Related papers: The Brownian loop soup
The two-dimensional Brownian loop-soup is a Poissonian random collection of loops in a planar domain with an intensity parameter c. When c is not greater than 1, we show that the outer boundaries of the loop clusters are disjoint simple…
We introduce a natural "massive" version of the Brownian loop soup of Lawler and Werner which displays conformal covariance and exponential decay. We show that this massive Brownian loop soup arises as the near-critical scaling limit of a…
We consider a planar Brownian loop $B$ that is run for a time $T$ and conditioned on the event that its range encloses the unusually high area of $\pi T^2$, with $T$ being large. We study the deviation of the range of the conditioned…
There is an essentially unique way to associate to any Riemann surface a measure on its simple loops, such that the collection of measures satisfy a strong conformal invariance property. Wendelin Werner constructed these random simple loops…
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by…
Let $\rho$ be compactly supported on $D \subset \mathbb R^2$. Endow $\mathbb R^2$ with the metric $e^{\rho}(dx_1^2 + dx_2^2)$. As $\delta \to 0$ the set of Brownian loops centered in $D$ with length at least $\delta$ has measure…
We give a direct construction of the conformally invariant measure on self-avoiding loops in Riemann surfaces (Werner measure) from chordal $\text{SLE}_{8/3}$. We give a new proof of uniqueness of the measure and use Schramm's formula to…
The Brownian tree, also known as the continuum random tree, is a canonical random compact, geodesic $\mathbf R$-tree that arises as the universal scaling limit for numerous models of discrete random trees. A key quasisymmetric invariant of…
We consider a family of free multiplicative Brownian motions $b_{s,\tau}$ parametrized by a real variance parameter $s$ and a complex covariance parameter $\tau.$ We compute the Brown measure $\mu_{s,\tau}$ of $ub_{s,\tau },$ where $u$ is a…
Fix an arbitrary compact orientable surface with a boundary and consider a uniform bipartite random quadrangulation of this surface with $n$ faces and boundary component lengths of order $\sqrt n$ or of lower order. Endow this…
We show that if one conditions a cluster in a Brownian loop-soup $L$ (of any intensity) in a two-dimensional domain by a portion $l$ of its outer boundary, then in the remaining domain, the union of all the loops of $L$ that touch $l$…
We revisit the description provided by Ph. Biane of the spectral measure of the free unitary Brownian motion. We actually construct for any $t \in (0,4)$ a Jordan curve $\gamma_t$ around the origin, not intersecting the semi-axis…
We introduce and study the random non-compact metric space called the Brownian plane, which is obtained as the scaling limit of the uniform infinite planar quadrangulation. Alternatively, the Brownian plane is identified as the…
Optimal sample path properties of stochastic processes often involve generalized H\"{o}lder- or variation norms. Following a classical result of Taylor, the exact variation of Brownian motion is measured in terms of $\psi (x) \equiv $…
We study a scaling limit associated to a model of planar aggregation. The model is obtained by composing certain independent random conformal maps. The evolution of harmonic measure on the boundary of the cluster is shown to converge to the…
In this research announcement, we show that SLE curves can in fact be viewed as boundaries of certain simple Poissonian percolation clusters: Recall that the Brownian loop-soup (introduced in the paper arxiv:math.PR/0304419 with Greg…
We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main…
The Brownian map is a model of random geometry on the sphere and as such an important object in probability theory and physics. It has been linked to Liouville Quantum Gravity and much research has been devoted to it. One open question asks…
The critical two-dimensional Brownian loop-soup is an infinite collection of non-interacting Brownian loops in a planar domain that possesses some combinatorial features related to the notion of indistinguishability of bosons. The properly…
We construct loop soups for general Markov processes without transition densities and show that the associated permanental process is equal in distribution to the loop soup local time. This is used to establish isomorphism theorems…