Loop-Erasure of Plane Brownian Motion

We use the coupling technique to prove that there exists a loop-erasure of a plane Brownian motion stopped on exiting a simply connected domain, and the loop-erased curve is the reversal of a radial SLE$_2$ curve.Comment: 10 page

Restriction Properties of Annulus SLE

For $\kappa\in(0,4]$, a family of annulus SLE$(\kappa;\Lambda)$ processes were introduced in [14] to prove the reversibility of whole-plane SLE$(\kappa)$. In this paper we prove that those annulus SLE$(\kappa;\Lambda)$ processes satisfy a restriction property, which is similar to that for chordal SLE$(\kappa)$. Using this property, we construct $n\ge 2$ curves crossing an annulus such that, when any $n-1$ curves are given, the last curve is a chordal SLE$(\kappa)$ trace.Comment: 37 page

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

Reversed radial SLE and the Brownian loop measure

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 M\"obius 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 of reversed radial SLE with respect to whole-plane SLE.Comment: 44 page

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 $\kappa=8/3$ 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$_{8/3}$.Comment: TeX file using APS REVTeX 4.0. 10 pages, 5 figures (encapsulated postscript

Stationarity of SLE

A new method to study a stopped hull of SLE(kappa,rho) is presented. In this approach, the law of the conformal map associated to the hull is invariant under a SLE induced flow. The full trace of a chordal SLE(kappa) can be studied using this approach. Some example calculations are presented.Comment: 14 pages with 1 figur

A Fast Algorithm for Simulating the Chordal Schramm-Loewner Evolution

The Schramm-Loewner evolution (SLE) can be simulated by dividing the time interval into N subintervals and approximating the random conformal map of the SLE by the composition of N random, but relatively simple, conformal maps. In the usual implementation the time required to compute a single point on the SLE curve is O(N). We give an algorithm for which the time to compute a single point is O(N^p) with p<1. Simulations with kappa=8/3 and kappa=6 both give a value of p of approximately 0.4.Comment: 17 pages, 10 figures. Version 2 revisions: added a paragraph to introduction, added 5 references and corrected a few typo

Random walk on the range of random walk

We study the random walk X on the range of a simple random walk on ℤ d in dimensions d≥4. When d≥5 we establish quenched and annealed scaling limits for the process X, which show that the intersections of the original simple random walk path are essentially unimportant. For d=4 our results are less precise, but we are able to show that any scaling limit for X will require logarithmic corrections to the polynomial scaling factors seen in higher dimensions. Furthermore, we demonstrate that when d=4 similar logarithmic corrections are necessary in describing the asymptotic behavior of the return probability of X to the origin

Duality of Chordal SLE

We derive some geometric properties of chordal SLE$(\kappa;\vec{\rho})$ processes. Using these results and the method of coupling two SLE processes, we prove that the outer boundary of the final hull of a chordal SLE$(\kappa;\vec{\rho})$ process has the same distribution as the image of a chordal SLE$(\kappa';\vec{\rho'})$ trace, where $\kappa>4$, $\kappa'=16/\kappa$, and the forces $\vec{\rho}$ and $\vec{\rho'}$ are suitably chosen. We find that for $\kappa\ge 8$, the boundary of a standard chordal SLE$(\kappa)$ hull stopped on swallowing a fixed x\in\R\sem\{0\} is the image of some SLE$(16/\kappa;\vec{\rho})$ trace started from $x$. Then we obtain a new proof of the fact that chordal SLE$(\kappa)$ trace is not reversible for $\kappa>8$. We also prove that the reversal of SLE$(4;\vec{\rho})$ trace has the same distribution as the time-change of some SLE$(4;\vec{\rho'})$ trace for certain values of $\vec{\rho}$ and $\vec{\rho'}$.Comment: In this third version, the referee's suggestions are taken into consideration. More details are added. Some typos are corrected. The paper has been accepted by Inventiones Mathematica

On the spatial Markov property of soups of unoriented and oriented loops

We describe simple properties of some soups of unoriented Markov loops and of some soups of oriented Markov loops that can be interpreted as a spatial Markov property of these loop-soups. This property of the latter soup is related to well-known features of the uniform spanning trees (such as Wilson's algorithm) while the Markov property of the former soup is related to the Gaussian Free Field and to identities used in the foundational papers of Symanzik, Nelson, and of Brydges, Fr\"ohlich and Spencer or Dynkin, or more recently by Le Jan