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This article is meant to serve as a guide to recent developments in the study of the scaling limit of critical models. These new developments were made possible through the definition of the Stochastic Loewner Evolution (SLE) by Oded…

Mathematical Physics · Physics 2007-05-23 Wouter Kager , Bernard Nienhuis

In this paper we deal with the problem of characterizing those generalized Mehler semigroups that do correspond to c\`adl\`ag Markov processes, which is highly non-trivial and has remained open for more than a decade. Our approach is to…

Probability · Mathematics 2024-10-08 Lucian Beznea , Iulian Cîmpean , Michael Röckner

The study of Markov chains on discrete spaces, such as digraphs, has captivated mathematicians in recent decades due to its interconnectedness with topology, geometry, dynamics, spectral theory, and differential equations. Furthermore,…

Probability · Mathematics 2024-04-12 André Gomes , Daniel Miranda , Renata Possobon

We study normal diffusive and subdiffusive processes in a harmonic potential (Ornstein-Uhlenbeck process) on a uniformly growing/contracting domain. Our starting point is a recently derived fractional Fokker-Planck equation, which covers…

Statistical Mechanics · Physics 2019-07-31 F. Le Vot , S. B. Yuste , E. Abad

The Schramm-Loewner evolution (SLE_\kappa) is a candidate for the scaling limit of random curves arising in two-dimensional critical phenomena. When \kappa < 8, an instance of SLE_\kappa is a random planar curve with almost sure Hausdorff…

Probability · Mathematics 2009-06-23 Gregory F. Lawler , Scott Sheffield

We describe Stochastic Loewner Evolution on arbitrary Riemann surfaces with boundary using Conformal Field Theory methods. We propose in particular a CFT construction for a probability measure on (clouded) paths, and check it against known…

High Energy Physics - Theory · Physics 2010-04-05 Roland Friedrich , Jussi Kalkkinen

The uniform spanning tree (UST) and the loop-erased random walk (LERW) are related probabilistic processes. We consider the limits of these models on a fine grid in the plane, as the mesh goes to zero. Although the existence of scaling…

Probability · Mathematics 2008-11-26 Oded Schramm

Inspired by river networks and other structures formed by Laplacian growth, we use the Loewner equation to investigate the growth of a network of thin fingers in a diffusion field. We first review previous contributions to illustrate how…

Geophysics · Physics 2017-04-05 O. Devauchelle , P. Szymczak , M. Pecelerowicz , Y. Cohen , H. J. Seybold , D. H. Rothman

The aim of this work is to establish the celebrated Denjoy-Wolff Theorem in the context of generalized Loewner chains. In contrast with the classical situation where essentially convergence to a certain point in the closed unit disk is the…

Dynamical Systems · Mathematics 2009-10-16 Tiziano Casavecchia , Santiago Diaz-Madrigal

A class of Laplacian growth models in the channel geometry is studied using the formalism of tripolar Loewner evolutions, in which three points, namely, the channel corners and infinity, are kept fixed. Initially, the problem of fingered…

Statistical Mechanics · Physics 2015-03-19 Miguel A. Durán , Giovani L. Vasconcelos

The aim of this survey paper is to present a complete direct proof of the well celebrated cornerstone result in Loewner Theory, originally due to Kufarev et al [Trudy Tomsk. Gos. Univ. Ser. Meh.-Mat. 200 (1968) 142-164. MR0257336 (41…

Complex Variables · Mathematics 2013-03-22 Andrea del Monaco , Pavel Gumenyuk

We adapt the theory of chordal Loewner chains to the operator-valued matricial upper-half plane over a $C^*$-algebra $\mathcal{A}$. We define an $\mathcal{A}$-valued chordal Loewner chain as a subordination chain of analytic self-maps of…

Operator Algebras · Mathematics 2018-11-06 David A. Jekel

The Schr\"{o}dinger problem of deducing the microscopic dynamics from the input-output statistics data is known to admit a solution in terms of Markov diffusions. The uniqueness of solution is found linked to the natural boundaries…

Quantum Physics · Physics 2008-12-18 Ph. Blanchard , P. Garbaczewski

In this article we prove the pathwise uniqueness for stochastic differential equations in $\mR^d$ with time-dependent Sobolev drifts, and driven by symmetric $\alpha$-stable processes provided that $\alpha\in(1,2)$ and its spectral measure…

Probability · Mathematics 2011-01-17 Xicheng Zhang

The Stochastic Loewner equation, introduced by Schramm, gives us a powerful way to study and classify critical random curves and interfaces in two-dimensional statistical mechanics. New kind of stochastic Loewner equation, called fractional…

Statistical Mechanics · Physics 2022-04-20 M. Ghasemi Nezhadhaghighi

We consider a L\'evy driven continuous time moving average process $X$ sampled at random times which follow a renewal structure independent of $X$. Asymptotic normality of the sample mean, the sample autocovariance, and the sample…

Probability · Mathematics 2018-04-09 Dirk-Philip Brandes , Imma Valentina Curato

We characterise, in terms of their transition laws, the class of one-dimensional L\'evy processes whose graph has a continuously differentiable (planar) convex hull. We show that this phenomenon is exhibited by a broad class of infinite…

Probability · Mathematics 2022-06-02 David Bang , Jorge Ignacio González Cázares , Aleksandar Mijatović

Inspired by the newly emergent valleytronics, great interest has been attracted to the topological valley transport in classical metacrystals. The presence of nontrivial domain-wall states is interpreted with a concept of valley Chern…

Mesoscale and Nanoscale Physics · Physics 2022-06-08 Xiying Fan , Tianzhi Xia , Huahui Qiu , Qicheng Zhang , Chunyin Qiu

Stochastic Loewner Evolution (SLE_kappa) has been introduced as a description of the continuum limit of cluster boundaries in two-dimensional critical systems. We show that the problem of N radial SLEs in the unit disc is equivalent to…

Mathematical Physics · Physics 2009-11-10 John Cardy

We prove large deviation principles (LDPs) for full chordal, radial, and multichordal SLE(0+) curves parameterized by capacity. The rate function is given by the appropriate variant of the Loewner energy. There are two key novelties in the…

Probability · Mathematics 2026-04-16 Osama Abuzaid , Eveliina Peltola
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