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We prove that the scaling limit of loop-erased random walk in a simply connected domain $D$ is equal to the radial SLE(2) path in $D$. In particular, the limit exists and is conformally invariant. It follows that the scaling limit of the…

Probability · Mathematics 2008-11-26 Gregory F. Lawler , Oded Schramm , Wendelin Werner

We study a branching random walk (BRW) taking its values in a random tree $\bT$ (seen as a family tree) with an infinite line of ancestors that is a variant of a supercritical Galton--Watson (GW) tree with offspring distribution $\nu$. The…

Probability · Mathematics 2026-05-05 Thomas Duquesne , Robin Khanfir

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

A planar self-avoiding walk (SAW) is a nearest neighbor random walk path in the square lattice with no self-intersection. A planar self-avoiding polygon (SAP) is a loop with no self-intersection. In this paper we present conjectures for the…

Probability · Mathematics 2007-05-23 Gregory F. Lawler , Oded Schramm , Wendelin Werner

We analyze the Brownian Motion limit of a prototypical unit step reinforced random-walk on the half line. A reinforced random walk is one which changes the weight of any edge (or vertex) visited to increase the frequency of return visits.…

Probability · Mathematics 2013-10-02 Jerome K. Percus , Ora E. Percus

It is well known that the mean field theory of directed polymers in a random medium exhibits replica symmetry breaking with a distribution of overlaps which consists of two delta functions. Here we show that the leading finite size…

Statistical Mechanics · Physics 2016-10-12 Bernard Derrida , Peter Mottishaw

We consider a continuous-time Bienaym\'e-Galton-Watson process with logistic competition in a regime of weak competition, or equivalently of a large carrying capacity. Individuals reproduce at random times independently of each other but…

Probability · Mathematics 2025-01-29 Raphaël Forien

The coalescing Brownian flow on $\mathbb{R}$ is a process which was introduced by Arratia [Coalescing Brownian motions on the line (1979) Univ. Wisconsin, Madison] and T\'{o}th and Werner [Probab. Theory Related Fields 111 (1998) 375-452],…

Probability · Mathematics 2015-12-23 Nathanaël Berestycki , Christophe Garban , Arnab Sen

Brownian motion is a Gaussian process described by the central limit theorem. However, exponential decays of the positional probability density function $P(X,t)$ of packets of spreading random walkers, were observed in numerous situations…

Statistical Mechanics · Physics 2020-02-18 Eli Barkai , Stanislav Burov

In real-world applications, observations are often constrained to a small fraction of a system. Such spatial subsampling can be caused by the inaccessibility or the sheer size of the system, and cannot be overcome by longer sampling.…

Data Analysis, Statistics and Probability · Physics 2017-06-02 Anna Levina , Viola Priesemann

A superprocess with coalescing spatial motion is constructed in terms of one-dimensional excursions. Based on this construction, it is proved that the superprocess is purely atomic and arises as scaling limit of a special form of the…

Probability · Mathematics 2011-02-19 Donald A. Dawson , Zenghu Li , Xiaowen Zhou

We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the…

Probability · Mathematics 2015-10-30 Gérard Ben Arous , Manuel Cabezas , Jiří Černý , Roman Royfman

In this article, we introduce Brownian motion on stable looptrees using resistance techniques. We prove an invariance principle characterising it as the scaling limit of random walks on discrete looptrees, and prove precise local and global…

Probability · Mathematics 2020-12-15 Eleanor Archer

We consider the $N$-particle Fleming-Viot process associated to a normally reflected diffusion with soft catalyst killing. The Fleming-Viot multi-colour process is obtained by attaching genetic information to the particles in the…

Probability · Mathematics 2023-08-01 Oliver Tough

For the directed landscape, the putative universal space-time scaling limit object in the (1+1) dimensional Kardar-Parisi-Zhang (KPZ) universality class, consider the geodesic tree -- the tree formed by the coalescing semi-infinite…

Probability · Mathematics 2025-04-18 Riddhipratim Basu , Manan Bhatia

We consider the equilibrium surface of the Random Average Process started from an inclined plane, as seen from the height of the origin, obtained in [Ferrari & Fontes, 1998], where its fluctuations were shown to be of order of the square…

Probability · Mathematics 2023-10-09 Luiz Renato Fontes , Mariela Pentón Machado , Leonel Zuaznábar

We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…

Probability · Mathematics 2018-11-20 Julien Brémont

We consider a new type of lookdown processes where spatial motion of each individual is influenced by an individual noise and a common noise, which could be regarded as an environment. Then a class of probability measure-valued processes on…

Probability · Mathematics 2009-11-05 Hui He

The problems considered in the present paper have their roots in two different cultures. The 'true' (or myopic) self-avoiding walk model (TSAW) was introduced in the physics literature by Amit, Parisi and Peliti. This is a nearest neighbor…

Probability · Mathematics 2019-05-20 Illes Horvath , Balint Toth , Balint Veto

Basing on main principles of statistical mechanics only, an exact virial expansion for path probability distribution of molecular Brownian particle in a fluid is derived which connects response of the distribution to perturbations of the…

Statistical Mechanics · Physics 2008-02-05 Yuriy E. Kuzovlev