Related papers: Brownian paths as loop-decorated SLEs

Arratia, and later T\'oth and Werner, constructed random processes that formally correspond to coalescing one-dimensional Brownian motions starting from every space-time point. We extend their work by constructing and characterizing what we…

By decomposing the random walk path, we construct a multitype branching process with immigration in random environment for corresponding random walk with bounded jumps in random environment. Then we give two applications of the branching…

Given a sequence of lattice approximations $D_N\subset\mathbb Z^2$ of a bounded continuum domain $D\subset\mathbb R^2$ with the vertices outside $D_N$ fused together into one boundary vertex $\varrho$, we consider discrete-time simple…

We present an algorithm, based on the iteration of conformal maps, that produces independent samples of self-avoiding paths in the plane. It is a discrete process approximating radial Schramm-Loewner evolution growing to infinity. We focus…

We connect this question to a problem of estimating the probability that the image of certain random matrices does not intersect with a subset of the unit sphere $\mathbb{S}^{n-1}$. In this way, the case of a discretized Brownian motion is…

The original Donsker theorem says that a standard random walk converges in distribution to a Brownian motion in the space of continuous functions. It has recently been extended to enriched random walks and enriched Brownian motion. We use…

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

For the directed landscape, the putative universal space-time scaling limit object in the (1+1) dimensional Kardar-Parisi-Zhang (KPZ) universality class, consider the geodesic tree -- the tree formed by the coalescing semi-infinite…

We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

We define a family of stochastic Loewner evolution-type processes in finitely connected domains, which are called continuous LERW (loop-erased random walk). A continuous LERW describes a random curve in a finitely connected domain that…

The scaling limit of planar loop-erased random walks is described by a stochastic Loewner evolution with parameter kappa=2. In this note SLE(2) in the upper half-plane H minus a simply-connected compact subset K of H is studied. As a main…

It is well known that there are close connections between non-intersecting processes in one dimension and random matrices, based on the reflection principle. There is a generalisation of the reflection principle for more general (e.g.…

We survey the theory and applications of mating-of-trees bijections for random planar maps and their continuum analog: the mating-of-trees theorem of Duplantier, Miller, and Sheffield (2014). The latter theorem gives an encoding of a…

Infinite sums of i.i.d. random variables discounted by a multiplicative random walk are called perpetuities and have been studied by many authors. The present paper provides a log-type moment result for such random variables under minimal…

The Brownian web is a random object that occurs as the scaling limit of an infinite system of coalescing random walks. Perturbing this system of random walks by, independently at each point in space-time, resampling the random walk…

We establish up-to-constants estimates for arm events in the Brownian loop soup on the 2D metric graph associated with the square lattice. More specifically, we consider two natural geometric events: first, ``bulk'' four-arm events,…

We characterise the multiplicative chaos measure $\mathcal{M}$ associated to planar Brownian motion introduced in [BBK94,AHS20,Jeg20a] by showing that it is the only random Borel measure satisfying a list of natural properties. These…

In this paper we define Brownian local time as the almost sure limit of the local times of a nested sequence of simple, symmetric random walks. The limit is jointly continuous in $(t,x)$. The rate of convergence is $n^{\frac14} (\log…

We pursue the analysis made in [1] on the arithmetic area enclosed by m closed Brownian paths. We pay a particular attention to the random variable S{n1,n2, ...,n} (m) which is the arithmetic area of the set of points, also called winding…