Related papers: The Loewner equation: maps and shapes
We describe Stochastic Loewner Evolution on arbitrary Riemann surfaces with boundary using Conformal Field Theory methods. We propose in particular a CFT construction for a probability measure on (clouded) paths, and check it against known…
Though classical random walks have been studied for many years, research concerning their quantum analogues, quantum random walks, has only come about recently. Numerous simulations of both types of walks have been run and analyzed, and are…
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…
A group theoretical formulation of Schramm--Loewner-evolution-type growth processes corresponding to Wess--Zumino--Witten theories is developed that makes it possible to construct stochastic differential equations associated with more…
We calculate the spectral dimension of a wide class of tree-like fractals by solving the random walk problem through a new analytical technique, based on invariance under generalized cutting-decimation transformations. These fractals are…
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…
SLE_k stochastic processes describe growth of random curves which, in some cases, may be identified with boundaries of two dimensional critical percolating clusters. By generalizing SLE_k growths to formal Markov processes on the central…
The natural paramterization or length for the Schramm-Loewner evolution (SLE{\kappa}) is the candidate for the scaling limit of the length of discrete curves for \kappa < 8. We improve the proof of the existence of the parametrization and…
We analyse a random motion of a particle on a fractal curve, using Langevin approach. This involves defining a new velocity in terms of mass of the fractal curve, as defined in recent work. The geometry of the fractal curve, hence plays an…
We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…
We demonstrate how to obtain integrable results for the Schramm-Loewner evolution (SLE) from Liouville conformal field theory (LCFT) and the mating-of-trees framework for Liouville quantum gravity (LQG). In particular, we prove an exact…
This is an introductory level survey of some topics from a new branch of fractal analysis -- the theory of self-similar groups. We discuss recent works on random walks on self-similar groups and their applications to the problem of…
We review the recently developed relation between the traditional algebraic approach to conformal field theories and the more recent probabilistic approach based on stochastic Loewner evolutions. It is based on implementing random conformal…
The development of Schramm--Loewner evolution (SLE) as the scaling limits of discrete models from statistical physics makes direct simulation of SLE an important task. The most common method, suggested by Marshall and Rohde \cite{MR05}, is…
Levy walks define a fundamental concept in random walk theory which allows one to model diffusive spreading that is faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a…
The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak generalized convolution following the idea given in [1]. The…
Using results from Schramm Loewner evolution (SLE), we give the expression of the fluctuation-induced force exerted by a polymer on a small impenetrable disk, in various 2-dimensional domain geometries. We generalize to two polymers and…
Building on the identification of the scaling limit of the critical percolation exploration process as a Schramm-Loewner Evolution, we derive a PDE characterization for the crossing probability of an annulus.
Fractional Levy motion (fLm) is the natural generalization of fractional Brownian motion in the context of self-similar stochastic processes and stable probability distributions. In this paper we give an explicit derivation of the…
Originating from a system theory and an input/output point of view, I introduce a new class of generalized distributions. A parametric nonlinear transformation converts a random variable $X$ into a so-called Lambert $W$ random variable $Y$,…