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We consider critical site percolation ($p=p_c=1/2$) on the triangular lattice $\mathbf{T}$ in two dimensions. We show that the simple random walk on the clusters of open vertices converges in the scaling limit to a continuous diffusion…

Probability · Mathematics 2026-04-16 Irina Đanković , Maarten Markering , Jason Miller , Yizheng Yuan

Conformal loop ensembles are random collections of loops in a simply connected domain, whose laws are characterized by a natural conformal invariance property. The set of points not surrounded by any CLE loop is a natural random and…

Probability · Mathematics 2017-10-10 Jason Miller , Scott Sheffield , Wendelin Werner

Kesten et al.( 1975) proved the stable law for the transient RWRE (here we refer it as the $\kappa$-transient RWRE). After that, some similar interesting properties have also been revealed for its continuous counterpart, the diffusion…

Probability · Mathematics 2014-12-16 Wenming Hong , Hui Yang

We study a class of approximation schemes aimed at constructing conformally covariant metrics defined in the gasket of a conformal loop ensemble (CLE$_\kappa$) for $\kappa \in (4,8)$. This is the range of parameter values so that the loops…

Probability · Mathematics 2025-07-22 Valeria Ambrosio , Jason Miller , Yizheng Yuan

We show for $\kappa \in (4,8)$ that the canonical conformally covariant measure on the conformal loop ensemble (CLE$_\kappa$) gasket, previously constructed indirectly by the first co-author and Schoug, can be realized as the limit of…

Probability · Mathematics 2026-04-17 Jason Miller , Yizheng Yuan

The conformal loop ensemble (CLE) is a conformally invariant random collection of loops. In the non-simple regime $\kappa'\in (4,8)$, it describes the scaling limit of the critical Fortuin-Kasteleyn (FK) percolations. CLE percolations were…

Probability · Mathematics 2024-10-17 Haoyu Liu , Xin Sun , Pu Yu , Zijie Zhuang

The conformal loop ensemble (CLE) is the canonical conformally invariant probability measure on non-crossing loops in a simply connected domain in $\mathbb C$ and is indexed by a parameter $\kappa \in (8/3,8)$. We consider CLE$_\kappa$ on…

Probability · Mathematics 2019-11-11 Ewain Gwynne , Jason Miller , Wei Qian

A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…

Statistical Mechanics · Physics 2019-04-03 Alexander H O Wada , Alex Warhover , Thomas Vojta

Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…

Numerical Analysis · Mathematics 2020-07-21 Nawaf Bou-Rabee , Miranda Holmes-Cerfon

We study Conformal Loop Ensemble (CLE$_{\kappa}$) in doubly connected domains: annuli, the punctured disc, and the punctured plane. We restrict attention to CLE$_{\kappa}$ for which the loops are simple, i.e. $\kappa\in (8/3,4]$. In the…

Probability · Mathematics 2015-11-06 Scott Sheffield , Samuel S. Watson , Hao Wu

The conformal loop ensemble $\mathrm{CLE}_{\kappa}$ is the canonical conformally invariant probability measure on noncrossing loops in a proper simply connected domain in the complex plane. The parameter $\kappa$ varies between $8/3$ and…

Probability · Mathematics 2014-08-05 Jason Miller , Nike Sun , David B. Wilson

We construct a measure valued Markov process which we call infinite canonical super-Brownian motion, and which corresponds to the canonical measure of super-Brownian motion conditioned on non-extinction. Infinite canonical super-Brownian…

Probability · Mathematics 2007-05-23 Remco van der Hofstad

We prove that for each $\kappa \in (8/3, 4)$ there exists a geodesic metric on the carpet of a CLE$_\kappa$ which is canonical in the sense that it is characterized by a certain list of axioms. Our metric can be constructed explicitly as…

Probability · Mathematics 2025-11-21 Jason Miller , Yi Tian

We prove a scaling limit theorem for the simple random walk on critical lattice trees in $\mathbb{Z}^d$, for $d\geq 8$. The scaling limit is the Brownian motion on the Integrated Super-Brownian Excursion (BISE) which is the same one that we…

Probability · Mathematics 2025-03-31 Gérard Ben Arous , Manuel Cabezas , Alexander Fribergh

The conformal loop ensemble CLE$_\kappa$ with parameter $8/3 < \kappa < 8$ is the canonical conformally invariant measure on countably infinite collections of non-crossing loops in a simply connected domain. We show that the number of loops…

Probability · Mathematics 2016-03-28 Jason Miller , Samuel S. Watson , David B. Wilson

The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We examine the conditions under which a $d$--dimensional simple random walk in a symmetric random media converges to a Brownian motion. For…

Mathematical Physics · Physics 2007-05-23 Domingos H. U. Marchetti , Roberto da Silva

We prove up-to-constants estimates for a general class of four-arm events in simple conformal loop ensembles, i.e. CLE$_\kappa$ for $\kappa\in (8/3,4]$. The four-arm events that we consider can be created by either one or two loops, with no…

Probability · Mathematics 2025-04-09 Yifan Gao , Pierre Nolin , Wei Qian

Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected…

Probability · Mathematics 2007-06-13 Wouter Kager

We show that when one draws a simple conformal loop ensemble (CLE$_\kappa$ for $\kappa \in (8/3,4)$) on an independent $\sqrt{\kappa}$-Liouville quantum gravity (LQG) surface and explores the CLE in a natural Markovian way, the quantum…

Probability · Mathematics 2021-10-20 Jason Miller , Scott Sheffield , Wendelin Werner

The peanosphere (or "mating of trees") construction of Duplantier, Miller, and Sheffield encodes certain types of $\gamma$-Liouville quantum gravity (LQG) surfaces ($\gamma \in (0,2)$) decorated with an independent SLE$_{\kappa}$ ($\kappa =…

Probability · Mathematics 2016-01-18 Ewain Gwynne , Nina Holden , Jason Miller , Xin Sun
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