We construct and study the conformal loop ensembles CLE(kappa), defined for all kappa between 8/3 and 8, using branching variants of SLE(kappa) called exploration trees. The conformal loop ensembles are random collections of countably many loops in a planar domain that are characterized by certain conformal invariance and Markov properties. We conjecture that they are the scaling limits of various random loop models from statistical physics, including the O(n) loop models.
We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We study the conformal deformations of normal random ensembles to Hermitian random ensembles and give sufficient conditions for the latter to be a Wigner ensemble.
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 …
The conformal loop ensemble $\operatorname {CLE}_κ$ with parameter $8/3<κ<8$ is the canonical conformally invariant measure on countably infinite collections of noncrossing loops in a simply connected domain. Given $κ$ and $ν$, we compute the almost-sure Hausdorff dimension of the set of points $z$ for which the number of CLE loops surrounding the disk of radius $\varepsilon$ centered at $z$ has asymptotic growth $ν\log (1/\varepsilon )$ as $\varepsilon \to0$. By extending these results to a setting in which the loops are given i.i.d. weights, we give a CLE-based treatment of the extremes of t…
We provide a review of results on the critical and near-critical scaling limit of the planar Ising magnetization field obtained in the past dozen years. The results are presented in the framework of coupled loop and measure ensembles, and some new proofs are provided.
The conformal loop ensembles CLE(k), defined for k in [8/3, 8], are random collections of loops in a planar domain which are conjectured scaling limits of the O(n) loop models. We calculate the distribution of the conformal radii of the nested loops surrounding a deterministic point. Our results agree with predictions made by Cardy and Ziff and by Kenyon and Wilson for the O(n) model. We also compute the expectation dimension of the CLE(k) gasket, which consists of points not surrounded by any loop, to be 2-(8-k)(3k-8)/32k, which agrees with the fractal dimension given by Duplantier for the 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 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.
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…
This is the second part of a work aimed at constructing the stress-energy tensor of conformal field theory (CFT) as a local "object" in conformal loop ensembles (CLE). This work lies in the wider context of re-constructing quantum field theory from mathematically well-defined ensembles of random objects. In the present paper, based on results of the first part, we identify the stress-energy tensor in the dilute regime of CLE. This is done by deriving both its conformal Ward identities for single insertion in CLE probability functions, and its properties under conformal transformations involvin…
In the second article of this series, we establish the convergence of the loop ensemble of interfaces in the random cluster Ising model to a conformal loop ensemble (CLE) --- thus completely describing the scaling limit of the model in terms of the random geometry of interfaces. The central tool of the present article is the convergence of an exploration tree of the discrete loop ensemble to a branching SLE$(16/3,-2/3)$. Such branching version of the Schramm's SLE not only enjoys the locality property, but also arises logically from the Ising model observables.
Suppose that $Γ$ is a conformal loop ensemble (CLE$_κ$) with simple loops ($κ\in (8/3,4)$) in a simply connected domain $D \subseteq {\mathbf C}$ whose boundary is itself a type of CLE$_κ$ loop. Let $Υ$ be the carpet of $Γ$, i.e., the set of points in $D$ not surrounded by a loop of $Γ$. We prove that certain approximations to the chemical distance metric in $Υ$ are tight. More precisely, for each path $ω\colon [0,1] \to Υ$ and $ε> 0$ we let ${\mathfrak N}_ε(ω)$ be the Lebesgue measure of the $ε$-neighborhood of $ω$. For $z,w \in Υ$ we let ${\mathfrak d}_ε(z,w;Γ) = \inf_ω{\mathfrak N}_ε(ω)$ wh…
We prove that crossing probabilities for the critical planar Ising model with free boundary conditions are conformally invariant in the scaling limit, a phenomenon first investigated numerically by Langlands, Lewis and Saint-Aubin. We do so by establishing the convergence of certain exploration processes towards SLE$(3,\frac{-3}2,\frac{-3}2)$. We also construct an exploration tree for free boundary conditions, analogous to the one introduced by Sheffield.
The goal of the present paper is to explain, based on properties of the conformal loop ensembles CLE$_κ$ (both with simple and non-simple loops, i.e., for the whole range $κ\in (8/3, 8)$) how to derive the connection probabilities in conformal rectangles for a conditioned version of CLE$_κ$ which can be interpreted as a CLE$_κ$ with wired/free/wired/free boundary conditions on four boundary arcs (the wired parts being viewed as portions of to-be-completed loops). In particular, in the case of a conformal square, we prove that the probability that the two wired sides hook up so that they create…
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…
The double-dimer model consists in superimposing two independent, identically distributed perfect matchings on a planar graph, which produces an ensemble of non-intersecting loops. Kenyon established conformal invariance in the small mesh limit by considering topological observables of the model parameterized by $\SL_2(\C)$ representations of the fundamental group of the punctured domain. The scaling limit is conjectured to be $\CLE_4$, the Conformal Loop Ensemble at $κ=4$. In support of this conjecture, we prove that a large subclass of these topological correlators converge to their putative…
We prove the super-exponential decay of probabilities that there exist $n$ crossings of a given quadrilateral in a simple $\text{CLE}_κ(Ω)$, $\frac{8}{3}<κ\le 4$, as $n$ goes to infinity. Besides being of independent interest, this also provides the missing ingredient in arXiv:1809.00690 for proving the convergence of probabilities of cylindrical events for the double-dimer loop ensembles to those for the nested $\text{CLE}_4(Ω)$.
We give a construction of the stress-energy tensor of conformal field theory (CFT) as a local "object" in conformal loop ensembles CLE_κ, for all values of κin the dilute regime 8/3 < κ<= 4 (corresponding to the central charges 0 < c <= 1, and including all CFT minimal models). We provide a quick introduction to CLE, a mathematical theory for random loops in simply connected domains with properties of conformal invariance, developed by Sheffield and Werner (2006). We consider its extension to more general regions of definition, and make various hypotheses that are needed for our construction a…
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).
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…
This is the second of two papers devoted to the proof of conformal invariance of the critical double random current on the square lattice. More precisely, we show convergence of loop ensembles obtained by taking the cluster boundaries in the sum of two independent critical currents (both for free and wired boundary conditions). The strategy is first to prove convergence of the associated height function to the continuum Gaussian free field, and then to characterize the scaling limit of the loop ensembles as certain local sets of this Gaussian Free Field. In this paper, we derive crossing prope…
In this article we show the convergence of a loop ensemble of interfaces in the FK Ising model at criticality, as the lattice mesh tends to zero, to a unique conformally invariant scaling limit. The discrete loop ensemble is described by a canonical tree glued from the interfaces, which then is shown to converge to a tree of branching SLEs. The loop ensemble contains unboundedly many loops and hence our result describes the joint law of infinitely many loops in terms of SLE type processes, and the result gives the full scaling limit of the FK Ising model in the sense of random geometry of the …
Under some general assumptions, we construct the scaling limit of open clusters and their associated counting measures in a class of two dimensional percolation models. Our results apply, in particular, to critical Bernoulli site percolation on the triangular lattice and to the critical FK-Ising model on the square lattice. Fundamental properties of the scaling limit, such as conformal covariance, are explored. As an application to Bernoulli percolation, we obtain the scaling limit of the largest cluster in a bounded domain. We also apply our results to the critical, two-dimensional Ising mode…
In this paper we present the proof of the convergence of the critical bond percolation exploration process on the square lattice to the trace of SLE$_{6}$. This is an important conjecture in mathematical physics and probability. The case of critical site percolation on the hexagonal lattice was established in the seminal work of Smirnov via proving Cardy's formula. Our proof uses a series of transformations and conditioning to construct a pair of paths: the $+\partial$CBP and the $-\partial$CBP. The convergence in the site percolation case on the hexagonal lattice allows us to obtain certain e…
We show that when one draws a simple conformal loop ensemble (CLE$_κ$ for $κ\in (8/3,4)$) on an independent $\sqrtκ$-Liouville quantum gravity (LQG) surface and explores the CLE in a natural Markovian way, the quantum surfaces (e.g., corresponding to the interior of the CLE loops) that are cut out form a Poisson point process of quantum disks. This construction allows us to make direct links between CLE on LQG, asymmetric $(4/κ)$-stable processes, and labeled branching trees. The ratio between positive and negative jump intensities of these processes turns out to be $-\cos (4 π/ κ)$, which can…
We study the structure of the Liouville quantum gravity (LQG) surfaces that are cut out as one explores a conformal loop-ensemble CLE$_{κ'}$ for $κ'$ in $(4,8)$ that is drawn on an independent $γ$-LQG surface for $γ^2=16/κ'$. The results are similar in flavor to the ones from our paper dealing with CLE$_κ$ for $κ$ in $(8/3,4)$, where the loops of the CLE are disjoint and simple. In particular, we encode the combined structure of the LQG surface and the CLE$_{κ'}$ in terms of stable growth-fragmentation trees or their variants, which also appear in the asymptotic study of peeling processes on d…
We prove that the SLE$_κ$ loop measure arises naturally from the conformal welding of two $γ$-Liouville quantum gravity (LQG) disks for $γ^2 = κ\in (0,4)$. The proof relies on our companion work on conformal welding of LQG disks and uses as an essential tool the concept of uniform embedding of LQG surfaces. Combining our result with work of Gwynne and Miller, we get that random quadrangulations decorated by a self-avoiding polygon converge in the scaling limit to the LQG sphere decorated by the SLE$_{8/3}$ loop. Our result is also a key input to recent work of the first and third coauthors on …
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 $…
