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J-GLOBAL ID:200901040482082491
Update date: Feb. 01, 2024
MATSUMOTO Hiroyuki
マツモト ヒロユキ | MATSUMOTO Hiroyuki
Affiliation and department:
Job title:
Professor
Research field (2):
Applied mathematics and statistics
, Basic mathematics
Research theme for competitive and other funds (5):
- 2018 - 現在 解析的手法による拡散過程の研究
- 2021 - 2024 解析的手法による確率過程の研究
- 2018 - 2021 解析的手法による拡散過程の研究
- 2014 - 2017 Stochastic Analysis and its applications to partial differential operators
- 2011 - 2014 Stochastic analysis and its application to differential operators
Papers (59):
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Hiroyuki Matsumoto and Jun Otani. Laplacian and Brownian motion on positive definite matrices, revisited. Statist. Probab. Lett. 2023
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On the zeros of the Macdonald functions. Opuscula Math. 2019. 39. 3. 361-382
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Y.Hamana, H.Matsumoto. Precise Asymptotic Formulae for the First Hitting Times of Bessel Processes. Tokyo J. Math. 2018. 41. 2. 603-615
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Larbi Alili, Hiroyuki Matsumoto. Further studies on square-root boundaries for Bessel processes. Electr. Commnu. Probab. 2018. 23. 39. 1-9
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Yuji Hamana, Hiroyuki Matsumoto. A formula for the expected volume of the Wiener sausage with constant drift. Forum Math. 2018. 29. 2. 369-381
more...
MISC (2):
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The asymptotic distributions of the eigenvalues for the Schroedinger operators with magnetic fields. Asymptotic Problems in Probability Theory: Wiener Functionals and Asymptotics,. 1993. 169-193
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H.Matsumoto. Limit theorems for stochastic processes of jump type as current valued processes. Bull. Fac. General Education, Gifu Univ. 1987. 22. 101-105
Books (4):
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Stochastic Analysis
Cambridge University Press 2017
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確率解析
培風館 2013
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応用のための確率論・確率過程
サイエンス社 2004
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数理統計入門
学術図書 1990
Lectures and oral presentations (6):
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Quasi-conformal mappings and two-dimensional diffusion processes
(London Mathematical Society EPSRC Durham Symposium, Stochastic Integrals 2017)
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上半平面上のブラウン運動とセルバーグ跡公式
(日本数学会秋季総合分科会 1998)
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Brownian Motion on the Hyperbolic Plane and the Selberg Trace Formula
(Geometry in Stochastic Differential Equations 1997)
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Spectral Asymptotics for Schroedinger Operators with Magnetic Fields
(International Symposium Spectral and Scattering Theory (Taniguchi Symposium) 1992)
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磁場の中の Schroedinger 作用素に対する固有値の漸近分布
(日本数学会年会 1991)
more...
Works (1):
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ブラウン運動
池田信行氏,谷口説男,松本裕行 2012 -
Education (3):
- 1984 - 1986 Osaka University Graduate School, Division of Natural Science
- 1982 - 1984 Osaka University Graduate School, Division of Natural Science
- 1977 - 1982 Kyoto University Faculty of Science
Professional career (1):
Work history (9):
- 2021/04 - 現在 Aoyama Gakuin University College of Science and Engineering Department of Mathematical Sciences Professor
- 2017/09 - 現在 Nagoya University Professor Emeritus
- 2012/04 - 2021/03 Aoyama Gakuin University College of Science and Engineering Department of Physics and Mathematics Professor
- 2010/04 - 2012/03 Professor
- 2003/04 - 2010/03 Professor
- 2002/02 - 2003/03 Professor
- 1996/04 - 2002/02 Associate Professor
- 1990/04 - 1996/03 Associate Professor
- 1986/04 - 1990/03 Lecturer
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Committee career (3):
- 2012/07 - 2021/06 日本数学会 Memoirs 編集委員会 編集委員 編集委員
- 2009 - 2012 Journal of Mathematical Society of Japan editorial board
- 2009 - 2012 Journal of Mathematical Society of Japan 編集委員会 編集委員
Association Membership(s) (1):
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