4,706 research outputs found
The Green's function for the radial Schramm-Loewner evolution
We prove the existence of the Green's function for radial SLE(k) for k<8.
Unlike the chordal case where an explicit formula for the Green's function is
known for all values of k<8, we give an explicit formula only for k=4. For
other values of k, we give a formula in terms of an expectation with respect to
SLE conditioned to go through a point.Comment: v1: 16 pages, 0 figure
SLE-type growth processes and the Yang-Lee singularity
The recently introduced SLE growth processes are based on conformal maps from
an open and simply-connected subset of the upper half-plane to the half-plane
itself. We generalize this by considering a hierarchy of stochastic evolutions
mapping open and simply-connected subsets of smaller and smaller fractions of
the upper half-plane to these fractions themselves. The evolutions are all
driven by one-dimensional Brownian motion. Ordinary SLE appears at grade one in
the hierarchy. At grade two we find a direct correspondence to conformal field
theory through the explicit construction of a level-four null vector in a
highest-weight module of the Virasoro algebra. This conformal field theory has
central charge c=-22/5 and is associated to the Yang-Lee singularity. Our
construction may thus offer a novel description of this statistical model.Comment: 12 pages, LaTeX, v2: thorough revision with corrections, v3: version
to be publishe
Transforming fixed-length self-avoiding walks into radial SLE_8/3
We conjecture a relationship between the scaling limit of the fixed-length
ensemble of self-avoiding walks in the upper half plane and radial SLE with
kappa=8/3 in this half plane from 0 to i. The relationship is that if we take a
curve from the fixed-length scaling limit of the SAW, weight it by a suitable
power of the distance to the endpoint of the curve and then apply the conformal
map of the half plane that takes the endpoint to i, then we get the same
probability measure on curves as radial SLE. In addition to a non-rigorous
derivation of this conjecture, we support it with Monte Carlo simulations of
the SAW. Using the conjectured relationship between the SAW and radial SLE, our
simulations give estimates for both the interior and boundary scaling
exponents. The values we obtain are within a few hundredths of a percent of the
conjectured values
Optimal Policy Intervention and the Social Value of Public Information
Svensson (2006) argues that Morris and Shin (2002) is, contrary to what is claimed, pro-transparency. This paper reexamines the issue but with an important modification to the original Morris and Shin framework. Recognizing that central banks impact the economy not only indirectly via public announcements, but also directly through policy actions, we consider the social value of public information in the presence of active policy intervention. Our results strengthen Morris and Shin's conclusions considerably: in particular, we find that public disclosure of the central bank's information is unambiguously, i.e., regardless of parameter values, undesirable. (JEL D82, D83, E52, E58)
Distribution of sizes of erased loops for loop-erased random walks
We study the distribution of sizes of erased loops for loop-erased random
walks on regular and fractal lattices. We show that for arbitrary graphs the
probability of generating a loop of perimeter is expressible in
terms of the probability of forming a loop of perimeter when a
bond is added to a random spanning tree on the same graph by the simple
relation . On -dimensional hypercubical lattices,
varies as for large , where for , where
z is the fractal dimension of the loop-erased walks on the graph. On
recursively constructed fractals with this relation is modified
to , where is the hausdorff and
is the spectral dimension of the fractal.Comment: 4 pages, RevTex, 3 figure
Conformal invariance in two-dimensional turbulence
Simplicity of fundamental physical laws manifests itself in fundamental
symmetries. While systems with an infinity of strongly interacting degrees of
freedom (in particle physics and critical phenomena) are hard to describe, they
often demonstrate symmetries, in particular scale invariance. In two dimensions
(2d) locality often promotes scale invariance to a wider class of conformal
transformations which allow for nonuniform re-scaling. Conformal invariance
allows a thorough classification of universality classes of critical phenomena
in 2d. Is there conformal invariance in 2d turbulence, a paradigmatic example
of strongly-interacting non-equilibrium system? Here, using numerical
experiment, we show that some features of 2d inverse turbulent cascade display
conformal invariance. We observe that the statistics of vorticity clusters is
remarkably close to that of critical percolation, one of the simplest
universality classes of critical phenomena. These results represent a new step
in the unification of 2d physics within the framework of conformal symmetry.Comment: 10 pages, 5 figures, 1 tabl
Monte Carlo Tests of SLE Predictions for the 2D Self-Avoiding Walk
The conjecture that the scaling limit of the two-dimensional self-avoiding
walk (SAW) in a half plane is given by the stochastic Loewner evolution (SLE)
with leads to explicit predictions about the SAW. A remarkable
feature of these predictions is that they yield not just critical exponents,
but probability distributions for certain random variables associated with the
self-avoiding walk. We test two of these predictions with Monte Carlo
simulations and find excellent agreement, thus providing numerical support to
the conjecture that the scaling limit of the SAW is SLE.Comment: TeX file using APS REVTeX 4.0. 10 pages, 5 figures (encapsulated
postscript
Computing the Loewner driving process of random curves in the half plane
We simulate several models of random curves in the half plane and numerically
compute their stochastic driving process (as given by the Loewner equation).
Our models include models whose scaling limit is the Schramm-Loewner evolution
(SLE) and models for which it is not. We study several tests of whether the
driving process is Brownian motion. We find that just testing the normality of
the process at a fixed time is not effective at determining if the process is
Brownian motion. Tests that involve the independence of the increments of
Brownian motion are much more effective. We also study the zipper algorithm for
numerically computing the driving function of a simple curve. We give an
implementation of this algorithm which runs in a time O(N^1.35) rather than the
usual O(N^2), where N is the number of points on the curve.Comment: 20 pages, 4 figures. Changes to second version: added new paragraph
to conclusion section; improved figures cosmeticall
The Length of an SLE - Monte Carlo Studies
The scaling limits of a variety of critical two-dimensional lattice models
are equal to the Schramm-Loewner evolution (SLE) for a suitable value of the
parameter kappa. These lattice models have a natural parametrization of their
random curves given by the length of the curve. This parametrization (with
suitable scaling) should provide a natural parametrization for the curves in
the scaling limit. We conjecture that this parametrization is also given by a
type of fractal variation along the curve, and present Monte Carlo simulations
to support this conjecture. Then we show by simulations that if this fractal
variation is used to parametrize the SLE, then the parametrized curves have the
same distribution as the curves in the scaling limit of the lattice models with
their natural parametrization.Comment: 18 pages, 10 figures. Version 2 replaced the use of "nu" for the
"growth exponent" by 1/d_H, where d_H is the Hausdorff dimension. Various
minor errors were also correcte
Bridge Decomposition of Restriction Measures
Motivated by Kesten's bridge decomposition for two-dimensional self-avoiding
walks in the upper half plane, we show that the conjectured scaling limit of
the half-plane SAW, the SLE(8/3) process, also has an appropriately defined
bridge decomposition. This continuum decomposition turns out to entirely be a
consequence of the restriction property of SLE(8/3), and as a result can be
generalized to the wider class of restriction measures. Specifically we show
that the restriction hulls with index less than one can be decomposed into a
Poisson Point Process of irreducible bridges in a way that is similar to Ito's
excursion decomposition of a Brownian motion according to its zeros.Comment: 24 pages, 2 figures. Final version incorporates minor revisions
suggested by the referee, to appear in Jour. Stat. Phy
- …