English
Related papers

Related papers: Brownian paths as loop-decorated SLEs

200 papers

In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our…

Probability · Mathematics 2007-05-23 R. van der Hofstad , F. den Hollander , W. Koenig

This paper describes joint work with Oded Schramm and Wendelin Werner establishing the values of the planar Brownian intersection exponents from which one derives the Hausdorff dimension of certain exceptional sets of planar Brownian…

Probability · Mathematics 2007-05-23 Gregory Lawler

This article deals with limit theorems for certain loop variables for loop soups whose intensity approaches infinity. We first consider random walk loop soups on finite graphs and obtain a central limit theorem when the loop variable is the…

Probability · Mathematics 2020-02-04 Federico Camia , Yves Le Jan , Tulasi Ram Reddy

In this note, by an elementary use of Girsanov's transform we show that the exit time for either a biased random walk or a drifted Brownian motion on a symmetric interval is stochastically monotone with respect to the drift parameter. In…

Probability · Mathematics 2025-06-05 Xi Geng , Greg Markowsky

As an image of the many-to-one map of loop-erasing operation $\LE$ of random walks, a self-avoiding walk (SAW) is obtained. The loop-erased random walk (LERW) model is the statistical ensemble of SAWs such that the weight of each SAW…

Mathematical Physics · Physics 2015-03-17 Makiko Sato , Makoto Katori

In this paper, we study a class of random walks that build their own tree. At each step, the walker attaches a random number of leaves to its current position. The model can be seen as a subclass of the Random Walk in Changing Environments…

Probability · Mathematics 2024-05-08 Rodrigo Ribeiro

This paper shows the convergence of adele-valued random walks to an adelic L\'evy process under scaling limits. We use random walks on the $p$-adic numbers to construct random walks initially on the infinite product space, and use survival…

Probability · Mathematics 2026-05-11 Rahul Rajkumar

We consider the biased random walk on a tree constructed from the set of finite self-avoiding walks on a lattice, and use it to construct probability measures on infinite self-avoiding walks. The limit measure (if it exists) obtained when…

Probability · Mathematics 2019-12-25 Vincent Beffara , Cong Bang Huynh

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

Probability · Mathematics 2010-01-13 Remco van der Hofstad , Mark Holmes

We consider the backbone of the infinite cluster generated by supercritical oriented site percolation in dimension 1 +1. A directed random walk on this backbone can be seen as an "ancestral line" of an individual sampled in the stationary…

Probability · Mathematics 2019-09-12 Matthias Birkner , Nina Gantert , Sebastian Steiber

We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…

Probability · Mathematics 2015-06-04 Denis Denisov , Vitali Wachtel

The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from every point in space and time, while the Brownian net is an extension that also allows branching. We show here that the Brownian net is the…

Probability · Mathematics 2024-01-18 Rongfeng Sun , Jan M. Swart , Jinjiong Yu

Let x and y be chosen uniformly in a graph G. We find the limiting distribution of the length of a loop-erased random walk from x to y on a large class of graphs that include the discrete torus in dimensions 5 and above. Moreover, on this…

Probability · Mathematics 2007-05-23 Yuval Peres , David Revelle

The loop-erased random walk (LERW) in $\mathbb{Z}^4$ is the process obtained by erasing loops chronologically for simple random walk. We prove that the escape probability of the LERW renormalized by $(\log n)^{\frac{1}{3}}$ converges almost…

Probability · Mathematics 2018-09-05 Gregory F. Lawler , Xin Sun , Wei Wu

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

In recent work we have shown that loop-erased random walk (LERW) connecting two boundary points of a domain converges to the chordal Schramm-Loewner evolution (SLE(2)) in the sense of curves parametrized by Minkowski content. In this note…

Probability · Mathematics 2017-03-13 Gregory F. Lawler , Fredrik Viklund

The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar…

Probability · Mathematics 2010-08-10 Balazs Szekely , Tamas Szabados

The (standard) Brownian web is a collection of coalescing one- dimensional Brownian motions, starting from each point in space and time. It arises as the diffusive scaling limit of a collection of coalescing random walks. We show that it is…

Probability · Mathematics 2009-09-29 Rongfeng Sun , Jan M. Swart

In this paper, we study the scaling limit of a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin. If the probability of…

Probability · Mathematics 2018-11-30 Raphael Forien

Questions regarding the continuity in $\kappa$ of the $SLE_{\kappa}$ traces and maps appear very naturally in the study of SLE. In order to study the first question, we consider a natural coupling of SLE traces: for different values of…

Probability · Mathematics 2020-02-20 Dmitry Beliaev , Terry J. Lyons , Vlad Margarint