This paper describes joint work with Oded Schramm and Wendelin Werner establishing the values of the planar Brownian intersection exponents from which one derives the Hausdorff dimension of certain exceptional sets of planar Brownian motion. In particular, we proof a conjecture of Mandelbrot that the dimension of the frontier is 4/3. The proof uses a universality principle for conformally invariant measures and a new process, the stochastic Loewner evolution ($SLE$), introduced by Schramm. These ideas can be used to study other planar lattice models from statistical physics at criticality. I discuss applications to critical percolation on the triangular lattice, loop-erased random walk, and self-avoiding walk.
The frontier of a planar Brownian motion is the boundary of the unbounded component of the complement of its range. In this paper we find the Hausdorff dimension of the set of double points on the frontier.
Consider a planar Brownian motion run for finite time. The frontier or ``outer boundary'' of the path is the boundary of the unbounded component of the complement. Burdzy (1989) showed that the frontier has infinite length. We improve this by showing that the Hausdorff dimension of the frontier is strictly greater than 1. (It has been conjectured that the Brownian frontier has dimension $4/3$, but this is still open.) The proof uses Jones's Traveling Salesman Theorem and a self-similar tiling of the plane by fractal tiles known as Gosper Islands.
Our purpose in this paper is to determine the limiting distribution and the evolution rate of particles near the frontier of branching Brownian motions. Here the branching rate is given by a Kato class measure with compact support in Euclidean space. Our investigation focuses on the two dimensional case.
In this note, we study the asymptotical frontier behavior of a branching reflected Brownian motion. There is essentially no difference in maximal displacement between a branching Brownian motion and its reflected counterpart. We provide two proofs of this fact, one via a soft argument on the dependance of two-sided extremal particles in a branching Brownian motion and the other based on direct computations as in Roberts. The asymptotics of minimal displacement is also given.
We consider the model of branching Brownian motion with a single catalytic point at the origin and binary branching. We establish some fine results for the asymptotic behaviour of the numbers of particles travelling at different speeds and give an explicit characterisation of the spatial distribution of particles travelling at the critical speed.
We give short proofs of two classical results about the position of the extremal particle in a branching Brownian motion, one concerning the median position and another the almost sure behaviour.
We prove a conjecture of Lalley and Sellke [Ann. Probab. 15 (1987)] asserting that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a double exponential, or Gumbel, distribution with a random shift. The method of proof is based on the decorrelation of the maximal displacements for appropriate time scales. A crucial input is the localization of the paths of particles close to the maximum that was previously established by the authors [Comm. Pure Appl. Math. 64 (2011)].
National University of Singapore（新加坡国立大学）；The Czech Academy of Sciences, Institute of Information Theory and Automation（捷克科学院信息与自动化研究所）；East China Normal University（华东师范大学）
The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from everywhere in space and time, and the Brownian net is a generalization that also allows branching. They appear in the diffusive scaling limits of many one-dimensional interacting particle systems with branching and coalescence. This article gives an introduction to the Brownian web and net, and how they arise in the scaling limits of various one-dimensional models, focusing mainly on coalescing random walks and random walks in i.i.d. space-time random environments. We will also briefly survey models a…
In this paper we study fluctuations of extreme particles of nonintersecting Brownian bridges starting from $a_1\leq a_2\leq \cdots \leq a_n$ at time $t=0$ and ending at $b_1\leq b_2\leq \cdots\leq b_n$ at time $t=1$, where $μ_{A_n}=(1/n)\sum_{i}δ_{a_i}, μ_{B_n}=(1/n)\sum_i δ_{b_i}$ are discretization of probability measures $μ_A, μ_B$. Under regularity assumptions of $μ_A, μ_B$, we show as the number of particles $n$ goes to infinity, fluctuations of extreme particles at any time $0<t<1$, after proper rescaling, are asymptotically universal, converging to the Airy point process.
A noise reinforced Brownian motion is a centered Gaussian process $\hat B=(\hat B(t))_{t\geq 0}$ with covariance $E(\hat B(t)\hat B(s))=(1-2p)^{-1}t^ps^{1-p} \quad \text{for} \quad 0\leq s \leq t,$ where $p\in(0,1/2)$ is a reinforcement parameter. Our main purpose is to establish a version of Donsker's invariance principle for a large family of step-reinforced random walks in the diffusive regime, and more specifically, to show that $\hat B$ arises as the universal scaling limit of the former. This extends known results on the asymptotic behavior of the so-called elephant random walk.
We consider a random planar map $M_n$ which is uniformly distributed over the class of all rooted q-angulations with n faces. We let $\mathbf{m}_n$ be the vertex set of $M_n$, which is equipped with the graph distance $d_\mathrm{gr}$. Both when $q\geq4$ is an even integer and when q=3, there exists a positive constant $c_q$ such that the rescaled metric spaces $(\mathbf{m}_n,c_qn^{-1/4}d_\mathrm{gr})$ converge in distribution in the Gromov-Hausdorff sense, toward a universal limit called the Brownian map. The particular case of triangulations solves a question of Schramm.
In a series of recent preprints, we have proven that with probability one the Hausdorff dimension on the outer boundary of planar Brownian motion is 4/3, confirming a conjecture by Mandelbrot. It is also shown that the Hausdorff dimension of the set of cut points is a.s. 3/4. The present paper is an expository outline of the arguments involved in the proof of these and related results.
This paper is the third chapter of three of the author's undergraduate thesis. In this paper, we study the convergence of local bulk statistics for linearized covariance matrices under Dyson's Brownian motion. We consider deterministic initial data $V$ approximate the Dyson Brownian motion for linearized covariance matrices by the Wigner flow. Using universality results for the Wigner flow, we deduce universality for the linearized covariance matrices. We deduce bulk universality of averaged bulk correlation functions for both biregular bipartite graphs and honest covariance matrices. We also …
Many models of one-dimensional local random growth are expected to lie in the Kardar-Parisi-Zhang (KPZ) universality class. For such a model, the interface profile at advanced time may be viewed in scaled coordinates specified via characteristic KPZ scaling exponents of one-third and two-thirds. When the long time limit of this scaled interface is taken, it is expected -- and proved for a few integrable models -- that, up to a parabolic shift, the Airy$_2$ process $\mathcal{A}:\mathbb{R} \to \mathbb{R}$ is obtained. This process may be embedded via the Robinson-Schensted-Knuth correspondence a…
Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the support of the density of particles goes from one interval to two intervals. In this paper, we show that at that very point of bifurcation a cusp appears, near which the Brownian paths fluctuate like the Pearcey process. This is a universality result within this class of problems. Tracy and Widom obtained such a result in the symmetric case, when the two target…
We obtain the Brownian net of Sun and Swart (2008) as the scaling limit of the paths traced out by a system of continuous (one-dimensional) space and time branching and coalescing random walks. This demonstrates a certain universality of the net, which we have not seen explored elsewhere. The walks themselves arise in a natural way as the ancestral lineages relating individuals in a sample from a biological population evolving according to the spatial Lambda-Fleming-Viot process. Our scaling reveals the effect, in dimension one, of spatial structure on the spread of a selectively advantageous …
The Brownian excursion measure is a conformally invariant infinite measure on curves. It figured prominently in one of the first major applications of SLE, namely the explicit calculations of the planar Brownian intersection exponents from which the Hausdorff dimension of the frontier of the Brownian path could be computed (Lawler, Schramm, and Werner, 2001). In this paper we define the simple random walk excursion measure and show that for any bounded, simply connected Jordan domain D, the simple random walk excursion measure on D converges in the scaling limit to the Brownian excursion measu…
We consider the one-sided exit problem for (fractionally) integrated random walks and Lévy processes. We prove that the rate of decrease of the non-exit probability -- the so-called survival exponent -- is universal in this class of processes. In particular, the survival exponent can be inferred from the (fractionally) integrated Brownian motion. This, in particular, extends Sinai's result on the survival exponent for the integrated simple random walk to general random walks with some finite exponential moment. Further, we prove existence and monotonicity of the survival exponent of fractional…
We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion hold. These conditions are verified, hence bulk spectral universality is proven, for a large class of Wigner-like matrices, including deformed Wigner ensembles and ensembles with non-stochastic variance matrices whose limiting densities differ from the Wigner semicircle law.
In [2] it has been proved that a linear Hamiltonian lattice field perturbed by a conservative stochastic noise belongs to the 3/2-Lévy/Diffusive universality class in the nonlinear fluctuating theory terminology [15], i.e. energy superdiffuses like an asymmetric stable 3/2-Lévy process and volume like a Brownian motion. According to this theory this should remain valid at zero tension if the harmonic potential is replaced by an even potential. In this work we consider a quartic anharmonicity and show that the result obtained in the harmonic case persists up to some small critical value of the …
This paper proves universality of the distribution of the smallest and largest gaps between eigenvalues of generalized Wigner matrices, under some smoothness assumption for the density of the entries. The proof relies on the Erd{\H o}s-Schlein-Yau dynamic approach. We exhibit a new observable that satisfies a stochastic advection equation and reduces local relaxation of the Dyson Brownian motion to a maximum principle. This observable also provides a simple and unified proof of universality in the bulk and at the edge, which is quantitative. To illustrate this, we give the first explicit rate …
For a broad class of planar Markov processes, viz. Lévy processes satisfying certain conditions (valid \textit{eg} in the case of Brownian motion and Lévy flights), we establish an exact, universal formula describing the shape of the convex hull of sample paths. We show indeed that the average number of edges joining paths' points separated by a time-lapse $Δτ\in \left[Δτ_1, Δτ_2\right]$ is equal to $2\ln \left(Δτ_2 / Δτ_1 \right)$, regardless of the specific distribution of the process's increments and regardless of its total duration $T$. The formula also exhibits invariance when the time sc…
We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never collide. We study the asymptotic behavior of local statistics of this process started from an arbitrary initial configuration on short times $T\ll N$ as $N\to+\infty$. We show that if the particle density of the initial configuration is bounded away from $0$ and $1$ down to scales $\mathsf{D}\ll T$ in a neighborhood of size $\mathsf{Q}\gg T$ of some locatio…
