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

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

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

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

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

Field theory conjecture for loop-erased random walks

We give evidence that the functional renormalization group (FRG), developed to study disordered systems, may provide a field theoretic description for the loop-erased random walk (LERW), allowing to compute its fractal dimension in a systematic expansion in epsilon=4-d. Up to two loop, the FRG agrees with rigorous bounds, correctly reproduces the leading logarithmic corrections at the upper critical dimension d=4, and compares well with numerical studies. We obtain the universal subleading logarithmic correction in d=4, which can be used as a further test of the conjecture.Comment: 5 page

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

Probability distribution of the sizes of largest erased-loops in loop-erased random walks

We have studied the probability distribution of the perimeter and the area of the k-th largest erased-loop in loop-erased random walks in two-dimensions for k = 1 to 3. For a random walk of N steps, for large N, the average value of the k-th largest perimeter and area scales as N^{5/8} and N respectively. The behavior of the scaled distribution functions is determined for very large and very small arguments. We have used exact enumeration for N <= 20 to determine the probability that no loop of size greater than l (ell) is erased. We show that correlations between loops have to be taken into account to describe the average size of the k-th largest erased-loops. We propose a one-dimensional Levy walk model which takes care of these correlations. The simulations of this simpler model compare very well with the simulations of the original problem.Comment: 11 pages, 1 table, 10 included figures, revte