Integrated Research on Equilibrium Random Phenomena

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Various important random phenomena are considered as equilibrium states. In this point of view, we have researched for three years. In the period, we held 24 symposia by the grant. Here some of our results are described along key words below.1 Stochastic Analysis : Aida got very deep results on loop spaces especially about log-Sobolev inequalities, spectral gaps, Clark-Ocone formula etc.2 Non-Linear and Stochastic Analysis : Funaki researched on Burger equations with fractal Laplacian, especially about the existence of global solution, the uniqueness, the regularities etc. Further, he researched progressive wave solutions and self-similar solutions.3 White Noise Analysis : Kubo gave a new method of construction of white noise spaces, which is very clear and general. He gave also good characterization theorems. Those results were presented in the symposium held at Indian Statistical Institute in Calcutta. Obata researched the characterization of operators on the spaces by means of their … More symbols. He applied it stochastic differential equations.4 Informatic Analysis : Ihara researched very general Gaussian channels with feed back and proved a general formula of mutual information. He discussed applications of large deviation theory to information theory. ue obtained the minimum coding rate for error in the case of stationary Gaussian source. Okabe developed an integrated system of various tests which had been proposed by him to analyze time series under the principle of "Fluctuation and Deviation Theorem". Further he constructed KM_20-Langevin equation for flow in metric vectors and applied it.5 Self Similar Process : Takenaka showed the deterministic property of distribution of SaS-processes by its finite dimensional distributions. Maejima introduced the concept of semi-self-similar distributions and extended it to that of semi-self-similar processes, operator semi-self-similar distributions and etc. He researched them very deeply.Other results are found in the report and lists of papers by co-researchers. Less