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Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…

Probability · Mathematics 2007-05-23 Hock Peng Chan , Tze Leung Lai

For the critical level-set of the Gaussian free field on the metric graph of $\mathbb Z^d$, we consider the one-arm probability $\theta_d(N)$, i.e., the probability that the boundary of a box of side length $2N$ is connected to the center.…

Probability · Mathematics 2024-07-15 Zhenhao Cai , Jian Ding

We consider a general random walk loop soup which includes, or is related to, several models of interest, such as the Spin O(N) model, the double dimer model and the Bose gas. The analysis of this model is challenging because of the…

Probability · Mathematics 2024-07-03 Nicolas Forien , Matteo Quattropani , Alexandra Quitmann , Lorenzo Taggi

We consider the random field defined by the layering numbers of the Brownian loop soup in a bounded simply connected domain in the complex plane. We call this the layering field and show that, after a suitable renormalization, it converges…

Probability · Mathematics 2025-10-28 Sayantan Maitra

We define a large new class of conformal primary operators in the ensemble of Brownian loops in two dimensions known as the ``Brownian loop soup,'' and compute their correlation functions analytically and in closed form. The loop soup is a…

Mathematical Physics · Physics 2020-07-07 Valentino F. Foit , Matthew Kleban

This paper is studying the critical regime of the planar random-cluster model on $\mathbb Z^2$ with cluster-weight $q\in[1,4)$. More precisely, we prove crossing estimates in quads which are uniform in their boundary conditions and depend…

Probability · Mathematics 2021-12-21 Hugo Duminil-Copin , Ioan Manolescu , Vincent Tassion

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…

Probability · Mathematics 2026-01-21 Wei Qian

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…

Probability · Mathematics 2026-02-05 Nathanaël Berestycki , Isao Sauzedde

The two-dimensional Brownian loop-soup is a Poissonian random collection of loops in a planar domain with an intensity parameter c. When c is not greater than 1, we show that the outer boundaries of the loop clusters are disjoint simple…

Probability · Mathematics 2011-09-29 Scott Sheffield , Wendelin Werner

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…

Probability · Mathematics 2020-09-14 Elie Aidekon

Nearest neighbor random walks in the quarter plane that are absorbed when reaching the boundary are studied. The cases of positive and zero drift are considered. Absorption probabilities at a given time and at a given site are made…

Probability · Mathematics 2009-02-18 Kilian Raschel

We develop a unified approach to establish the non-existence of three types of random fractals: (1) the pioneer triple points of the planar Brownian motion, answering an open question in [7], (2) the pioneer double cut points of the planar…

Probability · Mathematics 2026-04-29 Yifan Gao , Xinyi Li , Runsheng Liu , Wei Qian

We prove that for the Gaussian free field (GFF) on the metric graph of $\mathbb{Z}^d$ (for all $d\ge 3$ except the critical dimension $d_c=6$), with uniformly positive probability there exist two distinct sign clusters of diameter at least…

Probability · Mathematics 2026-01-07 Zhenhao Cai , Jian Ding

For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact…

Probability · Mathematics 2013-06-18 Johan S. H. van Leeuwaarden , Kilian Raschel

We postulate the existence of a natural Poissonian marking of the double (touching) points of SLE(6) and hence of the related continuum nonsimple loop process that describes macroscopic cluster boundaries in 2D critical percolation. We…

Statistical Mechanics · Physics 2007-05-23 F. Camia , L. R. G. Fontes , C. M. Newman

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…

Mathematical Physics · Physics 2020-08-26 Federico Camia , Valentino F. Foit , Alberto Gandolfi , Matthew Kleban

We derive a local limit theorem for normal, moderate, and large deviations for symmetric simple random walk on the square lattice in dimensions one and two that is an improvement of existing results for points that are particularly distant…

Probability · Mathematics 2020-05-12 Christian Beneš

We find explicit formulas for the probabilities of general boundary visit events for planar loop-erased random walks, as well as connectivity events for branches in the uniform spanning tree. We show that both probabilities, when suitably…

Mathematical Physics · Physics 2020-10-27 Alex Karrila , Kalle Kytölä , Eveliina Peltola

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…

Probability · Mathematics 2025-06-23 Yinshan Chang

We define two families of Poissonian soups of bidirectional trajectories on $\mathbb{Z}^2$, which can be seen to adequately describe the local picture of the trace left by a random walk on the two-dimensional torus $(\mathbb{Z}/N…

Probability · Mathematics 2017-05-05 Pierre-François Rodriguez