The Brownian loop soup introduced in Lawler and Werner (2004) is a Poissonian realization from a sigma-finite measure on unrooted loops. This measure satisfies both conformal invariance and a restriction property. In this paper, we define a random walk loop soup and show that it converges to the Brownian loop soup. In fact, we give a strong approximation result making use of the strong approximation result of Komlós, Major, and Tusnády. To make the paper self-contained, we include a proof of the approximation result that we need.
We consider the random walk loop soup on the discrete half-plane corresponding to a central charge c in (0, 1]. We look at the clusters of discrete loops and show that the scaling limit of the outer boundaries of outermost clusters is the CLE(kappa) loop ensemble, with the same relation between kappa and c as in the continuum Brownian setting.
We initiate the study on chemical distances of percolation clusters for level sets of two-dimensional discrete Gaussian free fields as well as loop clusters generated by two-dimensional random walk loop soups. One of our results states that the chemical distance between two macroscopic annuli away from the boundary for the random walk loop soup at the critical intensity is of dimension 1 with positive probability. Our proof method is based on an interesting combination of a theorem of Makarov, isomorphism theory and an entropic repulsion estimate for Gaussian free fields in the presence of a h…
The random walk loop soup is a Poissonian ensemble of lattice loops; it has been extensively studied because of its connections to the discrete Gaussian free field, but was originally introduced by Lawler and Trujillo Ferreras as a discrete version of the Brownian loop soup of Lawler and Werner, a conformally invariant Poissonian ensemble of planar loops with deep connections to conformal loop ensembles (CLEs) and the Schramm-Loewner evolution (SLE). Lawler and Trujillo Ferreras showed that, roughly speaking, in the continuum scaling limit, ``large'' lattice loops from the random walk loop sou…
It has been recently understood (arXiv:1212.2885, arXiv:1310.4764, arXiv:1410.0605) that for a general class of percolation models on $\mathbb{Z}^d$ satisfying suitable decoupling inequalities, which includes i.a.\ Bernoulli percolation, random interlacements and level sets of the Gaussian free field, large scale geometry of the unique infinite cluster in strongly percolative regime is qualitatively the same; in particular, the random walk on the infinite cluster satisfies the quenched invariance principle, Gaussian heat-kernel bounds and local CLT. In this paper we consider the random walk lo…
We construct loop soups for general Markov processes without transition densities and show that the associated permanental process is equal in distribution to the loop soup local time. This is used to establish isomorphism theorems connecting the local time of the original process with the associated permanental process. Further properties of the loop measure are studied.
We describe simple properties of some soups of unoriented Markov loops and of some soups of oriented Markov loops that can be interpreted as a spatial Markov property of these loop-soups. This property of the latter soup is related to well-known features of the uniform spanning trees (such as Wilson's algorithm) while the Markov property of the former soup is related to the Gaussian Free Field and to identities used in the foundational papers of Symanzik, Nelson, and of Brydges, Fröhlich and Spencer or Dynkin, or more recently by Le Jan.
We consider the loop soup at intensity ${1\over 2}$ conditioned on having local time $0$ on a set of vertices with positive occupation field in their vicinities. We give a relation between this loop soup and the usual loop soup conditioned on its local times. We deduce a domain Markov property for the loop soup, in the vein of the discrete Markov property proved by Werner: when exploring a cluster, the bridges outside the cluster form a Poisson point process. We show how it is related to the property due to Le Jan that the local times of the loop soup are distributed as the squares of a Gaussi…
Lupu introduced a coupling between a random walk loop-soup and a Gaussian free field, where the sign of the field is constant on each cluster of loops. This coupling is a signed version of isomorphism theorems relating the square of the GFF to the occupation field of Markovian trajectories. His construction starts with a loop-soup, and by adding additional randomness samples a GFF out of it. In this article we provide the inverse construction: starting from a signed free field and using a self-interacting random walk related to this field, we construct a random walk loop-soup. Our construction…
We define a natural conformally invariant measure on unrooted Brownian loops in the plane and study some of its properties. We relate this measure to a measure on loops rooted at a boundary point of a domain and show how this relation gives a way to ``chronologically add Brownian loops'' to simple curves in the plane.
We make a few elementary observations that relate directly the items mentioned in the title. In particular, we note that when one superimposes the random current model related to the Ising model with an independent Bernoulli percolation model with well-chosen weights, one obtains exactly the FK-percolation (or random cluster model) associated with the Ising model. We also point out that this relation can be interpreted via loop-soups, combining the description of the sign of a Gaussian Free Field on a discrete graph knowing its square (and the relation of this question with the FK-Ising model)…
We show that supersymmetric (susy) hyperbolic isomorphism theorems that relate Vertex Reinforced Jump Processes and $H^{2|2}$ field, introduced in [2] and [3], are annealed version of isomorphism theorems relating Markov processes and Gaussian free field, with the help of a Bayes formula that relates susy hyperbolic field to susy free field. On the other hand, we also prove a BFS-Dynkin's isomorphism theorem for reinforced loop soup. Moreover, we provide yet another proof of BFS-Dynkin's isomorphism for VRJP a la Feynman-Kac.
Several stochastic processes related to transient Lévy processes with potential densities $u(x,y)=u(y-x)$, that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of measures $V$ endowed with a metric $d$. Sufficient conditions are obtained for the continuity of these processes on $(V,d)$. The processes include $n$-fold self-intersection local times of transient Lévy processes and permanental chaoses, which are `loop soup $n$-fold self-intersection local times' constructed from the loop soup of the Lévy process. Loop soups are …
Generalized intersection exponents and local cut points for three-dimensional Brownian loop soup
Institute for Theoretical Sciences, Westlake University（西湖大学理论科学研究院）；School of Mathematical Sciences, Peking University（北京大学数学科学学院）；Beijing International Center for Mathematical Research, Peking University（北京大学北京国际数学研究中心）
Scaling Limit of Critical Loop Soup Clusters in Three, Four, and Five Dimensions
Faculty of Mathematics and Computer Science, Weizmann Institute of Science（魏茨曼科学研究所数学与计算机科学系）；New Cornerstone Science Laboratory, School of Mathematical Sciences, Peking University（北京大学数学科学学院新基石科学实验室）
Non-existence of several random fractals in Brownian motion and Brownian loop soup
Westlake University（西湖大学）；Beijing International Center for Mathematical Research, Peking University（北京大学北京国际数学研究中心）；School of Mathematical Sciences, Peking University（北京大学数学科学学院）；Department of Mathematics, University of Hong Kong（香港大学数学系）
We study the structure of Brownian loop-soup clusters in two dimensions. Among other things, we obtain the following decomposition of the clusters with critical intensity: When one conditions a loop-soup cluster by its outer boundary $γ$ (which is known to be an SLE(4)-type loop), then the union of all excursions away from $γ$ by all the Brownian loops in the loop-soup that touch $γ$ is distributed exactly like the union of all excursions of a Poisson point process of Brownian excursions in the domain enclosed by $γ$. A related result that we derive and use is that the couplings of the Gaussia…
We introduce a natural "massive" version of the Brownian loop soup of Lawler and Werner which displays conformal covariance and exponential decay. We show that this massive Brownian loop soup arises as the near-critical scaling limit of a random walk loop soup with killing and is related to the massive SLE(2) identified by Makarov and Smirnov as the near-critical scaling limit of a loop-erased random walk with killing. We conjecture that the massive Brownian loop soup describes the zero level lines of the massive Gaussian free field, and discuss possible relations to other models, such as Isin…
We study some properties of a class of random connected planar fractal sets induced by a Poissonian scale-invariant and translation-invariant point process. Using the second-moment method, we show that their Hausdorff dimensions are deterministic and equal to their expectation dimension. We also estimate their low-intensity limiting behavior. This applies in particular to the "conformal loop ensembles" defined via Poissonian clouds of Brownian loops for which the expectation dimension has been computed by Schramm, Sheffield and Wilson.
This article deals with limit theorems for certain loop variables for loop soups whose intensity approaches infinity. We first consider random walk loop soups on finite graphs and obtain a central limit theorem when the loop variable is the sum over all loops of the integral of each loop against a given one-form on the graph. An extension of this result to the noncommutative case of loop holonomies is also discussed. As an application of the first result, we derive a central limit theorem for windings of loops around the faces of a planar graphs. More precisely, we show that the winding field …
A permanental field, $ψ=\{ψ(ν),ν\in {\mathcal{V}}\}$, is a particular stochastic process indexed by a space of measures on a set $S$. It is determined by a kernel $u(x,y)$, $x,y\in S$, that need not be symmetric and is allowed to be infinite on the diagonal. We show that these fields exist when $u(x,y)$ is a potential density of a transient Markov process $X$ in $S$. A permanental field $ψ$ can be realized as the limit of a renormalized sum of continuous additive functionals determined by a loop soup of $X$, which we carefully construct. A Dynkin-type isomorphism theorem is obtained that relat…
We study spin systems defined by the winding of a random walk loop soup. For a particular choice of loop soup intensity, we show that the corresponding spin system is reflection-positive and is dual, in the Kramers-Wannier sense, to the spin system $\text{sgn}(φ)$ where $φ$ is a discrete Gaussian free field. In general, we show that the spin correlation functions have conformally covariant scaling limits corresponding to the one-parameter family of functions studied by Camia, Gandolfi and Kleban (Nuclear Physics B, 902, 2016) and defined in terms of the winding of the Brownian loop soup. These…
We show that if one conditions a cluster in a Brownian loop-soup $L$ (of any intensity) in a two-dimensional domain by a portion $l$ of its outer boundary, then in the remaining domain, the union of all the loops of $L$ that touch $l$ satisfies the conformal restriction property while the other loops in $L$ form an independent loop-soup. This result holds when one discovers $l$ in a natural Markovian way, such as in the exploration procedures that have been defined in order to actually construct the Conformal Loop Ensembles as outer boundaries of loop-soup clusters. This result implies among o…
The two-dimensional Brownian loop-soup is a Poissonian random collection of loops in a planar domain with an intensity parameter c. When c is not greater than 1, we show that the outer boundaries of the loop clusters are disjoint simple loops (when c>1, there is almost surely only one cluster) that satisfy certain conformal restriction axioms. We prove various results about loop-soups, cluster sizes, and the c=1 phase transition. Combining this with the results of another paper of ours on the Markovian characterization of simple conformal loop ensembles (CLE), this proves that these outer boun…
We define and study a set of operators that compute statistical properties of the Brownian Loop Soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point) in two dimensions. We prove that the correlation functions of these operators have many of the properties of conformal primaries in a conformal field theory, and compute their conformal dimension. The dimensions are real and positive, but have the novel feature that they vary continuously as a periodic function of a real parameter. We comment on the relation of the Brownian Loop…
For random collections of self-avoiding loops in two-dimensional domains, we define a simple and natural conformal restriction property that is conjecturally satisfied by the scaling limits of interfaces in models from statistical physics. This property is basically the combination of conformal invariance and the locality of the interaction in the model. Unlike the Markov property that Schramm used to characterize SLE curves (which involves conditioning on partially generated interfaces up to arbitrary stopping times), this property only involves conditioning on entire loops and thus appears a…
We compute analytically and in closed form the four-point correlation function in the plane, and the two-point correlation function in the upper half-plane, of layering vertex operators in the two dimensional conformally invariant system known as the Brownian Loop Soup. These correlation functions depend on multiple continuous parameters: the insertion points of the operators, the intensity of the soup, and the charges of the operators. In the case of the four-point function there is non-trivial dependence on five continuous parameters: the cross-ratio, the intensity, and three real charges. T…
CEREMADE, CNRS, Université Paris-Dauphine, PSL Research University（CEREMADE，法国国家科学研究中心，巴黎第九大学，PSL研究大学）；Sorbonne Université and Université Paris Cité, CNRS, Laboratoire de Probabilités, Statistique et Modélisation（索邦大学和巴黎西岱大学，法国国家科学研究中心，概率、统计与建模实验室）
We define a large new class of conformal primary operators in the ensemble of Brownian loops in two dimensions known as the ``Brownian loop soup,'' and compute their correlation functions analytically and in closed form. The loop soup is a conformally invariant statistical ensemble with central charge $c = 2 λ$, where $λ> 0$ is the intensity of the soup. Previous work identified exponentials of the layering operator $e^{i βN(z)}$ as primary operators. Each Brownian loop was assigned $\pm 1$ randomly, and $N(z)$ was defined to be the sum of these numbers over all loops that encircle the point $…
The Brownian loop soup (BLS) is a conformally invariant statistical ensemble of random loops in two dimensions characterized by an intensity $λ>0$. Recently, we constructed families of operators in the BLS and showed that they transform as conformal primary operators. In this paper we provide an explicit expression for the BLS stress-energy tensor and compute its operator product expansion with other operators. Our results are consistent with the conformal Ward identities and our previous result that the central charge is $c = 2 λ$. In the case of domains with boundary we identify a boundary o…
We study vertex-like operators built from the Brownian loop soup in the limit as the loop soup intensity tends to infinity. More precisely, following Camia, Gandolfi and Kleban (Nuclear Physics B 902, 2016), we take a Brownian loop soup in a planar domain and assign a random sign to each loop. We then consider random fields defined by taking, at every point of the domain, the exponential of a purely imaginary constant times the sum of the signs associated to the loops that wind around that point. As smaller loops are included in the count, that sum diverges logarithmically with the diameter of…
We introduce and study a Markov field on the edges of a graph in dimension $d\geq2$ whose configurations are spin networks. The field arises naturally as the edge-occupation field of a Poissonian model (a soup) of non-backtracking loops and walks characterized by a spatial Markov property such that, conditionally on the value of the edge-occupation field on a boundary set, the distributions of the loops and arcs on either side of the boundary are independent of each other. The field has a Gibbs distribution with a Hamiltonian given by a sum of terms which involve only edges incident on the sam…
Since the work of Lawler and Werner on "loop soups", these ensembles have also been the object of many investigations. Their properties can be studied in the context of rather general Markov processes, in particular Markov chains on graphs. The purpose of the present work is to explore their topological properties.
Loop measures and their associated loop soups are generally viewed as arising from finite state Markov chains. We generalize several results to loop measures arising from potentially complex edge weights. We discuss two applications: Wilson's algorithm to produce uniform spanning trees and an isomorphism theorem due to Le Jan.
Uniqueness of generalized conformal restriction measures and Malliavin-Kontsevich-Suhov measures for $c \in (0,1]$
Beijing International Center for Mathematical Research, Peking University（北京大学北京国际数学研究中心）；Institute for Theoretical Sciences, Westlake University（西湖大学理论科学研究所）
