Related papers: A Guide to Stochastic Loewner Evolution and its Ap…
The scaling limit of the two-dimensional self-avoiding walk (SAW) is believed to be given by the Schramm-Loewner evolution (SLE) with the parameter kappa equal to 8/3. The scaling limit of the SAW has a natural parameterization and SLE has…
We develop a scale-invariant truncated L\'evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L\'evy stability for the probability density, and hence shows scaling…
The Rohde--Schramm theorem states that Schramm--Loewner Evolution with parameter $\kappa$ (or SLE$_\kappa$ for short) exists as a random curve, almost surely, if $\kappa \neq 8$. Here we give a new and concise proof of the result, based on…
The conjecture that the scaling limit of the two-dimensional self-avoiding walk (SAW) in a half plane is given by the stochastic Loewner evolution (SLE) with $\kappa=8/3$ leads to explicit predictions about the SAW. A remarkable feature of…
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…
Stochastic simulators are non-deterministic computer models which provide a different response each time they are run, even when the input parameters are held at fixed values. They arise when additional sources of uncertainty are affecting…
Structured latent attribute models (SLAMs) are a special family of discrete latent variable models widely used in social and biological sciences. This paper considers the problem of learning significant attribute patterns from a SLAM with…
In complex systems with fractal properties the scale invariance has an important rule to classify different statistical properties. In two dimensions the Loewner equation can classify all the fractal curves. Using the Weierstrass-Mandelbrot…
The stochastic sewing lemma recently introduced by Le~(2020) allows to construct a unique limit process from a doubly indexed stochastic process that satisfies some regularity. This lemma is stated in a given probability space on which…
In this paper, we discuss the chordal Komatu-Loewner equation on standard slit domains in a manner applicable not just to a simple curve but also a family of continuously growing hulls. Especially a conformally invariant characterization of…
Inspired by theories such as Loop Quantum Gravity, a class of stochastic graph dynamics was studied in an attempt to gain a better understanding of discrete relational systems under the influence of local dynamics. Unlabeled graphs in a…
We develop a skew-adaptive extension of split conformal prediction for regression. The method starts from an asymmetric interval family centered at a point prediction and uses the gauge approach to deduce the conformity score induced by…
Growth fronts of slime molds are characterized through a direct geometric analysis based on Loewner evolutions, using experimentally acquired time-resolved images. The associated Loewner driving functions reconstructed from expanding…
Stochastic partial differential equations (SPDE) on graphs were introduced by Cerrai and Freidlin [Ann. Inst. Henri Poincar\'e Probab. Stat. 53 (2017) 865-899]. This class of stochastic equations in infinite dimensions provides a minimal…
A spline chaos expansion, referred to as SCE, is introduced for uncertainty quantification analysis. The expansion provides a means for representing an output random variable of interest with respect to multivariate orthonormal basis…
Stable random variables are motivated by the central limit theorem for densities with (potentially) unbounded variance and can be thought of as natural generalizations of the Gaussian distribution to skewed and heavy-tailed phenomenon. In…
We study the scaling limits of stochastic gradient descent (SGD) with constant step-size in the high-dimensional regime. We prove limit theorems for the trajectories of summary statistics (i.e., finite-dimensional functions) of SGD as the…
This paper concerns a random walk on a planar graph and presents certain estimates concerning the harmonic measures for the walk in a grid domain which estimates are useful for showing the convergence of a LERW (loop-erased random walk) to…
In this survey, we provide an in-depth exposition of our recent results on the well-posedness theory for stochastic evolution equations, employing maximal regularity techniques. The core of our approach is an abstract notion of critical…
Appreciation of Stochastic Loewner evolution (SLE$_\kappa$), as a powerful tool to check for conformal invariant properties of geometrical features of critical systems has been rising. In this paper we use this method to check conformal…