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Related papers: Brownian paths as loop-decorated SLEs

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We provide a decomposition of the trace of the Brownian motion into a simple path and an independent Brownian soup of loops that intersect the simple path. More precisely, we prove that any subsequential scaling limit of the loop erased…

Probability · Mathematics 2015-12-16 Artem Sapozhnikov , Daisuke Shiraishi

We show that the scaling limit of the random walk loop soup on suitable planar graphs is the Brownian loop soup, under a topology on multisets of unrooted, unparameterized, and macroscopic loops. The result holds assuming only convergence…

Probability · Mathematics 2026-03-16 Yihao Pang

The random walk loop soup is a Poissonian ensemble of lattice loops; it has been extensively studied because of its connections to the discrete Gaussian free field, but was originally introduced by Lawler and Trujillo Ferreras as a discrete…

Probability · Mathematics 2016-09-19 Tim van de Brug , Federico Camia , Marcin Lis

The Brownian loop soup introduced in Lawler and Werner (2004) is a Poissonian realization from a sigma-finite measure on unrooted loops. This measure satisfies both conformal invariance and a restriction property. In this paper, we define a…

Probability · Mathematics 2007-05-23 Gregory F. Lawler , José A. Trujillo Ferreras

We introduce a natural "massive" version of the Brownian loop soup of Lawler and Werner which displays conformal covariance and exponential decay. We show that this massive Brownian loop soup arises as the near-critical scaling limit of a…

Probability · Mathematics 2016-02-12 Federico Camia

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 outline a strategy for showing convergence of loop-erased random walk on the Z^2 square lattice to SLE(2), in the supremum norm topology that takes the time parametrization of the curves into account. The discrete curves are parametrized…

Probability · Mathematics 2015-06-15 Tom Alberts , Michael J. Kozdron , Robert Masson

We ask if it is possible to find some particular continuous paths of unit length in linear Brownian motion. Beginning with a discrete version of the problem, we derive the asymptotics of the expected waiting time for several interesting…

Probability · Mathematics 2015-09-18 Jim Pitman , Wenpin Tang

We consider loop-erased random walk (LERW) running between two boundary points of a square grid approximation of a planar simply connected domain. The LERW Green's function is the probability that the LERW passes through a given edge in the…

Probability · Mathematics 2015-08-06 Christian Benes , Gregory F. Lawler , Fredrik Johansson Viklund

We obtain the Brownian net of Sun and Swart (2008) as the scaling limit of the paths traced out by a system of continuous (one-dimensional) space and time branching and coalescing random walks. This demonstrates a certain universality of…

Probability · Mathematics 2016-11-17 Alison Etheridge , Nic Freeman , Daniel Straulino

We prove that the scaling limit of loop-erased random walk in a simply connected domain $D$ is equal to the radial SLE(2) path in $D$. In particular, the limit exists and is conformally invariant. It follows that the scaling limit of the…

Probability · Mathematics 2008-11-26 Gregory F. Lawler , Oded Schramm , Wendelin Werner

We derive a rate of convergence of the Loewner driving function for planar loop-erased random walk to Brownian motion with speed 2 on the unit circle, the Loewner driving function for radial SLE(2). The proof uses a new estimate of the…

Probability · Mathematics 2013-02-22 Christian Benes , Fredrik Johansson Viklund , Michael J. Kozdron

Lawler, Schramm and Werner showed that the scaling limit of the loop-erased random walk on $\mathbb{Z}^2$ is $\mathrm{SLE}_2$. We consider scaling limits of the loop-erasure of random walks on other planar graphs (graphs embedded into…

Probability · Mathematics 2012-11-16 Ariel Yadin , Amir Yehudayoff

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…

Probability · Mathematics 2013-07-30 Paul Jung , Greg Markowsky

It is well known (Donsker's Invariance Principle) that the random walk converges to Brownian motion by scaling. In this paper, we will prove that the scaled local time of the $(1,L)-$random walk converges to that of the Brownian motion. The…

Probability · Mathematics 2014-02-24 Wenming Hong , Hui Yang

The main topic of these lecture notes is the continuum scaling limit of planar lattice models. One reason why this topic occupies an important place in the theory of probability and mathematical statistical physics is that scaling limits…

Probability · Mathematics 2016-02-12 Federico Camia

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

Probability · Mathematics 2015-05-20 Daniel Paulin , Domokos Szász

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 review some recently completed research that establishes the scaling limit of Fomin's identity for loop-erased random walk on Z^2 in terms of the chordal Schramm-Loewner evolution (SLE) with parameter 2. In the case of two paths, we…

Probability · Mathematics 2009-05-15 Michael J. Kozdron

For random collections of self-avoiding loops in two-dimensional domains, we define a simple and natural conformal restriction property that is conjecturally satisfied by the scaling limits of interfaces in models from statistical physics.…

Probability · Mathematics 2017-07-18 Scott Sheffield , Wendelin Werner
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