日本における自殺予防のための電話相談利用者の実態に関する疫学研究

筑波大学 (University of Tsukuba)201

Turbulent Diffusion associated with the 1D Benney Equation and a Generalized Cauchy Process(The 9th Symposium on Non-Equilibrium Statisitical Physics)

抄録な

Statistical Mechanical Rules Underlying Annihilation and Creaton of Solitons in a Driven Non-linear Schrodinger Equation

この論文は国立情報学研究所の電子図書館事業により電子化されました

Fundamental Research on Method of Evaluating Brain Function for Finding Risk Factors

課題番号：2050025

Maximum likelihood estimators for generalized Cauchy processes

Maximum likelihood estimator (MLE) for a generalized Cauchy process (GCP) is studied with the aid of the method of information geometry in statistics. Our GCP is described by the Langevin equation with multiplicative and additive noises. The exact expressions of MLEs are given for the two cases that the two types of noises are uncorrelated and mutually correlated. It is shown that the MLEs for these two GCPs are free from divergence even in the parameter region wherein the ordinary moments diverge. The MLE relations can be regarded as a generalized fluctuation-dissipation theorem for the present Langevin equation. Availability of them and of some other higher order statistics is demonstrated theoretically and numerically