determinisms of Set-Indexed Random Field and their Applications
determinisms of Set-Indexed Random Field and their Applications
批准号:
13640145
负责人:
TAKENAKA Shigeo
金额:
$0.7万
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 2002
中文摘要
在一定测度空间的子集中具有参数的随机场称为集索引随机场,它具有确定性的特殊性质。高斯系统具有二维决定论,即系统的高维分布完全由其自身的一维和二维(协方差)边际分布决定。相反,有一些非高斯集索引随机场的例子,它们是由它们的三维边际决定的,而不是由二维边际决定的。在n维欧氏空间中固定一个凸锥V。曲线L被称为类时曲线,如果对于L中的任何点x,线的“未来”包含在V+x中,而“过去”包含在-V+x中。如果任意类时曲线L上的约束X|L是一个加性过程,即X|L具有独立且均匀的增量,则n参数随机场X称为多参数加性过程。在本研究中,我们得到了n参数可加过程作为集索引过程的一个表征。此外,还得到了在类时曲线空间中取值的1参数过程的表征。
英文摘要
Random fields with parameter in subsets of a certain measure space are called Set-Indexed Random Fields and have a special property called determinism. A Gaussian system has 2-dimensional determinism, that is, the higher dimensional distributions of the system are completely determined by their own 1-dimensional and 2-dimensional (covariances) marginal distributions. On the contrary, there are some examples of non-Gaussian set-indexed random fields which are determined by their 3-dimensional marginals but not determined by 2-dimensional marginals.Let fix a convex cone V in the n-dimensional Euclidean space. A curve L is called time-like if for any point x in L, the "future" of the line is included in V+x, and the "past" is included in -V+x. An n-parameter random field X is called multi-parameter additive process if the restriction X|L on any time-like curve L is an additive process, that is X|L has independent and uniform increments. In this research, we obtained a characterization of n-parameter additie processes as set-indexed processes.Also, a characterization of 1-parameter processes valued in the space of time-like curves is obtained.
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J.K.Misiewicz, S.Takenaka: "Some remarks on SαS, β-substable random vectors"Probability and Mathematical Statistics. (印刷中). 7 (2003)
J.K.Misiewicz、S.Takenaka:“关于 SαS、β-亚稳定随机向量的一些评论”《概率与数学统计》(出版中)。
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S.Takenaka: "Linearly additive random fields with independent increments on time-like curves"Probability and Mathematical Statistics. 受理. 7 (2003)
S.Takenaka:“类时间曲线上具有独立增量的线性加性随机场”概率与数学统计 7 (2003)。
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J.K.Misiewicz., and S.Takenaka.: "Some remarks on SαS, β-substable random vectors"Probability and Mathematical Statistics, Now printing, 7pages.
J.K.Misiewicz. 和 S.Takenaka.:“关于 SαS、β-亚稳定随机向量的一些评论”《概率与数理统计》,正在印刷,7 页。
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竹中茂夫: "Set-Indexed Processに関する話題"統計数理研究所レポート. 137. 61-71 (2001)
Shigeo Takenaka:“集合索引过程的主题”统计数学研究所报告 137. 61-71 (2001)。
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高嶋 惠三: "擬似乱数とRandom Walk検定"神戸大学、Rokko Lectures in Mathematics 11. 42 (2002)
高岛敬三:“伪随机数和随机游走测试”神户大学,六甲数学讲座 11. 42 (2002)
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批准号:24580428
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$3.49万
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财政年份:2012
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负责人:TAKENAKA Shigeo
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依托单位:
Theory of stable stochastic processes and generation of random numbers of stable type
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批准号:16540130
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$1.73万
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财政年份:2004
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负责人:TAKENAKA Shigeo
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依托单位:
Determinisms of Stable Processes and their Applications
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批准号:10640142
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$1.92万
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财政年份:1998
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负责人:TAKENAKA Shigeo
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依托单位:
海外基金