Related papers: Reversed radial SLE and the Brownian loop measure
We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main…
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…
In this note, we establish an expression of the Loewner energy of a Jordan curve on the Riemann sphere in terms of Werner's measure on simple loops of SLE$_{8/3}$ type. The proof is based on a formula for the change of the Loewner energy…
For random collections of self-avoiding loops in two-dimensional domains, we define a simple and natural conformal restriction property that is conjecturally satisfied by the scaling limits of interfaces in models from statistical physics.…
We formulate a classification conjecture for conformally invariant families of measures on simple loops that builds on a conjecture of Kontsevich and Suhov. The main example in this class of objects was constructed by Werner as boundaries…
We discuss the possible candidates for conformally invariant random non-self-crossing curves which begin and end on the boundary of a multiply connected planar domain, and which satisfy a Markovian-type property. We consider both, the case…
The two-dimensional Brownian loop-soup is a Poissonian random collection of loops in a planar domain with an intensity parameter c. When c is not greater than 1, we show that the outer boundaries of the loop clusters are disjoint simple…
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…
Two-dimensional loop-erased random walks (LERWs) are random planar curves whose scaling limit is known to be a Schramm-Loewner evolution SLE_k with parameter k = 2. In this note, some properties of an SLE_k trace on doubly-connected domains…
We consider the whole-plane Shramm-Loewner evolution. Using exact solutions of fundamental equations for moments of derivative of conformal mappings we determine its average integral means beta-spectrum.
We study Brownian loop soup clusters in $\mathbb{R}^3$ for an arbitrary intensity $\alpha>0$. We show the existence of a phase transition for the presence of unbounded clusters and study its basic properties. In particular, we show that,…
We find optimal (up to constant) bounds for the following measures for the regularity of the Schramm-Loewner evolution (SLE): variation regularity, modulus of continuity, and law of the iterated logarithm. For the latter two we consider the…
The paper is devoted to the study of nonlinear stochastic Schr\"{o}dinger equations driven by standard cylindrical Brownian motions (NSSEs) arising from the unraveling of quantum master equations. Under the Born--Markov approximations, this…
The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of Brownian motion $B_t^N$ on the general linear group $\mathrm{GL}(N;\mathbb{C})$. We prove that the Brown measure for $b_{t}$---which is an analog of the empirical…
We prove a simple identity relating the length spectrum of a Riemann surface to that of the same surface with an arbitrary number of additional cusps. Our proof uses the Brownian loop measure introduced by Lawler and Werner. In particular,…
We review some of the results related to conformal restriction: the chordal case and the radial case. We describe Brownian intersection exponents, conformal restriction property and SLE, and study their properties.
We simulate several models of random curves in the half plane and numerically compute their stochastic driving process (as given by the Loewner equation). Our models include models whose scaling limit is the Schramm-Loewner evolution (SLE)…
We study the Loewner evolution whose driving function is $W_t = B_t^1 + i B_t^2$, where $(B^1,B^2)$ is a pair of Brownian motions with a given covariance matrix. This model can be thought of as a generalization of Schramm-Loewner evolution…
We study a generalization of the Schramm-Loewner evolution loop measure to pairs of non-intersecting Jordan curves on the Riemann sphere. We also introduce four equivalent definitions for a two-loop Loewner potential: respectively…
The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $\mathsf{GL}(N;\mathbb{C}),$ in the sense of $\ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution…