Related papers: Escape probability and transience for SLE
A crossing probability for the critical four-state Potts model on an $L\times M$ rectangle on a square lattice is numerically studied. The crossing probability here denotes the probability that spin clusters cross from one side of the…
We consider two-dimensional percolation in the scaling limit close to criticality and use integrable field theory to obtain universal predictions for the probability that at least one cluster crosses between opposite sides of a rectangle of…
A regular spectral triple is proposed for a two-dimensional $\kappa$-deformation. It is based on the naturally associated affine group $G$, a smooth subalgebra of $C^*(G)$, and an operator $\caD$ defined by two derivations on this…
The paper is split in two parts: in the first part, we construct the exact likelihood for a discretely observed rough differential equation, driven by a piecewise linear path. In the second part, we use this likelihood in order to construct…
We show that in a large class of stochastic volatility models with additional skew-functions (local-stochastic volatility models) the tails of the cumulative distribution of the log-returns behave as exp(-c|y|), where c is a positive…
We consider collections of $N$ chordal random curves obtained from a critical lattice model on a planar graph, in the limit when a fine-mesh graph approximates a simply-connected domain. We define and study candidates for such limits in…
We apply the method of correlation functions to the coefficient problem in stochastic geometry. In particular, we give a proof for some universal patterns conjectured by M. Zinsmeister for the second moments of the Taylor coefficients for…
We have adapted Coupled Escape Probability, a new exact method of solving radiative transfer problems, for use in asymmetrical spherical situations. Our model is intended specifically for use in modeling optically thick cometary comae,…
We calculate the dependence of the electrostatic persistence length, l_e, of weakly charged flexible polyelectrolyte chains using a self-consistent variational theory. The variation of l_e with \kappa, the inverse Debye screening length, is…
A family of plane oriented continuous paths depending on a fixed real positive number $R$ is considered. For any point $x$ on the path, the previous points lie out of any circle of radius $R$ having at $x$ interior normal in a suitable…
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…
A lima\c{c}on-like curve, allowing 2{\pi}-transition with monotone curvature between concentric curvature elements, is presented. The curve is 4th degree algebraic, 4th degree rational, and shares other common features with Pascal's…
The decay of directional correlations in self-avoiding random walks on the square lattice is investigated. Analysis of exact enumerations and Monte Carlo data suggest that the correlation between the directions of the first step and the…
We have numerically studied the properties of the interface induced in the ferromagnetic random-bond three-state Potts model by symmetry-breaking boundary conditions. The fractal dimension $d_f$ of the interface was determined. The…
The Karman constant \kappa - widely used in atmospheric science and engineering turbulence modelling, and proposed by Prandtl in 1925 and von Karman in 1930 to describe the mean velocity of a turbulent wall-bounded flow - leads to a…
In this paper, we study the curvature properties of random complex plane curves. We bound from below the probability that a uniform proportion of the area of a random complex degree $d$ plane curve has a curvature smaller than $-d/8$. Our…
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…
We give sharp, uniform estimates for the probability that the empirical distribution function for n uniform-[0,1] random variables stays to one side of a given line.
Schramm-Loewner evolution (SLE$_\kappa$) is classically studied via Loewner evolution with half-plane capacity parametrization, driven by $\sqrt{\kappa}$ times Brownian motion. This yields a (half-plane) valued random field $\gamma = \gamma…
We consider one-dimensional random walks in random environment which are transient to the right. Our main interest is in the study of the sub-ballistic regime, where at time $n$ the particle is typically at a distance of order $O(n^\kappa)$…