報告書概要(欧文)」より
  • [Publications] AKIHIKO INOUE: "PATH INTEGRAL FOR DIFFUSION EQUATIONS" HOKKAIDO MATHEMATICAL JOURNAL. 15. 71-99 (1986)

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      「研究成果報告書概要(欧文)」より

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Published: 1989-03-30  

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