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Random walkers absorbing on a boundary sample the Harmonic Measure linearly and independently: we discuss how the recurrence times between impacts enable non-linear moments of the measure to be estimated. From this we derive a new technique…

Statistical Mechanics · Physics 2007-05-23 Ellak Somfai , Nicholas R. Goold , Robin C. Ball , Jason P. DeVita , Leonard M. Sander

For the perimeter length $L_n$ and the area $A_n$ of the convex hull of the first $n$ steps of a planar random walk, this thesis study $n \to \infty$ mean and variance asymptotics and establish distributional limits. The results apply to…

Probability · Mathematics 2017-09-07 Chang Xu

Schramm-Loewner evolution (SLE) is a random process that gives a useful description of fractal curves. After its introduction, many works concerning the connection between SLE and conformal field theory (CFT) have been carried out. In this…

Mathematical Physics · Physics 2019-06-26 Shinji Koshida

We consider the Schramm-Loewner evolution (SLE$_\kappa$) for $\kappa \in (4,8)$, which is the regime that the curve is self-intersecting but not space-filling. We let ${\mathcal K}$ be the set of $\kappa \in (4,8)$ for which the adjacency…

Probability · Mathematics 2026-05-06 Konstantinos Kavvadias , Jason Miller , Lukas Schoug

In recent work we have shown that loop-erased random walk (LERW) connecting two boundary points of a domain converges to the chordal Schramm-Loewner evolution (SLE(2)) in the sense of curves parametrized by Minkowski content. In this note…

Probability · Mathematics 2017-03-13 Gregory F. Lawler , Fredrik Viklund

We consider families of non-colliding random walks above a hard wall, which are subject to a self-potential of tilted area type. We view such ensembles as effective models for the level lines of a class of $2+1$-dimensional discrete-height…

Probability · Mathematics 2018-04-26 Dmitry Ioffe , Yvan Velenik , Vitali Wachtel

Multiple Schramm-Loewner Evolutions (SLE) are conformally invariant random processes of several curves, whose construction by growth processes relies on partition functions: M\"obius covariant solutions to a system of second order partial…

Mathematical Physics · Physics 2018-02-13 Kalle Kytölä , Eveliina Peltola

We provide numerical support for a long-standing prediction of universal scaling of winding angle distributions. Simulations of interacting self-avoiding walks show that the winding angle distribution for $N$-step walks is compatible with…

Statistical Mechanics · Physics 2016-03-23 Arturo Narros , Aleksander L Owczarek , Thomas Prellberg

We find explicit formulas for the probabilities of general boundary visit events for planar loop-erased random walks, as well as connectivity events for branches in the uniform spanning tree. We show that both probabilities, when suitably…

Mathematical Physics · Physics 2020-10-27 Alex Karrila , Kalle Kytölä , Eveliina Peltola

We use SLE(6) paths to construct a process of continuum nonsimple loops in the plane and prove that this process coincides with the full continuum scaling limit of 2D critical site percolation on the triangular lattice -- that is, the…

Probability · Mathematics 2007-05-23 Federico Camia , Charles M. Newman

A self-avoiding walk (SAW) is a path on a graph that visits each vertex at most once. The mean square displacement of an $n$-step SAW is the expected value of the square of the distance between the ending point and the starting point of an…

Mathematical Physics · Physics 2020-07-09 Zhongyang Li

Substantial progress has been made in recent years on the 2D critical percolation scaling limit and its conformal invariance properties. In particular, chordal SLE6 (the Stochastic Loewner Evolution with parameter k=6) was, in the work of…

Probability · Mathematics 2009-11-10 Federico Camia , Charles M. Newman

We study the first passage time processes of anomalous diffusion on self similar curves in two dimensions. The scaling properties of the mean square displacement and mean first passage time of the ballistic motion, fractional Brownian…

Statistical Mechanics · Physics 2011-07-29 M. Ghasemi Nezhadhaghighi , M. A. Rajabpour , S. Rouhani

We propose a novel estimation procedure for models with endogenous variables in the presence of spatial correlation based on Eigenvector Spatial Filtering. The procedure, called Moran's $I$ 2-Stage Lasso (Mi-2SL), uses a two-stage Lasso…

Econometrics · Economics 2024-04-04 Sylvain Barde , Rowan Cherodian , Guy Tchuente

Adaptive experiments are becoming increasingly popular in real-world applications for effectively maximizing in-sample welfare and efficiency by data-driven sampling. Despite their growing prevalence, however, the statistical foundations…

Statistics Theory · Mathematics 2026-04-15 Ziang Niu , Zhimei Ren

The Sliced-Wasserstein distance (SW) is being increasingly used in machine learning applications as an alternative to the Wasserstein distance and offers significant computational and statistical benefits. Since it is defined as an…

Machine Learning · Statistics 2022-01-05 Kimia Nadjahi , Alain Durmus , Pierre E. Jacob , Roland Badeau , Umut Şimşekli

We study the scaling limits of looptrees associated with Bienaym\'e--Galton--Watson (BGW) trees, that are obtained by replacing every vertex of the tree by a "cycle" whose size is its degree. First, we consider BGW trees whose offspring…

Probability · Mathematics 2018-06-13 Igor Kortchemski , Loïc Richier

Monte Carlo simulations, using the PERM algorithm, of interacting self-avoiding walks (ISAW) and interacting self-avoiding trails (ISAT) in five dimensions are presented which locate the collapse phase transition in those models. It is…

Statistical Mechanics · Physics 2009-11-07 A. L. Owczarek , T. Prellberg

The reliable deployment of deep learning in medical imaging requires uncertainty quantification that provides rigorous error guarantees while remaining anatomically meaningful. Conformal prediction (CP) is a powerful distribution-free…

Computer Vision and Pattern Recognition · Computer Science 2026-01-28 Mélanie Gaillochet , Christian Desrosiers , Hervé Lombaert

We define a new family of self-avoiding walks (SAW) on the square lattice, called weakly directed walks. These walks have a simple characterization in terms of the irreducible bridges that compose them. We determine their generating…

Combinatorics · Mathematics 2025-09-26 Axel Bacher , Mireille Bousquet-Mélou