Hmana Yuji
- Affiliation
- Institute of Pure and Applied Sciences
- Official title
- Professor
- Research fields
Basic analysis - Research keywords
確率解析 拡散過程 ベッセル過程 Ornstein-Uhlenbeck 過程 Wiener sausage ランダムウォーク 到達時刻 ベッセル関数 多重点 大偏差原理 - Research projects
拡散過程の到達時刻と標本路から定まる筒形集合に関する研究 2020 -- 2023 濱名 裕治 Japan Society for the Promotion of Science/Grant-in-Aid for Scientific Research (C) 2,730,000Yen 拡散過程から定まる筒形集合の体積の大域的性質に関する研究 2016-04 -- 2020-03 濱名裕治 Japan Society of for the Promotion of Science/Grant-in-Aid for Scientific Research (C) (KAKENHI) 4,030,000Yen 確率過程が定める筒形集合の大域的性質の研究 2012-04 -- 2016-03 濱名裕治 Japan Society of for the Promotion of Science/Grant-in-Aid for Scientific Research (C) (KAKENHI) 4,550,000Yen 不規則媒質中のランダムウォークの漸近挙動の研究 2008-04 -- 2012-03 濱名裕治 Japan Society of for the Promotion of Science/Grant-in-Aid for Scientific Research (C) (KAKENHI) 3,380,000Yen ランダム媒質中のランダムウォークに関する大域的性質 2002-04 -- 2006-03 濱名裕治 Japan Society of for the Promotion of Science/科学研究費補助金 基盤研究(C) 3,100,000Yen ランダム媒質中のランダムウォークに関する漸近的性質 2000-04 -- 2002-03 濱名裕治 Japan Society of for the Promotion of Science/科学研究費補助金 奨励研究(A) 1,900,000Yen ランダム媒質中のランダム・ウォークに関する漸近的性質 1997-04 -- 1999-03 濱名裕治 Japan Society of for the Promotion of Science/科学研究費補助金 奨励研究(A) 2,300,000Yen ランダム媒質中の確率過程に関する漸近的性質 1996-04 -- 1997-03 濱名裕治 Japan Society of for the Promotion of Science/科学研究費補助金 奨励研究(A) 900,000Yen ランダム媒質中の確率過程の大域的性質 1995-04 -- 1996-03 濱名裕治 Japan Society of for the Promotion of Science/科学研究費補助金 奨励研究(A) 1,000,000Yen - Career history
2020-03 -- (current) University of Tsukuba数理物資系教授 2016-04 -- 2020-02 熊本大学大学院先端科学研究部教授 2006-04 -- 2016-03 Kumamoto University大学院自然科学研究科教授 2004-04 -- 2006-03 Kumamoto University理学部教授 2002-10 -- 2004-03 Toyou Insutitute of Technology大学院理工学研究科助教授 2000-04 -- 2002-09 Kyushu University大学院数理学研究院助教授 1998-02 -- 2000-03 Kyushu University大学院数理学研究科助教授 1994-06 -- 1998-01 Kyushu University大学院数理学研究科講師 1992-07 -- 1994-06 Kyushu University工学部助手 - Academic background
1992-04 -- 1992-06 Universityof Tokyo 大学院数理科学研究科博士課程 数理科学専攻 1991-04 -- 1992-03 Universityof Tokyo 大学院理学系研究科博士課程 数学専攻 1989-04 -- 1991-03 Universityof Tokyo 大学院理学系研究科修士課程 数学専攻 1985-04 -- 1989-03 Keio University 理工学部 数理科学科 - Degree
1994-03 博士(数理科学) 東京大学 1991-03 理学修士 東京大学 1989-03 理学士 慶應義塾大学 - Academic societies
1991-01 -- (current) The Mathematical Society of Japan - Honors & Awards
2012-05 熊本大学教育活動表彰 2004-03 手島工業教育資金団藤野研究賞 1997-10 日本数学会賞建部賢弘賞 - Articles
- Square-root boundaries for Bessel processes and hitting times of radial Ornstein-Uhlenbeck processes
濱名 裕治
OPUSCULA MATHEMATICA/43(2)/pp.145-172, 2023-03 - Asymptotic expansions for the first hitting times of Bessel processes
Hamana Yuji; Kaikura Ryo; Shinozaki Kosuke
Opuscula Mathematica/41(4)/pp.509-537, 2021-07 - Wiener sausage に対する極限定理と関連する話題
濱名 裕治
「数学」(日本数学会編集)/54(2)/pp.147-166, 2002-04 - The probability distributions of the first hitting times of radial Ornstein-Uhlenbeck processes
Hamana Yuji
Studia Mathetatica/251(1)/pp.65-88, 2020-01 - Hitting times to spheres of Brownian motions with drifts starting from the origin
Hamana Yuji
Proceedings of Japan Academy, Series A/95(4)/pp.37-39, 2019-03 - On the zeros of the Macdonald functions
Hamana Yuji; Matsumoto Hiroyuki; Shirai Tomoyuki
Opuscula Mathematica/39(3)/pp.361-381, 2019-02 - Precise asymptotic formulae for the first hitting times of Bessel processes
Hamana Yuji; Matsumoto Hiroyuki
Tokyo Journal of Mathematics/41(2)/pp.603-615, 2018-12 - A formula for the expected volume of the Wiener sausage with constant drift
Hamana Yuji; Matsumoto Hiroyuki
Forum Mathematicum/29(2)/pp.369-381, 2017-03 - Hitting times to spheres of Brownian motions with and without drifts
Hamana Yuji; Matsumoto Hiroyuki
Proceedings of the American Mathematical Society/144(12)/pp.5385-5396, 2016-12 - Hitting times of Bessel processes, volume of Wiener sausages and zeros of Macdonald functions
Hamana Yuji; Matsumoto Hiroyuki
Journal of the Mathematical Society of Japan/68(4)/pp.1615-1653, 2016-10 - Asymptotic expansion of the expected volume of the Wiener sausage in even dimensions
Hamana Yuji
Kyushu Journal of Mathematics/70(1)/pp.167-196, 2016-03 - Asymptotics of the probability distributions of the first hitting time of Bessel processes
Hamana Yuji; Matsumoto Hiroyuki
Electronic Communications in Probability/19(5)/pp.1-5, 2014-01 - The probability distribution of the first hitting time of Bessel processes
Hamana Yuji; Matsumoto Hiroyuki
Transactions of the American Mathematical Society/365(10)/pp.5237-5257, 2013-10 - The probability densities of the first hitting times of Bessel processes
Hamana Yuji; Matsumoto Hiroyuki
Journal of Math-for-Industry/4B/pp.91-95, 2012-12 - The expected volume and surface area of the Wiener sausage in odd dimensions
Hamana Yuji
Osaka Journal of Mathematics/49(4)/pp.853-868, 2012-12 - On the expected volume of the Wiener sausage
Hamana Yuji
Journal of the Mathematical Society of Japan/62(4)/pp.1113-1136, 2010-10 - On the range of pinned random walks
Hamana Yuji
Tohoku Journal of Mathematics (2)/58(3)/pp.329-357, 2006-09 - A remark on the range of three dimensional pinned random walks
Hamana Yuji
Kumamoto Journal of Mathematics/19/pp.83-98, 2006-03 - Large deviations for the range of an integer valued random walk
Hamana Yuji; Kesten Harry
Annales de l'Institut Henri Poincare/38(1)/pp.17-58, 2002-06 - A large-deviation result for the range of random walk and for the Wiener sausage
Hamana Yuji; Kesten Harry
Probability Theory and Related Fields/120(2)/pp.183-208, 2001-06 - Asymptotics of the moment generating function for the range of random walks
Hamana Yuji
Journal of Theoretical Probability/14(1)/pp.189-197, 2001-01 - An almost sure invariance principle for the range of random walks
Hamana Yuji
Stochastic Processes and Their Applications/78(2)/pp.131-143, 1998-11 - A remark on the multiple point range of two dimensional random walks
Hamana Yuji
Kyushu Journal of Mathematics/52(1)/pp.23-80, 1998-03 - The fluctuation result for the multiple point range of two dimensional recurrent random walks
Hamana Yuji
The Annals of Probability/25(2), 1997-04 - On the multiple point range of three dimensional random walks
Hamana Yuji
Kobe Journal of Mathematics/12(2)/pp.95-122, 1995-12 - more...
- Square-root boundaries for Bessel processes and hitting times of radial Ornstein-Uhlenbeck processes
- Teaching
2023-10 -- 2024-02 Research in Analysis IA University of Tsukuba. 2023-10 -- 2024-02 Seminar on Mathematics University of Tsukuba. 2023-04 -- 2023-08 Seminar on Mathematics University of Tsukuba. 2023-10 -- 2024-02 Internship in Mathematics IV University of Tsukuba. 2023-04 -- 2023-08 Internship in Mathematics IV University of Tsukuba. 2023-10 -- 2024-02 Research in Analysis IIA University of Tsukuba. 2023-04 -- 2023-08 Research in Analysis VB University of Tsukuba. 2023-04 -- 2023-08 Research in Analysis IIIB University of Tsukuba. 2023-04 -- 2023-08 Research in Analysis IIB University of Tsukuba. 2023-10 -- 2024-02 Research in Analysis IVA University of Tsukuba. more... - Professional activities
2020-04 -- (current) The Mathematical Society of Japan 統計数学分科会運営委員 - University Management
2022-04 -- (current) 学務委員会 委員 2021-04 -- 2022-03 ジャーナル編集委員会 編集委員 2020-04 -- (current) 数理物質科学研究拠点運営委員会 委員 2020-07 -- 2021-03 ジャーナル編集委員会 編集委員長 2020-04 -- 2020-06 ジャーナル編集委員会 編集委員
(Last updated: 2023-04-19)