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Research on Spectra of Perron-Frobenius operator generated by dynamical systm and random numbers

Research on Spectra of Perron-Frobenius operator generated by dynamical systm and random numbers
动力系统与随机数生成Perron-Frobenius算子谱的研究
批准号:
16540121
负责人:
MORI Makoto
金额:
$2.27万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (C)
财政年份:
2004
资助国家:
日本
项目状态:
已结题
起止时间:
2004 至 2007

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中文摘要
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英文摘要
We have studied the spectra of the Perron-Frobenius operator associated with dynamical systems. The method is to define the generating function associated with the dynamical systems, then construct renewal equations on generating functions.Then we can determine a matrix which we call Fredholm matrix. The zeros of the determinant of this matrix determine the ergodic property of the dynamical system, such as ergodicity, mixingity and decay rate of correlations of dynamical systems.Using this method, we could study rotaion numbers of dynamical system or large deviations. We can even calculate the Hausdorff dimension of fractals generated by dynamical systems.Especially, we have studied the discrepancy of random numbers generated by dynamical systems. For one dimensional cases, we can construct a theorem how to determine the discrepancy of random numbers. Using this theorem, we can determine the low discrepancy sequences generated by one dimensional dynamical systems.Recently, the progress of mathematical finance and so on, we need the higher dimensional low discrepancy sequences. However, for higher dimensional cases, we have only constructed abstract theorem to determine the spectra of the Perron-Frobenius operateor. Therefore, we have tried examples of low discrepancy sequences, and get two and three dimensional cases.
期刊论文(14)
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科研奖励(0)
会议论文
Convergence rate of 2-dimensional low discrepancy Sequences (with Yuko Ichikawa)
二维低差异序列的收敛率(与 Yuko Ichikawa 合作)
DOI: --
发表时间: 2005
期刊:
影响因子: --
作者: []
通讯作者:
よくわかる確率統計の基本と仕組み
易于理解的概率统计基础知识和机制
DOI: --
发表时间: 2007
期刊:
影响因子: --
作者: [森 真, 小川 重義]
通讯作者: 小川 重義
Mixing properties and pseudo random sequences
混合属性和伪随机序列
DOI: --
发表时间: 2006
期刊: Lecture Notes--Monograph series 48
影响因子: --
作者: [Makoto Mori]
通讯作者: Makoto Mori
Perron-Frobenius operator and low discrepancy sequences ergodic.
Perron-Frobenius 算子和低差异序列遍历。
DOI: --
发表时间: 2007
期刊:
影响因子: --
作者: []
通讯作者:
12
    Establishment of Detection Method of Endocrine Disrupter by Avian Yolk-Related Gene Expression
    • 批准号:
      20580307
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $3.08万
    • 财政年份:
      2008
    • 负责人:
      MORI Makoto
    • 依托单位:
    Research on the spectrum of Perron-Frobenius operator and pseudo random number associated with higher dimensional dynamical system
    • 批准号:
      20540139
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $2.58万
    • 财政年份:
      2008
    • 负责人:
      MORI Makoto
    • 依托单位:
    Secretion and Fibril Formation of Vitelline Membrane from Avian Granulosa cells
    • 批准号:
      15380191
    • 项目类别:
      Grant-in-Aid for Scientific Research (B)
    • 资助金额:
      $10.05万
    • 财政年份:
      2003
    • 负责人:
      MORI Makoto
    • 依托单位:
    Research on Perron-Frobenius operator and fractals
    • 批准号:
      14540189
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $1.79万
    • 财政年份:
      2002
    • 负责人:
      MORI Makoto
    • 依托单位:
    海外基金