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Infinite-dimensional stochastic dynamical systems motivated by random matrices and statistical physics

Research Project

Project/Area Number 21340031
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Basic analysis
Research InstitutionKyushu University

Principal Investigator

OSADA Hirofumi  九州大学, 大学院・数理学研究院, 教授 (20177207)

Co-Investigator(Kenkyū-buntansha) FUNAKI Tadahisa  東京大学, 大学院・数理科学研究科, 教授 (60112174)
TANEMURA Hideki  千葉大学, 大学院・理学研究科, 教授 (40217162)
SHIRAI Tomoyuki  九州大学, 大学院・数理学研究院, 教授 (70302932)
Co-Investigator(Renkei-kenkyūsha) KATORI Makoto  中央大学, 理工学部, 教授 (60202016)
OTOBE Yoshiki  信州大学, 理学部, 准教授 (30334882)
SHINODA Masato  奈良女子大学, 理学部, 准教授 (50271044)
YANO Yuko  京都大学, 大学院・理学研究科, 助教 (10337462)
YANO Kouji  京都大学, 大学院・理学研究科, 准教授 (80467646)
Project Period (FY) 2009 – 2011
Project Status Completed (Fiscal Year 2011)
Budget Amount *help
¥16,640,000 (Direct Cost: ¥12,800,000、Indirect Cost: ¥3,840,000)
Fiscal Year 2011: ¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2010: ¥8,060,000 (Direct Cost: ¥6,200,000、Indirect Cost: ¥1,860,000)
Fiscal Year 2009: ¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Keywords確率解析 / 対数ガス / クーロンポテンシャル / 無限次元確率力学系 / ランダム行列 / 干渉ブラウン運動 / 点過程 / 拡散過程 / 統計物理 / logガス / random point fields / random Point fields
Research Abstract

We have established a general construction theorem and an SDE representation theorem for interacting Brownian motions with 2D Coulomb potentials. We have applied them to the representative random point fields arising from Random Matrix Theory such as Ginibre, Dyson, Bessel random point fields, and have detected and solve the infinite-dimensional stochastic differential equations describing the associated stochastic dynamics. We prove the Palm measures of Ginibre random point field have very strange property that is very different from usual Gibbs measures with Ruelle' s class interaction potentials. We have constructed the time evolutional model of 2D Young diagram and have proved its scaling limit.

Report

(4 results)
  • 2011 Annual Research Report   Final Research Report ( PDF )
  • 2010 Annual Research Report
  • 2009 Annual Research Report
  • Research Products

    (66 results)

All 2012 2011 2010 2009 Other

All Journal Article (30 results) (of which Peer Reviewed: 29 results) Presentation (35 results) Remarks (1 results)

  • [Journal Article] Hydrodynamic limit for the∇φinterface model via two-scale approach, In : Probability in Complex Physical Systems2012

    • Author(s)
      T. Funaki
    • Journal Title

      the Festschrift for Bolthausen and Gaertner, accepted

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Infinite-dimensional stocha stic differential equations related to random matrices2012

    • Author(s)
      H. Osada
    • Journal Title

      Probability Theory and Related Fields(2011)

      Volume: 153 Issue: 3-4 Pages: 39-39

    • DOI

      10.1007/s00440-011-0352-9

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Hydrodynamic limit for the $¥vnabla¥arphi$ interface model via two-scale approach2012

    • Author(s)
      Tadahisa Funaki
    • Journal Title

      In : Probability in Complex Physical Systems, the Festschrift for Bolthausen and G¥"artner

      Volume: (to appear)

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Noncolliding squared Bessel processes2011

    • Author(s)
      M. Katori, H. Tanemura
    • Journal Title

      Jounal of Statistical Physics

      Volume: 142 Pages: 149-172

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Noncolliding processes, Matrix-valued process and determinatal processes2011

    • Author(s)
      M. Katori, H. Tanemura
    • Journal Title

      SUGAKU EXPOSITIONS

      Volume: 24 Pages: 263-289

    • Related Report
      2011 Annual Research Report 2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Exact computation for the cover times of certain classes of trees2011

    • Author(s)
      T. Shirai
    • Journal Title

      Journal of Math-for-Industry

      Volume: 2

    • NAID

      120002070484

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Noncolliding squared Bessel processes2011

    • Author(s)
      M.Katori, H.Tanemura
    • Journal Title

      J.Stat.Phys.

      Volume: 142 Pages: 149-172

    • Related Report
      2011 Annual Research Report 2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Exact computation for the cover times of certain classes of trees2011

    • Author(s)
      Tomoyuki Shirai
    • Journal Title

      Journal of Math-for-Industry

      Volume: 2 Pages: 93-98

    • NAID

      120002070484

    • Related Report
      2011 Annual Research Report 2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Infinite-dimensional stochastic differential equations related to random matrices2011

    • Author(s)
      Hirofumi Osada
    • Journal Title

      Probability Theory and Related Fields

      Volume: (in press)

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Tagged particle processes and their non-explosion criteria2010

    • Author(s)
      H. Osada
    • Journal Title

      Jounal of the Mathematical Society of Japan 62 no.

      Volume: 3 Pages: 867-894

    • NAID

      10027870886

    • Related Report
      2011 Final Research Report
  • [Journal Article] Scaling limits for weakly pinned random walks with two large deviation minimizers2010

    • Author(s)
      T. Funaki, T. Otobe
    • Journal Title

      Jounal of the Mathematical Society of Japan

      Volume: 62 Pages: 1005-1041

    • NAID

      10027870981

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Hydrodynamic limit for an evolutional model of twodimensional Young diagrams2010

    • Author(s)
      T. Funaki, M. Sasada
    • Journal Title

      Communi cations in Mathematical Physics

      Volume: 299 Pages: 335-363

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Non-equilibrium dynamics of Dyson' s model with an infinite number of particles2010

    • Author(s)
      M. Katori, H. Tanemura
    • Journal Title

      Communications in Mathematical 0Physics

      Volume: 293 Pages: 469-497

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] A remark on monotonicity for the Glauber dynamics on finite graphs2010

    • Author(s)
      T. Shirai
    • Journal Title

      Proceedings of Japan Academy

      Volume: 86 Pages: 33-37

    • NAID

      120005227439

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Hydrodynamic limit for an evolutional model of two-dimensional Young diagrams2010

    • Author(s)
      Tadahisa Funaki, Makiko Sasada
    • Journal Title

      Commun.Math.Phys.

      Volume: 299 Pages: 335-363

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Scaling limits for weakly pinned random walks with two large deviation minimizers2010

    • Author(s)
      Tadahisa Funaki, Tatsushi Otobe
    • Journal Title

      J.Math.Soc.Japan

      Volume: 62 Pages: 1005-1041

    • NAID

      10027870981

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Tagged particle processes and their non-explosion criteria2010

    • Author(s)
      Hirofumi Osada
    • Journal Title

      Journal of the Mathematical Society of Japan (in press)

    • NAID

      10027870886

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Non-equilibrium dynamics of Dyson's model with an infinite number of particles2010

    • Author(s)
      M.Katori, H.Tanemura
    • Journal Title

      Commun. Math. Phys. 293

      Pages: 469-497

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A remark on monotonicity for the Glauber dynamics on finite graphs2010

    • Author(s)
      Tomoyuki Shirai
    • Journal Title

      Proceedings of Japan Academy 86

      Pages: 33-37

    • NAID

      120005227439

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A stochastic heat equation with the distributions of L¥' evy processes as its invariant measures2009

    • Author(s)
      T. Funaki and B. Xie
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 119 Pages: 307-326

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Concentration under scaling limits for weakly pinned Gaussian random walks2009

    • Author(s)
      E. Bolthausen, T. Funaki, T. Otobe
    • Journal Title

      Probability Theory and Related Fields

      Volume: 143 Pages: 441-480

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Zeros of Airy function and relaxation process2009

    • Author(s)
      M. Katori, H. Tanemura
    • Journal Title

      Jounal of Statistical Physics

      Volume: 136 Pages: 1177-1204

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] 香取真理、種村秀紀2009

    • Author(s)
      香取真理、種村秀紀
    • Journal Title

      数学

      Volume: 61-3 Pages: 225-247

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Concentration under scaling limits for weakly pinned Gaussian random walks2009

    • Author(s)
      E.Bolthausen, T.Funaki, T.Otobe
    • Journal Title

      probability Theory and Related Fields, 143

      Pages: 441-480

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A stochastic heat equation with the distributions of L\'evy processes as its invariant measures2009

    • Author(s)
      T.Funaki, B.Xie
    • Journal Title

      Stochastic Processes and their applications 119

      Pages: 307-326

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Zeros of Airy function and relaxation process2009

    • Author(s)
      M.Katori, H.Tanemura
    • Journal Title

      J. Stat. Phys. 136

      Pages: 1177-1204

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 非衝突過程、行列値過程、行列式過程2009

    • Author(s)
      香取真理・種村秀紀
    • Journal Title

      数学 61-3

      Pages: 225-247

    • NAID

      10026415164

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials

    • Author(s)
      H. Osada
    • Journal Title

      Annals of Probability(accepted)

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Interacting Brownian motions in infinite dimensions with log arithmic interaction potentials

    • Author(s)
      Hirofumi Osada
    • Journal Title

      Annals of Probability

      Volume: (to appear)

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Limit theorem for random analytic functions and their zeros

    • Author(s)
      Tomoyuki Shirai
    • Journal Title

      RIMS Ko^kyu^roku Bessatsu

      Volume: (to appear)

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Presentation] 「Infinite-dimensional stoch astic differential equations related to random matrices」2012

    • Author(s)
      長田博文
    • Organizer
      Interacting particle s ystems, growth models and random matric es
    • Place of Presentation
      Warwick大学(英国・Co ventry)
    • Year and Date
      2012-03-20
    • Related Report
      2011 Final Research Report
  • [Presentation] Stochastic differential equations related to soft-edge scaling limit2012

    • Author(s)
      種村秀紀
    • Organizer
      Interacting particle systems, growth models and random matrice
    • Place of Presentation
      The University of Warwick(イギリス)(招待講演)
    • Year and Date
      2012-03-13
    • Related Report
      2011 Annual Research Report
  • [Presentation] 「Ginibre point process and its Palm measures : absolute continuity and singularity」2011

    • Author(s)
      白井朋之
    • Organizer
      10th Workshop on Stochastic Analysis on Large Scale Interacting Systems
    • Place of Presentation
      高知大学理学部
    • Year and Date
      2011-12-07
    • Related Report
      2011 Final Research Report
  • [Presentation] Infinite Particle Systems associated with Airy kernel2011

    • Author(s)
      種村秀紀
    • Organizer
      10th Workshop on Stochastic Analysis on Large Scale Interacting System
    • Place of Presentation
      高知大学(招待講演)
    • Year and Date
      2011-12-07
    • Related Report
      2011 Annual Research Report
  • [Presentation] Ginibre point process and its Palm measures: absolute continuity and singularity2011

    • Author(s)
      白井朋之
    • Organizer
      10th Workshop on Stochastic Analysis on Large Scale Interacting Systems
    • Place of Presentation
      高知大学(招待講演)
    • Year and Date
      2011-12-07
    • Related Report
      2011 Annual Research Report
  • [Presentation] Interfaces in a stochastic reaction-diffusion equation and an evolutional model of Young diagrams2011

    • Author(s)
      舟木直久
    • Organizer
      Reaction-Diffusion Systems in Mathematics and the Life Sciences
    • Place of Presentation
      Universitie de Montpellier 2(招待講演)
    • Year and Date
      2011-09-21
    • Related Report
      2011 Annual Research Report
  • [Presentation] Reaction-diffusion equations with random terms and their singular limits2011

    • Author(s)
      舟木直久
    • Organizer
      Mathematics and biology : A ReaDiLab Seminar Day
    • Place of Presentation
      University Paris-Diderot, IJM(招待講演)
    • Year and Date
      2011-09-13
    • Related Report
      2011 Annual Research Report
  • [Presentation] Scaling limits for dynamic models of 2D Young diagrams2011

    • Author(s)
      舟木直久
    • Organizer
      Conference in Honor of the 70th Birthday of S.R.Srinivasa Varadhan
    • Place of Presentation
      臺灣大學(招待講演)
    • Year and Date
      2011-07-12
    • Related Report
      2011 Annual Research Report
  • [Presentation] Scaling limits for dynamic models of Young diagrams2011

    • Author(s)
      舟木直久
    • Organizer
      Gradient Random Fields
    • Place of Presentation
      Banff数学国際研究拠点(BIRS)(招待講演)
    • Year and Date
      2011-06-01
    • Related Report
      2011 Annual Research Report
  • [Presentation] 「Determinantal Processes and Entire Functions」2011

    • Author(s)
      種村秀紀
    • Organizer
      Quantum and classical random processes
    • Place of Presentation
      (Centro de Ciencias de Benasque Pedro Pascual(スペイン、benasque)
    • Year and Date
      2011-05-23
    • Related Report
      2011 Final Research Report
  • [Presentation] Determinantal Processes and Entire Functions2011

    • Author(s)
      種村秀紀
    • Organizer
      Quantum and classical random processes
    • Place of Presentation
      Centro de Ciencias de Benasque Pedro Pascual(スペイン、benasque)(招待講演)
    • Year and Date
      2011-05-23
    • Related Report
      2011 Annual Research Report
  • [Presentation] Non-equilibrium fluctuations for an evolutional model of 2D Young diagrams2011

    • Author(s)
      舟木直久
    • Organizer
      Stochastic Partial Differential Equations and Related Topics
    • Place of Presentation
      南開大学,陳研究所(招待講演)
    • Year and Date
      2011-04-25
    • Related Report
      2011 Annual Research Report
  • [Presentation] 「An evolutional model of Y oung diagrams with conservation law」2011

    • Author(s)
      舟木直久
    • Organizer
      Wo rkshop on the Fourier Law and Related T opics
    • Place of Presentation
      Fields Institute(カナダ・トロント)
    • Year and Date
      2011-04-08
    • Related Report
      2011 Final Research Report
  • [Presentation] An evolutional model of Young diagrams with conservation law2011

    • Author(s)
      舟木直久
    • Organizer
      Workshop on the Fourier Law and Related Topics
    • Place of Presentation
      Fields Institute(招待講演)
    • Year and Date
      2011-04-08
    • Related Report
      2011 Annual Research Report
  • [Presentation] Random analytic functions and their zeros2011

    • Author(s)
      白井朋之
    • Organizer
      Analysis on Graphs 2011
    • Place of Presentation
      東北大学
    • Year and Date
      2011-02-21
    • Related Report
      2010 Annual Research Report
  • [Presentation] 確率論における共形不変性2011

    • Author(s)
      白井朋之
    • Organizer
      東大数理談話会
    • Place of Presentation
      東京大学
    • Year and Date
      2011-01-28
    • Related Report
      2010 Annual Research Report
  • [Presentation] Scaling limits for a dynamic model of Young diagrams2010

    • Author(s)
      舟木直久
    • Organizer
      IRTG Darmstadt-Tokyo seminar
    • Place of Presentation
      Technische Universitat at Darmstadt(ドイツ)
    • Year and Date
      2010-11-17
    • Related Report
      2010 Annual Research Report
  • [Presentation] Hydrodynamic limit for 2D and 3D Young diagrams2010

    • Author(s)
      舟木直久
    • Organizer
      Large Scale Stochastic Dynamics
    • Place of Presentation
      Mathematisches Forschung sinstitut Oberwolfach(ドイツ)
    • Year and Date
      2010-10-14
    • Related Report
      2010 Annual Research Report
  • [Presentation] Hydrodynamic limit for a dynamic model of 2D Young diagrams2010

    • Author(s)
      舟木直久
    • Organizer
      5th Pacific Rim Conference on Mathematics
    • Place of Presentation
      Stanford University U.S.A
    • Year and Date
      2010-05-04
    • Related Report
      2010 Annual Research Report
  • [Presentation] Scaling limits for a dynamic model of 2D Young diagrams2010

    • Author(s)
      舟木直久
    • Organizer
      Stochastic Partial Differential Equations
    • Place of Presentation
      Isaac Newton Institute for Mathematical Sciences, Cambridge
    • Year and Date
      2010-01-04
    • Related Report
      2009 Annual Research Report
  • [Presentation] Determinantal point processes associated with certain reproducing kernels2010

    • Author(s)
      白井朋之
    • Organizer
      The First CREST-SBM International Conference "Random Media"
    • Place of Presentation
      Sendai International Center, Sendai. Japan
    • Related Report
      2009 Annual Research Report
  • [Presentation] 流体力学極限--非線形偏微分方程式のミクロな相互作用系からの導出2009

    • Author(s)
      舟木直久
    • Organizer
      CREST「現代数学解析による流体工学の未解決問題への挑戦」立上げ研究集会
    • Place of Presentation
      早稲田大学西早稲田キャンパス
    • Year and Date
      2009-11-20
    • Related Report
      2009 Annual Research Report
  • [Presentation] 「Infinitely dimensional stochastic differential equations for interacting Brownian motions」2009

    • Author(s)
      長田博文
    • Organizer
      確率解析とその周辺
    • Place of Presentation
      東北大学理学部数理科学記念館(川井ホール)
    • Year and Date
      2009-11-07
    • Related Report
      2011 Final Research Report
  • [Presentation] 行列式型確率と離散構造2009

    • Author(s)
      白井朋之
    • Organizer
      第9回離散幾何解析セミナー
    • Place of Presentation
      京都大学
    • Year and Date
      2009-10-27
    • Related Report
      2009 Annual Research Report
  • [Presentation] Scaling limits for weakly pinned random walks with two large deviation minimizers2009

    • Author(s)
      舟木直久
    • Organizer
      13th Brazilian School of Probability
    • Place of Presentation
      Maresias
    • Year and Date
      2009-08-06
    • Related Report
      2009 Annual Research Report
  • [Presentation] Hydrodynamic limit for an evolutional model of 2D Young diagrams2009

    • Author(s)
      舟木直久
    • Organizer
      27th Brazilian Mathematics Colloquium, Probability Session
    • Place of Presentation
      IMPA, Rio de Janeiro
    • Year and Date
      2009-07-31
    • Related Report
      2009 Annual Research Report
  • [Presentation] A stochastic heat equation with the distributions of L\'evy processes as its invariant measures2009

    • Author(s)
      舟木直久
    • Organizer
      Workshop on Stochastic Partial Differential Equations
    • Place of Presentation
      山東大学威海校
    • Year and Date
      2009-07-21
    • Related Report
      2009 Annual Research Report
  • [Presentation] Hydrodynamic limit and nonlinear PDEs2009

    • Author(s)
      舟木直久
    • Organizer
      Japanese-German International paining Group, Waseda-Darmstadt University, Mathematical Fluid Dynamics Launching Workshop
    • Place of Presentation
      早稲田大学
    • Year and Date
      2009-04-16
    • Related Report
      2009 Annual Research Report
  • [Presentation] Determinantal point processes and the zeros of analytic functions2009

    • Author(s)
      白井朋之
    • Organizer
      RIMS Project Research, The international conference "Functions in Number Theory and Their Probabilistic Aspects"
    • Place of Presentation
      京都大学数理解析研究所(招待講演)
    • Related Report
      2011 Annual Research Report
  • [Presentation] Noncolliding processes and Random Matrices2009

    • Author(s)
      種村秀紀
    • Organizer
      Selfsimilar processes and their applications
    • Place of Presentation
      ボン・パスッールセンター(フランス、アンジェ)
    • Related Report
      2009 Annual Research Report
  • [Presentation] ランダム行列と非衝突過程2009

    • Author(s)
      種村秀紀
    • Organizer
      統計力学の数学的理論
    • Place of Presentation
      大阪電気通信大学 工学部基礎理工学科
    • Related Report
      2009 Annual Research Report
  • [Presentation] Markov property of Dyson's model with infinite number of particles2009

    • Author(s)
      種村秀紀
    • Organizer
      Stochastic Analysis on Large Scale Interacting System
    • Place of Presentation
      東京大学大学院数理科学研究科大講義室
    • Related Report
      2009 Annual Research Report
  • [Presentation] Dyson's model with an infinite number of particles2009

    • Author(s)
      種村秀紀
    • Organizer
      Conference on Probability and Stochastic Process
    • Place of Presentation
      インド統計研究所(インド、デリー)
    • Related Report
      2009 Annual Research Report
  • [Presentation] Determinantal probability and its related topics2009

    • Author(s)
      白井朋之
    • Organizer
      研究集会"多様体上の微分方程式"
    • Place of Presentation
      Kureha, Toyama
    • Related Report
      2009 Annual Research Report
  • [Presentation] Ginibre-type determinantal processes2009

    • Author(s)
      白井朋之
    • Organizer
      VIIIth Stochastic Analysis on Large Scale Interacting Systems
    • Place of Presentation
      Oct. 7-9, 2009, University of Tokyo
    • Related Report
      2009 Annual Research Report
  • [Remarks] そこでリンクされた当該研究課題のホームページ

    • URL

      http://hyoka.ofc.kyushu-u.ac.jp/search/details/K002497/index.html

    • Related Report
      2011 Final Research Report

URL: 

Published: 2009-04-01   Modified: 2016-04-21  

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