SLE Boundary Visits

We study the probabilities with which chordal Schramm–Loewner evolutions (SLE) visit small neighborhoods of boundary points. We find formulas for general chordal SLE boundary visiting probability amplitudes, also known as SLE boundary zig-zags or order refined SLE multi-point Green’s functions on the boundary. Remarkably, an exact answer can be found to this important SLE question for an arbitrarily large number of marked points. The main technique employed is a spin chain–Coulomb gas correspondence between tensor product representations of a quantum group and functions given by Dotsenko–Fateev type integrals. We show how to express these integral formulas in terms of regularized real integrals, and we discuss their numerical evaluation. The results are universal in the sense that apart from an overall multiplicative constant the same formula gives the amplitude for many different formulations of the SLE boundary visit problem. The formula also applies to renormalized boundary visit probabilities for interfaces in critical lattice models of statistical mechanics: we compare the results with numerical simulations of percolation, loop-erased random walk, and Fortuin–Kasteleyn random cluster models at Q = 2 and Q = 3, and find good agreement.     

The Ground State Energy of the Massless Spin-Boson Model

We provide an explicit combinatorial expansion for the ground state energy of the massless spin-Boson model as a power series in the coupling parameter. Our method uses the technique of cluster expansion in constructive quantum field theory and takes as a starting point the functional integral representation and its reduction to an Ising model on the real line with long range interactions. We prove the analyticity of our expansion and provide an explicit lower bound on the radius of convergence. We do not need multiscale nor renormalization group analysis. A connection to the loop-erased random walk is indicated.     

Simple random walk on the line in random environment

Summary We obtain strong limiting bounds for the maximal excursion and for the maximum reached by a random walk in a random environment. Our results derive from a simple proof of Pólya's theorem for the recurrence of the random walk on the line. As applications, we obtain bounds for the number of visits of the random walk at the origin.     

Displacement exponent for loop-erased random walk on the Sierpiński gasket

We prove that loop-erased random walks on the finite pre-Sierpiński gaskets can be extended to a loop-erased random walk on the infinite pre-Sierpiński gasket by using the ‘erasing-larger-loops-first’ method, and obtain the asymptotic behavior of the walk as the number of steps increases, in particular, the displacement exponent and a law of the iterated logarithm.     

Symmetric random walk in random environment in one dimension

We give a new proof of the central limit theorem for one dimensional symmetric random walk in random environment. The proof is quite elementary and natural. We show the convergence of the generators and from this we conclude the convergence of the process. We also investigate the hydrodynamic limit (HDL) of one dimensional symmetric simple exclusion in random environment and prove stochastic convergence of the scaled density field. The macroscopic behaviour of this field is given by a linear heat equation. The diffusion coefficient is the same as that of the corresponding random walk. This revised version was published online in June 2006 with corrections to the Cover Date.     

Loop-erased random walk on the Sierpinski gasket

In this paper the loop-erased random walk on the finite pre-Sierpiński gasket is studied. It is proved that the scaling limit exists and is a continuous process. It is also shown that the path of the limiting process is almost surely self-avoiding, while having Hausdorff dimension strictly greater than 1. The loop-erasing procedure proposed in this paper is formulated by erasing loops, in a sense, in descending order of size. It enables us to obtain exact recursion relations, making direct use of ‘self-similarity’ of a fractal structure, instead of the relation to the uniform spanning tree. This procedure is proved to be equivalent to the standard procedure of chronological loop-erasure.     

Scaling limit of local time of Sinai’s random walk

We prove that the local times of a sequence of Sinai’s random walks converge to those of Brox’s diffusion by proper scaling. Our proof is based on the intrinsic branching structure of the random walk and the convergence of the branching processes in random environment.     

Slow movement of a random walk on the range of a random walk in the presence of an external field

In this article, a localisation result is proved for the biased random walk on the range of a simple random walk in high dimensions ( $d\ge 5$ ). This demonstrates that, unlike in the supercritical percolation setting, a slowdown effect occurs as soon as a non-trivial bias is introduced. The proof applies a decomposition of the underlying simple random walk path at its cut-times to relate the associated biased random walk to a one-dimensional random walk in a random environment in Sinai’s regime. Via this approach, a corresponding aging result is also proved.     

Stochastic Loewner evolution in doubly connected domains

This paper introduces the annulus SLE processes in doubly connected domains. Annulus SLE₆ has the same law as stopped radial SLE₆, up to a time-change. For 6, some weak equivalence relation exists between annulus SLE and radial SLE. Annulus SLE₂ is the scaling limit of the corresponding loop-erased conditional random walk, which implies that a certain form of SLE₂ satisfies the reversibility property. We also consider the disc SLE process defined as a limiting case of the annulus SLEs. Disc SLE₆ has the same law as stopped full plane SLE₆, up to a time-change. Disc SLE₂ is the scaling limit of loop-erased random walk, and is the reversal of radial SLE₂.     

Loop-Erased Random Walk on Finite Graphs and the Rayleigh Process

Let (G _n ) _n=1^∞ be a sequence of finite graphs, and let Y _t be the length of a loop-erased random walk on G _n after t steps. We show that for a large family of sequences of finite graphs, which includes the case in which G _n is the d-dimensional torus of size-length n for d≥4, the process (Y _t ) _t=0^∞, suitably normalized, converges to the Rayleigh process introduced by Evans, Pitman, and Winter. Our proof relies heavily on ideas of Peres and Revelle, who used loop-erased random walks to show that the uniform spanning tree on large finite graphs converges to the Brownian continuum random tree of Aldous. Supported in part by NSF Grant DMS-0504882.     

Quenched invariance principle for simple random walk on discrete point processes

We consider the simple random walk on random graphs generated by discrete point processes. This random walk moves on graphs whose vertex set is a random subset of a cubic lattice and whose edges are lines between any consecutive vertices on lines parallel to each coordinate axis. Under the assumption that the discrete point processes are finitely dependent and stationary, we prove that the quenched invariance principle holds, i.e., for almost every configuration of the point process, the path distribution of the walk converges weakly to that of a Brownian motion.     

Fundamental constants in the theory of two-dimensional uniform spanning trees

Three characteristics of two-dimensional uniform spanning trees are nontrivially related to one another: the average density of a sandpile, the looping constant of a square lattice, and the return probability of a loop-erased random walk. We briefly trace the long history of the discovery of their unexpected rational values.     

Boundaries and random walks on finitely generated infinite groups

We prove that almost every path of a random walk on a finitely generated nonamenable group converges in the compactification of the group introduced by W. J. Floyd. In fact, we consider the more general setting of ergodic cocycles of some semigroup of one-Lipschitz maps of a complete metric space with a boundary constructed following Gromov. We obtain in addition that when the Floyd boundary of a finitely generated group is non-trivial, then it is in fact maximal in the sense that it can be identified with the Poisson boundary of the group with reasonable measures. The proof relies on works of Kaimanovich together with visibility properties of Floyd boundaries. Furthermore, we discuss mean proximality of ϖΓ and a conjecture of McMullen. Lastly, related statements about the convergence of certain sequences of points, for example quasigeodesic rays or orbits of one-Lipschitz maps, are obtained.     

Structure of the Particle Population for a Branching Random Walk with a Critical Reproduction Law

We consider a continuous-time symmetric branching random walk on the d-dimensional lattice, d ≥?1, and assume that at the initial moment there is one particle at every lattice point. Moreover, we assume that the underlying random walk has a finite variance of jumps and the reproduction law is described by a continuous-time Markov branching process (a continuous-time analog of a Bienamye-Galton-Watson process) at every lattice point. We study the structure of the particle subpopulation generated by the initial particle situated at a lattice point x. We replay why vanishing of the majority of subpopulations does not affect the convergence to the steady state and leads to clusterization for lattice dimensions d =?1 and d =?2.

     

Theoreme de Donsker et formes de Dirichlet

We use the language of errors to handle local Dirichlet forms with squared field operator (cf. [N. Bouleau, Error Calculus for Finance and Physics, the Language of Dirichlet Forms, De Gruyter, 2003]). Let us consider, under the hypotheses of Donsker theorem, a random walk converging weakly to a Brownian motion. If, in addition, the random walk is supposed to be erroneous, the convergence occurs in the sense of Dirichlet forms and induces the Ornstein-Uhlenbeck structure on the Wiener space. This quite natural result uses an extension of Donsker theorem to functions with quadratic growth. As an application we prove an invariance principle for the gradient of the maximum of the Brownian path computed by Nualart and Vives.     

Slit Holomorphic Stochastic Flows and Gaussian Free Field

It was realized recently that the chordal, radial and dipolar Schramm–Löwner evolution (SLEs) are special cases of a general slit holomorphic stochastic flow. We characterize those slit holomorphic stochastic flows which generate level lines of the Gaussian free field. In particular, we describe the modifications of the Gaussian free field (GFF) corresponding to the chordal and dipolar SLE with drifts. Finally, we develop a version of conformal field theory based on the background charge and Dirichlet boundary condition modifications of GFF and present martingale-observables for these types of SLEs.     

Obstructions to chordal circular-arc graphs of small independence number

A blocking quadruple (BQ) is a quadruple of vertices of a graph such that any two vertices of the quadruple either miss (have no neighbours on) some path connecting the remaining two vertices of the quadruple, or are connected by some path missed by the remaining two vertices. This is akin to the notion of asteroidal triple used in the classical characterization of interval graphs by Lekkerkerker and Boland [Klee, V., What are the intersection graphs of arcs in a circle?, American Mathematical Monthly 76 (1976), pp. 810–813.].In this note, we first observe that blocking quadruples are obstructions for circular-arc graphs. We then focus on chordal graphs, and study the relationship between the structure of chordal graphs and the presence/absence of blocking quadruples.Our contribution is two-fold. Firstly, we provide a forbidden induced subgraph characterization of chordal graphs without blocking quadruples. In particular, we observe that all the forbidden subgraphs are variants of the subgraphs forbidden for interval graphs [Klee, V., What are the intersection graphs of arcs in a circle?, American Mathematical Monthly 76 (1976), pp. 810–813.]. Secondly, we show that the absence of blocking quadruples is sufficient to guarantee that a chordal graph with no independent set of size five is a circular-arc graph. In our proof we use a novel geometric approach, constructing a circular-arc representation by traversing around a carefully chosen clique tree.     

Zeno's walk: A random walk with refinements

Summary. A self-modifying random walk on is derived from an ordinary random walk on the integers by interpolating a new vertex into each edge as it is crossed. This process converges almost surely to a random variable which is totally singular with respect to Lebesgue measure, and which is supported on a subset of having Hausdorff dimension less than , which we calculate by a theorem of Billingsley. By generating function techniques we then calculate the exponential rate of convergence of the process to its limit point, which may be taken as a bound for the convergence of the measure in the Wasserstein metric. We describe how the process may viewed as a random walk on the space of monotone piecewise linear functions, where moves are taken by successive compositions with a randomly chosen such function. Received: 20 November 1995 / In revised form: 14 May 1996     

Critical percolation exploration path and SLE 6: a proof of convergence

It was argued by Schramm and Smirnov that the critical site percolation exploration path on the triangular lattice converges in distribution to the trace of chordal SLE ₆. We provide here a detailed proof, which relies on Smirnov’s theorem that crossing probabilities have a conformally invariant scaling limit (given by Cardy’s formula). The version of convergence to SLE ₆ that we prove suffices for the Smirnov–Werner derivation of certain critical percolation crossing exponents and for our analysis of the critical percolation full scaling limit as a process of continuum nonsimple loops. Research of Charles M.Newman was partially supported by the US NSF under grants DMS-01-04278 and DMS-06-06696.     

Position dependent and stochastic thinning of point processes

A short probabilistic proof of Kallenberg's theorem [2] on thinning of point processes is given. It is extended to the case where the probability of deletion of a point depends on the position of the point and is itself random. The proof also leads easily to a statement about the rate of convergence in Renyi's theorem on thinning a renewal process.