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Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…

Probability · Mathematics 2007-05-23 Hock Peng Chan , Tze Leung Lai

We consider a class of Gaussian Free Fields denoted by $(g_x)_{x \in {\cal V}_N}$, where $ {\cal V}_N = \{0,1\}^N$ and $N\in \mathbb{Z}_+$. These fields are related to a general class of $N$-dimensional random walks on the hypercube, which…

Probability · Mathematics 2025-10-22 Robert Griffiths

We study a system of N non-intersecting Brownian motions on a line segment [0,L] with periodic, absorbing and reflecting boundary conditions. We show that the normalized reunion probabilities of these Brownian motions in the three models…

Mathematical Physics · Physics 2011-06-13 Peter J. Forrester , Satya N. Majumdar , Gregory Schehr

The extension of strongly anisotropic or dynamical scaling to local scale invariance is investigated. For the special case of an anisotropy or dynamical exponent $\theta=z=2$, the group of local scale transformation considered is the…

High Energy Physics - Theory · Physics 2009-10-22 Malte Henkel

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,…

Geometric Topology · Mathematics 2025-10-06 Yilin Wang , Yuhao Xue

We study the scaling limit of planar loop erased random walk (LERW) on the percolation cluster, with occupation probability $p\geq p_c$. We numerically demonstrate that the scaling limit of planar LERW$_p$ curves, for all $p>p_c$, can be…

Statistical Mechanics · Physics 2015-06-17 E. Daryaei

We consider the open symmetric exclusion (SEP) and inclusion (SIP) processes on a bounded Lipschitz domain $\Omega$, with both fast and slow boundary. For the random walks on $\Omega$ dual to SEP/SIP we establish: a functional-CLT-type…

Probability · Mathematics 2024-04-10 Lorenzo Dello Schiavo , Lorenzo Portinale , Federico Sau

This work studies the $O(N)$ Linear Sigma Model on $\mathbb{R}^{2}$ under a scaling dictated by the formal $1/N$ expansion. We show that in the large $N$ limit, correlations decay exponentially fast, where the acquired mass decays…

Probability · Mathematics 2026-01-28 Matías G. Delgadino , Scott A. Smith

We introduce and compute the generalized disconnection exponents $\eta_\kappa(\beta)$ which depend on $\kappa\in(0,4]$ and another real parameter $\beta$, extending the Brownian disconnection exponents (corresponding to $\kappa=8/3$)…

Probability · Mathematics 2023-01-12 Wei Qian

Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…

Probability · Mathematics 2019-05-01 Amarjit Budhiraja , Wai-Tong Louis Fan , Ruoyu Wu

Logarithmic finite-size scaling of the O($n$) universality class at the upper critical dimensionality ($d_c=4$) has a fundamental role in statistical and condensed-matter physics and important applications in various experimental systems.…

Statistical Mechanics · Physics 2021-04-13 Jian-Ping Lv , Wanwan Xu , Yanan Sun , Kun Chen , Youjin Deng

We study the uniform random graph $\mathsf{C}_n$ with $n$ vertices drawn from a subcritical class of connected graphs. Our main result is that the rescaled graph $\mathsf{C}_n / \sqrt{n}$ converges to the Brownian Continuum Random Tree…

Probability · Mathematics 2014-11-17 Konstantinos Panagiotou , Benedikt Stufler , Kerstin Weller

Given a bounded Riemann surface $M$ of finite topological type, we show the existence of a universal and conformally invariant scaling limit for the Temperleyan cycle-rooted spanning forest on any sequence of graphs which approximate $M$ in…

Probability · Mathematics 2024-12-11 Nathanaël Berestycki , Benoit Laslier , Gourab Ray

The multiplicities of the decomposition of the product of an arbitrary number $n$ of spin $s$ states into irreducible $SU(2)$ representations are computed. Two complementary methods are presented, one based on random walks in representation…

High Energy Physics - Theory · Physics 2020-03-06 Alexios P. Polychronakos , Konstantinos Sfetsos

We establish an invariance principle connecting boundary random walks on $\mathbb N$ with Feller's Brownian motions on $[0,\infty)$. A Feller's Brownian motion is a Feller process on $[0,\infty)$ whose excursions away from the boundary $0$…

Probability · Mathematics 2026-01-22 Liping Li , Zhangjie Wang

Large-N multi-matrix loop equations are formulated as quadratic difference equations in concatenation of gluon correlations. Though non-linear, they involve highest rank correlations linearly. They are underdetermined in many cases.…

High Energy Physics - Theory · Physics 2014-11-18 Govind S. Krishnaswami

We consider discrete Gaussian free fields with ergodic random conductances on a class of random subgraphs of $\mathbb{Z}^{d}$, $d \geq 2$, including i.i.d.\ supercritical percolation clusters, where the conductances are possibly unbounded…

Probability · Mathematics 2025-08-26 Sebastian Andres , Martin Slowik , Anna-Lisa Sokol

In these Notes, a comprehensive description of the universal fractal geometry of conformally-invariant scaling curves or interfaces, in the plane or half-plane, is given. The present approach focuses on deriving critical exponents…

Mathematical Physics · Physics 2007-05-23 Bertrand Duplantier

We study the quantum critical phase of a SU(2) symmetric spin-2 chain obtained from spin-2 bosons in a one-dimensional lattice. We obtain the scaling of the entanglement entropy and finite-size energies by exact diagonalization and…

Strongly Correlated Electrons · Physics 2015-04-27 Pochung Chen , Zhi-Long Xue , I. P. McCulloch , Ming-Chiang Chung , Chao-Chun Huang , S. -K. Yip

We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…

Probability · Mathematics 2009-08-26 Max Skipper