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We show a finite-time large deviation principle (LDP) for "Dyson type" diffusion processes, including Dyson Brownian motion on the circle, for a fixed number of particles as the coupling parameter $\beta=8/\kappa$ tends to $\infty$. We also…

Probability · Mathematics 2025-08-28 Osama Abuzaid , Vivian Olsiewski Healey , Eveliina Peltola

We consider a variation of the standard Hastings-Levitov model HL(0), in which growth is anisotropic. Two natural scaling limits are established and we give precise descriptions of the effects of the anisotropy. We show that the limit…

Probability · Mathematics 2012-03-12 Fredrik Johansson , Alan Sola , Amanda Turner

The fundamental properties of 2-dimensional (2D) Ising system were formulated using the Loewner theory. We focus on the role of the complexity measure of the 2D geometry, referred to as the Loewner entropy, to derive the…

Statistical Mechanics · Physics 2024-05-22 Yusuke Shibasaki

We study the motion of a particle in a random time-dependent vector field defined by the 2D Navier-Stokes system with a noise. Under suitable non-degeneracy hypotheses we prove that the empirical measures of the trajectories of the pair…

Mathematical Physics · Physics 2019-02-12 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

This work introduces a construction of conformal processes that combines the theory of branching processes with chordal Loewner evolution. The main novelty lies in the choice of driving measure for the Loewner evolution: given a finite…

Probability · Mathematics 2025-08-13 Vivian Olsiewski Healey , Govind Menon

We define a Hastings-Levitov$(0)$ process on a cylinder and prove that the process converges to Stationary Hastings Levitov$(0)$ under appropriate particle size scaling that depends on the radius of the cylinder. The Stationary Hastings…

Probability · Mathematics 2023-01-31 Eviatar B. Procaccia , Anna Zhuchenko

We investigate a family of gradient flows of positive and probability measures, focusing on the Hellinger-Kantorovich (HK) geometry, which unifies transport mechanism of Otto-Wasserstein, and the birth-death mechanism of Hellinger (or…

Analysis of PDEs · Mathematics 2025-01-29 Alexander Mielke , Jia-Jie Zhu

We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% \beta_n$ and an energy…

Probability · Mathematics 2020-01-07 Paul Dupuis , Vaios Laschos , Kavita Ramanan

We study foliations by chord-arc Jordan curves of the twice punctured Riemann sphere $\mathbb C \smallsetminus \{0\}$ using the Loewner-Kufarev equation. We associate to such a foliation a function on the plane that describes the "local…

Complex Variables · Mathematics 2024-02-21 Fredrik Viklund , Yilin Wang

We establish large deviation principle (LDP) for the family of vector-valued random processes $(X^\epsilon,Y^\epsilon),\epsilon\to 0$ defined as $$ X^\epsilon_t=\frac{1}{\epsilon^\kappa}\int_0^t H(\xi^\epsilon_s,Y^\epsilon_s)ds,…

Probability · Mathematics 2016-09-07 A. Guillin , R. Liptser

We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…

Probability · Mathematics 2020-03-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer

We prove bulk scaling limits and fluctuation scaling limits for a two-parameter class ALE$(\alpha,\eta)$ of continuum planar aggregation models. The class includes regularized versions of the Hastings--Levitov family HL$(\alpha)$ and…

Probability · Mathematics 2021-05-20 James Norris , Vittoria Silvestri , Amanda Turner

Strong and general entropic and geometric Heisenberg limits are obtained, for estimates of multiparameter unitary displacements in quantum metrology, such as the estimation of a magnetic field from the induced rotation of a probe state in…

Quantum Physics · Physics 2018-08-03 Michael J. W. Hall

We propose that the Hawking radiation energy and entropy flow rates from a black hole can be viewed as a one-dimensional (1D), non-equilibrium Landauer transport process. Support for this viewpoint comes from previous calculations invoking…

General Relativity and Quantum Cosmology · Physics 2012-03-14 P. D. Nation , M. P. Blencowe , Franco Nori

We consider radial Loewner evolution driven by unimodular L\'evy processes. We rescale the hulls of the evolution by capacity, and prove that the weak limit of the rescaled hulls exists. We then study a random growth model obtained by…

Complex Variables · Mathematics 2008-11-25 Fredrik Johansson , Alan Sola

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

A generic feature of systems with long-range interactions is the presence of {\it quasi-stationary} states with non-Gaussian single particle velocity distributions. For the case of the Hamiltonian Mean Field (HMF) model, we demonstrate that…

We consider a homotopic evolution in the space of smooth shapes starting from the unit circle. Based on the Loewner-Kufarev equation we give a Hamiltonian formulation of this evolution and provide conservation laws. The symmetries of the…

Mathematical Physics · Physics 2011-11-08 Irina Markina , Alexander Vasil'ev

We construct and study a stationary version of the Hastings-Levitov$(0)$ model. We prove that, unlike in the classical HL$(0)$ model, in the stationary case the size of particles attaching to the aggregate is tight, and therefore SHL$(0)$…

Probability · Mathematics 2022-11-08 Noam Berger , Eviatar B. Procaccia , Amanda Turner

We present a new lower bound on the differential entropy rate of stationary processes whose sequences of probability density functions fulfill certain regularity conditions. This bound is obtained by showing that the gap between the…

Information Theory · Computer Science 2017-08-30 Meik Dörpinghaus
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