Related papers: SLE with Jumps and Conformal Null Vectors
We study previously un-researched second order statistics - correlation function of spectral staircase and global level number variance - in generic integrable systems with no extra degeneracies. We show that the global level number…
We consider the Euler scheme for stochastic differential equations with jumps, whose intensity might be infinite and the jump structure may depend on the position. This general type of SDE is explicitly given for Feller processes and a…
Links between certain stochastic evolutions of conformal maps and conformal field theory have been studied in the realm of SLE and by utilizing singular vectors in highest-weight modules of the Virasoro algebra. It was recently found that…
We implement a version of conformal field theory (CFT) that gives a connection to SLE in a multiply connected domain. Our approach is based on the Gaussian free field and applies to CFTs with central charge $c \leq 1$. In this framework we…
This paper introduces a high-dimensional binary variate model that accommodates nonstationary covariates and factors, and studies their asymptotic theory. This framework encompasses scenarios where single indices are nonstationary or…
This article is meant to serve as a guide to recent developments in the study of the scaling limit of critical models. These new developments were made possible through the definition of the Stochastic Loewner Evolution (SLE) by Oded…
We discover quantum Hall like jumps in the saturation spectral rigidity in the semiclassical spectrum of a modified Kepler problem as a function of the interval center. These jumps correspond to integer decreases of the radial winding…
We present a simple unifying treatment of a broad class of applications from statistical mechanics, econometrics, mathematical finance, and insurance mathematics, where (possibly subordinated) L\'evy noise arises as a scaling limit of some…
Schramm-Loewner Evolution (SLE) is a stochastic process that helps classify critical statistical models using one real parameter $\kappa$. Numerical study of SLE often involves curves that start and end on the real axis. To reduce numerical…
We conjecture a relationship between the scaling limit of the fixed-length ensemble of self-avoiding walks in the upper half plane and radial SLE with kappa=8/3 in this half plane from 0 to i. The relationship is that if we take a curve…
The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications in physics, but also in insurance, finance and economics. A definition is given for a class of stochastic integrals driven by a CTRW, that…
Schramm-Loewner Evolutions ($\SLE$) are random curves in planar simply connected domains; the massless (Euclidean) free field in such a domain is a random distribution. Both have conformal invariance properties in law. In the present…
$Vect(N)$, the algebra of vector fields in $N$ dimensions, is studied. Some aspects of local differential geometry are formulated as $Vect(N)$ representation theory. There is a new class of modules, {\it conformal fields}, whose…
Levy-Loewner evolution (LLE) is a generalization of the Schramm-Loewner evolution (SLE) where the branching is possible in a course of growth process. We consider a class of radial Levy-Loewner evolutions for which sets of points of the…
We review the algebraic and analytic aspects of the conformal field theory (CFT) and its relation to the stochastic Loewner evolution (SLE) in an example of the Ising model. We obtain the scaling limit of the correlation functions of Ising…
There exists a diversity of weak Local Linearization (LL) schemes for the integration of stochastic differential equations with additive noise, which differ with respect to the algorithm that is employed in the numerical implementation of…
We characterize and describe all random subsets $K$ of a given simply connected planar domain (the upper half-plane $\H$, say) which satisfy the ``conformal restriction'' property, i.e., $K$ connects two fixed boundary points (0 and…
Stochastic Variational Method (SVM) is the generalization of the variation method to the case with stochastic variables. In the series of papers, we investigate the applicability of SVM as an alternative field quantization scheme. Here, we…
We provide a pedagogical review of CFT techniques to compute certain Schramm-Loewner Evolution (SLE) observables in the upper half-plane. The approach relies on the ability to express the observables as bulk-boundary correlation functions…
For a generic conformal field theory (CFT) in four dimensions, the scale anomaly dictates that the universal part of entanglement entropy across a sphere ($\mathcal{C}_{\text{univ}}(S^{2})$) is positive. Based on this fact, we explore the…