2013 Fiscal Year Final Research Report
Analysis of functionals of stable processes depending on new noise
| Project/Area Number |
23540153
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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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 | Aichi Prefectural University |
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Principal Investigator |
SI Si 愛知県立大学, 情報科学部, 教授 (70269687)
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| Project Period (FY) |
2011 – 2013
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| Keywords | ホワイトノイズ / 新ノイズ / 安定仮定 / 重複度 / ポアソン型 |
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| Research Abstract |
Our idea of the research of random complex phenomena is the so-called reductionism. We first obtain a system of independent random variables that contain the same information as that of the given random system so that the given random phenomena can be expressed as functions of the independent random variables just formed. We are ready to carry on the analysis of those functions in question. We have confirmed that the probability distributions of the system of independent random variables are limited either Gaussian or Poisson type under reasonable assumptions. We have studied the latter case where not so well known, and obtained good applications to stable stochastic processes.
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[Remarks] 国際学会のオーガナイザーInternational Workshop on IDAQP Jan. 7-9, 2013 : 愛知県立大学国際学会の副オーガナイザーIDAQP and Applications March 3-7, 2014, IMS National Univ. of Singapore
