Related papers: Brownian Loops, Layering Fields and Imaginary Gaus…
We consider the loop soup at intensity ${1\over 2}$ conditioned on having local time $0$ on a set of vertices with positive occupation field in their vicinities. We give a relation between this loop soup and the usual loop soup conditioned…
We construct an application, which takes as input a simple path and a possibly infinite collection of loops, and outputs a continuous path by adding the loops chronologically to the simple path as the simple path encounters them. 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 obtain infinitely many boundary operators in the Brownian loop soup in the subcritical phase by analyzing the conformal block expansion of the two-point function that computes the probability of having two marked points on the upper…
In this article we study imaginary Gaussian multiplicative chaos -- namely a family of random generalized functions which can formally be written as $e^{i X(x)}$, where $X$ is a log-correlated real-valued Gaussian field on $\mathbb{R}^d$,…
The Wiener Sausage, the volume traced out by a sphere attached to a Brownian particle, is a classical problem in statistics and mathematical physics. Initially motivated by a range of field-theoretic, technical questions, we present a…
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…
Consider a Brownian loop soup $\mathcal{L}_D^\theta$ with subcritical intensity $\theta \in (0,1/2]$ in some 2D bounded simply connected domain. We define and study the properties of a conformally invariant field $h_\theta$ naturally…
Consider a sequence of Poisson point processes of non-trivial loops with certain intensity measures $(\mu^{(n)})_n$, where each $\mu^{(n)}$ is explicitly determined by transition probabilities $p^{(n)}$ of a random walk on a finite state…
We compute analytically and in closed form the four-point correlation function in the plane, and the two-point correlation function in the upper half-plane, of layering vertex operators in the two dimensional conformally invariant system…
For random collections of self-avoiding loops in two-dimensional domains, we define a simple and natural conformal restriction property that is conjecturally satisfied by the scaling limits of interfaces in models from statistical physics.…
Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…
We show that if one conditions a cluster in a Brownian loop-soup $L$ (of any intensity) in a two-dimensional domain by a portion $l$ of its outer boundary, then in the remaining domain, the union of all the loops of $L$ that touch $l$…
Loop measures and their associated loop soups are generally viewed as arising from finite state Markov chains. We generalize several results to loop measures arising from potentially complex edge weights. We discuss two applications:…
These are lecture notes from a course given at the CRM in Montreal in 1992. They survey the author's attempts to find and understand canonical probabilistic entities in a local field (e.g. p-adic) setting. We propose answers to the related…
In this research announcement, we show that SLE curves can in fact be viewed as boundaries of certain simple Poissonian percolation clusters: Recall that the Brownian loop-soup (introduced in the paper arxiv:math.PR/0304419 with Greg…
We prove that the convergence of the real and imaginary parts of the logarithm of the characteristic polynomial of unitary Brownian motion toward Gaussian free fields on the cylinder, as the matrix dimension goes to infinity, holds in…
We consider the imaginary Gaussian multiplicative chaos, i.e. the complex Wick exponential $\mu_\beta := :e^{i\beta \Gamma(x)}:$ for a log-correlated Gaussian field $\Gamma$ in $d \geq 1$ dimensions. We prove a basic density result, showing…
We introduce the model of two-dimensional continuous random interlacements, which is constructed using the Brownian trajectories conditioned on not hitting a fixed set (usually, a disk). This model yields the local picture of Wiener sausage…
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…