Related papers: Loewner's equation in noncommutative probability
In [5], O. Bauer interpreted the chordal Loewner equation in terms of non-commutative probability theory. We follow this perspective and identify the chordal Loewner equations as the non-autonomous versions of evolution equations for…
We consider evolution in the unit disk in which the sample paths are represented by the trajectories of points evolving randomly under the generalized Loewner equation. The driving mechanism differs from the SLE evolution, but nevertheless…
It is well known that a Lorenz curve, derived from the distribution function of a random variable, can itself be viewed as a probability distribution function of a new random variable [4]. In a previous work of ours [26], we proved the…
In this paper we introduce a general version of the notion of Loewner chains which comes from the new and unified treatment, given in [arXiv:0807.1594], of the radial and chordal variant of the Loewner differential equation, which is of…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
This paper investigates additive processes with respect to several different independences in non-commutative probability in terms of the convolution hemigroups of the distributions of the increments of the processes. In particular, we…
The wrapping transformation $W$ is a homomorphism from the semigroup of probability measures on the real line, with the convolution operation, to the semigroup of probability measures on the circle, with the multiplicative convolution…
In this paper we introduce a general version of the Loewner differential equation which allows us to present a new and unified treatment of both the radial equation introduced in 1923 by K. Loewner and the chordal equation introduced in…
We study chordal Loewner families in the upper half-plane and show that they have a parametric representation. We show one, that to every chordal Loewner family there corresponds a unique measurable family of probability measures on the…
Loewner Theory is a deep technique in Complex Analysis affording a basis for many further important developments such as the proof of famous Bieberbach's conjecture and well-celebrated Schramm's Stochastic Loewner Evolution (SLE). It…
We introduce the concept evolutionary semigroups on path spaces, generalizing the notion of transition semigroups to possibly non-Markovian stochastic processes. We study the basic properties of evolutionary semigroups and, in particular,…
It is well known that a Lorenz curve, derived from the distribution function of a random variable, can itself be viewed as a probability distribution function of a new random variable (Arnold, 2015). We prove the surprising result that a…
We use the interpretation of the Schramm-Loewner evolution as a limit of path measures tilted by a loop term in order to motivate the definition of $n$-radial SLE going to a particular point. In order to justify the definition we prove that…
The Loewner equation is known as a one-dimensional reduction of the Benney chain as well as the dispersionless KP hierarchy. We propose a reverse process showing that time splitting in the Loewner or the Loewner-Kufarev equation leads to…
Let $f$ be a germ of holomorphic diffeomorphism with an irrationally indifferent fixed point at the origin in $\mathbb{C}$ (i.e. $f(0) = 0, f'(0) = e^{2\pi i \alpha}, \alpha \in \mathbb{R} - \mathbb{Q}$). Perez-Marco showed the existence of…
In this paper we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be…
We present an investigation of stochastic evolution in which a family of evolution equations in $L^1$ are driven by continuous-time Markov processes. These are examples of so-called piecewise deterministic Markov processes (PDMP's) on the…
Let $\lambda:[0,+\infty)\mapsto\mathbb{R}$ be the driving function of a chordal Loewner process. In this paper we find new conditions on $\lambda$ which imply that the process is generated by a simple curve. This result improves former one…
In this paper, we define and study Loewner chains and evolution families on finitely multiply-connected domains in the complex plane. These chains and families consist of conformal mappings on parallel slit half-planes and have one and two…
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…