Fractal geometry and applications: a jubilee of Benoît Mandelbrot, Part 2, 339--364, Proc. Sympos. Pure Math., 72, Part 2, Amer. Math. Soc., Providence, RI, 2004
A planar self-avoiding walk (SAW) is a nearest neighbor random walk path in the square lattice with no self-intersection. A planar self-avoiding polygon (SAP) is a loop with no self-intersection. In this paper we present conjectures for the scaling limit of the uniform measures on these objects. The conjectures are based on recent results on the stochastic Loewner evolution and non-disconnecting Brownian motions. New heuristic derivations are given for the critical exponents for SAWs and SAPs.
The strong interaction limit of the discrete-time weakly self-avoiding walk (or Domb--Joyce model) is trivially seen to be the usual strictly self-avoiding walk. For the continuous-time weakly self-avoiding walk, the situation is more delicate, and is clarified in this paper. The strong interaction limit in the continuous-time setting depends on how the fugacity is scaled, and in one extreme leads to the strictly self-avoiding walk, in another to simple random walk. These two extremes are interpolated by a new model of a self-repelling walk that we call the "quick step" model. We study the lim…
A self-avoiding walk with small attractive interactions is described here. The existence of the connective constant is established, and the diffusive behavior is proved using the method of the lace expansion.
We show that if the three dimensional self-avoiding walk (SAW) is conformally invariant, then one can compute the hitting densities for the SAW in a half space and in a sphere. We test these predictions by Monte Carlo simulations and find excellent agreement, thus providing evidence that the SAW is conformally invariant in three dimensions.
Let $μ$ be the self-avoiding walk connective constant on $\ZZ^d$. We show that the asymptotic expansion for $β_c=1/μ$ in powers of $1/(2d)$ satisfies Borel type bounds. This supports the conjecture that the expansion is Borel summable.
We prove that the scaling limit of the weakly self-avoiding walk on a $d$-dimensional discrete torus is Brownian motion on the continuum torus if the length of the rescaled walk is $o(V^{1/2})$ where $V$ is the volume (number of points) of the torus and if $d>4$. We also prove that the diffusion constant of the resulting torus Brownian motion is the same as the diffusion constant of the scaling limit of the usual weakly self-avoiding walk on $\mathbb{Z}^d$. This provides further manifestation of the fact that the weakly self-avoiding walk model on the torus does not feel that it is on the toru…
The self-avoiding walk, and lattice spin systems such as the $φ^4$ model, are models of interest both in mathematics and in physics. Many of their important mathematical problems remain unsolved, particularly those involving critical exponents. We survey some of these problems, and report on recent advances in their mathematical understanding via a rigorous nonperturbative renormalization group method.
Following similar analysis to that in Lacoin (PTRF 159, 777-808, 2014), we can show that the quenched critical point for self-avoiding walk on random conductors on the d-dimensional integer lattice is almost surely a constant, which does not depend on the location of the reference point. We provide its upper and lower bounds that are valid for all dimensions.
We consider a long-range version of self-avoiding walk in dimension $d > 2(α\wedge 2)$, where $d$ denotes dimension and $α$ the power-law decay exponent of the coupling function. Under appropriate scaling we prove convergence to Brownian motion for $α\ge 2$, and to $α$-stable Lévy motion for $α< 2$. This complements results by Slade (1988), who proves convergence to Brownian motion for nearest-neighbor self-avoiding walk in high dimension.
We outline a proof, by a rigorous renormalisation group method, that the critical two-point function for continuous-time weakly self-avoiding walk on Z^d decays as |x|^{-(d-2)} in the critical dimension d=4, and also for all d>4.
We give a survey and unified treatment of functional integral representations for both simple random walk and some self-avoiding walk models, including models with strict self-avoidance, with weak self-avoidance, and a model of walks and loops. Our representation for the strictly self-avoiding walk is new. The representations have recently been used as the point of departure for rigorous renormalization group analyses of self-avoiding walk models in dimension 4. For the models without loops, the integral representations involve fermions, and we also provide an introduction to fermionic integra…
We consider random walk and self-avoiding walk whose 1-step distribution is given by $D$, and oriented percolation whose bond-occupation probability is proportional to $D$. Suppose that $D(x)$ decays as $|x|^{-d-α}$ with $α>0$. For random walk in any dimension $d$ and for self-avoiding walk and critical/subcritical oriented percolation above the common upper-critical dimension $d_{\mathrm{c}}\equiv2(α\wedge2)$, we prove large-$t$ asymptotics of the gyration radius, which is the average end-to-end distance of random walk/self-avoiding walk of length $t$ or the average spatial size of an oriente…
There is an extensive literature concerning self-avoiding walk on infinite graphs, but the subject is relatively undeveloped on finite graphs. The purpose of this paper is to elucidate the phase transition for self-avoiding walk on the simplest finite graph: the complete graph. We make the elementary observation that the susceptibility of the self-avoiding walk on the complete graph is given exactly in terms of the incomplete gamma function. The known asymptotic behaviour of the incomplete gamma function then yields a complete description of the finite-size scaling of the self-avoiding walk on…
The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which have not been obtained by other methods. We use the lace expansion and at the same time develop a new perspective on this method: We work with a fixed point argument directly in the x-space without using Laplace or Fourier transformation.
We consider self-avoiding walk, percolation and the Ising model with long and finite range. By means of the lace expansion we prove mean-field behavior for these models if $d>2(α\wedge2)$ for self-avoiding walk and the Ising model, and $d>3(α\wedge2)$ for percolation, where $d$ denotes the dimension and $α$ the power-law decay exponent of the coupling function. We provide a simplified analysis of the lace expansion based on the trigonometric approach in Borgs et al. (2007)
We review the existence of the infinite length self-avoiding walk in the half plane and its relationship to bridges. We prove that this probability measure is also given by the limit as $β\rightarrow β_c-$ of the probability measure on all finite length walks $ω$ with the probability of $ω$ proportional to $β_c^{|ω|}$ where $|ω|$ is the number of steps in $ω$. The self-avoiding walk in a strip $\{z : 0<\Im(z)<y\}$ is defined by considering all self-avoiding walks $ω$ in the strip which start at the origin and end somewhere on the top boundary with probability proportional to $β_c^{|ω|}$ We pro…
We consider random self-avoiding walks between two points on the boundary of a finite subdomain of Z^d (the probability of a self-avoiding trajectory gamma is proportional to mu^{-length(gamma)}). We show that the random trajectory becomes space-filling in the scaling limit when the parameter mu is supercritical.
We prove that for the $d$-regular tessellations of the hyperbolic plane by $k$-gons, there are exponentially more self-avoiding walks of length $n$ than there are self-avoiding polygons of length $n$. We then prove that this property implies that the self-avoiding walk is ballistic, even on an arbitrary vertex-transitive graph. Moreover, for every fixed $k$, we show that the connective constant for self-avoiding walks satisfies the asymptotic expansion $d-1-O(1/d)$ as $d\to \infty$; on the other hand, the connective constant for self-avoiding polygons remains bounded. Finally, we show for all …
We consider the two-dimensional self-avoiding walk (SAW) in a simply connected domain that contains the origin. The SAW starts at the origin and ends somewhere on the boundary. The distribution of the endpoint along the boundary is expected to differ from the SLE partition function prediction for this distribution because of lattice effects that persist in the scaling limit. We give a precise conjecture for how to compute this lattice effect correction and support our conjecture with simulations. We also give a precise conjecture for the lattice corrections that persist in the scaling limit of…
We give an overview of results on critical phenomena in 4 dimensions, obtained recently using a rigorous renormalisation group method. In particular, for the $n$-component $|φ|^4$ spin model in dimension 4, with small coupling constant, we prove that the susceptibility diverges with a logarithmic correction to the mean-field behaviour with exponent $(n+2)/(n+8)$. This result extends rigorously to $n=0$, interpreted as a supersymmetric version of the model that represents exactly the continuous-time weakly self-avoiding walk. We also analyse the critical two-point function of the weakly self-av…
We consider the critical behaviour of the continuous-time weakly self-avoiding walk with contact self-attraction on $\mathbb{Z}^4$, for sufficiently small attraction. We prove that the susceptibility and correlation length of order $p$ (for any $p>0$) have logarithmic corrections to mean field scaling, and that the critical two-point function is asymptotic to a multiple of $|x|^{-2}$. This shows that small contact self-attraction results in the same critical behaviour as no contact self-attraction; a collapse transition is predicted for larger self-attraction. The proof uses a supersymmetric r…
We study self-avoiding walk on graphs whose automorphism group has a transitive nonunimodular subgroup. We prove that self-avoiding walk is ballistic, that the bubble diagram converges at criticality, and that the critical two-point function decays exponentially in the distance from the origin. This implies that the critical exponent governing the susceptibility takes its mean-field value, and hence that the number of self-avoiding walks of length $n$ is comparable to the $n$th power of the connective constant. We also prove that the same results hold for a large class of repulsive walk models…
We prove that self-avoiding walk on Z^d is sub-ballistic in any dimension d at least two. That is, writing ||u|| for the Euclidean norm of u \in Z^d, and SAW_n for the uniform measure on self-avoiding walks gamma:{0,...,n} \to Z^d for which gamma_0 = 0, we show that, for each v > 0, there exists c > 0 such that, for each positive integer n, SAW_n (max {|| gamma_k || : k \in {0,...,n}} > v n) < e^{- c n}.
We use the lace expansion to study the long-distance decay of the two-point function of weakly self-avoiding walk on the integer lattice $\mathbb{Z}^d$ in dimensions $d>4$, in the vicinity of the critical point, and prove an upper bound $|x|^{-(d-2)}\exp[-c|x|/ξ]$, where the correlation length $ξ$ has a square root divergence at the critical point. As an application, we prove that the two-point function for weakly self-avoiding walk on a discrete torus in dimensions $d>4$ has a "plateau." We also discuss the significance and consequences of the plateau for the analysis of critical behaviour on…
We consider a self-avoiding walk on the dual $\mathbb{Z}^2$ lattice. This walk can traverse the same square twice but cannot cross the same edge more than once. The weight of each square visited by the walk depends on the way the walk passes through it and the weight of the whole walk is calculated as a product of these weights. We consider a family of critical weights parametrized by angle $θ\in[\fracπ{3},\frac{2π}{3}]$. For $θ=\fracπ{3}$, this can be mapped to the self-avoiding walk on the honeycomb lattice. The connective constant in this case was proved to be equal to $\sqrt{2+\sqrt{2}}$ b…
We study the 4-dimensional $n$-component $|φ|^4$ spin model for all integers $n \ge 1$, and the 4-dimensional continuous-time weakly self-avoiding walk which corresponds exactly to the case $n=0$ interpreted as a supersymmetric spin model. For these models, we analyse the correlation length of order $p$, and prove the existence of a logarithmic correction to mean-field scaling, with power $\frac 12\frac{n+2}{n+8}$, for all $n \ge 0$ and $p>0$. The proof is based on an improvement of a rigorous renormalisation group method developed previously.
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 scaling limit of the two-dimensional SAW is given by Schramm's Stochastic Loewner Evolution (SLE). The agreement is found to be excellent. The simulations also test the conformal invariance of the SAW since conformal invariance would imply that if we map the walks in the cut-plane into the half plane using the conformal map z -> sqrt(z), then the resulting walks …
We describe some ideas of John Hammersley for proving the existence of critical exponents for two-dimensional self-avoiding walks and provide numerical evidence for their correctness.
We prove two results on the delocalization of the endpoint of a uniform self-avoiding walk on Z^d for d>1. We show that the probability that a walk of length n ends at a point x tends to 0 as n tends to infinity, uniformly in x. Also, for any fixed x in Z^d, this probability decreases faster than n^{-1/4 + epsilon} for any epsilon >0. When |x|= 1, we thus obtain a bound on the probability that self-avoiding walk is a polygon.
We study the variable-length ensemble of self-avoiding walks on the complete graph. We obtain the leading order asymptotics of the mean and variance of the walk length, as the number of vertices goes to infinity. Central limit theorems for the walk length are also established, in various regimes of fugacity. Particular attention is given to sequences of fugacities that converge to the critical point, and the effect of the rate of convergence of these fugacity sequences on the limiting walk length is studied in detail. Physically, this corresponds to studying the asymptotic walk length on a gen…
These lecture notes provide a rapid introduction to a number of rigorous results on self-avoiding walks, with emphasis on the critical behaviour. Following an introductory overview of the central problems, an account is given of the Hammersley--Welsh bound on the number of self-avoiding walks and its consequences for the growth rates of bridges and self-avoiding polygons. A detailed proof that the connective constant on the hexagonal lattice equals $\sqrt{2+\sqrt{2}}$ is then provided. The lace expansion for self-avoiding walks is described, and its use in understanding the critical behaviour …
We show that the `erasing-larger-loops-first' (ELLF) method, which was first introduced for erasing loops from the simple random walk on the Sierpinski gasket, does work also for non-Markov random walks, in particular, self-repelling walks to construct a new family of self-avoiding walks on the Sierpinski gasket. The one-parameter family constructed in this method continuously connects the loop-erased random walk and a self-avoiding walk which has the same asymptotic behavior as the `standard' self-avoiding walk. We prove the existence of the scaling limit and study some path properties: The e…
If the three dimensional self-avoiding walk (SAW) is conformally invariant, then one can compute the hitting densities for the SAW in a half-space and in a sphere. The ensembles of SAW's used to define these hitting densities involve walks of arbitrary lengths, and so these ensembles cannot be directly studied by the pivot Monte Carlo algorithm for the SAW. We show that these mixed length ensembles should have the same scaling limit as certain weighted ensembles that only involve walks with a single length, thus providing a fast method for simulating these ensembles. Preliminary simulations wh…
We extend and apply a rigorous renormalisation group method to study critical correlation functions, on the 4-dimensional lattice $\mathbb{Z}^4$, for the weakly coupled $n$-component $|φ|^4$ spin model for all $n \geq 1$, and for the continuous-time weakly self-avoiding walk. For the $|φ|^4$ model, we prove that the critical two-point function has $|x|^{-2}$ (Gaussian) decay asymptotically, for $n \ge 1$. We also determine the asymptotic decay of the critical correlations of the squares of components of $φ$, including the logarithmic corrections to Gaussian scaling, for $n \geq 1$. The above e…
The conjecture that the scaling limit of the two-dimensional self-avoiding walk (SAW) in a half plane is given by the stochastic Loewner evolution (SLE) with $κ=8/3$ leads to explicit predictions about the SAW. A remarkable feature of these predictions is that they yield not just critical exponents, but probability distributions for certain random variables associated with the self-avoiding walk. We test two of these predictions with Monte Carlo simulations and find excellent agreement, thus providing numerical support to the conjecture that the scaling limit of the SAW is SLE$_{8/3}$.
We study various self-avoiding walks (SAWs) which are constrained to lie in the upper half-plane and are subjected to a compressive force. This force is applied to the vertex or vertices of the walk located at the maximum distance above the boundary of the half-space. In the case of bridges, this is the unique end-point. In the case of SAWs or self-avoiding polygons, this corresponds to all vertices of maximal height. We first use the conjectured relation with the Schramm-Loewner evolution to predict the form of the partition function including the values of the exponents, and then we use seri…
We consider a self-avoiding walk model (SAW) on the faces of the square lattice $\mathbb{Z}^2$. This walk can traverse the same face twice, but crosses any edge at most once. The weight of a walk is a product of local weights: each square visited by the walk yields a weight that depends on the way the walk passes through it. The local weights are parametrised by angles $θ\in[\fracπ{3},\frac{2π}{3}]$ and satisfy the Yang-Baxter equation. The self-avoiding walk is embedded in the plane by replacing the square faces of the grid with rhombi with corresponding angles. By means of the Yang-Baxter tr…
We establish the Brownian bridge asymptotics for a scaled self-avoiding walk conditioned on arriving to a far away point $n \vec{a}$ for $\vec{a}$ in $Z^d$, as $n$ increases to infinity.
We prove error bounds in a central limit theorem for solutions of certain convolution equations. The main motivation for investigating these equations stems from applications to lace expansions, in particular to weakly self-avoiding random walks in high dimensions. As an application we treat such self-avoiding walks in continuous space. The bounds obtained are sharper than the ones obtained by other methods.
We consider self-avoiding walk on finite graphs with large girth. We study a few aspects of the model originally considered by Lawler, Schramm and Werner on finite balls in Z^d. The expected length of a random self avoiding path is considered. We also define a "critical exponent" $γ$ for sequences of graphs of size tending to infinity, and show that $γ= 1$ in the large girth case.
We consider the biased random walk on a tree constructed from the set of finite self-avoiding walks on a lattice, and use it to construct probability measures on infinite self-avoiding walks. The limit measure (if it exists) obtained when the bias converges to its critical value is conjectured to coincide with the weak limit of the uniform SAW. Along the way, we obtain a criterion for the continuity of the escape probability of a biased random walk on a tree as a function of the bias, and show that the collection of escape probability functions for spherically symmetric trees of bounded degree…
We consider the continuous time version of the `true' or `myopic' self-avoiding random walk with site repulsion in 1d. The Ray-Knight-type method which was applied to the discrete time and edge repulsion case, is applicable to this model with some modifications. We present a limit theorem for the local time of the walk and a local limit theorem for the displacement.
We consider a random walk in the plane which takes steps uniformly distributed on the unit circle centered around the walker's current position but avoids the convex hull of its past positions. This model has been introduced by Angel, Benjamini and Virag. We show a large deviation estimate for the distance of the walker from the origin, which implies that the walker has positive lim inf speed.
We consider self-avoiding walk on a tree with random conductances. It is proven that in the weak disorder regime, the quenched critical point is equal to the annealed one, and that in the strong disorder regime, these critical points are strictly different. Derrida and Spohn, and Baffet, Patrick and Pul$\acute{\rm e}$ give the exact value of the quenched critical point. We give another heuristic approach by the fractional moment estimate.
We introduce an efficient nonreversible Markov chain Monte Carlo algorithm to generate self-avoiding walks with a variable endpoint. In two dimensions, the new algorithm slightly outperforms the two-move nonreversible Berretti-Sokal algorithm introduced by H.~Hu, X.~Chen, and Y.~Deng in \cite{old}, while for three-dimensional walks, it is 3--5 times faster. The new algorithm introduces nonreversible Markov chains that obey global balance and allows for three types of elementary moves on the existing self-avoiding walk: shorten, extend or alter conformation without changing the walk's length.
We study an annealed model of Uniform Infinite Planar Quadrangulation (UIPQ) with an infinite two-sided self-avoiding walk (SAW), which can also be described as the result of glueing together two independent uniform infinite quadrangulations of the half-plane (UIHPQs). We prove a lower bound on the displacement of the SAW which, combined with estimates from our previous paper, shows that the self-avoiding walk is diffusive. As a byproduct this implies that the volume growth exponent of the lattice in question is $4$ (as is the case for the standard UIPQ); nevertheless, using our previous work …
While completely self-avoiding quantum walks have the distinct property of leading to a trivial unidirectional transport of a quantum state, an interesting and non-trivial dynamics can be constructed by restricting the self-avoidance to a subspace of the complete Hilbert space. Here, we present a comprehensive study of three two-dimensional quantum walks, which are self-avoiding in coin space, in position space and in both, coin and position space. We discuss the properties of these walks and show that all result in delocalisation of the probability distribution for initial states which are st…
This article is concerned with self-avoiding walks (SAW) on $\mathbb{Z}^{d}$ that are subject to a self-attraction. The attraction, which rewards instances of adjacent parallel edges, introduces difficulties that are not present in ordinary SAW. Ueltschi has shown how to overcome these difficulties for sufficiently regular infinite-range step distributions and weak self-attractions. This article considers the case of bounded step distributions. For weak self-attractions we show that the connective constant exists, and, in $d\geq 5$, carry out a lace expansion analysis to prove the mean-field b…
This is an exposition of the theorem from the title, which says that the number of self-avoiding walks with n steps in the hexagonal lattice has asymptotics (2cos(pi/8))^{n+o(n)}. We lift the key identity to formal level and simplify the part of the proof bounding the growth constant from below. In our calculation the lower bound comes from an identity asserting that a linear combination of 288 generating functions counting self-avoiding walks in a certain domain by length, final edge direction and winding number modulo 48 equals the geometric series 2cos(pi/8)x + (2cos(pi/8))^2x^2 + ... .
In the present paper, we investigate the collapsed phase of the interacting partially-directed self-avoiding walk (IPDSAW) that was introduced in Zwanzig and Lauritzen (1968). We provide sharp asymptotics of the partition function inside the collapsed phase, proving rigorously a conjecture formulated in Guttmann (2015) and Owczarek et al. (1993). As a by-product of our result, we obtain that, inside the collapsed phase, a typical IPDSAW trajectory is made of a unique macroscopic bead, consisting of a concatenation of long vertical stretches of alternating signs, outside which only finitely man…
The connective constant $μ(G)$ of a graph $G$ is the asymptotic growth rate of the number $σ_{n}$ of self-avoiding walks of length $n$ in $G$ from a given vertex. We prove a formula for the connective constant for free products of quasi-transitive graphs and show that $σ_{n}\sim A_{G} μ(G)^{n}$ for some constant $A_{G}$ that depends on $G$. In the case of finite products $μ(G)$ can be calculated explicitly and is shown to be an algebraic number.
