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We review some of the results that have been derived in the last years on conformal invariance, scaling limits and properties of some two-dimensional random curves. In particular, we describe the intuitive ideas that lead to the definition…

Probability · Mathematics 2017-07-19 Wendelin Werner

This paper focuses on the further development of the Lie bracket approximation approach for extremum seeking systems. Classical results in this area provide extremum seeking algorithms with exponential convergence rates for quadratic-like…

Optimization and Control · Mathematics 2025-10-28 Victoria Grushkovskaya , Sameh A. Eisa

We study the exponential convergence to the stationary state for nonequilibrium Langevin dynamics, by a perturbative approach based on hypocoercive techniques developed for equilibrium Langevin dynamics. The Hamiltonian and overdamped…

Mathematical Physics · Physics 2017-07-06 Alessandra Iacobucci , Stefano Olla , Gabriel Stoltz

The maximum likelihood detection rule for a four-dimensional direct-detection optical front-end is derived. The four dimensions are two intensities and two differential phases. Three different signal processing algorithms, composed of…

Information Theory · Computer Science 2021-05-31 Amir Tasbihi , Frank R. Kschischang

In this article, we give sharp bounds for the Euler- and trapezoidal discretization of the Levy area associated to a d-dimensional fractional Brownian motion. We show that there are three different regimes for the exact root mean-square…

Probability · Mathematics 2009-02-04 Andreas Neuenkirch , Samy Tindel , Jérémie Unterberger

We construct an aggregation process of chordal SLE(\kappa) excursions in the unit disk, starting from the boundary, growing towards all inner points simultaneously, invariant under all conformal self-maps of the disk. We prove that this…

Probability · Mathematics 2016-01-22 Gábor Pete , Hao Wu

We use a combination of perturbation theory, holography, supersymmetric localization, integrability, and numerical conformal bootstrap methods to constrain the energy-energy correlator in $\text{SU}(N_c)$ ${\mathcal N}=4$ SYM at finite…

High Energy Physics - Theory · Physics 2025-12-12 Ross Dempsey , Robin Karlsson , Silviu S. Pufu , Zahra Zahraee , Alexander Zhiboedov

It is known that convergence of l.s.b. closed symmetric sesquilinear forms implies norm resolvent convergence of the associated self-adjoint operators and this in turn convergence of discrete spectra. In this paper in both cases sharp…

Mathematical Physics · Physics 2017-12-12 Johannes F. Brasche , Robert Fulsche

We improve the geometric properties of SLE$(\kappa;\vec{\rho})$ processes derived in an earlier paper, which are then used to obtain more results about the duality of SLE. We find that for $\kappa\in (4,8)$, the boundary of a standard…

Probability · Mathematics 2008-03-23 Dapeng Zhan

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…

Statistical Mechanics · Physics 2015-06-17 E. Daryaei

The Green's function for the chordal Schramm-Loewner evolution $SLE_\kappa$ for $0 < \kappa < 8$, gives the normalized probability of getting near points. We give up-to-constant bounds for the two-point Green's function.

Probability · Mathematics 2015-03-29 Gregory F. Lawler , Mohammad A. Rezaei

Usually the asymptotic behavior for large orders of the perturbation theory is reached rather slowly. However, in the case of the N-component $\phi^4$ model in D=4 dimensions one can find a special quantity that exhibits an extremely fast…

High Energy Physics - Theory · Physics 2008-08-27 P. V. Pobylitsa

We extend recent work of Gurel-Gurevich--Jerison--Nachmias (2020) and Bou-Rabee--Gwynne (2024) by showing that as the mesh of our lattice tends to $0$, we have a polynomial rate of convergence for the Dirichlet problem on orthodiagonal maps…

Probability · Mathematics 2025-03-27 David Pechersky

We study the approximation of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter $H>1/2$. For the mean-square error at a single point we derive the optimal rate of convergence that can be achieved…

Probability · Mathematics 2007-06-19 Andreas Neuenkirch

When studying stochastic processes, it is often fruitful to have an understanding of several different notions of regularity. One such notion is the optimal H\"older exponent obtainable under reparametrization. In this paper, we show that…

Probability · Mathematics 2011-10-19 Brent M. Werness

We survey recent developments in the field of complexity of pathwise approximation in $p$-th mean of the solution of a stochastic differential equation at the final time based on finitely many evaluations of the driving Brownian motion.…

Probability · Mathematics 2024-03-04 T. Müller-Gronbach , L. Yaroslavtseva

In this paper, we study the convergence rate of the gradient (or steepest descent) method with fixed step lengths for finding a stationary point of an $L$-smooth function. We establish a new convergence rate, and show that the bound may be…

Optimization and Control · Mathematics 2021-10-08 Hadi Abbaszadehpeivasti , Etienne de Klerk , Moslem Zamani

Schramm-Loewner Evolutions ($\SLE$) are random curves in planar simply connected domains; the massless (Euclidean) free field in such a domain is a random distribution. Both have conformal invariance properties in law. In the present…

Probability · Mathematics 2011-11-10 Julien Dubedat

The aim of this paper is to obtain convergence in mean in the uniform topology of piecewise linear approximations of Stochastic Differential Equations (SDEs) with $C^1$ drift and $C^2$ diffusion coefficients with uniformly bounded…

Probability · Mathematics 2025-03-13 Sahani Pathiraja

We numerically study the Loewner driving function U_t of a site percolation cluster boundary on the triangular lattice for p<p_c. It is found that U_t shows a drifted random walk with a finite crossover time. Within this crossover time, the…

Statistical Mechanics · Physics 2009-11-09 Yoichiro Kondo , Namiko Mitarai , Hiizu Nakanishi