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Nobuaki Naganuma

Publications and source records attributed to Nobuaki Naganuma.

7 recordsLinked to original sources

Elephant Random Walks on Coverings of Dipole Graphs

In the present paper, we introduce and analyze elephant random walks (ERWs) on bipartite periodic lattices arising as coverings of dipole graphs. We focus on lattices whose admissible step directions in the two parts of the bipartition are negatives of each other and disjoint. On such graphs, we define an ERW in which each step is chosen by referring to the entire history of the walk. The ERW on the hexagonal lattice is a prototypical example of our model. The definition and asymptotic analysis of such ERWs are not straightforward because both depend strongly on the underlying geometric structure. Our analysis is based on a combination of the Pólya-type urn techniques and the martingale approach, two standard methods for analyzing ERWs. We find that the counting process of the ERW forms a Pólya-type urn with two-periodic generating matrices. By analyzing for such urn models, we show the strong law of large numbers for the counting process. Combining the result for the counting process with the martingale approach, we derive non-standard strong laws of large numbers and central limit theorems for the position process of the ERW in the diffusive and critical regimes, as well as almost sure and $L^2$ scaling limits in the superdiffusive regime.

math.PR↗

Hölder estimates and weak convergences of certain weighted sum processes

We study weighted sum processes associated to elements in a Wiener chaos with fixed order. More precisely, we show Hölder estimates and a functional limit theorem for them. Main tools we use are the integration by parts formula in Malliavin calculus, the fourth moment theorem, and estimates in multidimensional Young integrals.

math.PR↗

An interpolation of discrete rough differential equations and its applications to analysis of error distributions

We consider the solution $Y_t$ $(0\le t\le 1)$ and several approximate solutions $\hat{Y}^m_t$ of a rough differential equation driven by a fractional Brownian motion $B_t$ with the Hurst parameter $1/3 1$) for certain explicit positive number $\varepsilon>0$. As a consequence, we obtain an estimate of the convergence rate of $\sup_{0\leq t\leq 1}|\hat{Y}^m_t-Y_t|\to 0$ in $L^p$ also.

math.PR↗

Error analysis for approximations to one-dimensional SDEs via the perturbation method

We study asymptotic error distributions associated with standard approximation scheme for one-dimensional stochastic differential equations driven by fractional Brownian motions. This problem was studied by, for instance, Gradinaru-Nourdin [6], Neuenkirch and Nourdin [14] and the second named author [13]. The aim of this paper is to extend their results to the case where the equations contain drift terms and simplify the proof of estimates of the remainder terms in [13]. To this end, we represent the approximation solution as the solution of the equation which is obtained by replacing the fractional Brownian path with a perturbed path. We obtain the asymptotic error distribution as a directional derivative of the solution by using this expression.

math.PR↗

Asymptotic expansion of the density for hypoelliptic rough differential equation

We study a rough differential equation driven by fractional Brownian motion with Hurst parameter $H$ $(1/4<H \le 1/2)$. Under Hörmander's condition on the coefficient vector fields, the solution has a smooth density for each fixed time. Using Watanabe's distributional Malliavin calculus, we obtain a short time full asymptotic expansion of the density under quite natural assumptions. Our main result can be regarded as a "fractional version" of Ben Arous' famous work on the off-diagonal asymptotics.

math.PR↗

Malliavin Calculus for Non-colliding Particle Systems

In this paper, we use Malliavin calculus to show the existence and continuity of density functions of $d$-dimensional non-colliding particle systems such as hyperbolic particle systems and Dyson Brownian motion with smooth drift. For this purpose, we apply results proved by Florit and Nualart (1995) and Naganuma (2013) on locally non-degenerate Wiener functionals.

math.PR↗

Stochastic complex Ginzburg-Landau equation with space-time white noise

We study the stochastic cubic complex Ginzburg-Landau equation with complex-valued space-time white noise on the three dimensional torus. This nonlinear equation is so singular that it can only be under- stood in a renormalized sense. In the first half of this paper we prove local well-posedness of this equation in the framework of regularity structure theory. In the latter half we prove local well-posedness in the framework of paracontrolled distribution theory.

math.PR↗