Research on Spectra of Perron-Frobenius operator generated by dynamical systm and random numbers
| Project/Area Number |
16540121
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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 | Nihon University |
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Principal Investigator |
MORI Makoto Nihon University, College of Humanities and Sciences, Professor (60092532)
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| Co-Investigator(Kenkyū-buntansha) |
FUKUDA Takuo Nihon University, College of Humanities and Sciences, Professor (00009599)
YAMAURA Yoshihiko Nihon University, College ofHumanities and Sciences, Professor (90255597)
SUZUKI Osamu Nihon University, College of Humanities and Sciences, Professor (10096844)
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| Project Period (FY) |
2004 – 2007
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| Project Status |
Completed (Fiscal Year 2007)
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| Budget Amount *help |
¥3,540,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥240,000)
Fiscal Year 2007: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2006: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2005: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2004: ¥900,000 (Direct Cost: ¥900,000)
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| Keywords | Perron-Frobenius operatur / ergodic theory / low discrepancy / spectrum / 疑似乱数 / 擬似乱数 / rotation number / 大偏差原理 / van der Corput列 / discrepancy |
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| Research Abstract |
We have studied the spectra of the Perron-Frobenius operator associated with dynamical systems. The method is to define the generating function associated with the dynamical systems, then construct renewal equations on generating functions.
Then we can determine a matrix which we call Fredholm matrix. The zeros of the determinant of this matrix determine the ergodic property of the dynamical system, such as ergodicity, mixingity and decay rate of correlations of dynamical systems.
Using this method, we could study rotaion numbers of dynamical system or large deviations. We can even calculate the Hausdorff dimension of fractals generated by dynamical systems.
Especially, we have studied the discrepancy of random numbers generated by dynamical systems. For one dimensional cases, we can construct a theorem how to determine the discrepancy of random numbers. Using this theorem, we can determine the low discrepancy sequences generated by one dimensional dynamical systems.
Recently, the progress of mathematical finance and so on, we need the higher dimensional low discrepancy sequences. However, for higher dimensional cases, we have only constructed abstract theorem to determine the spectra of the Perron-Frobenius operateor. Therefore, we have tried examples of low discrepancy sequences, and get two and three dimensional cases.
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Report
(5 results)
Research Products
(28 results)
