We study chordal Loewner families in the upper half-plane and show that they have a parametric representation. We show one, that to every chordal Loewner family there corresponds a unique measurable family of probability measures on the real line, and two, that to every measurable family of probability measures on the real line there corresponds a unique chordal Loewner family. In both cases the correspondence is being given by solving the chordal Loewner equation. We use this to show that any probability measure on the real line with finite variance and mean zero has univalent Cauchy transform if and only if it belongs to some chordal Loewner family. If the probability measure has compact support we give two further necessary and sufficient conditions for the univalence of the Cauchy transform, the first in terms of the transfinite diameter of the complement of the image domain of the reciprocal Cauchy transform, and the second in terms of moment inequalities corresponding to the Grunsky inequalities.
In this paper, we discuss the chordal Komatu-Loewner equation on standard slit domains in a manner applicable not just to a simple curve but also a family of continuously growing hulls. Especially a conformally invariant characterization of the Komatu-Loewner evolution is obtained. As an application, we prove a sort of conformal invariance, or locality, of the stochastic Komatu-Loewner evolution $\mathrm{SKLE}_{\sqrt{6}, -b_{\mathrm{BMD}}}$ in a fully general setting, which solves an open problem posed by Chen, Fukushima and Suzuki [Stochastic Komatu-Loewner evolutions and SLEs, Stoch. Proc. A…
In this note we consider a multi-slit Loewner equation with constant coefficients that describes the growth of multiple SLE curves connecting $N$ points on $\mathbb{R}$ to infinity within the upper half-plane. For every $N\in\mathbb{N}$, this equation provides a measure valued process $t\mapsto \{α_{N,t}\},$ and we are interested in the limit behaviour as $N\to\infty.$ We prove tightness of the sequence $\{α_{N,t}\}_{N\in\mathbb{N}}$ under certain assumptions and address some further problems.
This paper studies the behavior of solutions near the explosion time to the chordal Komatu-Loewner equation for slits, motivated by the preceding studies by Bauer and Friedrich (2008) and by Chen and Fukushima (2018). The solution to this equation represents moving slits in the upper half-plane. We show that the distance between the slits and driving function converges to zero at its explosion time. We also prove a probabilistic version of this asymptotic behavior for stochastic Komatu-Loewner evolutions under some natural assumptions.
In the paper we prove that, for $κ\in(0,8)$, the $n$-point boundary Green's function of exponent $\frac8κ-1$ for chordal SLE$_κ$ exists. We also prove that the convergence is uniform over compact sets and the Green's function is continuous. We also give up-to-constant bounds for the Green's function.
In this note we discuss some problems related to conformal slit-mappings. On the one hand, classical Loewner theory leads us to questions concerning the embedding of univalent functions into slit-like Loewner chains. On the other hand, a recent result from monotone probability theory motivates the study of univalent functions from a probabilistic perspective.
We investigate the relation between the Laplacian-$b$ motion and stochastic Komatu-Loewner evolution (SKLE) on multiply connected subdomains of the upper half-plane, both of which are analogues to SLE. In particular, we show that, if the driving function of an SKLE is given by a certain stochastic differential equation, then this SKLE is the same as a time-changed Laplacian-$b$ motion. As an application, we prove the finite time explosion of SKLE corresponding to Laplacian-$0$ motion, or $\mathrm{SLE_6}$, in the sense that the solution to the Komatu-Loewner equation for the slits blows up.
We adapt the theory of chordal Loewner chains to the operator-valued matricial upper-half plane over a $C^*$-algebra $\mathcal{A}$. We define an $\mathcal{A}$-valued chordal Loewner chain as a subordination chain of analytic self-maps of the $\mathcal{A}$-valued upper half-plane, such that each $F_t$ is the reciprocal Cauchy transform of an $\mathcal{A}$-valued law $μ_t$, such that the mean and variance of $μ_t$ are continuous functions of $t$. We relate $\mathcal{A}$-valued Loewner chains to processes with $\mathcal{A}$-valued free or monotone independent independent increments just as was do…
We revisit the convergence of loop-erased random walk, LERW, to SLE(2) when the curves are parametrized by capacity. We construct a coupling of the chordal version of LERW and chordal SLE(2) based on the Green's function for LERW as martingale observable and using an elementary discrete-time Loewner "difference" equation. This coupling is different than the ones previously considered in this context. Our recent work (arXiv:1603.05203) on the convergence of LERW parametrized by length to SLE(2) parameterized by Minkowski content uses specific features of the coupling constructed here.
The Schramm-Loewner evolution (SLE) can be simulated by dividing the time interval into N subintervals and approximating the random conformal map of the SLE by the composition of N random, but relatively simple, conformal maps. In the usual implementation the time required to compute a single point on the SLE curve is O(N). We give an algorithm for which the time to compute a single point is O(N^p) with p<1. Simulations with kappa=8/3 and kappa=6 both give a value of p of approximately 0.4.
We consider the measure on multiple chordal Schramm-Loewner evolution ($SLE_κ$) curves. We establish a derivative estimate and use it to give a direct proof that the partition function is $C^2$ if $κ<4$.
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 show that, under mild assumptions on the limiting curve, a sequence of simple chordal planar curves converges uniformly whenever certain Loewner driving functions converge. We extend this result to random curves. The random version applies in particular to random lattice paths that have chordal $\mathrm {SLE}_κ$ as a scaling limit, with $κ<8$ (nonspace-filling). Existing $\mathrm {SLE}_κ$ convergence proofs often begin by showing that the Loewner driving functions of these paths (viewed from $\infty$) converge to Brownian motion. Unfortunately, this is not sufficient, and additional argumen…
Using concepts of noncommutative probability we show that the Loewner's evolution equation can be viewed as providing a map from paths of measures to paths of probability measures. We show that the fixed point of the Loewner map is the convolution semigroup of the semicircle law in the chordal case, and its multiplicative analogue in the radial case. We further show that the Loewner evolution ``spreads out'' the distribution and that it gives rise to a Markov process.
We consider shape, size and regularity of the hulls of the chordal Schramm-Loewner evolution driven by a symmetric alpha-stable process. We obtain derivative estimates, show that the complements of the hulls are Hoelder domains, prove that the hulls have Hausdorff dimension 1, and show that the trace is right-continuous with left limits almost surely.
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 partition function point of view for chordal Schramm-Loewner evolutions and their relationship with correlation functions in conformal field theory. Both are closely related to crossing probabilities and interfaces in critical models in two-dimensional statistical mechanics. We gather and supplement previous results with different perspectives, point out remaining difficulties, and suggest directions for future studies.
We present a mathematical proof of theoretical predictions made by Arguin and Saint-Aubin, as well as by Bauer, Bernard, and Kytola, about certain non-local observables for the two-dimensional Ising model at criticality by combining Smirnov's recent proof of the fact that the scaling limit of critical Ising interfaces can be described by chordal SLE(3) with Kozdron and Lawler's configurational measure on mutually avoiding chordal SLE paths. As an extension of this result, we also compute the probability that an SLE(k) path, k in (0,4], and a Brownian motion excursion do not intersect.
When studying stochastic processes, it is often fruitful to have an understanding of several different notions of regularity. One such notion is the optimal Hölder exponent obtainable under reparametrization. In this paper, we show that the chordal SLE_kappa path in the unit disk for kappa less than or equal to 4 can be reparametrized to be Hölder continuous of any order up to 1/(1+kappa/8). From this result, we obtain that the Young integral is well defined along such SLE paths with probability one, and hence that SLE admits a path-wise notion of integration. This allows for us to consider th…
The backward chordal Schramm-Loewner Evolution naturally defines a conformal welding homeomorphism of the real line. We show that this homeomorphism is invariant under the automorphism $x\mapsto -1/x$, and conclude that the associated solution to the welding problem (which is a natural renormalized limit of the finite time Loewner traces) is reversible. The proofs rely on an analysis of the action of analytic circle diffeomorphisms on the space of hulls, and on the coupling techniques of the second author.
The Green's function for the chordal Schramm-Loewner evolution $SLE_κ$ for $0 < κ< 8$, gives the normalized probability of getting near points. We give up-to-constant bounds for the two-point Green's function.