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(n) model gasket.
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.
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…
By using the independence structure of points following a determinantal point process, we study the radii of the spherical ensemble, the truncation of the circular unitary ensemble and the product ensemble with parameter n and k. The limiting distributions of the three radii are obtained. They are not the Tracy-Widom distribution. In particular, for the product ensemble, we show that the limiting distribution has a transition phenomenon: when k/n -> 0, k/n -> a in (0,infty) and k/n -> infty, the liming distribution is the Gumbel distribution, a new distribution $μ$ and the logarithmic normal d…
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…
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.
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…
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 $\text{CLE}_4(Ω)$.
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 …
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…
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…
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…
The main topic of these lecture notes is the continuum scaling limit of planar lattice models. One reason why this topic occupies an important place in the theory of probability and mathematical statistical physics is that scaling limits provide the link between statistical mechanics and (Euclidean) field theory. In order to explain the main ideas behind the concept of scaling limit, I will focus on a "toy" model that exhibits the typical behavior of statistical mechanical models at and near the critical point. This model, known as the random walk loop soup, is actually interesting in its own …
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 $…
We prove that the SLE$_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 consider the Ising model at its critical temperature with external magnetic field $ha^{15/8}$ on the square lattice with lattice spacing $a$. We show that the truncated two-point function in this model decays exponentially with a rate independent of $a$. As a consequence, we show exponential decay in the near-critical scaling limit Euclidean magnetization field. For the lattice model with $a=1$, the mass (inverse correlation length) is of order $h^{8/15}$ as $h\downarrow 0$; for the Euclidean field, it equals exactly $Ch^{8/15}$ for some $C$. Although there has been much progress in the stu…
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 show that when observing the range of a chordal SLE$_κ$ curve for $κ\in (4,8)$, it is not possible to recover the order in which the points have been visited. We also derive related results about conformal loop ensembles (CLE): (i) The loops in a CLE$_κ$ for $κ\in (4,8)$ are not determined by the CLE$_κ$ gasket. (ii) The continuum percolation interfaces defined in the fractal carpets of conformal loop ensembles CLE$_κ$ for $κ\in (8/3, 4)$ (we defined these percolation interfaces in previous work, and showed there that they are SLE$_{16/κ}$ curves) are not determined by the CLE$_κ$ carpet th…
