We derive the large deviation principle for radial Schramm-Loewner evolution ($\operatorname{SLE}$) on the unit disk with parameter $κ\rightarrow \infty$. Restricting to the time interval $[0,1]$, the good rate function is finite only on a certain family of Loewner chains driven by absolutely continuous probability measures $\{ϕ_t^2 (ζ)\, dζ\}_{t \in [0,1]}$ on the unit circle and equals $\int_0^1 \int_{S^1} |ϕ_t'|^2/2\,dζ\,dt$. Our proof relies on the large deviation principle for the long-time average of the Brownian occupation measure by Donsker and Varadhan.
We show that, for $κ\le 4$, the integral of the two-sided radial SLE$_κ$ measures over all interior points is chordal SLE$_κ$ biased by the path's natural length, which is its $(1+κ/8)$-dimensional Minkowski content.
This paper introduces the annulus SLE$_κ$ processes in doubly connected domains. Annulus SLE$_6$ has the same law as stopped radial SLE$_6$, up to a time-change. For $κ\not=6$, some weak equivalence relation exists between annulus SLE$_κ$ and radial SLE$_κ$. Annulus SLE$_2$ is the scaling limit of the corresponding loop-erased conditional random walk, which implies that a certain form of SLE$_2$ satisfies the reversibility property. We also consider the disc SLE$_κ$ process defined as a limiting case of the annulus SLE's. Disc SLE$_6$ has the same law as stopped full plane SLE$_6$, up to a tim…
We consider multiple radial SLE as the number of curves tends to infinity. We give conditions that imply the tightness of the associated processes given by the Loewner equation. In the case of equal weights, the infinite-slit limit is described by a Loewner equation whose Herglotz vector field is given by a Burgers differential equation. Furthermore, we investigate a more general form of the Burgers equation. On the one hand, it appears in connection with semigroups of probability measures on the unit circle with respect to free convolution. On the other hand, the Burgers equation itself is al…
We prove upper bounds for the probability that a radial SLE$_κ$ curve, $κ\in(0,8)$, comes within specified radii of $n$ different points in the unit disc. Using this estimate, we then prove a similar upper bound for a whole-plane SLE$_κ$ curve. We then use these estimates to show that the lower Minkowski content of both the radial and whole-plane SLE$_κ$ traces restricted in a bounded region have finite moments of any order.
We implement a version of radial conformal field theory in a family of statistical fields generated by central charge modification of the Gaussian free field and show that the correlation functions of such fields under the insertion of one-leg operator form a collection of radial SLE martingale-observables. We apply the renormalization procedure to the multi-point vertex fields with the neutrality condition to expand this collection and study its basic properties.
We aim at finding the reversal of radial SLE and proving the reversibility of whole-plane SLE. For this purpose, we define annulus SLE$(κ,Λ)$ processes in doubly connected domains with one marked boundary point. We derive some partial differential equation for $Λ$, which is sufficient for the annulus SLE$(κ,Λ)$ process to satisfy commutation relation. If $Λ$ satisfies this PDE, then using a coupling technique, we are able to construct a global commutation coupling of two annulus SLE$(κ,Λ)$ processes. If more conditions are satisfied, the coupling exists in the degenerate case, which becomes a …
The Brownian loop measure is a conformally invariant measure on loops in the plane that arises when studying the Schramm-Loewner evolution (SLE). When an SLE curve in a domain evolves from an interior point, it is natural to consider the loops that hit the curve and leave the domain, but their measure is infinite. We show that there is a related normalized quantity that is finite and invariant under Möbius transformations of the plane. We estimate this quantity when the curve is small and the domain simply connected. We then use this estimate to prove a formula for the Radon-Nikodym derivative…
We define radial exploration processes from $a$ to $b$ and from $b$ to $a$ in a domain $D$ of hexagons where $a$ is a boundary point and $b$ is an interior point. We prove the reversibility: the time-reversal of the process from $b$ to $a$ has the same distribution as the process from $a$ to $b$. We show the scaling limit of such an exploration process is a radial SLE$_6$ in $D$. As a consequence, the distribution of the last hitting point with the boundary of any radial SLE$_6$ is harmonic measure. We also prove the scaling limit of a similar exploration process defined in the full complex pl…
We present a relation between conformal field theories (CFT) and radial stochastic Schramm-Loewner evolutions (SLE) similar to that we previously developed for the chordal SLEs. We construct an important local martingale using degenerate representations of the Virasoro algebra. We sketch how to compute derivative exponants and the restriction martingales in this framework. In its CFT formulation, the SLE dual Fokker-Planck operator acts as the two-particle Calogero hamiltonian on boundary primary fields and as the dilatation operator on bulk primary fields localized at the fixed point of the S…
Developing the theory of two-sided radial and chordal $\mathit{SLE}$, we prove that the natural parametrization on $\mathit{SLE}_κ$ curves is well defined for all $κ<8$. Our proof uses a two-interior-point local martingale.
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 from the fixed-length scaling limit of the SAW, weight it by a suitable power of the distance to the endpoint of the curve and then apply the conformal map of the half plane that takes the endpoint to i, then we get the same probability measure on curves as radial SLE. In addition to a non-rigorous derivation of this conjecture, we support it with Monte Carlo s…
We give estimates for the probability that a chordal, radial or two-sided radial SLE$_κ$ curve retreats far from its terminal point after coming close to it, for $κ\leq 4$. The estimates are uniform over all initial segments of the curve, and are sharp up to a universal constant.
The purpose of this note is to describe a framework which unifies radial, chordal and dipolar SLE. When the definition of SLE(kappa;rho) is extended to the setting where the force points can be in the interior of the domain, radial SLE(kappa) becomes chordal SLE(kappa;rho), with rho=kappa-6, and vice versa. We also write down the martingales describing the Radon-Nykodim derivative of SLE(kappa;rho_1,...,rho_n) with respect to SLE(kappa).
In recent work we have shown that loop-erased random walk (LERW) connecting two boundary points of a domain converges to the chordal Schramm-Loewner evolution (SLE(2)) in the sense of curves parametrized by Minkowski content. In this note we explain how to derive the analogous result for LERW from a boundary point to an interior point, converging towards radial SLE(2).
We study some features of the energy of a deterministic chordal Loewner chain, which is defined as the Dirichlet energy of its driving function. In particular, using an interpretation of this energy as a large deviation rate function for SLE$_κ$ as $κ$ tends to 0 and the known reversibility of the SLE$_κ$ curves for small $κ$, we show that the energy of a deterministic curve from one boundary point A of a simply connected domain D to another boundary point B, is equal to the energy of its time-reversal ie. of the same curve but viewed as going from B to A in D.
We derive a rate of convergence of the Loewner driving function for planar loop-erased random walk to Brownian motion with speed 2 on the unit circle, the Loewner driving function for radial SLE(2). The proof uses a new estimate of the difference between the discrete and continuous Green's functions that is an improvement over existing results for the class of domains we consider. Using the rate for the driving process convergence along with additional information about SLE(2), we also obtain a rate of convergence for the paths with respect to the Hausdorff distance.
We first prove that, for $κ\in(0,4)$, a whole-plane SLE$(κ;κ+2)$ trace stopped at a fixed capacity time satisfies reversibility. We then use this reversibility result to prove that, for $κ\in(0,4)$, a chordal SLE$_κ$ curve stopped at a fixed capacity time can be mapped conformally to the initial segment of a whole-plane SLE$(κ;κ+2)$ trace. A similar but weaker result holds for radial SLE$_κ$. These results are then used to study the ergodic behavior of an SLE curve near its tip point at a fixed capacity time. The proofs rely on the symmetry of backward SLE laminations and conformal removabilit…
We prove the existence of the Green's function for radial SLE(k) for k<8. Unlike the chordal case where an explicit formula for the Green's function is known for all values of k<8, we give an explicit formula only for k=4. For other values of k, we give a formula in terms of an expectation with respect to SLE conditioned to go through a point.
The main result of this paper is that, for $κ\in(0,4]$, whole-plane SLE$_κ$ satisfies reversibility, which means that the time-reversal of a whole-plane SLE$_κ$ trace is still a whole-plane SLE$_κ$ trace. In addition, we find that the time-reversal of a radial SLE$_κ$ trace for $κ\in(0,4]$ is a disc SLE$_κ$ trace with a marked boundary point. The main tool used in this paper is a stochastic coupling technique, which is used to couple two whole-plane SLE$_κ$ traces so that they overlap. Another tool used is the Feynman-Kac formula, which is used to solve a PDE. The solution of this PDE is then …
We consider products of uniform random variables from the Stiefel manifold of orthonormal $k$-frames in $\mathbb{R}^n$, $k \le n$, and random vectors from the $n$-dimensional $\ell_p^n$-ball $\mathbb{B}_p^n$ with certain $p$-radial distributions, $p\in[1,\infty)$. The distribution of this product geometrically corresponds to the projection of the $p$-radial distribution on $\mathbb{B}^n_p$ onto a random $k$-dimensional subspace. We derive large deviation principles (LDPs) on the space of probability measures on $\mathbb{R}^k$ for sequences of such projections.
A probabilistic representation for a class of weighted $p$-radial distributions, based on mixtures of a weighted cone probability measure and a weighted uniform distribution on the Euclidean $\ell_p^n$-ball, is derived. Large deviation principles for the empirical measure of the coordinates of random vectors on the $\ell_p^n$-ball with distribution from this weighted measure class are discussed. The class of $p$-radial distributions is extended to $p$-balls in classical matrix spaces, both for self-adjoint and non-self-adjoint matrices. The eigenvalue distribution of a self-adjoint random matr…
We show that, for $κ\in(0,8)$, the integral of the laws of two-sided radial SLE$_κ$ curves through different interior points against a measure with SLE$_κ$ Green function density is the law of a chordal SLE$_κ$ curve, biased by the path's natural length. We also show that, for $κ>0$, the integral of the laws of extended SLE$_κ(-8)$ curves through different interior points against a measure with a closed formula density restricted in a bounded set is the law of a chordal SLE$_κ$ curve, biased by the path's capacity length restricted in that set. Another result is that, for $κ\in(4,8)$, if one i…
We establish large deviation principles for the couple of the maximum likelihood estimators of dimensional and drift coefficients in the generalised squared radial Ornstein-Uhlenbeck process. We focus our attention to the most tractable situation where the dimensional parameter $a>2$ and the drift parameter $b<0$. In contrast to the previous literature, we state large deviation principles when both dimensional and drift coefficient are estimated simultaneously.
We establish a large deviation principle for chordal SLE$_κ$ parametrized by capacity, as the parameter $κ\to 0+$, in the topology generated by uniform convergence on compact intervals of the positive real line. The rate function is shown to equal the Loewner energy of the curve. This strengthens the recent result of E. Peltola and Y. Wang who obtained the analogous statement using the Hausdorff topology.
We discuss the extension of radial SLE to multiply connected planar domains. First, we extend Loewner's theory of slit mappings to multiply connected domains by establishing the radial Komatu-Loewner equation, and show that a simple curve from the boundary to the bulk is encoded by a motion on moduli space and a motion on the boundary of the domain. Then, we show that the vector-field describing the motion of the moduli is Lipschitz. We explain why this implies that "consistent," conformally invariant random simple curves are described by multidimensional diffusions, where one component is a m…
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 measure obtained by an appropriately normalized loop term on $n$-tuples of paths has a limit. The limit measure can be described as $n$ paths moving by the Loewner equation with a driving term of Dyson Brownian motion. While the limit process has been considered before, this paper shows why it naturally arises as a limit of configurational measures obta…
Levy-Loewner evolution (LLE) is a generalization of the Schramm-Loewner evolution (SLE) where the branching is possible in a course of growth process. We consider a class of radial Levy-Loewner evolutions for which sets of points of the average means beta-spectrum can be found exactly. In this paper we show how to overcome difficulties arised in previous works on multi-fractal analysis of SLE/LLE.
The complete representation of the Martin compactification for reflected random walks on a half-space $\Z^d\times\N$ is obtained. It is shown that the full Martin compactification is in general not homeomorphic to the ``radial'' compactification obtained by Ney and Spitzer for the homogeneous random walks in $\Z^d$ : convergence of a sequence of points $z_n\in\Z^{d-1}\times\N$ to a point of on the Martin boundary does not imply convergence of the sequence $z_n/|z_n|$ on the unit sphere $S^d$. Our approach relies on the large deviation properties of the scaled processes and uses Pascal's method…
