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This note concerns distributions of Skew Brownian motion with dry friction and its occupation time. These distributions were obtained in [2] by using the Laplace transform and joint characteristic functions. We provide an alternative…

Probability · Mathematics 2022-05-04 Alexander Gairat , Vadim Shcherbakov

We revisit the computation of the discrete version of Schramm's formula for the loop-erased random walk derived by Kenyon. The explicit formula in terms of the Green function relies on the use of a complex connection on a graph, for which a…

Statistical Mechanics · Physics 2018-11-05 Adrien Poncelet

Consider the $\lambda$-Green function and the $\lambda$-Poisson kernel of a Lipschitz domain $U\subset \mathbb H^n=\left\{x\in\mathbb R^n:x_n>0\right\}$ for hyperbolic Brownian motion with drift. We provide several relationships that…

Probability · Mathematics 2019-07-12 Grzegorz Serafin

We establish heat-kernel bounds and regularity estimates for the transition densities of the diffusion associated with the martingale problem corresponding to the generator of a formal multidimensional Brownian SDE with singular drift. As a…

Analysis of PDEs · Mathematics 2026-05-19 Stéphane Menozzi , Stefano Pagliarani

In this note, we show how to relate the Schramm-Loewner Evolution processes (SLE) to highest-weight representations of the Virasoro Algebra. The conformal restriction properties of SLE that have been recently studied in the paper…

Probability · Mathematics 2007-05-23 Roland Friedrich , Wendelin Werner

Schramm-Loewner Evolutions (SLEs) describe a one-parameter family of growth processes in the plane that have particular conformal invariance properties. For instance, SLE can define simple random curves in a simply connected domain. In this…

Probability · Mathematics 2007-11-13 Julien Dubedat

We prove that for $\kappa\in(0,8)$, if $(\eta_1,\eta_2)$ is a $2$-SLE$_\kappa$ pair in a simply connected domain $D$ with an analytic boundary point $z_0$, then $\lim_{r\to 0^+}r^{-\alpha} \mathbb{P}[\mbox{dist}(z_0,\eta_j)<r,j=1,2]$…

Probability · Mathematics 2020-05-05 Dapeng Zhan

One way to uniquely define Schramm-Loewner Evolution (SLE) in multiply connected domains is to use the restriction property. This gives an implicit definition of a $\sigma$-finite measure on curves; yet it is in general not clear how to…

Probability · Mathematics 2026-02-02 Juhan Aru , Philémon Bordereau

These notes survey the first results on large deviations of Schramm-Loewner evolutions (SLE) with emphasis on interrelations between rate functions and applications to complex analysis. More precisely, we describe the large deviations of…

Probability · Mathematics 2024-02-06 Yilin Wang

We numerically show that the statistical properties of the shortest path on critical percolation clusters are consistent with the ones predicted for Schramm-Loewner evolution (SLE) curves for $\kappa=1.04\pm0.02$. The shortest path results…

Statistical Mechanics · Physics 2014-07-04 N. Posé , K. J. Schrenk , N. A. M. Araújo , H. J. Herrmann

Two-dimensional loop-erased random walks (LERWs) are random planar curves whose scaling limit is known to be a Schramm-Loewner evolution SLE_k with parameter k = 2. In this note, some properties of an SLE_k trace on doubly-connected domains…

Statistical Mechanics · Physics 2008-10-26 Christian Hagendorf , Pierre Le Doussal

We simulate several models of random curves in the half plane and numerically compute their stochastic driving process (as given by the Loewner equation). Our models include models whose scaling limit is the Schramm-Loewner evolution (SLE)…

Probability · Mathematics 2011-05-12 Tom Kennedy

We derive equations of motion for higher order density response functions using the theory of thermodynamic Green's functions. We also derive expressions for the higher order generalized dielectric functions and polarization functions.…

Strongly Correlated Electrons · Physics 2024-10-04 Jan Vorberger , Tobias Dornheim , Maximilian P. Böhme , Zhandos Moldabekov , Panagiotis Tolias

Using the estimate of the difference between the discrete harmonic function and its corresponding continuous version we derive a rate of convergence of the Loewner driving function for the harmonic explorer to the Brownian motion with speed…

Probability · Mathematics 2020-03-23 Shi-Yi Lan , Jin Ma , Wang Zhou

We revisit the convergence of loop-erased random walk, LERW, to SLE(2) when the curves are parametrized by capacity. We construct a coupling of the chordal version of LERW and chordal SLE(2) based on the Green's function for LERW as…

Probability · Mathematics 2017-04-11 Gregory F. Lawler , Fredrik Viklund

In this paper we prove the existence of strong solutions to a SDE with a generalized drift driven by a multidimensional fractional Brownian motion for small Hurst parameters H<1/2. Here the generalized drift is given as the local time of…

Probability · Mathematics 2018-04-11 David R. Baños , Salvador Ortiz-Latorre , Andrey Pilipenko , Frank Proske

We prove that for almost every Brownian motion sample, the corresponding SLE(\kappa) curves parameterized by capacity exist and change continuously in the supremum norm when \kappa varies in the interval [0,\kappa_0), where…

Probability · Mathematics 2012-06-12 Fredrik Johansson Viklund , Steffen Rohde , Carto Wong

This article focuses on the characterization of global multiple Schramm-Loewner evolutions (SLE). The chordal SLE describes the scaling limit of a single interface in various critical lattice models with Dobrushin boundary conditions, and…

Probability · Mathematics 2024-08-12 Vincent Beffara , Eveliina Peltola , Hao Wu

Questions regarding the continuity in $\kappa$ of the $SLE_{\kappa}$ traces and maps appear very naturally in the study of SLE. In order to study the first question, we consider a natural coupling of SLE traces: for different values of…

Probability · Mathematics 2020-02-20 Dmitry Beliaev , Terry J. Lyons , Vlad Margarint

The two-dimensional Loewner exploration process is generalized to the case where the random force is self-similar with positively correlated increments. We model this random force by a fractional Brownian motion with Hurst exponent $H\geq…

Statistical Mechanics · Physics 2022-02-16 S. Tizdast , Z. Ebadi , J. Cheraghalizadeh , M. N. Najafi , José S. Andrade , Hans J. Herrmann