Smirnov's fermionic observable away from criticality

In a recent and celebrated article, Smirnov [Ann. of Math. (2) 172 (2010) 1435-1467] defines an observable for the self-dual random-cluster model with cluster weight q = 2 on the square lattice $\mathbb{Z}^2$, and uses it to obtain conformal invariance in the scaling limit. We study this observable away from the self-dual point. From this, we obtain a new derivation of the fact that the self-dual and critical points coincide, which implies that the critical inverse temperature of the Ising model equals $1/2\log(1+\sqrt{2})$. Moreover, we relate the correlation length of the model to the large deviation behavior of a certain massive random walk (thus confirming an observation by Messikh [The surface tension near criticality of the 2d-Ising model (2006) Preprint]), which allows us to compute it explicitly.Comment: Published in at http://dx.doi.org/10.1214/11-AOP689 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Scaling Limit of the Prudent Walk

We describe the scaling limit of the nearest neighbour prudent walk on the square lattice, which performs steps uniformly in directions in which it does not see sites already visited. We show that the scaling limit is given by the process Z(u) = s_1 theta^+(3u/7) e_1 + s_2 theta^-(3u/7) e_2, where e_1, e_2 is the canonical basis, theta^+(t), resp. theta^-(t), is the time spent by a one-dimensional Brownian motion above, resp. below, 0 up to time t, and s_1, s_2 are two random signs. In particular, the asymptotic speed of the walk is well-defined in the L^1-norm and equals 3/7.Comment: Better exposition, stronger claim, simpler description of the limiting process; final version, to appear in Electr. Commun. Probab

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

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

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

Abelian Sandpile Model on the Honeycomb Lattice

We check the universality properties of the two-dimensional Abelian sandpile model by computing some of its properties on the honeycomb lattice. Exact expressions for unit height correlation functions in presence of boundaries and for different boundary conditions are derived. Also, we study the statistics of the boundaries of avalanche waves by using the theory of SLE and suggest that these curves are conformally invariant and described by SLE2.Comment: 24 pages, 5 figure

Stochastic Loewner evolution driven by Levy processes

Standard stochastic Loewner evolution (SLE) is driven by a continuous Brownian motion, which then produces a continuous fractal trace. If jumps are added to the driving function, the trace branches. We consider a generalized SLE driven by a superposition of a Brownian motion and a stable Levy process. The situation is defined by the usual SLE parameter, $\kappa$, as well as $\alpha$ which defines the shape of the stable Levy distribution. The resulting behavior is characterized by two descriptors: $p$, the probability that the trace self-intersects, and $\tilde{p}$, the probability that it will approach arbitrarily close to doing so. Using Dynkin's formula, these descriptors are shown to change qualitatively and singularly at critical values of $\kappa$ and $\alpha$. It is reasonable to call such changes ``phase transitions''. These transitions occur as $\kappa$ passes through four (a well-known result) and as $\alpha$ passes through one (a new result). Numerical simulations are then used to explore the associated touching and near-touching events.Comment: Published version, minor typos corrected, added reference

Conformal Curves in Potts Model: Numerical Calculation

We calculated numerically the fractal dimension of the boundaries of the Fortuin-Kasteleyn clusters of the $q$-state Potts model for integer and non-integer values of $q$ on the square lattice. In addition we calculated with high accuracy the fractal dimension of the boundary points of the same clusters on the square domain. Our calculation confirms that this curves can be described by SLE$_{\kappa}$.Comment: 11 Pages, 4 figure

The near-critical planar FK-Ising model

We study the near-critical FK-Ising model. First, a determination of the correlation length defined via crossing probabilities is provided. Second, a phenomenon about the near-critical behavior of FK-Ising is highlighted, which is completely missing from the case of standard percolation: in any monotone coupling of FK configurations $\omega_p$ (e.g., in the one introduced in [Gri95]), as one raises $p$ near $p_c$, the new edges arrive in a self-organized way, so that the correlation length is not governed anymore by the number of pivotal edges at criticality.Comment: 34 pages, 8 figures. This is a streamlined version; the previous one contains more explanations and additional material on exceptional times in FK models with general $q$. Furthermore, the statement and proof of Theorem 1.2 have slightly change

Bond percolation on isoradial graphs: criticality and universality

In an investigation of percolation on isoradial graphs, we prove the criticality of canonical bond percolation on isoradial embeddings of planar graphs, thus extending celebrated earlier results for homogeneous and inhomogeneous square, triangular, and other lattices. This is achieved via the star-triangle transformation, by transporting the box-crossing property across the family of isoradial graphs. As a consequence, we obtain the universality of these models at the critical point, in the sense that the one-arm and 2j-alternating-arm critical exponents (and therefore also the connectivity and volume exponents) are constant across the family of such percolation processes. The isoradial graphs in question are those that satisfy certain weak conditions on their embedding and on their track system. This class of graphs includes, for example, isoradial embeddings of periodic graphs, and graphs derived from rhombic Penrose tilings.Comment: In v2: extended title, and small changes in the tex