Studies on several problems on Levy processes and Infinitely divisible distributions
| Project/Area Number |
22340021
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| Research Category |
Grant-in-Aid for Scientific Research (B)
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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 | Keio University |
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Principal Investigator |
MAEJIMA Makoto 慶應義塾大学, 理工学部, 名誉教授 (90051846)
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| Co-Investigator(Kenkyū-buntansha) |
NAKADA Hitoshi 慶應義塾大学, 理工学部, 教授 (40118980)
TAMURA Yozo 慶應義塾大学, 理工学部, 教授 (50171905)
YASUDA Kumi 慶應義塾大学, 商学部, 教授 (40284484)
SUZUKI Yuki 慶應義塾大学, 医学部, 講師 (30286645)
SASADA Makiko 慶應義塾大学, 理工学部, 助教 (00609042)
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| Project Period (FY) |
2010 – 2012
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| Project Status |
Completed (Fiscal Year 2012)
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| Budget Amount *help |
¥8,970,000 (Direct Cost: ¥6,900,000、Indirect Cost: ¥2,070,000)
Fiscal Year 2012: ¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000)
Fiscal Year 2011: ¥2,860,000 (Direct Cost: ¥2,200,000、Indirect Cost: ¥660,000)
Fiscal Year 2010: ¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
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| Keywords | レヴィ過程 / 無限分解可能分布 / 確率積分 / 安定分布 / 2次元ガンマ分布 / ガンマ分布 / ローゼンブラット過程 / 国際研究者交流 / 米国、トルコ、ドイツ / α-自己分解可能分布 / 完全自己分解可能分布 / 半レヴィ過程 / スイス:チェコ:フランス:台湾 / 確率積分写像の不動点 / リトアニア:ドイツ:米国 |
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| Research Abstract |
Selfdecomposable distribution is a typical infinitely divisible distribution in probability theory. We extended its notion and proposed a new notion of α-selfdecomposability. We proved many new mathematical results and made a unified story which includes
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Report
(4 results)
Research Products
(98 results)
