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Hmana Yuji

Affiliation
Faculty of Pure and Applied Sciences
Official title
Professor
Research fields
Basic analysis
Research keywords
確率解析
拡散過程
Research projects
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 数理物資系数学域 教授
2016-04 -- 2020-02熊本大学 大学院先端科学研究部 教授
2006-04 -- 2016-03Kumamoto University 大学院自然科学研究科 教授
2004-04 -- 2006-03Kumamoto University 理学部 教授
2002-10 -- 2004-03Toyou Insutitute of Technology 大学院理工学研究科 助教授
2000-04 -- 2002-09Kyushu University 大学院数理学研究院 助教授
1998-02 -- 2000-03Kyushu University 大学院数理学研究科 助教授
1994-06 -- 1998-01Kyushu University 大学院数理学研究科 講師
1992-07 -- 1994-06Kyushu University 工学部 助手
Academic background
1992-04 -- 1992-06Universityof Tokyo 大学院数理科学研究科博士課程 数理科学専攻Unfinished
1991-04 -- 1992-03Universityof Tokyo 大学院理学系研究科博士課程 数学専攻Other
1989-04 -- 1991-03Universityof Tokyo 大学院理学系研究科修士課程 数学専攻Completed
1985-04 -- 1989-03Keio University 理工学部 数理科学科Graduated
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
Refereed academic journal/Refereed international conference paper
  • 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 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
  • The limit theorems for the single point range of strongly transient random walks
    Hamana Yuji
    Osaka Journal of Mathematics/32(4)/pp.868-886, 1995-12
  • The fluctuation results for the single point range of random walks in low
    Hamana Yuji
    Japanese Journal of Mathematics (New Series)/21(2), 1995-10
  • The law of the iterated logarithm for the single point range random walk
    Hamana Yuji
    Tokyo Journal of Mathematics/17(1)/pp.171-180, 1994-06
  • The variance of the single point range of two dimensional recurrent random walk
    Hamana Yuji
    Proceedings of Japan Academy, Series A/68(7)/pp.195-197, 1992-12
Other articles
  • 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
  • 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
Teaching
2020-04 -- 2020-09確率論 I理工学群数学類
Professional activities
2020-04 -- (current)The Mathematical Society of Japan統計数学分科会運営委員
University Management
2020-04 -- (current)数理物質科学研究拠点運営委員会委員
2020-04 -- (current)学務委員会副委員
2020-07 -- (current)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: 2020-07-09)