Organization
Faculty of Economics Professor
Contact information
The inquiry by e-mail is 《here》
External link
KOSUGI Nobuko
Degree
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博士（理学） ( お茶の水女子大学 )
Education
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1998.3
Ochanomizu University Graduate School, Doctral Research Course in Human Culture doctor course withdrawn before completion
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1996.3
Ochanomizu University Graduate School, Division of Natural Science master course completed
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1990.3
Ochanomizu University Faculty of Science graduated
Research History
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2013.4 -
中央大学経済学部 教授
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2012.4 - 2013.3
東京海洋大学大学院海洋科学技術研究科 准教授
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2007.4 - 2012.3
東京海洋大学海洋工学部 准教授
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2003.10 - 2007.3
東京海洋大学海洋工学部 助教授
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2003.4 - 2003.9
東京商船大学商船学部 助教授
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2002.4 - 2003.3
東京商船大学商船学部 専任講師
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1998.4 - 2002.3
お茶の水女子大学理学部 助手
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1990.4 - 1992.11
日本銀行
Professional Memberships
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Mathematics Education Society of Japan
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電子情報通信学会
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日本数学会
Research Interests
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確率論
Research Areas
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Natural Science / Basic analysis / Basic analysis
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Natural Science / Basic mathematics / 数学基礎・応用数学
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Natural Science / Applied mathematics and statistics / 数学基礎・応用数学
Papers
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A note on the correlation matrix of fractional Brownian motion Reviewed
Nobuko Kosugi
International Mathematical Forum 14 ( 2 ) 69 - 72 2019.3
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A new approach to Bezout equations derived from multivariate polynomial matrices and real entire functions Reviewed
Koichi Suyama, Nobuko Kosugi
LINEAR & MULTILINEAR ALGEBRA 63 ( 11 ) 2318 - 2331 2015.11
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Bezout equations over bivariate polynomial matrices related by an entire function Reviewed
Koichi Suyama, Nobuko Kosugi
LINEAR & MULTILINEAR ALGEBRA 63 ( 6 ) 1138 - 1153 2015.6
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Digital redesign of infinite-dimensional controllers based on numerical integration of new representation Reviewed
Nobuko Kosugi, Koichi Suyama
SYSTEMS & CONTROL LETTERS 62 ( 7 ) 531 - 538 2013.7
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Continuous-time Markov analysis for risk evaluation Reviewed
Koichi Suyama, Nobuko Kosugi, Kyoko Kaneoka
International Journal of Contemporary Mathematical Sciences 8 381 - 399 2013.4
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Integrator reset strategy based on L2 gain analysis Reviewed
Koichi Suyama, Nobuko Kosugi
International Journal of Contemporary Mathematical Sciences 7 ( 39 ) 1947 - 1962 2012.8
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Safety assessment of control laws using Markov analysis Reviewed
Koichi Suyama, Nobuko Kosugi
Applied Mathematical Sciences 6 ( 95 ) 4737 - 4762 2012.7
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Digital redesign of infinite-dimensional controllers based on numerical integration Reviewed
Nobuko Kosugi, Koichi Suyama
Applied Mathematical Sciences 6 ( 77 ) 3801 - 3819 2012.6
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A new method for solving Bezout equations over 2-D polynomial matrices from delay systems Reviewed
Nobuko Kosugi, Koichi Suyama
Systems & Control Letters 61 ( 6 ) 723 - 729 2012.5
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An efficient calculation algorithm in continuous-time Markov analysis using large-scale numerical calculation Reviewed
Nobuko Kosugi, Koichi Suyama
International Mathematical Forum 7 ( 10 ) 455 - 467 2012.2
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Finite spectrum assignment of multi-input systems with non-commensurate delays Reviewed
Nobuko Kosugi, Koichi Suyama
INTERNATIONAL JOURNAL OF CONTROL 85 ( 9 ) 1197 - 1208 2012
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The d-OR gate problem in dynamic fault trees and its solution in Markov analysis Reviewed
Nobuko Kosugi, Koichi Suyama
International Mathematical Forum 6 ( 56 ) 2771 - 2793 2011.11
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New coprimeness over multivariable polynomial matrices and its application to control of delay systems Reviewed
Nobuko Kosugi, Koichi Suyama
Systems & Control Letters 60 ( 6 ) 414 - 419 2011.4
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Non-coherence in safety of switching control systems and its Markov analysis Reviewed
Nobuko Kosugi, Koichi Suyama
INTERNATIONAL JOURNAL OF CONTROL 84 ( 11 ) 1796 - 1806 2011
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Finite spectrum assignment of systems with general delays Reviewed
Nobuko Kosugi, Koichi Suyama
INTERNATIONAL JOURNAL OF CONTROL 84 ( 12 ) 1983 - 1995 2011
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数理モデルによる物流施設の立地の説明可能性に関する研究
松下修, 小杉のぶ子, 苦瀬博仁, 延東晃
東京海洋大学研究報告 6 33 - 45 2010.3
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Remarks on Tauberian theorem of exponential type and Fenchel-Legendre transform Reviewed
Y Kasahara, N Kosugi
OSAKA JOURNAL OF MATHEMATICS 39 ( 3 ) 613 - 619 2002.9
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A remark on the covariance matrix of fractional Brownian motion Reviewed
Yuji Kasahara, Norio Kono, Nobuko Kosugi
Natural Science Report of Ochanomizu University 52 ( 1 ) 13 - 19 2001.10
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Large deviation around the origin for sums of nonnegative i.i.d. random variables Reviewed
Yuji Kasahara, Nobuko Kosugi
Natural Science Report of Ochanomizu University 51 ( 1 ) 27 - 31 2000.11
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Tauberian theorem of exponential type on limits of oscillation Reviewed
N Kosugi
JOURNAL OF MATHEMATICS OF KYOTO UNIVERSITY 39 ( 4 ) 783 - 792 1999.12
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Tauberian theorem of exponential type and its application to multiple convolution Reviewed
N Kosugi
JOURNAL OF MATHEMATICS OF KYOTO UNIVERSITY 39 ( 2 ) 331 - 346 1999.7
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Functional limit theorem for occupation times of Gaussian processes - non-critical case Reviewed
N Kosugi
OSAKA JOURNAL OF MATHEMATICS 36 ( 1 ) 149 - 155 1999.3
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A limit theorem for occupation times of fractional Brownian motion Reviewed
Y Kasahara, N Kosugi
STOCHASTIC PROCESSES AND THEIR APPLICATIONS 67 ( 2 ) 161 - 175 1997.5
Books
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経済学部生のための数学 ー高校数学から偏微分までー
小杉, のぶ子（ Role： Sole author）
コロナ社 2023.10 （ ISBN:9784339061284 ）
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はじめての確率論
小杉のぶ子, 久保幹雄（ Role： Joint author）
近代科学社 2011.6
Research Projects
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Study of fractional Brownian motion
Grant number：10640107 1998 - 2000
Japan Society for the Promotion of Science Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C) Ochanomizu University
KASAHARA Yuji, KOSUGI Nobuko, MAEJIMA Makoto, KANEKO Akira
Grant amount： \2900000 （ Direct Cost: \2900000 ）
1. Fractional Brownian motions are Gaussian processes having self-similarity. We studied the relationship between the Hearst index and the asymptotic behavior of the tail probabilities of their local times. In relation to this problem we studied the order of infinitesimal of the determinant of the covariance matrix as the dimension goes to infinity. We proved that it decreases exponentially and we found the relation between the exponent and the Hearst index. We also generalized the above results for more general Gaussian processes.
2. When we studied the above problem we noticed that Tauberian theorems of exponential types are essential, and we obtained some useful theorems on this subject. As an application we studied the distribution function of the sums of independent random variables which are positive and identically distributed.
3. We studied on some properties of self-similar processes.
4. It is well known that the amount of time that a Brownian motion spends on the half line obeys the arc-sine law. We tried to find similar results for fractional Brownian motions but failed. Instead, however, we obtained an interesting result for linear diffusions : We found a relation between the so-called speed measure of the diffusion and the asymptotic behavior of the occupation time on the half line.
Allotted class
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2025 Fundamental Mathematics A1 Department
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2025 Fundamental Mathematics A2 Department
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2025 Calculus I Department
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2025 Calculus II Department
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2025 General Education Seminar Ⅰ(Natural Sciences) Department
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2025 General Education Seminar Ⅱ(Natural Sciences) Department
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2025 Linear Algebra I Department
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2025 Linear Algebra II Department