Related papers: On Brownian motion, simple paths, and loops
By considering a counting-type argument on Brownian sample paths, we prove a result similar to that of Orey and Taylor on the exact Hausdorff dimension of the rapid points of Brownian motion. Because of the nature of the proof we can then…
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…
We obtain the Brownian net of Sun and Swart (2008) as the scaling limit of the paths traced out by a system of continuous (one-dimensional) space and time branching and coalescing random walks. This demonstrates a certain universality of…
We prove the limit theorem for paths of random walks with $n$ steps in $\mathbb{R}^d$ as $n$ and $d$ both go to infinity. For this, the paths are viewed as finite metric spaces equipped with the $\ell_p$-metric for $p\in[1,\infty)$. Under…
We study the scaling limit of a branching random walk in static random environment in dimension $d=1,2$ and show that it is given by a super-Brownian motion in a white noise potential. In dimension $1$ we characterize the limit as the…
We prove limit theorems for random walks with $n$ steps in the $d$-dimensional Euclidean space as both $n$ and $d$ tend to infinity. One of our results states that the path of such a random walk, viewed as a compact subset of the…
In this paper, we construct scaling limits of some branching random walks in random environment whose off-spring distributions have infinite variance. The Laplace functional of the obtained random measure is given by a non-linear PAM, whose…
We study the random walk $X$ on the range of a simple random walk on $\mathbb{Z}^d$ in dimensions $d\geq 4$. When $d\geq 5$ we establish quenched and annealed scaling limits for the process $X$, which show that the intersections of the…
For the supercritical Bernoulli bond percolation on $\mathbb{Z}^d$ ($d \geq 2$), we give a coupling between the random walk on the infinite cluster and its limit Brownian motion, such that the maximum distance between the paths during…
We show that the `erasing-larger-loops-first' (ELLF) method, which was first introduced for erasing loops from the simple random walk on the Sierpinski gasket, does work also for non-Markov random walks, in particular, self-repelling walks…
A simple random walk and a Brownian motion are considered on a spider that is a collection of half lines (we call them legs) joined in the origin. We give a strong approximation of these two objects and their local times. For fixed number…
We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…
We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…
In a series of recent preprints, we have proven that with probability one the Hausdorff dimension on the outer boundary of planar Brownian motion is 4/3, confirming a conjecture by Mandelbrot. It is also shown that the Hausdorff dimension…
This paper describes joint work with Oded Schramm and Wendelin Werner establishing the values of the planar Brownian intersection exponents from which one derives the Hausdorff dimension of certain exceptional sets of planar Brownian…
We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we use a different method allowing us to get rid the…
A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…
The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…
In this article, we show a result of approximation in law to subfractional Brownian motion, with $H>\frac{1}{2}$, in the Skorohod topology. The construction of these approximations is based on a sequence of I.I.D random variables
We prove sandwich theorems and a Tauberian theorem in the space of compact metric measure spaces, endowed with the Gromov-Hausdorff-Prokhorov (GHP) topology. These results hold with respect to a close relative of Gromov's Lipschitz order.…