We define a class a metric spaces we call Brownian surfaces, arising as the scaling limits of random maps on general orientable surfaces with a boundary and we study the geodesics from a uniformly chosen random point. These metric spaces generalize the well-known Brownian map and our results generalize the properties shown by Le Gall on geodesics in the latter space. We use a different approach based on two ingredients: we first study typical geodesics and then all geodesics by an "entrapment" strategy. In particular, we give geometrical characterizations of some subsets of interest, in terms of geodesics, boundary points and concatenations of geodesics that are not homotopic to 0.
We give a necessary condition of geometric nature for the existence of the $H$-fractional Brownian field indexed by a Riemannian manifold. In the case of the Lévy Brownian field ($H=1/2$) indexed by manifolds with minimal closed geodesics it turns out to be very strong. In particular we show that compact manifolds admitting a Lévy Brownian field are simply connected. We also derive from our result the nondegenerescence of the Lévy Brownian field indexed by hyperbolic spaces. These results stress the need for alternative kernels on nonsimply connected manifolds to allow for Gaussian modelling o…
We prove the existence of semi-infinite geodesics for Brownian last-passage percolation (BLPP). Specifically, on a single event of probability one, there exist semi-infinite geodesics started from every space-time point and traveling in every asymptotic direction. Properties of these geodesics include uniqueness for a fixed initial point and direction, non-uniqueness for fixed direction but random initial points, and coalescence of all geodesics traveling in a common, fixed direction. Along the way, we prove that for fixed northeast and southwest directions, there almost surely exist no bi-inf…
We study geodesics in the random metric space called the Brownian map, which appears as the scaling limit of large planar maps. In particular, we completely describe geodesics starting from the distinguished point called the root, and we characterize the set S of all points that are connected to the root by more than one geodesic. The set S is dense in the Brownian map and homeomorphic to a non-compact real tree. Furthermore, for every x in S, the number of distinct geodesics from x to the root is equal to the number of connected components of the complement of {x} in S. In particular, points …
We show that geodesic random walks on a complete Finsler manifold of bounded geometry converge to a diffusion process which is, up to a drift, the Brownian motion corresponding to a Riemannian metric.
We give an effective upper escape rate function for Brownian motion on a complete Riemannian manifold in terms of the volume growth of the manifold. An important step in the work is estimating the small tail probability of the crossing time between two concentric geodesic spheres by reflecting Brownian motions on the larger geodesic ball.
We study random "perturbation" to the geodesic equation. The geodesic equation is identified with a canonical differential equation on the orthonormal frame bundle driven by a horizontal vector field of norm $1$. We prove that the projections of the solutions to the perturbed equations, converge, after suitable rescaling, to a Brownian motion scaled by ${\frac{8}{n(n-1)}}$ where $n$ is the dimension of the state space. Their horizontal lifts to the orthonormal frame bundle converge also, to a scaled horizontal Brownian motion.
We consider in this work a one parameter family of hypoelliptic diffusion processes on the unit tangent bundle $T^1 \mathcal M$ of a Riemannian manifold $(\mathcal M,g)$, collectively called kinetic Brownian motions, that are random perturbations of the geodesic flow, with a parameter $σ$ quantifying the size of the noise. Projection on $\mathcal M$ of these processes provides random $C^1$ paths in $\mathcal M$. We show, both qualitively and quantitatively, that the laws of these $\mathcal M$-valued paths provide an interpolation between geodesic and Brownian motions. This qualitative descript…
For every integer $n\geq 1$, we consider a random planar map $\mathcal{M}_n$ which is uniformly distributed over the class of all rooted bipartite planar maps with $n$ edges. We prove that the vertex set of $\mathcal{M}_n$ equipped with the graph distance rescaled by the factor $(2n)^{-1/4}$ converges in distribution, in the Gromov-Hausdorff sense, to the Brownian map. This complements several recent results giving the convergence of various classes of random planar maps to the Brownian map.
We prove that uniform random quadrangulations of the sphere with $n$ faces, endowed with the usual graph distance and renormalized by $n^{-1/4}$, converge as $n\to\infty$ in distribution for the Gromov-Hausdorff topology to a limiting metric space. We validate a conjecture by Le Gall, by showing that the limit is (up to a scale constant) the so-called {\em Brownian map}, which was introduced by Marckert & Mokkadem and Le Gall as the most natural candidate for the scaling limit of many models of random plane maps. The proof relies strongly on the concept of {\em geodesic stars} in the map, whic…
A point of a metric space is called a geodesic star with $m$ arms if it is the endpoint of $m$ disjoint geodesics. For every $m\in\{1,2,3,4\}$, we prove that the set of all geodesic stars with $m$ arms in the Brownian sphere has dimension $5-m$. This complements recent results of Miller and Qian, who proved that this dimension is smaller than or equal to $5-m$.
We study the random planar maps obtained from supercritical Galton--Watson trees by adding the horizontal connections between successive vertices at each level. These are the hyperbolic analog of the maps studied by Curien, Hutchcroft and Nachmias in arXiv:1710.03137, and a natural model of random hyperbolic geometry. We first establish metric hyperbolicity properties of these maps: we show that they admit bi-infinite geodesics and satisfy a weak version of Gromov-hyperbolicity. We also study the simple random walk on these maps: we identify their Poisson boundary and, in the case where the un…
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 Gromov-Hausdorff tangent cone in distribution of the Brownian map at its root vertex, and it also arises as the scaling limit of uniformly distributed (finite) planar quadrangulations with n faces when the scaling factor tends to 0 less fast than n^{-1/4}. We discuss various properties of the Brownian plane. In particular, we prove that the Brownian plane is homeomorphi…
We present different continuous models of random geometry that have been introduced and studied in the recent years. In particular, we consider the Brownian map, which is the universal scaling limit of large planar maps in the Gromov-Hausdorff sense, and the Brownian disk, which appears as the scaling limit of planar maps with a boundary. We discuss the construction of these models, and we emphasize the role played by Brownian motion indexed by the Brownian tree.
The cactus of a pointed graph is a discrete tree associated with this graph. Similarly, with every pointed geodesic metric space $E$, one can associate an $\R$-tree called the continuous cactus of $E$. We prove under general assumptions that the cactus of random planar maps distributed according to Boltzmann weights and conditioned to have a fixed large number of vertices converges in distribution to a limiting space called the Brownian cactus, in the Gromov-Hausdorff sense. Moreover, the Brownian cactus can be interpreted as the continuous cactus of the so-called Brownian map.
The Airy line ensemble is a positive-integer indexed system of random continuous curves whose finite dimensional distributions are given by the multi-line Airy process. It is a natural object in the KPZ universality class: for example, its highest curve, the Airy$_2$ process, describes after the subtraction of a parabola the limiting law of the scaled energy of a geodesic running from the origin to a variable point on an anti-diagonal line in such problems as Poissonian last passage percolation. The ensemble of curves resulting from the Airy line ensemble after the subtraction of the same para…
We study the structure of infinite geodesics in the Planar Stochastic Hyperbolic Triangulations $\mathbb{T}_λ$, which are the hyperbolic analogs of the UIPT. We prove that these geodesics form a supercritical Galton--Watson tree with geometric offspring distribution. The tree of infinite geodesics in $\mathbb{T}_λ$ provides a new notion of boundary, which is a realization of the Poisson boundary. By scaling limits arguments, we also obtain a description of the tree of infinite geodesics in the hyperbolic Brownian plane. Finally, by combining our main result with a forthcoming paper, we obtain …
We endow the $\sqrt{8/3}$-Liouville quantum gravity sphere with a metric space structure and show that the resulting metric measure space agrees in law with the Brownian map. Recall that a Liouville quantum gravity sphere is a priori naturally parameterized by the Euclidean sphere ${\mathbf S}^2$. Previous work in this series used quantum Loewner evolution (QLE) to construct a metric $d_{\mathcal Q}$ on a countable dense subset of ${\mathbf S}^2$. Here we show that $d_{\mathcal Q}$ a.s. extends uniquely and continuously to a metric $\bar{d}_{\mathcal Q}$ on all of ${\mathbf S}^2$. Letting $d$ …
We study the stochastic processes that are images of Brownian motions on Heisenberg group H2n+1 under conformal maps. In particular, we obtain that Cayley transform maps Brownian paths in H2n+1 to a time changed Brownian motion on CR sphere S2n+1 conditioned to be at its south pole at a random time. We also obtain that the inversion of Brownian motion on H2n+1 started from x\not= 0, is up to time change, a Brownian bridge on H2n+1 conditioned to be at the origin.
The directed landscape constructed in (Dauvergne-Ortmann-Virag '18) produces a directed, planar, random geometry, and is believed to be the universal scaling limit of two-dimensional first and last passage percolation models in the Kardar-Parisi-Zhang (KPZ) universality class. Geodesics in this random geometry form an important class of random continuous curves exhibiting fluctuation theory quite different from that of Brownian motion. In this vein, counterpart to Brownian local time, BLT (a self-similar measure supported on the set of zeros of Brownian motion), a local time for geodesics, GLT…
We study a configuration model on bipartite planar maps in which, given $n$ even integers, one samples a planar map with $n$ faces uniformly at random with these face degrees. We prove that when suitably rescaled, such maps always admit nontrivial subsequential limits as $n \to \infty$ in the Gromov-Hausdorff-Prokhorov topology. Further, we show that they converge in distribution towards the celebrated Brownian sphere, and more generally a Brownian disk for maps with a boundary, if and only if there is no inner face with a macroscopic degree, or, if the perimeter is too big, the maps degenerat…
Consider $ G:= PSL_2(\R)\equiv T^1\H^2$, a modular group $ Γ$, and the homogeneous space $ Γ\sm G \equiv T^1(Γ\sm\H^2)$. Endow $ G $, and then $ Γ\sm G $, with a canonical left-invariant metric, thereby equipping it with a quasi hyperbolic geometry. Windings around handles and cusps of $ Γ\sm G $ are calculated by integrals of closed 1-forms of $ Γ\sm G $. The main results express, in both Brownian and geodesic cases, the joint convergence of the law of these integrals, with a stress on the asymptotic independence between slow and fast windings. The non-hyperbolicity of $ Γ\sm G $ is responsib…
We study a family of mappings from the powers of the unit tangent sphere at a point to a complete Riemannian manifold with non-positive sectional curvature, whose behavior is related to the spherical mean operator and the geodesic random walks on the manifold. We show that for odd powers of the unit tangent sphere the mappings are fold maps. Some consequences on the regularity of the transition density of geodesic random walks, and on the eigenfunctions of the spherical mean operator are discussed and related to previous work.
In this paper we study the rate of convergence of the iterates of \iid random piecewise constant monotone maps to the time-$1$ transport map for the process of coalescing Brownian motions. We prove that the rate of convergence is given by a power law. The time-1 map for the coalescing Brownian motions can be viewed as a fixed point for a natural renormalization transformation acting in the space of probability laws for random piecewise constant monotone maps. Our result implies that this fixed point is exponentially stable.
We develop a Malliavin calculus on the horizontal path space of a totally geodesic Riemannian foliation. As a first application, under suitable assumptions, we prove a log-Sobolev inequality for a natural one-parameter family of infinite-dimensional Ornstein-Uhlenbeck type operators. As a second application, we obtain concentration and tail estimates for the horizontal Brownian motion of the foliation.
In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional component, a $3$-dimensional component, and a "darning point" which joins these two components. Such a state space is equipped with the geodesic distance, under which BMVD is a diffusion process. In this paper, we prove that BMVD restricted on a bounded domain containing the darning point is the weak limit of continuous time reversible random walks with exponent…
We consider directed last passage percolation on $\mathbb{Z}^2$ with exponential passage times on the vertices. A topic of great interest is the coupling structure of the weights of geodesics as the endpoints are varied spatially and temporally. A particular specialization is when one considers geodesics to points varying in the time direction starting from a given initial data. This paper considers the flat initial condition which corresponds to line-to-point last passage times. Settling a conjecture by Ferrari and Spohn (SIGMA, 2016), we show that for the passage times from the line $x+y=0$ …
NYU–ECNU Institute of Mathematical Sciences, New York University Shanghai（纽约大学上海纽约大学 NYU-华东师范大学数学科学研究所）；Courant Institute of Mathematical Sciences, New York University（纽约大学库朗数学科学研究所）
We show that, under certain natural assumptions, large random plane bipartite maps with a boundary converge after rescaling to a one-parameter family ($\mathrm{BD}_L$, $0 < L < \infty$) of random metric spaces homeomorphic to the closed unit disk of $\mathbb{R}^2$, the space $\mathrm{BD}_L$ being called the Brownian disk of perimeter $L$ and unit area. These results can be seen as an extension of the convergence of uniform plane quadrangulations to the Brownian map, which intuitively corresponds to the limit case where $L = 0$. Similar results are obtained for maps following a Boltzmann distri…
We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by R. Pinsky, who treated the case in which the ambient space is flat, our result recovers the classical test for the standard Brownian motion in model spaces. Moreover, it allows us to discuss the recurrence/transience dichotomy for certain generalized tube domains around totally geodesic submanifolds in hyperbolic space.
Random planar maps are considered in the physics literature as the discrete counterpart of random surfaces. It is conjectured that properly rescaled random planar maps, when conditioned to have a large number of faces, should converge to a limiting surface whose law does not depend, up to scaling factors, on details of the class of maps that are sampled. Previous works on the topic, starting with Chassaing and Schaeffer, have shown that the radius of a random quadrangulation with $n$ faces, that is, the maximal graph distance on such a quadrangulation to a fixed reference point, converges in d…
We study random bipartite planar maps defined by assigning nonnegative weights to each face of a map. We prove that for certain choices of weights a unique large face, having degree proportional to the total number of edges in the maps, appears when the maps are large. It is furthermore shown that as the number of edges $n$ of the planar maps goes to infinity, the profile of distances to a marked vertex rescaled by $n^{-1/2}$ is described by a Brownian excursion. The planar maps, with the graph metric rescaled by $n^{-1/2}$, are then shown to converge in distribution toward Aldous' Brownian tr…
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 $γ\in (0,2)$, the random walk on the mated-CRT map with parameter $γ$ converges to $γ$-Liouville Brownian motion, the natural quantum time parametrization of Brownian motion on a $γ$-Liouville quantum gravity (LQG) surface. Our result applies if the mated-CRT map is embedded into the plane via the embedding which comes from SLE / LQG theory or via the Tutte embedding (a.k.a. the harmonic or barycentric embedding). In both cases, the convergence is…
The Directed Landscape, a random directed metric on the plane (where the first and the second coordinates are termed spatial and temporal respectively), was constructed in the breakthrough work of Dauvergne, Ortmann, and Virág, and has since been shown to be the scaling limit of various integrable models of Last Passage percolation, a central member of the Kardar-Parisi-Zhang universality class. It exhibits several scale invariance properties making it a natural source of rich fractal behavior. Such a study was initiated in Basu-Ganguly-Hammond, where the difference profile i.e., the differenc…
A planar map is outerplanar if all its vertices belong to the same face. We show that random uniform outerplanar maps with $n$ vertices suitably rescaled by a factor $1/ \sqrt{n}$ converge in the Gromov-Hausdorff sense to $\displaystyle{\frac{7 \sqrt{2}}{9}}$ times Aldous' Brownian tree. The proof uses the bijection of Bonichon, Gavoille and Hanusse.
Firstly, we compute the distribution function for the hitting time of a linear time-dependent boundary $t\mapsto a+bt,\ a\geq 0,\,b\in \R,$ by a reflecting Brownian motion. The main tool hereby is Doob's formula which gives the probability that Brownian motion started inside a wedge does not hit this wedge. Other key ingredients are the time inversion property of Brownian motion and the time reversal property of diffusion bridges. Secondly, this methodology can also be applied for the three dimensional Bessel process. Thirdly, we consider Bessel bridges from 0 to 0 with dimension parameter $δ>…
Recent work has shown that for $γ\in (0,2)$, a Liouville quantum gravity (LQG) surface can be endowed with a canonical metric. We prove several results concerning geodesics for this metric. In particular, we completely classify the possible networks of geodesics from a typical point on the surface to an arbitrary point on the surface, as well as the types of networks of geodesics joining two points which occur for a dense set of pairs of points on the surface. This latter result is the $γ$-LQG analog of the classification of geodesic networks in the Brownian map due to Angel, Kolesnik, and Mie…
There has recently been much activity within the Kardar-Parisi-Zhang universality class spurred by the construction of the canonical limiting object, the parabolic Airy sheet $\mathcal{S}:\mathbb{R}^2\to\mathbb{R}$ [arXiv:1812.00309]. The parabolic Airy sheet provides a coupling of parabolic Airy$_2$ processes -- a universal limiting geodesic weight profile in planar last passage percolation models -- and a natural goal is to understand this coupling. Geodesic geometry suggests that the difference of two parabolic Airy$_2$ processes, i.e., a difference profile, encodes important structural inf…
The Brownian map is a random sphere-homeomorphic metric measure space obtained by "gluing together" the continuum trees described by the $x$ and $y$ coordinates of the Brownian snake. We present an alternative "breadth-first" construction of the Brownian map, which produces a surface from a certain decorated branching process. It is closely related to the peeling process, the hull process, and the Brownian cactus. Using these ideas, we prove that the Brownian map is the only random sphere-homeomorphic metric measure space with certain properties: namely, scale invariance and the conditional in…
We prove that for any metric which one can associate with a Liouville quantum gravity (LQG) surface for $γ\in (0,2)$ satisfying certain natural axioms, its geodesics exhibit the following confluence property. For any fixed point $z$, a.s.\ any two $γ$-LQG geodesics started from distinct points other than $z$ must merge into each other and subsequently coincide until they reach $z$. This is analogous to the confluence of geodesics property for the Brownian map proven by Le Gall (2010). Our results apply for the subsequential limits of Liouville first passage percolation and are an important inp…
