| Project/Area Number |
17204009
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| Research Category |
Grant-in-Aid for Scientific Research (A)
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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 | Osaka University |
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Principal Investigator |
SUGITA Hiroshi Osaka University, Graduate School of Science, Professor (50192125)
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| Co-Investigator(Kenkyū-buntansha) |
TAKEDA Masayoshi Tohoku Univ, Graduate School of Science, Professor (30179650)
TANIGUCHI Setsuo Kyushu Univ, Graduate School of Mathematis, Professor (70155208)
AIDA Shigeki Osaka University, Graduate School of Engineering Science, Professor (90222455)
MORITA Takehiko Hiroshima Univ, Graduate School of Science, Professor (00192782)
HINO Masanori Kyoto Univ, Graduates School of Information, Associate Professor (40303888)
濱名 裕治 熊本大学, 理学部, 教授 (00243923)
井上 昭彦 北海道大学, 大学院・理学研究科, 助教授 (50168431)
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| Project Period (FY) |
2005 – 2007
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| Project Status |
Completed (Fiscal Year 2007)
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| Budget Amount *help |
¥47,710,000 (Direct Cost: ¥36,700,000、Indirect Cost: ¥11,010,000)
Fiscal Year 2007: ¥17,030,000 (Direct Cost: ¥13,100,000、Indirect Cost: ¥3,930,000)
Fiscal Year 2006: ¥14,300,000 (Direct Cost: ¥11,000,000、Indirect Cost: ¥3,300,000)
Fiscal Year 2005: ¥16,380,000 (Direct Cost: ¥12,600,000、Indirect Cost: ¥3,780,000)
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| Keywords | Probability theor / Stochastic analysis / Stochastic Process / Limit theorem / Ereodic theory / Monte Carlo method / 確率過程論 / 数理ファイナンス / マリアヴァン解析 / ランダム分割 |
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| Research Abstract |
Our purpose is to contribute to Japanese society of probability theory by the total sum of research results of our investigators, who are experts of each field, in order to develop and make use of the traversality that probability theory originally has.
We sponsored or co-sponsored 4 international conferences (Probability and Number theory, Large Scale Interaction Systems, 2 conferences on Mathematical Finance), 26 domestic symposia, in which we financially supported 285 participants including 13 from overseas.
We got many results. Among them, we here present 3 results obtained by the head investigator. (1) By formulating the Monte Carlo method as stochastic game (gambling), and applying Kolmogorov's random number theory, we revealed the essential problem of sampling in the Monte Carlo method (2) The probability of two monic polynomials over any finite fields to be coprime is computed by an extended ergodic theorem in the adelic completion of the ring of polynomials. (3) We considered a randomized digamma function, and investigated the central limit theorem for them, whose results can be regarded as the fluctuated potential caused by randomly located electric charges on the half line.
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