Related papers: Brownian Loops and Conformal Fields
In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…
In this work, which is the first part of a series of two papers, we study the random walk loop soup in dimension two. More specifically, we estimate the probability that two large connected components of loops come close to each other, in…
Consider a family of random ordered graph trees $(T_n)_{n\geq 1}$, where $T_n$ has $n$ vertices. It has previously been established that if the associated search-depth processes converge to the normalised Brownian excursion when rescaled…
We study the 2-dimensional Ising model at critical temperature on a simply connected subset $\Omega_{\delta}$ of the square grid $\delta\mathbb{Z}^{2}$. The scaling limit of the critical Ising model is conjectured to be described by…
The Brownian loop soup is a conformally invariant statistical ensemble of random loops in two dimensions characterized by an intensity $\lambda>0$, with central charge $c=2 \lambda$. Recent progress resulted in an analytic form for the…
We provide a decomposition of the trace of the Brownian motion into a simple path and an independent Brownian soup of loops that intersect the simple path. More precisely, we prove that any subsequential scaling limit of the loop erased…
Lawler and Trujillo Ferreras constructed a well-known coupling between the Brownian loop soups in $\mathbb{R}^2$ and the random walk loop soups on $\mathbb{Z}^2$ (one rescales the random walk loops by $1/N$, their time parametrizations by…
We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…
These notes describe several loop soup models and their {\it universal behaviour} in dimensions greater or equal to 3. These loop models represent certain classical or quantum statistical mechanical systems. These systems undergo phase…
A simple symmetric random walk is considered on a spider that is a collection of half lines (we call them legs) joined at the origin. We establish a strong approximation of this random walk by the so-called Brownian spider. Transition…
An elastic rod model for semi-flexible polymers is presented. Theory for a continuum rod is reviewed, and it is shown that a popular discretised model used in numerical simulations gives the correct continuum limit. Correlation functions…
Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…
We give a complete classification of scaling limits of randomly trapped random walks and associated clock processes on $\mathbb Z^d$, $d\ge 2$. Namely, under the hypothesis that the discrete skeleton of the randomly trapped random walk has…
This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior…
We prove that the scaling limits of spin fluctuations in four-dimensional Ising-type models with nearest-neighbor ferromagnetic interaction at or near the critical point are Gaussian. A similar statement is proven for the $\lambda \phi^4$…
We consider the model of the Brownian plane, which is a pointed non-compact random metric space with the topology of the complex plane. The Brownian plane can be obtained as the scaling limit in distribution of the uniform infinite planar…
The Brownian loop soup (BLS) is a conformally invariant statistical ensemble of random loops in two dimensions characterized by an intensity $\lambda>0$. Recently, we constructed families of operators in the BLS and showed that they…
This manuscript explores the connections between a class of stochastic processes called "Stochastic Loewner Evolution" (SLE) and conformal field theory (CFT). First some important results are recalled which we utilise in the sequel, in…
We define a natural conformally invariant measure on unrooted Brownian loops in the plane and study some of its properties. We relate this measure to a measure on loops rooted at a boundary point of a domain and show how this relation gives…