Related papers: Conformal Invariance and Stochastic Loewner Evolut…
This article provides an introduction to Schramm(stochastic)-Loewner evolution (SLE) and to its connection with conformal field theory, from the point of view of its application to two-dimensional critical behaviour. The emphasis is on the…
Let S be a finite subset of Z^2. A walk on the slit plane with steps in S is a sequence (0,0)=w_0, w_1, ..., w_n of points of Z^2 such that w_{i+1}-w_i belongs to S for all i, and none of the points w_i, i>0, lie on the half-line H= {(k,0):…
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…
Iterated conformal mappings are used to obtain exact multifractal spectra of the harmonic measure for arbitrary Laplacian random walks in two dimensions. Separate spectra are found to describe scaling of the growth measure in time, of the…
We derive a local limit theorem for normal, moderate, and large deviations for symmetric simple random walk on the square lattice in dimensions one and two that is an improvement of existing results for points that are particularly distant…
We construct a conformal welding of two Liouville quantum gravity random surfaces and show that the interface between them is a random fractal curve called the Schramm-Loewner evolution (SLE), thereby resolving a variant of a conjecture of…
Quantum random walks are constructed on operator spaces with the aid of matrix-space lifting, a type of ampliation intermediate between those provided by spatial and ultraweak tensor products. Using a form of Wiener-Ito decomposition, a…
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…
We address covariance estimation in the sense of minimum mean-squared error (MMSE) for Gaussian samples. Specifically, we consider shrinkage methods which are suitable for high dimensional problems with a small number of samples (large p…
We discuss possible sources of systematic errors in the computation of critical exponents by renormalization-group methods, extrapolations from exact enumerations and Monte Carlo simulations. A careful Monte Carlo determination of the…
It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…
We introduce classes of restricted walks, surfaces and their generalisations. For example, self-osculating walks (SOWs) are supersets of self-avoiding walks (SAWs) where edges are still not allowed to cross but may 'kiss' at a vertex. They…
We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…
We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…
We consider a one dimensional asymmetric random walk whose jumps are identical, independent and drawn from a distribution \phi(\eta) displaying asymmetric power law tails (i.e. \phi(\eta) \sim c/\eta^{\alpha +1} for large positive jumps and…
We present a real space renormalization-group map for probabilities of random walks on a hierarchical lattice. From this, we study the asymptotic behavior of the end-to-end distance of a weakly self- avoiding random walk (SARW) that…
The dynamics of the avalanche width in the evolution model is described using a random walk picture. In this approach the critical exponents for avalanche distribution, $\tau$, and avalanche average time, $\gamma$, are found to be the same…
The Half-Plane Half-Comb walk is a random walk on the plane, when we have a square lattice on the upper half-plane and a comb structure on the lower half-plane, i.e. horizontal lines below the x-axis are removed. We prove that the…
We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…
It is well known that the spectral form factor (SFF) of a possibly degenerate many-body Hamiltonian can be identified with a planar random walk taking steps of unequal length. In this paper we push this identification further and propose to…