We show that there exists a unique (up to multiplication by constants) and natural measure on simple loops in the plane and on each Riemann surface, such that the measure is conformally invariant and also invariant under restriction (i.e. the measure on a Riemann surface S' that is contained in another Riemann surface S, is just the measure on S restricted to those loops that stay in S'). We study some of its properties and consequences concerning outer boundaries of critical percolation clusters and Brownian loops.
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.
These are the lecture notes from a course given in July 2005 at the summer school in Les Houches. We describe some recent results concerning two-dimensional conformally invariant systems. In particular, we discuss conformally invariant measures on loops and conformal loop-ensembles (CLE).
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 study some conformally invariant dynamic ways to construct the Conformal Loop Ensembles with simple loops introduced in earlier papers by Sheffield, and by Sheffield and Werner. One outcome is a conformally invariant way to measure a distance of a CLE(4) loop to the boundary "within" the CLE(4), when one identifies all points of each loop.
The multifractal (MF) distribution of the electrostatic potential near any conformally invariant fractal boundary, like a critical O(N) loop or a $Q$ -state Potts cluster, is solved in two dimensions. The dimension $\hat f(θ)$ of the boundary set with local wedge angle $θ$ is $\hat f(θ)=\fracπθ -\frac{25-c}{12} \frac{(π-θ)^2}{θ(2π-θ)}$, with $c$ the central charge of the model. As a corollary, the dimensions $D_{\rm EP} =sup_θ\hat f(θ)$ of the external perimeter and $D_{\rm H}$ of the hull of a Potts cluster obey the duality equation $(D_{\rm EP}-1)(D_{\rm H}-1)={1/4}$. A related covariant MF …
The conformal loop ensemble (CLE) is the canonical conformally invariant probability measure on non-crossing loops in a simply connected domain in $\mathbb C$ and is indexed by a parameter $κ\in (8/3,8)$. We consider CLE$_κ$ on the whole-plane in the regime in which the loops are self-intersecting ($κ\in (4,8)$) and show that it is invariant under the inversion map $z \mapsto 1/z$. This shows that whole-plane CLE$_κ$ for $κ\in (4,8)$ defines a conformally invariant measure on loops on the Riemann sphere. The analogous statement in the regime in which the loops are simple ($κ\in (8/3,4]$) was p…
We consider quadrangulations with a boundary and derive explicit expressions for the generating functions of these maps with either a marked vertex at a prescribed distance from the boundary, or two boundary vertices at a prescribed mutual distance in the map. For large maps, this yields explicit formulas for the bulk-boundary and boundary-boundary correlators in the various encountered scaling regimes: a small boundary, a dense boundary and a critical boundary regime. The critical boundary regime is characterized by a one-parameter family of scaling functions interpolating between the Brownia…
Simple conformal loop ensembles (CLE) are a class of random collection of simple non-intersecting loops that are of particular interest in the study of conformally invariant systems. Among other things related to these CLEs, we prove the invariance in distribution of their nested "full-plane" versions under the inversion $z \mapsto 1/z$.
The conformal loop ensemble CLE$_κ$ with parameter $8/3 < κ< 8$ is the canonical conformally invariant measure on countably infinite collections of non-crossing loops in a simply connected domain. We show that the number of loops surrounding an $\varepsilon$-ball (a random function of $z$ and $\varepsilon$) minus its expectation converges almost surely as $\varepsilon\to 0$ to a random conformally invariant limit in the space of distributions, which we call the nesting field. We generalize this result by assigning i.i.d. weights to the loops, and we treat an alternate notion of convergence to …
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…
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…
In the loop $O(n)$ model a collection of mutually-disjoint self-avoiding loops is drawn at random on a finite domain of a lattice with probability proportional to $${λ^{\# \mbox{edges}} n^{\# \mbox{loops}},}$$ where $λ, n \in [0, \infty)$. Let $μ$ be the connective constant of the lattice and, for any $n \in [0, \infty)$, let $λ_c(n)$ be the largest value of $λ$ such that the loop length admits uniformly bounded exponential moments. It is not difficult to prove that $λ_c(n) =1/μ$ when $n=0$ (in this case the model corresponds to the self-avoiding walk) and that for any $n \geq 0$, $λ_c(n) \geq…
We prove that the scaling limit of loop-erased random walk in a simply connected domain $D$ is equal to the radial SLE(2) path in $D$. In particular, the limit exists and is conformally invariant. It follows that the scaling limit of the uniform spanning tree in a Jordan domain exists and is conformally invariant. Assuming that the boundary of the domain is a $C^1$ simple closed curve, the same method is applied to show that the scaling limit of the uniform spanning tree Peano curve, where the tree is wired along a proper arc $A$ on the boundary, is the chordal SLE(8) path in the closure of $D…
We define multiple chordal SLEs in a simply connected domain by considering a natural configurational measure on paths. We show how to construct these measures so that they are conformally covariant and satisfy certain boundary perturbation and Markov properties, as well as a cascade relation. As an example of our construction, we derive the scaling limit of Fomin's identity in the case of two paths directly; that is, we prove that the probability that an SLE(2) and a Brownian excursion do not intersect can be given in terms of the determinant of the excursion hitting matrix. Finally, we defin…
We consider nearest neighbour spatial random permutations on $\mathbb{Z}^d$. In this case, the energy of the system is proportional the sum of all cycle lengths, and the system can be interpreted as an ensemble of edge-weighted, mutually self-avoiding loops. The constant of proportionality, $α$, is the order parameter of the model. Our first result is that in a parameter regime of edge weights where it is known that a single self-avoiding loop is weakly space filling, long cycles of spatial random permutations are still exponentially unlikely. For our second result, we embed a self-avoiding wa…
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.
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.
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 consider a model of a D-dimensional tethered manifold interacting by excluded volume in R^d with a single point. Use of intrinsic distance geometry provides a rigorous definition of the analytic continuation of the perturbative expansion for arbitrary D, 0 < D < 2. Its one-loop renormalizability is first established by direct resummation. A renormalization operation R is then described, which ensures renormalizability to all orders. The similar question of the renormalizability of the self-avoiding manifold (SAM) Edwards model is then considered, first at one-loop, then to all orders. We de…
The Brownian loop measure is a conformally invariant measure on loops in the plane that arises when studying the Schramm-Loewner evolution (SLE). When an SLE curve in a domain evolves from an interior point, it is natural to consider the loops that hit the curve and leave the domain, but their measure is infinite. We show that there is a related normalized quantity that is finite and invariant under Möbius transformations of the plane. We estimate this quantity when the curve is small and the domain simply connected. We then use this estimate to prove a formula for the Radon-Nikodym derivative…
We give a direct construction of the conformally invariant measure on self-avoiding loops in Riemann surfaces (Werner measure) from chordal $\text{SLE}_{8/3}$. We give a new proof of uniqueness of the measure and use Schramm's formula to construct a measure on boundary bubbles encircling an interior point. After establishing covariance properties for this bubble measure, we apply these properties to obtain a measure on loops by integrating measures on boundary bubbles. We calculate the distribution of the conformal radius of boundary bubbles encircling an interior point and deduce from it expl…
We consider a model of loop-erased random walks on the finite pre-Sierpinski gasket which permits rigorous analysis. We prove the existence of the scaling limit and show that the path of the limiting process is almost surely self-avoiding, while having Hausdorff dimension strictly greater than 1. This result means that the path has infinitely fine creases, while having no self-intersection. Our loop-erasing procedure is formulated by a `larger-scale-loops-first' rule. It enables us to obtain exact recursion relations, making use of `self-similarity' of a fractal structure.
