Scaling limits of loop-erased random walks and uniform spanning trees

The uniform spanning tree (UST) and the loop-erased random walk (LERW) are related probabilistic processes. We consider the limits of these models on a fine grid in the plane, as the mesh goes to zero. Although the existence of scaling limits is still unproven, subsequential scaling limits can be defined in various ways, and do exist. We establish some basic a.s. properties of the subsequential scaling limits in the plane. It is proved that any LERW subsequential scaling limit is a simple path, and that the trunk of any UST subsequential scaling limit is a topological tree, which is dense in the plane. The scaling limits of these processes are conjectured to be conformally invariant in 2 dimensions. We make a precise statement of the conformal invariance conjecture for the LERW, and show that this conjecture implies an explicit construction of the scaling limit, as follows. Consider the Loewner differential equation ${\partial f\over\partial t} = z {\zeta(t)+z \over \zeta(t)-z} {\partial f\over\partial z}$ with boundary values $f(z,0)=z$, in the range z\in\U=\{w\in\C\st |w|<1\}, $t\le 0$. We choose \zeta(t):= \B(-2t), where \B(t) is Brownian motion on \partial \U starting at a random-uniform point in \partial \U. Assuming the conformal invariance of the LERW scaling limit in the plane, we prove that the scaling limit of LERW from 0 to \partial\U has the same law as that of the path $f(\zeta(t),t)$. We believe that a variation of this process gives the scaling limit of the boundary of macroscopic critical percolation clusters.Comment: (for V2) inserted another figure and two more reference

On the scaling limits of planar percolation

We prove Tsirelson's conjecture that any scaling limit of the critical planar percolation is a black noise. Our theorems apply to a number of percolation models, including site percolation on the triangular grid and any subsequential scaling limit of bond percolation on the square grid. We also suggest a natural construction for the scaling limit of planar percolation, and more generally of any discrete planar model describing connectivity properties.Comment: With an Appendix by Christophe Garban. Published in at http://dx.doi.org/10.1214/11-AOP659 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Stationary Measures for Random Walks in a Random Environment with Random Scenery

Let $\Gamma$ act on a countable set V with only finitely many orbits. Given a $\Gamma$-invariant random environment for a Markov chain on V and a random scenery, we exhibit, under certain conditions, an equivalent stationary measure for the environment and scenery from the viewpoint of the random walker. Such theorems have been very useful in investigations of percolation on quasi-transitive graphs.Comment: 8 page

The harmonic explorer and its convergence to SLE(4)

The harmonic explorer is a random grid path. Very roughly, at each step the harmonic explorer takes a turn to the right with probability equal to the discrete harmonic measure of the left-hand side of the path from a point near the end of the current path. We prove that the harmonic explorer converges to SLE(4) as the grid gets finer.Comment: Published at http://dx.doi.org/10.1214/009117905000000477 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Basic properties of SLE

SLE is a random growth process based on Loewner's equation with driving parameter a one-dimensional Brownian motion running with speed $\kappa$. This process is intimately connected with scaling limits of percolation clusters and with the outer boundary of Brownian motion, and is conjectured to correspond to scaling limits of several other discrete processes in two dimensions. The present paper attempts a first systematic study of SLE. It is proved that for all $\kappa\ne 8$ the SLE trace is a path; for $\kappa\in[0,4]$ it is a simple path; for $\kappa\in(4,8)$ it is a self-intersecting path; and for $\kappa>8$ it is space-filling. It is also shown that the Hausdorff dimension of the SLE trace is a.s. at most $1+\kappa/8$ and that the expected number of disks of size \eps needed to cover it inside a bounded set is at least \eps^{-(1+\kappa/8)+o(1)} for $\kappa\in[0,8)$ along some sequence \eps\to 0. Similarly, for $\kappa\ge 4$, the Hausdorff dimension of the outer boundary of the SLE hull is a.s. at most $1+2/\kappa$, and the expected number of disks of radius \eps needed to cover it is at least \eps^{-(1+2/\kappa)+o(1)} for a sequence \eps\to 0.Comment: Made several correction