| Project/Area Number |
12640123
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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 | KOBE UNIVERSITY |
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Principal Investigator |
FUKUYAMA Katusi Kobe University, Faculty of Science, Associate Professor, 理学部, 助教授 (60218956)
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| Co-Investigator(Kenkyū-buntansha) |
TAKAYAMA Nobuki Kobe University, Faculty of Science, Professor, 理学部, 教授 (30188099)
YAMAZAKI Tadashi Kobe University, Faculty of Science, Professor, 理学部, 教授 (30011696)
HIGUCHI Yasunari Kobe University, Faculty of Science, Professor, 理学部, 教授 (60112075)
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| Project Period (FY) |
2000 – 2001
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| Project Status |
Completed (Fiscal Year 2001)
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| Budget Amount *help |
¥3,300,000 (Direct Cost: ¥3,300,000)
Fiscal Year 2001: ¥1,200,000 (Direct Cost: ¥1,200,000)
Fiscal Year 2000: ¥2,100,000 (Direct Cost: ¥2,100,000)
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| Keywords | Central limit theorem / Monte Carlo method / quasi Monte Carlo method / uniformly distributed sequence / random numbers / M sequence / Hausdorff dimension / numerical integration / Riesz-Rakov和 |
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| Research Abstract |
1. We proved almost sure invariance principles for lacunary trigonometric series with gap n_<k+1>/n_k【greater than or equal】1+c/k^α(α<1) assuming some condition relating to the convergence of fourth moment. As the collorary of this result, we can derive almost sure invariance principles and hence the classical law of the iterated logarithm for sum Σcos2πn_kt where n_k=[exp(k^β)] (β>4/9), for which P. Erdos made a conjecture.
2. We proved the polynomial central limit theorem for non-conventional aveage of Riesz-Raikov sums. The typical examples is Σf(θ^nx)g(θ^n^2x). Sum of this type had been ergodic point of view, but our result gives the probabilistic limit theorems.
3. We proved the central limit theorem for Σf(n_kt) where n_k is the Baker's sequence. The Baker's sequence is the increasing arrangement of the set consisting of arbitrary product of some integers belonging the finite set of coprime integers.
4. We proved the a.e. version of the law of the large numbers for sum Σf(n_kt) where n_k satisfies the condition of Koksma type.
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