{"created":"2022-01-28T01:12:21.279728+00:00","id":2005449,"links":{},"metadata":{"_buckets":{"deposit":"973fb0f5-92df-450e-83ab-9d5054fb96ee"},"_deposit":{"id":"2005449","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"2005449"},"status":"published"},"_oai":{"id":"oai:u-ryukyu.repo.nii.ac.jp:02005449","sets":["1642838403123","1642838403551:1642838406414"]},"author_link":[],"item_1617186331708":{"attribute_name":"Title","attribute_value_mlt":[{"subitem_1551255647225":"ジャンプ型マルコフ過程の再帰性の研究","subitem_1551255648112":"ja"},{"subitem_1551255647225":"Study of recurrence property of jump type Markov processes","subitem_1551255648112":"en"}]},"item_1617186419668":{"attribute_name":"Creator","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"山里, 眞","creatorNameLang":"ja"}]},{"creatorNames":[{"creatorName":"西白保, 敏彦","creatorNameLang":"ja"}]},{"creatorNames":[{"creatorName":"平安名, 常儀","creatorNameLang":"ja"}]},{"creatorNames":[{"creatorName":"陳, 春航","creatorNameLang":"ja"}]},{"creatorNames":[{"creatorName":"Yamazato, Makoto","creatorNameLang":"en"}]},{"creatorNames":[{"creatorName":"Nishishiraho, Toshihiko","creatorNameLang":"en"}]},{"creatorNames":[{"creatorName":"Henna, Jogi","creatorNameLang":"en"}]},{"creatorNames":[{"creatorName":"Chen, Chunhang","creatorNameLang":"en"}]}]},"item_1617186476635":{"attribute_name":"Access Rights","attribute_value_mlt":[{"subitem_1522299639480":"open access","subitem_1600958577026":"http://purl.org/coar/access_right/c_abf2"}]},"item_1617186609386":{"attribute_name":"Subject","attribute_value_mlt":[{"subitem_1522299896455":"ja","subitem_1522300014469":"Other","subitem_1523261968819":"在庫過程"},{"subitem_1522299896455":"ja","subitem_1522300014469":"Other","subitem_1523261968819":"再帰性"},{"subitem_1522299896455":"ja","subitem_1522300014469":"Other","subitem_1523261968819":"レヴィ測度"},{"subitem_1522299896455":"ja","subitem_1522300014469":"Other","subitem_1523261968819":"OU型過程"},{"subitem_1522299896455":"ja","subitem_1522300014469":"Other","subitem_1523261968819":"ダム過程"},{"subitem_1522299896455":"en","subitem_1522300014469":"Other","subitem_1523261968819":"OU type process"},{"subitem_1522299896455":"ja","subitem_1522300014469":"Other","subitem_1523261968819":"エルゴード型"},{"subitem_1522299896455":"en","subitem_1522300014469":"Other","subitem_1523261968819":"recurrence"},{"subitem_1522299896455":"ja","subitem_1522300014469":"Other","subitem_1523261968819":"OV型過程"},{"subitem_1522299896455":"en","subitem_1522300014469":"Other","subitem_1523261968819":"storage process"},{"subitem_1522299896455":"ja","subitem_1522300014469":"Other","subitem_1523261968819":"オルンシュタイン=ウーレンベック型過程"},{"subitem_1522299896455":"en","subitem_1522300014469":"Other","subitem_1523261968819":"Levy measure"},{"subitem_1522299896455":"en","subitem_1522300014469":"Other","subitem_1523261968819":"recurrence"}]},"item_1617186626617":{"attribute_name":"Description","attribute_value_mlt":[{"subitem_description":"科研費番号: 09640283","subitem_description_type":"Other"},{"subitem_description":"平成9年度～平成10年度科学研究費補助金(基盤研究(C)(2))研究成果報告書","subitem_description_type":"Other"},{"subitem_description":"研究概要：{A(t)}をドリフト項のないsubordinator(非減少1次元加法過程)とし,rを右連続,左極限を持つ[0,∞)から[0,∞)への関数で r(0)=O,x>0で r(x)>0となるものとする.確率微分方程式 dx(t)=-r(X(t))dt+dA(t) で定まる確率過程{X(t)}を在庫過程(storage process)という.本研究の主目的は在庫過程が再帰的になるための必要十分条件を求め,それを多次元の場合にも拡張することであった.必要十分の形では条件を与えられなかったが,かなり良い十分条件が2つ得られた.研究成果は以下の通りである.(a)まず,在庫過程に対応する半群は (1)1/r(x)の[1,∞)での積分が発散し,(2)レヴィ測度の全測度が有限かまたはrが非減少であればバナッハ空間C_0で強連続であることを示した.つぎにレヴィ測度が有限な場合に生成作用素の定義域を決定した.さらにrが非減少の場合に生成作用素のコアを与えた.(b)また,在庫過程は正再帰的か零再帰的かまたは推移的であるかの3つの場合に場合分けできることを示し,再帰的(正再帰的または零再帰的)であるための十分条件および推移的であるための十分条件を得た.これらの条件ではrが非減少である事は仮定していない.これら二つの条件のどちらも適用できない場合があることを{A(t)}が安定過程でrがべき関数の場合に示した.しかし,特殊な場合(オルンシュタイン=ウーレンベック型過程になっている場合)には上記の推移的であるための十分条件の一部だけで十分条件になっていることがわかり,それはまた必要条件にもなっていることも示した.","subitem_description_type":"Other"},{"subitem_description":"研究概要：Let {A(t)} be a nonnegative subordinator without drift and r be a left continuous function on the nonnegative line to the nonnegative line with positive right limits satisfying r(O) = 0 and r(x) > 0 for x > 0. We say that a stochastic process {X(t)) is a storage process if it is determined by a stochastic differential equation dX(t) = -r(X(t))dt + dA(t) The following are our results : (a) A semigroup corresponding to the storage process is strongly continuous on the Basnach space consisting of bounded continuous functions on the nonnegative line vanishing at infinity if (I) an integral of 1/r(x) near infinity is divergent and (2) the total mass of the Levy measure is finite or the function r is nondecreasing. We determined the domain of the generator in the Case the total mass of the Levy measure is finite and gave a core for the generator in case the function r is nondecreasing. (b) We showed that the storage process is either positive recurrent or null recurrent or transient and obtained a sufficient condition for the process to be transient and a sufficient condition for the process to be recurrent. It should be remarked that 'we assume neither finiteness of the total mass of the Levy measure nor nondecreasingness of r. There are cases for which these two conditions can not be applied. However, we showed that in special case that the process Is a process of Ornstein-Uhlenbeck type, a part of the above mentioned sufficient condition for transience is sufficient for transience and it is also necessary.","subitem_description_type":"Other"},{"subitem_description":"未公開：P.2以降(別刷論文のため)","subitem_description_type":"Other"},{"subitem_description":"研究報告書","subitem_description_type":"Other"}]},"item_1617186643794":{"attribute_name":"Publisher","attribute_value_mlt":[{"subitem_1522300295150":"ja","subitem_1522300316516":"山里眞"}]},"item_1617186702042":{"attribute_name":"Language","attribute_value_mlt":[{"subitem_1551255818386":"eng"}]},"item_1617186783814":{"attribute_name":"Identifier","attribute_value_mlt":[{"subitem_identifier_type":"HDL","subitem_identifier_uri":"http://hdl.handle.net/20.500.12000/16187"}]},"item_1617186920753":{"attribute_name":"Source Identifier","attribute_value_mlt":[{"subitem_1522646500366":"NCID","subitem_1522646572813":"BA43197385"}]},"item_1617187056579":{"attribute_name":"Bibliographic Information","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"1999-03","bibliographicIssueDateType":"Issued"}}]},"item_1617258105262":{"attribute_name":"Resource Type","attribute_value_mlt":[{"resourcetype":"research report","resourceuri":"http://purl.org/coar/resource_type/c_18ws"}]},"item_1617265215918":{"attribute_name":"Version Type","attribute_value_mlt":[{"subitem_1522305645492":"VoR","subitem_1600292170262":"http://purl.org/coar/version/c_970fb48d4fbd8a85"}]},"item_1617605131499":{"attribute_name":"File","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","filename":"09640283.pdf","mimetype":"application/pdf","url":{"objectType":"fulltext","url":"https://u-ryukyu.repo.nii.ac.jp/record/2005449/files/09640283.pdf"},"version_id":"6ef0903d-1144-40e6-be42-9550021e2bad"}]},"item_title":"ジャンプ型マルコフ過程の再帰性の研究","item_type_id":"15","owner":"1","path":["1642838403123","1642838406414"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2010-03-09"},"publish_date":"2010-03-09","publish_status":"0","recid":"2005449","relation_version_is_last":true,"title":["ジャンプ型マルコフ過程の再帰性の研究"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2022-10-31T02:42:43.077178+00:00"}