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MATEMATICAL ANALYSIS OF INFINITE DIMENSIONAL STOCHASTIC MODELS

MATEMATICAL ANALYSIS OF INFINITE DIMENSIONAL STOCHASTIC MODELS
无维随机模型的数学分析
批准号:
13640103
负责人:
SHIGA Tokuzo
金额:
$1.92万
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (C)
财政年份:
2001
资助国家:
日本
项目状态:
已结题
起止时间:
2001 至 2003

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中文摘要
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英文摘要
We performed this research project on "Mathematical Analysis of Infinite Dimensional Stochastic Models", and obtained the following results.1.Asymptotics of Lyapunov exponent of Anderson model : It is established that the discrete heat equation with space-time white noise potential over the discrete Euclidean space, so salled "Parabolic Anderson model" has a Lyapunov exponent exhibiting the exponential order of the solution, which is independent of initial conditions. Morever we developed asymptotic analysis of the exponent with respect to the coupling constant and obtained precise asymptotic formula.2.Directed Polymers in Random environment : The theory of directed polymers in random environments is still underdeveloping, particularly in low dimensional cases. We established equivalence of local property of the sample path and some decay order of the random partition functions.3.One of co-workers of this project investigated spectrum structure of random Schroedinger operator over line graph and proved "Anderson localization", another one investigated ergodic properties of the shift dynamics associated with fermion random fields. The other one contributed to the rigorous theory of critical phenomena for stochastic statistical mechanics in establishing presice asymptotic order of two point functions in self-avoiding random walk models and related models.
期刊论文(41)
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会议论文
S.N.Ethier, T.Shiga: "Fleming-Viot process with unbounded selection, II"Proceeding on Markov Processes and Controlled Markov Chains Kluwer Acad. Pub., eds Z.Hou, J.A.Filar and A.Chen. 123. 234-240 (2002)
S.N.Ethier、T.Shiga:“无界选择的 Fleming-Viot 过程,II”马尔可夫过程和受控马尔可夫链 Kluwer Acad 进展。
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通讯作者:
Z.Li, T.Shiga, M.Tomisaki: "A Conditional Limit Theorem for Generalized Diffusion Processes"Journal of Mathematics of Kyoto University. (掲載予定). (2003)
Z.Li、T.Shiga、M.Tomisaki:“广义扩散过程的条件极限定理”京都大学数学杂志(即将出版)。
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F.Nakano, Y.Nomura: "Random magnetic fields on line graphs"Journal of Mathematical Physics. 44. 4988-5002 (2003)
F.Nakano,Y.Nomura:“线图上的随机磁场”数学物理杂志。
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T.Hara, R.van der Hofstad, G.Slade: "Critical two-point functions and the lace expansion for spread-out high-dimensional percolation and related models."Annals of Probability. 31. 349-408 (2003)
T.Hara、R.van der Hofstad、G.Slade:“临界两点函数和展开高维渗滤及相关模型的花边展开。”概率年鉴。
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36
    ASYMPTOTICAL ANALYSIS FOR EXPONENTIAL FUNCTIONALS IN INFINITE DIMENSIONAL STOCHASTIC MODELS
    • 批准号:
      16540097
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $2.18万
    • 财政年份:
      2004
    • 负责人:
      SHIGA Tokuzo
    • 依托单位:
    Analysis of Infinite-dimensional Markovian Models
    • 批准号:
      11640103
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $2.3万
    • 财政年份:
      1999
    • 负责人:
      SHIGA Tokuzo
    • 依托单位:
    Mathematical Analysis of Infinite Dimensional Stochastic Models
    • 批准号:
      09640246
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $1.92万
    • 财政年份:
      1997
    • 负责人:
      SHIGA Tokuzo
    • 依托单位:
    CO-OPERATIVE RESEARCH ON PROBABILITY THEORY
    • 批准号:
      05302012
    • 项目类别:
      Grant-in-Aid for Co-operative Research (A)
    • 资助金额:
      $11.84万
    • 财政年份:
      1994
    • 负责人:
      SHIGA Tokuzo
    • 依托单位:
    海外基金