Related papers: Reversed radial SLE and the Brownian loop measure
We show that a Radon measure $\mu$ in $\mathbb R^d$ which is absolutely continuous with respect to the $n$-dimensional Hausdorff measure $H^n$ is $n$-rectifiable if the so called Jones' square function is finite $\mu$-almost everywhere. The…
We study the rate of convergence of some recursive procedures based on some "exact" or "approximate" Euler schemes which converge to the invariant measure of an ergodic SDE driven by a L\'{e}vy process. The main interest of this work is to…
We present a multifractal formalism for measures on infinite dimensional metric spaces, in terms of scales instead of dimensions in the classical multifractal analysis. We prove a multifractal formalism with a suitable scaling, called…
We prove the existence of the Green's function for radial SLE(k) for k<8. Unlike the chordal case where an explicit formula for the Green's function is known for all values of k<8, we give an explicit formula only for k=4. For other values…
The two matrix model is considered, with measure given by the exponential of a sum of polynomials in two different variables. It is shown how to derive a sequence of pairs of ``dual'' finite size systems of ODEs for the corresponding…
We derive an exact formula for the probability that a Brownian path on an annulus does not disconnect the two boundary components of the annulus. The leading asymptotic behavior of this probability is governed by the disconnection exponent…
The virtuality-dependent beam function is a universal ingredient in the resummation for observables probing the virtuality of incoming partons, including N-jettiness and beam thrust. We compute the gluon beam function at two-loop order.…
This article presents extensions of the Cram{\'e}r-Wold theorem to measures that may have infinite mass near the origin. Corresponding results for sequences of measures are presented together with examples showing that the assumptions…
Randomized measurements are useful for analyzing quantum systems especially when quantum control is not fully perfect. However, their practical realization typically requires multiple rotations in the complex space due to the adoption of…
Semimartingale reflecting Brownian motions (SRBMs) living in the closures of domains with piecewise smooth boundaries are of interest in applied probability because of their role as heavy traffic approximations for some stochastic networks.…
We introduce and study a random non-compact space called the bigeodesic Brownian plane, and prove that it is the tangent plane in distribution of the Brownian sphere at a point of its simple geodesic from the root (for the local…
We consider the inverse problem of the reconstruction of a Schr\"odinger operator on a unknown Riemannian manifold or a domain of Euclidean space. The data used is a part of the boundary $\Gamma$ and the eigenvalues corresponding to a set…
For each $n\in\mathbb{N}$, let $\mathbf{Q}_n$ be a uniform rooted measured quadrangulation of size $n$ conditioned to have $r(n)$ vertices in its root block. We prove that for a suitable function $r(n)$, after rescaling graph distance by…
Let $\{U^N_t\}_{t\ge 0}$ be a standard Brownian motion on $\mathbb{U}(N)$. For fixed $N\in\mathbb{N}$ and $t>0$, we give explicit bounds on the $L_1$-Wasserstein distance of the empirical spectral measure of $U^N_t$ to both the…
Brolin-Lyubich measure $\lambda_R$ of a rational endomorphism $R:\riem\to\riem$ with $\deg R\geq 2$ is the unique invariant measure of maximal entropy $h_{\lambda_R}=h_{\text{top}}(R)=\log d$. Its support is the Julia set $J(R)$. We…
The Leray transform and related boundary operators are studied for a class of convex Reinhardt domains in $\mathbb C^2$. Our class is self-dual; it contains some domains with less than $C^2$-smooth boundary and also some domains with smooth…
The Rohde--Schramm theorem states that Schramm--Loewner Evolution with parameter $\kappa$ (or SLE$_\kappa$ for short) exists as a random curve, almost surely, if $\kappa \neq 8$. Here we give a new and concise proof of the result, based on…
The Skorokhod Embedding problem is well understood when the underlying process is a Brownian motion. We examine the problem when the underlying is the simple symmetric random walk and when no external randomisation is allowed. We prove that…
We construct a natural measure mu supported on the intersection of a chordal SLE(kappa) curve gamma with the real line R, in the range 4 < kappa < 8. The measure is a function of the SLE path in question. Assuming that boundary measures…
The main topic of these lecture notes is the continuum scaling limit of planar lattice models. One reason why this topic occupies an important place in the theory of probability and mathematical statistical physics is that scaling limits…