We consider a planar Brownian loop $B$ that is run for a time $T$ and conditioned on the event that its range encloses the unusually high area of $πT^2$, with $T$ being large. We study the deviation of the range of the conditioned process $X$ from a circle of radius $T$, as a model for the fluctuation of a phase boundary. This deviation is measured by means of the inradius and outradius of the region enclosed by the range of $X$. We prove that in a typical realization of the conditioned measure, each of these quantities differs from $T$ by at most $T^{2/3 + ε}$.
We study a scaling limit associated to a model of planar aggregation. The model is obtained by composing certain independent random conformal maps. The evolution of harmonic measure on the boundary of the cluster is shown to converge to the coalescing Brownian flow.
Brownian motion in the plane in the presence of a "trap" at which motion is stopped is studied. If the trap $T$ is a connected compact set, it is shown that the probability for planar Brownian motion to hit this set before a given time $t$ is well approximated even at short times by the probability that Brownian motion hits a disk of radius $r_T$ equal to the conformal radius of the trap $T$.
We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian motion from planar domains. Besides the use of conformal mapping, we apply results from potential theory. We treat the case of a wedge-shaped region exactly, subsuming an example of Markowsky. A number of other results are presented, including for a half disc, $n$-grams, and a variety of other regions.
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.
We study a model of mass-bearing coagulating planar Brownian particles. Coagulation is prone to occur when two particles become within a distance of order $ε$. We assume that the initial number of particles is of the order of $| \log ε|. Under suitable assumptions on the initial distribution of particles and the microscopic coagulation propensities, we show that the macroscopic particle densities satisfy a Smoluchowski-type equation.
We define a family of diffeomorphism-invariant models of random connections on principal $G$-bundles over the plane, whose curvatures are concentrated on singular points. In a limit when the number of point grows whilst the singular curvature on each point diminishes, the model converges in some sense towards a Yang--Mills field. We study another regime for which we prove that the holonomy along a Brownian trajectory converges towards an explicit limit.
Let B_t be a planar Brownian loop of time duration 1 (a Brownian motion conditioned so that B_0 = B_1). We consider the compact hull obtained by filling in all the holes, i.e. the complement of the unique unbounded component of R^2\B[0,1]. We show that the expected area of this hull is Pi/5. The proof uses, perhaps not surprisingly, the Schramm Loewner Evolution (SLE). Also, using the result of Yor about the law of the index of a Brownian loop, we show that the expected areas of the regions of non-zero index n equal 1/(2 Pi n^2). As a consequence, we find that the expected area of the region o…
We show that the intersection exponents for planar Brownian motions are analytic. More precisely, let $B$ and $B'$ be independent planar Brownian motions started from distinct points, and define the exponent $ξ(1, λ)$ by $$ E[P[B[0,t] \cap B'[0,t] = \emptyset | B[0,t]]^λ] \approx t^{-ξ(1, λ)/2}, t \to \infty. $$ Then the mapping $λ\mapsto ξ(1, λ)$ is real analytic in $(0,\infty)$. The same result is proved for the exponents $ξ(k, λ)$ where $k$ is a positive integer. In combination with the determination of $ξ(k, λ)$ for integer $k \ge 1$ and real $λ\ge 1$ in our previous papers, this gives the…
We prove a scaling limit result for random walk on certain random planar maps with its natural time parametrization. In particular, we show that for $γ\in (0,2)$, the random walk on the mated-CRT map with parameter $γ$ converges to $γ$-Liouville Brownian motion, the natural quantum time parametrization of Brownian motion on a $γ$-Liouville quantum gravity (LQG) surface. Our result applies if the mated-CRT map is embedded into the plane via the embedding which comes from SLE / LQG theory or via the Tutte embedding (a.k.a. the harmonic or barycentric embedding). In both cases, the convergence is…
With the help of the Gauss-Laplace transform for the exit time from a cone of planar Brownian motion, we obtain some infinite divisibility properties for the reciprocal of this exit time.
Let $D_N$ be the set of points around which a planar Brownian motion winds at least $N$ times. We prove that the random measure on the plane with density $2 πN 1_{D_N}$ with respect to the Lebesgue measure converges almost surely weakly, as $N$ tends to infinity, towards the occupation measure of the Brownian motion.
We compute exactly the mean perimeter and area of the convex hull of N independent planar Brownian paths each of duration T, both for open and closed paths. We show that the mean perimeter < L_N > = α_N, \sqrt{T} and the mean area <A_N> = β_N T for all T. The prefactors α_N and β_N, computed exactly for all N, increase very slowly (logarithmically) with increasing N. This slow growth is a consequence of extreme value statistics and has interesting implication in ecological context in estimating the home range of a herd of animals with population size N.
A number of recent new proofs of Euler's celebrated identity are presented, all of which are probabilistic in nature and depend on the conformal invariance of planar Brownian motion.
We define and study a family of generalized non-intersection exponents for planar Brownian motions that is indexed by subsets of the complex plane: For each $A\subset\CC$, we define an exponent $ξ(A)$ that describes the decay of certain non-intersection probabilities. To each of these exponents, we associate a conformally invariant subset of the planar Brownian path, of Hausdorff dimension $2-ξ(A)$. A consequence of this and continuity of $ξ(A)$ as a function of $A$ is the almost sure existence of pivoting points of any sufficiently small angle on a planar Brownian path.
For every integer $n\geq 1$, we consider a random planar map $\mathcal{M}_n$ which is uniformly distributed over the class of all rooted bipartite planar maps with $n$ edges. We prove that the vertex set of $\mathcal{M}_n$ equipped with the graph distance rescaled by the factor $(2n)^{-1/4}$ converges in distribution, in the Gromov-Hausdorff sense, to the Brownian map. This complements several recent results giving the convergence of various classes of random planar maps to the Brownian map.
Known results show that the diameter $d_1$ of the trace of planar Brownian motion run for unit time satisfies $1.595 \leq \mathbb{E} d_1 \leq 2.507$. This note improves these bounds to $1.601 \leq \mathbb{E} d_1 \leq 2.355$. Simulations suggest that $\mathbb{E} d_1 \approx 1.99$.
Prompted by an example arising in critical percolation, we study some reflected Brownian motions in symmetric planar domains and show that they are intertwined with one-dimensional diffusions. In the case of a wedge, the reflected Brownian motion is intertwined with the 3-dimensional Bessel process. This implies some simple hitting distributions and sheds some light on the formula proposed by Watts for double-crossing probabilities in critical percolation.
We obtain a formula for the density of the winding number of planar Brownian motion around the origin, and deduce from it asymptotic expansions in inverse powers of the logarithm of the squared time, explicit in the angular variable. In particular, we obtain the corrections of any order to the Spitzer's law, and also to a local limit theorem for the windings.
In this review paper, we first discuss some open problems related to two-dimensional self-avoiding paths and critical percolation. We then review some closely related results (joint work with Greg Lawler and Oded Schramm) on critical exponents for two-dimensional simple random walks, Brownian motions and other conformally invariant random objects.
The purpose of the paper is to find the joint distribution of the hitting time and place of two-dimensional Brownian motion hitting the negative horizontal axis. We provide various formulas for Green functions as well as for the conditional distributions. In the end we treat an analogous problem for the case when vertical component has a negative drift.
The aim of this paper is to present a self-similar growth-fragmentation process linked to a Brownian excursion in the upper half-plane $\mathbb{H}$, obtained by cutting the excursion at horizontal levels. We prove that the associated growth-fragmentation is related to one of the growth-fragmentation processes introduced by Bertoin, Budd, Curien and Kortchemski.
In this paper we address the question of finding the point which maximizes the $p$-th moment of the exit time of planar Brownian motion from a given domain. We present a geometrical method of excluding parts of the domain from consideration which makes use of a coupling argument and the conformal invariance of Brownian motion. In many cases the maximizing point can be localized to a relatively small region. Several illustrative examples are presented.
We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main technical tools. A key intermediate step, which may be of independent interest, is an alternative characterization of reflected Brownian motions in smooth bounded planar domains with a given field of angles of oblique reflection on the boundary in terms of a pair of quantities, namely an integrable positive harmonic function, which represents the stationary dist…
In this paper, the scaling limit of random connected cubic planar graphs (respectively multigraphs) is shown to be the Brownian sphere. The proof consists in essentially two main steps. First, thanks to the known decomposition of cubic planar graphs into their 3-connected components, the metric structure of a random cubic planar graph is shown to be well approximated by its unique 3-connected component of linear size, with modified distances. Then, Whitney's theorem ensures that a 3-connected cubic planar graph is the dual of a simple triangulation, for which it is known that the scaling limit…
Let (B_t : t > 0) be a planar Brownian motion and define gauge functions $ϕ_α(s)=log(1/s)^{-α}$ for $α>0$. If $α<1$ we show that almost surely there exists a point x in the plane such that $H^{ϕ_α}({t > 0 : B_t=x})>0$, but if $α>1$ almost surely $H^{ϕ_α} ({t > 0 : B_t=x})=0$ simultaneously for all $x\in R^2$. This resolves a longstanding open problem posed by S.,J. Taylor in 1986.
We establish an exact formula for the average number of edges appearing on the boundary of the global convex hull of n independent Brownian paths in the plane. This requires the introduction of a counting criterion which amounts to "cutting off" edges that are, in a specific sense, small. The main argument consists in a mapping between planar Brownian convex hulls and configurations of constrained, independent linear Brownian motions. This new formula is confirmed by retrieving an existing exact result on the average perimeter of the boundary of Brownian convex hulls in the plane.
We prove a number of results relating exit times of planar Brownian with the geometric properties of the domains in question. Included are proofs of the conformal invariance of moduli of rectangles and annuli using Brownian motion; similarly probabilistic proofs of some recent results of Karafyllia on harmonic measure on starlike domains; examples of domains and their complements which are simultaneously large when measured by the moments of exit time of Brownian motion, and examples of domains and their complements which are simultaneously small; and proofs of several identities involving the…
The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for coupling the two processes, as well as solutions to the discrete Dirichlet problem in various domains which, to the author's knowledge, have not been published anywhere. The main focus is on the two-dimensional processes.
It has been known for some time that the Green's function of a planar domain can be defined in terms of the exit time of Brownian motion, and this definition has been extended to stopping times more general than exit times. In this paper, we extend the notion of conformal invariance of Green's function to analytic functions which are not injective, and use this extension to calculate the Green's function for a stopping time defined by the winding of Brownian motion. These considerations lead to a new proof of the Riemann mapping theorem. We also show how this invariance can be used to deduce s…
We obtain some integrability properties and some limit theorems for the exit time from a cone of a planar Brownian motion, and we check that our computations are correct via Bougerol's identity.
We study geodesics in the random metric space called the Brownian map, which appears as the scaling limit of large planar maps. In particular, we completely describe geodesics starting from the distinguished point called the root, and we characterize the set S of all points that are connected to the root by more than one geodesic. The set S is dense in the Brownian map and homeomorphic to a non-compact real tree. Furthermore, for every x in S, the number of distinct geodesics from x to the root is equal to the number of connected components of the complement of {x} in S. In particular, points …
In this paper we study the hitting probability of a circumference $C_R$ for a correlated Brownian motion $\underline{B}(t)=\left(B_1(t), B_2(t)\right)$, $ρ$ being the correlation coefficient. The analysis starts by first mapping the circle $C_R$ into an ellipse $E$ with semiaxes depending on $ρ$ and transforming the differential operator governing the hitting distribution into the classical Laplace operator. By means of two different approaches (one obtained by applying elliptic coordinates) we obtain the desired distribution as a series of Poisson kernels.
The main purpose of this work is to define planar self-intersection local time by an alternative approach which is based on an almost sure pathwise approximation of planar Brownian motion by simple, symmetric random walks. As a result, Brownian self-intersection local time is obtained as an almost sure limit of local averages of simple random walk self-intersection local times. An important tool is a discrete version of the Tanaka--Rosen--Yor formula; the continuous version of the formula is obtained as an almost sure limit of the discrete version. The author hopes that this approach to self-i…
We consider the 2D delta-Bose gas by a smooth mollification of the delta potential, where the coupling constant is in the critical window. The main result proves that for two particles, the approximate semigroups on $\mathscr B_b(\Bbb R^2)$ for the Schrödinger operator with singular interaction at the origin converge pointwise in the initial condition. This convergence extends earlier functional analytic results for the convergence in the $L_2$-norm resolvent sense. The central methods introduced here apply the excursion theory of the 2D Bessel process and the ergodicity of the winding number …
Some identities in law in terms of planar complex valued Ornstein-Uhlenbeck processes $(Z_{t}=X_{t}+iY_{t},t\geq0)$ including planar Brownian motion are established and shown to be equivalent to the well known Bougerol identity for linear Brownian motion:$(β_{t},t\geq0)$: for any fixed $u>0$: \sinh(β_{u}) \stackrel{(law)}{=} \hatβ_{(\int^{u}_{0}ds\exp(2β_{s}))}. These identities in law for 2-dimensional processes allow to study the distributions of hitting times $T^θ_{c}\equiv\inf\{t:θ_{t} =c \}, (c>0)$, $T^θ_{-d,c}\equiv\inf\{t:θ_{t}\notin(-d,c) \}, (c,d>0)$ and more specifically of $T^θ_{-c,…
An open problem of interest, first infused into the applied probability community in the work of Bingham and Doney in 1988, (see \cite{Bingham}) is stated as follows: find the distribution of the quadrant occupation time of planar Brownian motion. In this short communication, we study an alternate formulation of this longstanding open problem: let $X(t), Y(t), t \geq 0$ be standard Brownian motions starting at $x,y$ respectively. Find the distribution of the total time $T=Leb\{t \in [0,1]: X(t) \times Y(t) >0\}$, when $x=y=0$, i.e., the occupation time of the union of the first and third quadr…
We construct the analogue of Gaussian multiplicative chaos measures for the local times of planar Brownian motion by exponentiating the square root of the local times of small circles. We also consider a flat measure supported on points whose local time is within a constant of the desired thickness level and show a simple relation between the two objects. Our results extend those of Bass, Burdzy and Khoshnevisan and in particular cover the entire $L^1$-phase or subcritical regime. These results allow us to obtain a nondegenerate limit for the appropriately rescaled size of thick points, thereb…
In a recent work by Gross, it was proved that, given a distribution $μ$ with zero mean and finite second moment, we can find a simply connected domain $Ω$ such that if $Z_{t}$ is a standard planar BM, then $\mathcal{R}e(Z_{τ_Ω})$ has the distribution $μ$. In this note, we extend his method to prove that if $μ$ has a finite $L^{p}$ moment then the exit time $τ_Ω$ has a finite moment of order $\frac{p}{2}$.
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）
In this note, we prove a version of the Phragmen-Lindelof principle using probabilistic techniques. In particular, we will show that if the p-th moment of the exit time of Brownian motion from a planar domain is finite, then an analytic function on that domain is either bounded by its supremum on the boundary or else goes to infinity along some sequence more rapidly than $e^{|z|^{2p}}$. We also present a method for constructing domains whose exit time has finite p-th moment, thereby giving a general Phragmen-Lindelof principle for spiral-like and star-like domains, and in the process giving a …
We present different continuous models of random geometry that have been introduced and studied in the recent years. In particular, we consider the Brownian map, which is the universal scaling limit of large planar maps in the Gromov-Hausdorff sense, and the Brownian disk, which appears as the scaling limit of planar maps with a boundary. We discuss the construction of these models, and we emphasize the role played by Brownian motion indexed by the Brownian tree.
We compute exactly the mean perimeter and the mean area of the convex hull of a $2$-d Brownian motion of duration $t$ and diffusion constant $D$, in the presence of resetting to the origin at a constant rate $r$. We show that for any $t$, the mean perimeter is given by $\langle L(t)\rangle= 2 π\sqrt{\frac{D}{r}}\, f_1(rt)$ and the mean area is given by $\langle A(t) \rangle= 2π\frac{D}{r}\, f_2(rt)$ where the scaling functions $f_1(z)$ and $f_2(z)$ are computed explicitly. For large $t\gg 1/r$, the mean perimeter grows extremely slowly as $\langle L(t)\rangle \propto \ln (rt)$ with time. Likew…
We consider the model of the Brownian plane, which is a pointed non-compact random metric space with the topology of the complex plane. The Brownian plane can be obtained as the scaling limit in distribution of the uniform infinite planar triangulation or the uniform infinite planar quadrangulation and is conjectured to be the universal scaling limit of many others random planar lattices. We establish sharp bounds on the probability of having a short cycle separating the ball of radius $r$ centered at the distinguished point from infinity. Then we prove a strong version of the spatial Markov p…
Let $T^D$ denote the first exit time of a planar Brownian motion from a domain $D$. Given two simply connected planar domains $U,W \neq \SC$ containing $0$, we investigate the cases in which we are more likely to have fast exits (meaning for instance ${\bf P}(T^U<t) > {\bf P}(T^W<t)$ for $t$ small) from $U$ than from $W$, or long stays (meaning ${\bf P}(T^U>t) > {\bf P}(T^W>t)$ for $t$ large). We prove several results on these questions. In particular, we show that the primary factor in the probability of fast exits is the proximity of the boundary to the origin, while for long stays an import…
