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

Law of the Iterated Logarithm for the random walk on the infinite percolation cluster

We show that random walks on the infinite supercritical percolation clusters in Z^d satisfy the usual Law of the Iterated Logarithm. The proof combines Barlow's Gaussian heat kernel estimates and the ergodicity of the random walk on the environment viewed from the random walker as derived by Berger and Biskup.Comment: 10 page

The parafermionic observable in SLE

The parafermionic observable has recently been used by number of authors to study discrete models, believed to be conformally invariant and to prove convergence results for these processes to SLE. We provide a definition for a one parameter family of continuum versions of the paraferminonic observable for SLE, which takes the form of a normalized limit of expressions identical to the discrete definition. We then show the limit defining the observable exists, compute the value of the observable up to a finite multiplicative constant, and prove this constant is non-zero for a wide range of kappa. Finally, we show our observable for SLE becomes a holomorphic function for a particular choice of the parameter, which helps illuminate a fundamental property of the discrete observable.Comment: 29 pages, 7 figure

Integrability as a consequence of discrete holomorphicity: the Z_N model

It has recently been established that imposing the condition of discrete holomorphicity on a lattice parafermionic observable leads to the critical Boltzmann weights in a number of lattice models. Remarkably, the solutions of these linear equations also solve the Yang-Baxter equations. We extend this analysis for the Z_N model by explicitly considering the condition of discrete holomorphicity on two and three adjacent rhombi. For two rhombi this leads to a quadratic equation in the Boltzmann weights and for three rhombi a cubic equation. The two-rhombus equation implies the inversion relations. The star-triangle relation follows from the three-rhombus equation. We also show that these weights are self-dual as a consequence of discrete holomorphicity.Comment: 11 pages, 7 figures, some clarifications and a reference adde

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

Self-avoiding walks and connective constants

The connective constant $\mu(G)$ of a quasi-transitive graph $G$ is the asymptotic growth rate of the number of self-avoiding walks (SAWs) on $G$ from a given starting vertex. We survey several aspects of the relationship between the connective constant and the underlying graph $G$. $\bullet$ We present upper and lower bounds for $\mu$ in terms of the vertex-degree and girth of a transitive graph. $\bullet$ We discuss the question of whether $\mu\ge\phi$ for transitive cubic graphs (where $\phi$ denotes the golden mean), and we introduce the Fisher transformation for SAWs (that is, the replacement of vertices by triangles). $\bullet$ We present strict inequalities for the connective constants $\mu(G)$ of transitive graphs $G$, as $G$ varies. $\bullet$ As a consequence of the last, the connective constant of a Cayley graph of a finitely generated group decreases strictly when a new relator is added, and increases strictly when a non-trivial group element is declared to be a further generator. $\bullet$ We describe so-called graph height functions within an account of "bridges" for quasi-transitive graphs, and indicate that the bridge constant equals the connective constant when the graph has a unimodular graph height function. $\bullet$ A partial answer is given to the question of the locality of connective constants, based around the existence of unimodular graph height functions. $\bullet$ Examples are presented of Cayley graphs of finitely presented groups that possess graph height functions (that are, in addition, harmonic and unimodular), and that do not. $\bullet$ The review closes with a brief account of the "speed" of SAW.Comment: Accepted version. arXiv admin note: substantial text overlap with arXiv:1304.721

Algebraic properties of CFT coset construction and Schramm-Loewner evolution

Schramm-Loewner evolution appears as the scaling limit of interfaces in lattice models at critical point. Critical behavior of these models can be described by minimal models of conformal field theory. Certain CFT correlation functions are martingales with respect to SLE. We generalize Schramm-Loewner evolution with additional Brownian motion on Lie group $G$ to the case of factor space $G/A$. We then study connection between SLE description of critical behavior with coset models of conformal field theory. In order to be consistent such construction should give minimal models for certain choice of groups.Comment: 10 pages, 2 figures, talk given at the conference "Quantum Theory and Symmetries (QTS-7)

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

The critical fugacity for surface adsorption of self-avoiding walks on the honeycomb lattice is 1+21+\sqrt{2}

In 2010, Duminil-Copin and Smirnov proved a long-standing conjecture of Nienhuis, made in 1982, that the growth constant of self-avoiding walks on the hexagonal (a.k.a. honeycomb) lattice is $\mu=\sqrt{2+\sqrt{2}}.$ A key identity used in that proof was later generalised by Smirnov so as to apply to a general O(n) loop model with $n\in [-2,2]$ (the case $n=0$ corresponding to SAWs). We modify this model by restricting to a half-plane and introducing a surface fugacity $y$ associated with boundary sites (also called surface sites), and obtain a generalisation of Smirnov's identity. The critical value of the surface fugacity was conjectured by Batchelor and Yung in 1995 to be $y_{\rm c}=1+2/\sqrt{2-n}.$ This value plays a crucial role in our generalized identity, just as the value of growth constant did in Smirnov's identity. For the case $n=0$, corresponding to \saws\ interacting with a surface, we prove the conjectured value of the critical surface fugacity. A crucial part of the proof involves demonstrating that the generating function of self-avoiding bridges of height $T$, taken at its critical point $1/\mu$, tends to 0 as $T$ increases, as predicted from SLE theory.Comment: Major revision, references updated, 25 pages, 13 figure

A numerical adaptation of SAW identities from the honeycomb to other 2D lattices

Recently, Duminil-Copin and Smirnov proved a long-standing conjecture by Nienhuis that the connective constant of self-avoiding walks on the honeycomb lattice is $\sqrt{2+\sqrt{2}}.$ A key identity used in that proof depends on the existence of a parafermionic observable for self-avoiding walks on the honeycomb lattice. Despite the absence of a corresponding observable for SAW on the square and triangular lattices, we show that in the limit of large lattices, some of the consequences observed on the honeycomb lattice persist on other lattices. This permits the accurate estimation, though not an exact evaluation, of certain critical amplitudes, as well as critical points, for these lattices. For the honeycomb lattice an exact amplitude for loops is proved.Comment: 21 pages, 7 figures. Changes in v2: Improved numerical analysis, giving greater precision. Explanation of why we observe what we do. Extra reference