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Staff Introduction

OKADA, Izumi / Assistant Professor

I mainly study stochastic processes such as simple random walks on multidimensional integer lattice. In particular, I am interested in the limit theorem of the local time (Number of visits to each vertex) of a simple random walk. Although the definition of local time is simple, it is known that relationship to various stochastic processes such as Gaussian free fields is interesting. For example, I aim to understand the relationship with other objects from the analysis of singularities defined from local time.

Keywords Probability Theory, Simple Random Walk, Local Time
Faculty , Department Faculty of Mathematics , Department of Mathematical Sciences