Synthetic Research of Probability Theory
Synthetic Research of Probability Theory
批准号:
17204009
负责人:
SUGITA Hiroshi
金额:
$30.53万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (A)
财政年份:
2005
资助国家:
日本
项目状态:
已结题
起止时间:
2005 至 2007
中文摘要
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英文摘要
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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DOI:
10.1215/ijm/1258059469
发表时间:
2005-03
期刊:
Illinois Journal of Mathematics
影响因子:
0.6
作者:
[M. Barlow;T. Kumagai]
通讯作者:
M. Barlow;T. Kumagai
On the Quadratic Wiener Functional Associated with the Malliavin Derivative of the Square Norm of Brownian Sample Path on Interval
区间上布朗样本路径平方范数的Malliavin导数的二次维纳泛函
DOI:
--
发表时间:
2006
期刊:
Electron. Comm. Probab. 116-2
影响因子:
--
作者:
[Taniguchi, Setsuo]
通讯作者:
Setsuo
On the Jacobi field approach to stochastic oscillatory integrals with quadratic phase function
二次相位函数随机振荡积分的雅可比场方法
DOI:
--
发表时间:
2007
期刊:
Kyushu J. Math. 61
影响因子:
--
作者:
[Taniguchi, Setsuo]
通讯作者:
Setsuo
Renormalized Rauzy inductions
重正化 Rauzy 归纳法
DOI:
--
发表时间:
2007
期刊:
Advanced Studies in Pure Math. 49
影响因子:
--
作者:
[Morita, Takehiko]
通讯作者:
Takehiko
DOI:
--
发表时间:
2007
期刊:
影响因子:
--
作者:
[Tawara, Y., M. Sakashita, A. Furuzawa, Y. Ogasaka, K, Shibata, K. Tamura, T. Miyazawa, R, Takahashi, K, Shimoda, C. Sakai, 杉田 洋]
通讯作者:
杉田 洋
共 112 条
Research on limit theorems for random sequences arising from number theory
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批准号:22540128
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$2.66万
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财政年份:2010
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负责人:SUGITA Hiroshi
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依托单位:
A STUDY ON THE EVALUATION FOR FACILITIES IN UNIVERSITY
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批准号:19760440
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项目类别:Grant-in-Aid for Young Scientists (B)
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资助金额:$1.26万
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财政年份:2007
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负责人:SUGITA Hiroshi
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依托单位:
Infinite dimensional and numerical stochastic analysis
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批准号:11440034
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项目类别:Grant-in-Aid for Scientific Research (B)
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资助金额:$2.69万
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财政年份:1999
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负责人:SUGITA Hiroshi
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依托单位:
Study of infinite dimensional stochastic analysis and stochastic numerical analysis
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批准号:09440084
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项目类别:Grant-in-Aid for Scientific Research (B)
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资助金额:$4.86万
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财政年份:1997
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负责人:SUGITA Hiroshi
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依托单位:
海外基金