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Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a…

统计力学 · 物理学 2009-10-31 Bernd A. Berg , Ulrich H. E. Hansmann

In this paper, we make a few random explorations that relate directly to the items mentioned in the title. We define transient chains and recurrent chains with "killing", the Green's function, the Laplacian operator, and harmonic functions.…

概率论 · 数学 2024-11-18 Zhuohan Gu

A continuous time random walk (CTRW) is a random walk in which both spatial changes represented by jumps and waiting times between the jumps are random. The CTRW is coupled if a jump and its preceding or following waiting time are dependent…

概率论 · 数学 2016-03-14 Adam Barczyk , Peter Kern

The scaling limits of a variety of critical two-dimensional lattice models are equal to the Schramm-Loewner evolution (SLE) for a suitable value of the parameter kappa. These lattice models have a natural parametrization of their random…

概率论 · 数学 2009-11-11 Tom Kennedy

The scaling limit of the two-dimensional self-avoiding walk (SAW) is believed to be given by the Schramm-Loewner evolution (SLE) with the parameter kappa equal to 8/3. The scaling limit of the SAW has a natural parameterization and SLE has…

概率论 · 数学 2007-05-23 Tom Kennedy

We prove a scaling limit result for random walk on certain random planar maps with its natural time parametrization. In particular, we show that for $\gamma \in (0,2)$, the random walk on the mated-CRT map with parameter $\gamma$ converges…

概率论 · 数学 2022-08-01 Nathanael Berestycki , Ewain Gwynne

We define multiple chordal SLEs in a simply connected domain by considering a natural configurational measure on paths. We show how to construct these measures so that they are conformally covariant and satisfy certain boundary perturbation…

概率论 · 数学 2009-05-15 Michael J. Kozdron , Gregory F. Lawler

Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…

概率论 · 数学 2010-05-14 Peter Straka , Bruce Ian Henry

We prove large deviation principles (LDPs) for full chordal, radial, and multichordal SLE(0+) curves parameterized by capacity. The rate function is given by the appropriate variant of the Loewner energy. There are two key novelties in the…

概率论 · 数学 2026-04-16 Osama Abuzaid , Eveliina Peltola

We conjecture a relationship between the scaling limit of the fixed-length ensemble of self-avoiding walks in the upper half plane and radial SLE with kappa=8/3 in this half plane from 0 to i. The relationship is that if we take a curve…

概率论 · 数学 2015-05-27 Tom Kennedy

Our objective is to explore random walks on the general linear group, constrained to a specific domain, with a primary focus on establishing the conditioned local limit theorem. This paper marks the initial stride toward achieving this…

概率论 · 数学 2024-10-10 Ion Grama , Jean-François Quint , Hui Xiao

We provide a general framework of estimates for convergence rates of random discrete model curves approaching Schramm Loewner Evolution (SLE) curves in the lattice size scaling limit. We show that a power-law convergence rate of an…

概率论 · 数学 2024-07-23 Ilia Binder , Larissa Richards

This is an introductory account of the emergence of conformal invariance in the scaling limit of planar critical percolation. We give an exposition of Smirnov's theorem (2001) on the conformal invariance of crossing probabilities in site…

概率论 · 数学 2011-10-24 Nike Sun

We measure the fractal dimension of loop-erased random walk (LERW) in 3 dimensions, and estimate that it is 1.62400 +- 0.00005. LERW is closely related to the uniform spanning tree and the abelian sandpile model. We simulated LERW on both…

统计力学 · 物理学 2012-06-26 David B. Wilson

In the second article of this series, we establish the convergence of the loop ensemble of interfaces in the random cluster Ising model to a conformal loop ensemble (CLE) --- thus completely describing the scaling limit of the model in…

数学物理 · 物理学 2019-07-02 Antti Kemppainen , Stanislav Smirnov

We introduce a new random walk with unbounded memory obtained as a mixture of the Elephant Random Walk and the Dynamic Random Walk which we call the Dynamic Elephant Random Walk (DERW). As a consequence of this mixture the distribution of…

概率论 · 数学 2021-02-04 Cristian F. Coletti , Lucas R. de Lima , Renato J. Gava , Denis A. Luiz

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

概率论 · 数学 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

Recent advances in Schramm-Loewner evolution have driven increasing interest in non-standard Loewner flows. In this work, we propose a novel splitting algorithm to simulate random Loewner curves with rigorous convergence analysis in…

概率论 · 数学 2025-07-04 Jiaming Chen , Vlad Margarint

We use the whole-plane Loewner equation to define a family of continuous LERW in finitely connected domains that are started from interior points. These continuous LERW satisfy conformal invariance, preserve some continuous local…

概率论 · 数学 2010-04-14 Dapeng Zhan

We discuss the possible candidates for conformally invariant random non-self-crossing curves which begin and end on the boundary of a multiply connected planar domain, and which satisfy a Markovian-type property. We consider both, the case…

概率论 · 数学 2007-05-23 Robert O. Bauer , Roland M. Friedrich