Related papers: SLE and alpha-SLE driven by Levy processes

In this note we consider the ansatz for Multiple Schramm-Loewner Evolutions (SLEs) proposed by Bauer, Bernard and Kytola from a more probabilistic point of view. Here we show their ansatz is a consequence of conformal invariance,…

We prove that for $\kappa\in(0,8)$, if $(\eta_1,\eta_2)$ is a $2$-SLE$_\kappa$ pair in a simply connected domain $D$ with an analytic boundary point $z_0$, then $\lim_{r\to 0^+}r^{-\alpha} \mathbb{P}[\mbox{dist}(z_0,\eta_j)<r,j=1,2]$…

A simple model with a novel type of dynamics is introduced in order to investigate the emergence of self-ordered motion in systems of particles with biologically motivated interaction. In our model particles are driven with a constant…

We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of L\'evy processes. Brownian Motion is one of…

Simulations of the self-avoiding walk (SAW) are performed in a half-plane and a cut-plane (the complex plane with the positive real axis removed) using the pivot algorithm. We test the conjecture of Lawler, Schramm and Werner that the…

We develop a theory for the multiple radial $\mathrm{SLE}(\kappa)$ systems with parameter $\kappa > 0$ -- a family of random multi-curve systems in a simply connected domain $\Omega$, with marked boundary points $z_1, \ldots, z_n \in…

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…

We consider the Schramm-Loewner evolution (SLE$_\kappa$) with $\kappa=4$, the critical value of $\kappa > 0$ at or below which SLE$_\kappa$ is a simple curve and above which it is self-intersecting. We show that the range of an SLE$_4$…

We have studied the iso-height lines on the $\mathrm{WO_3}$ surface as a physical candidate for conformally invariant curves. We have shown that these lines are conformally invariant with the same statistics of domain walls in the critical…

Evolution strategies (ESs) are zeroth-order stochastic black-box optimization heuristics invariant to monotonic transformations of the objective function. They evolve a multivariate normal distribution, from which candidate solutions are…

A fundamental result of Biane (1998) states that a process with freely independent increments has the Markov property, but that there are two kinds of free Levy processes: the first kind has stationary increments, while the second kind has…

This paper proves conjectures originating in the physics literature regarding the intersection exponents of Brownian motion in a half-plane. For instance, suppose that B and B' are two independent planar Brownian motions started from…

We show that, for $\kappa\in(0,8)$, the integral of the laws of two-sided radial SLE$_\kappa$ curves through different interior points against a measure with SLE$_\kappa$ Green function density is the law of a chordal SLE$_\kappa$ curve,…

We study the scale function of the spectrally negative phase-type Levy process. Its scale function admits an analytical expression and so do a number of its fluctuation identities. Motivated by the fact that the class of phase-type…

We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…

The Loewner equation encrypts a growing simple curve in the plane into a real-valued driving function. We show that if the driving function $\lambda$ is in $C^{\beta}$ with $\beta>2$ (or real analytic) then the Loewner curve is in $C^{\beta…

A general continuous-state branching processes in random environment (CBRE-process) is defined as the strong solution of a stochastic integral equation. The environment is determined by a L\'evy process with no jump less than $-1$. We give…

Schramm-Loewner Evolutions (SLEs) have proved an efficient way to describe a single continuous random conformally invariant interface in a simply-connected planar domain; the admissible probability distributions are parameterized by a…

A result of A.M. Davie [Int. Math. Res. Not. 2007] states that a multidimensional stochastic equation $dX_t = b(t, X_t)\,dt + dW_t$, $X_0=x$, driven by a Wiener process $W= (W_t)$ with a coefficient $b$ which is only bounded and measurable…

Schramm-Loewner evolution appears as the scaling limit of interfaces in lattice models at critical point. Critical behavior of these models can be described by minimal models of conformal field theory. Certain CFT correlation functions are…