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Path transformations are fundamental to the study of Brownian motion and related stochastic processes, offering elegant constructions of the Brownian bridge, meander, and excursion. Central to this theory is the well-established link…

Probability · Mathematics 2026-03-10 Gabriel Berzunza Ojeda , Ju-Yi Yen

We study various self-avoiding walks (SAWs) which are constrained to lie in the upper half-plane and are subjected to a compressive force. This force is applied to the vertex or vertices of the walk located at the maximum distance above the…

Mathematical Physics · Physics 2021-12-20 Nicholas R. Beaton , Anthony J. Guttmann , Iwan Jensen , Gregory F. Lawler

We conjecture a relationship between the scaling limit of the fixed-length ensemble of self-avoiding walks in the upper half plane and radial SLE with kappa=8/3 in this half plane from 0 to i. The relationship is that if we take a curve…

Probability · Mathematics 2015-05-27 Tom Kennedy

We define a new ensemble for self-avoiding walks in the upper half-plane, the fixed irredicible bridge ensemble, by considering self-avoiding walks in the upper half-plane up to their $n$-th bridge height, $Y_n$, and scaling the walk by…

Mathematical Physics · Physics 2015-06-23 Michael James Gilbert

The conjecture that the scaling limit of the two-dimensional self-avoiding walk (SAW) in a half plane is given by the stochastic Loewner evolution (SLE) with $\kappa=8/3$ leads to explicit predictions about the SAW. A remarkable feature of…

Probability · Mathematics 2009-11-07 Tom Kennedy

Aldous and Pitman (1994) studied asymptotic distributions, as n tends to infinity, of various functionals of a uniform random mapping of a set of n elements, by constructing a mapping-walk and showing these mapping-walks converge weakly to…

Probability · Mathematics 2007-05-23 David Aldous , Jim Pitman

We calculate improved lower bounds for the connective constants for self-avoiding walks on the square, hexagonal, triangular, $(4.8^2)$, and $(3.12^2)$ lattices. The bound is found by Kesten's method of irreducible bridges. This involves…

Statistical Mechanics · Physics 2009-11-10 Iwan Jensen

For n-bridge decompositions of links in S^3, we propose a practical method to ensure that the Hempel distance is at least two.

Geometric Topology · Mathematics 2012-11-16 Kazuto Takao

The purpose of this paper is to introduce the construction of a stochastic process called "$\delta$-dimensional Bessel house-moving" and its properties. We study the weak convergence of $\delta$-dimensional Bessel bridges conditioned from…

Probability · Mathematics 2024-04-29 Kensuke Ishitani , Tokufuku Rin , Shun Yanashima

We present a simulation scheme for simulating Brownian bridges on complete and connected Lie groups. We show how this simulation scheme leads to absolute continuity of the Brownian bridge measure with respect to the guided process measure.…

Statistics Theory · Mathematics 2021-06-08 Mathias Højgaard Jensen , Sarang Joshi , Stefan Sommer

This paper proves conjectures originating in the physics literature regarding the intersection exponents of Brownian motion in a half-plane. For instance, suppose that B and B' are two independent planar Brownian motions started from…

Probability · Mathematics 2008-11-26 Gregory F. Lawler , Oded Schramm , Wendelin Werner

We introduce bridge trisections of knotted surfaces in the four-sphere. This description is inspired by the work of Gay and Kirby on trisections of four-manifolds and extends the classical concept of bridge splittings of links in the…

Geometric Topology · Mathematics 2017-08-10 Jeffrey Meier , Alexander Zupan

This article employs Schramm-Loewner Evolution to obtain intersection exponents for several chordal $SLE_{8/3}$ curves in a wedge. As $SLE_{8/3}$ is believed to describe the continuum limit of self-avoiding walks, these exponents correspond…

Mathematical Physics · Physics 2008-03-04 Nathan Deutscher , Murray T. Batchelor

The scaling limit of the two-dimensional self-avoiding walk (SAW) is believed to be given by the Schramm-Loewner evolution (SLE) with the parameter kappa equal to 8/3. The scaling limit of the SAW has a natural parameterization and SLE has…

Probability · Mathematics 2007-05-23 Tom Kennedy

Motivated by the polynuclear growth model, we consider a Brownian bridge b(t) with b(\pm T)=0 conditioned to stay above the semicircle c_T(t)=\sqrtT^2-t^2. In the limit of large T, the fluctuation scale of b(t)-c_T(t) is T^{1/3} and its…

Probability · Mathematics 2007-05-23 Patrik L. Ferrari , Herbert Spohn

We postulate the existence of a natural Poissonian marking of the double (touching) points of SLE(6) and hence of the related continuum nonsimple loop process that describes macroscopic cluster boundaries in 2D critical percolation. We…

Statistical Mechanics · Physics 2007-05-23 F. Camia , L. R. G. Fontes , C. M. Newman

In this article, we prove integration by parts formulae (IbPFs) for the laws of Bessel bridges from 0 to 0 over the interval [0,1] of dimension smaller than 3. As an application, we construct a weak version of an SPDE having the law of a…

Probability · Mathematics 2019-06-11 Henri Elad Altman , Lorenzo Zambotti

A deformation of the classical trigonometric BC(n) Sutherland system is derived via Hamiltonian reduction of the Heisenberg double of SU(2n). We apply a natural Poisson-Lie analogue of the Kazhdan-Kostant-Sternberg type reduction of the…

Mathematical Physics · Physics 2019-02-14 L. Feher , T. F. Gorbe

We analyze the geometry of scaling limits of near-critical 2D percolation, i.e., for $p=p_c+\lambda\delta^{1/\nu}$, with $\nu=4/3$, as the lattice spacing $\delta \to 0$. Our proposed framework extends previous analyses for $p=p_c$, based…

Statistical Mechanics · Physics 2015-06-25 F. Camia , L. R. G. Fontes , C. M. Newman

We numerically test the correspondence between the scaling limit of self-avoiding walks (SAW) in the plane and Schramm-Loewner evolution (SLE) with k=8/3. We introduce a discrete-time process approximating SLE in the exterior of the unit…

Statistical Mechanics · Physics 2015-05-13 Marco Gherardi
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