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- Masato Hisakado
- 1996

We discussed relations between the full unitary matrix models and the Painlevé III. Coupling the Toda equations and the string equations, we derive a special case of the P III equation. From the Virasoro constrains, we can use the radial coordinate. The relation between t 1 and t −1 is like the complex conjugate.

Observational learning is an important information aggregation mechanism. However, it occasionally leads to a state in which an entire population chooses a suboptimal option. When this occurs and whether it is a phase transition remain unanswered. To address these questions we perform a voting experiment in which subjects answer a two-choice quiz… (More)

- Masato Hisakado
- 1998

We consider the (coupled) Davey-Stewartson (DS) system and its Bäcklund transformations (BT). Relations among the Davey-Stewartson system, the double Kadomtsev-Petviashvili (KP) system and the Ablowitz-Ladik hierarchy (ALH) are established. The DS hierarchy and the double KP system are equivalent. The ALH is the BT of the DS system in a certain reduction.… (More)

We consider a situation where one has to choose an option with multiplier m. The multiplier is inversely proportional to the number of people who have chosen the option and is proportional to the return if it is correct. If one does not know the correct option, we call him a herder, and then there is a zero-sum game between the herder and other people who… (More)

- Masato Hisakado
- 2008

The soliton structure of a gauge theory proposed to describe chiral excitations in the multi-Layer Fractional Quantum Hall Effect is investigated. A new type of derivative multi-component nonlinear Schrödinger equation emerges as effective description of the system that supports novel chiral solitons. We discuss the classical properties of the solutions and… (More)

- Masato Hisakado
- 2008

We study the full unitary matrix models. Introducing a new term l log U , l plays the role of the discrete time. On the other hand, the full unitary matrix model contains a topological term. In the continuous limit it gives rise to a phase transition at θ = π. The ground state is characterize by the discrete time l. The discrete time l plays like the… (More)

- Masato Hisakado, Miki Wadati
- 2008

Recursion relations for orthogonal polynominals, arising in the study of the one-matrix model of two-dimensional gravity, are shown to be equvalent to the equations of the Toda-chain hierarchy supplemented by additional Virasoro constraints. This is the case without the double scaling limit. A discrete time variable to the matrix model is introduced. The… (More)

- Ayaka Sakata, Masato Hisakado, Shintaro Mori
- 2008

We introduce an infectious default and recovery model for N obligors. The obligors are assumed to be exchangeable and their states are described by N Bernoulli-type random variables S i (i = 1, · · · , N). They are expressed by multiplying independent Bernoulli variables X i , Y ij and Y ′ ij , and the default and recovery infections are described by Y ij… (More)

- Shintaro Mori, Kenji Kitsukawa, Masato Hisakado
- 2008

We show how to analyze and interpret the correlation structures, the conditional expectation values and correlation coefficients of exchangeable Bernoulli random variables. We study implied default distributions for the iTraxx-CJ tranches and some popular probabilistic models , including the Gaussian copula model, Beta binomial distribution model and… (More)

- Shintaro Mori, Kazuaki Nakayama, Masato Hisakado
- Physical review. E
- 2016

We study a simple model for social learning agents in a restless multiarmed bandit. There are N agents, and the bandit has M good arms that change to bad with the probability q_{c}/N. If the agents do not know a good arm, they look for it by a random search (with the success probability q_{I}) or copy the information of other agents' good arms (with the… (More)