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

TL;DR: In this paper, it was shown that the scaling limit of the LERW process is conformally invariant in 2-dimensional space, and that the UST scaling limit is a topological tree.
Abstract: 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.
Citations
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Book
20 Jan 2017
TL;DR: In this article, the authors present a state-of-the-art account of probability on networks, including percolation, isoperimetric inequalities, eigenvalues, transition probabilities, and random walks.
Abstract: Starting around the late 1950s, several research communities began relating the geometry of graphs to stochastic processes on these graphs. This book, twenty years in the making, ties together research in the field, encompassing work on percolation, isoperimetric inequalities, eigenvalues, transition probabilities, and random walks. Written by two leading researchers, the text emphasizes intuition, while giving complete proofs and more than 850 exercises. Many recent developments, in which the authors have played a leading role, are discussed, including percolation on trees and Cayley graphs, uniform spanning forests, the mass-transport technique, and connections on random walks on graphs to embedding in Hilbert space. This state-of-the-art account of probability on networks will be indispensable for graduate students and researchers alike.

803 citations

Book
01 Jan 2005
TL;DR: The Schramm-Loewner evolution (SLE) is a Loewner chain with a Brownian motion input as discussed by the authors, which is a variant of the SLE.
Abstract: Theoretical physicists have predicted that the scaling limits of many two-dimensional lattice models in statistical physics are in some sense conformally invariant. This belief has allowed physicists to predict many quantities for these critical systems. The nature of these scaling limits has recently been described precisely by using one well-known tool, Brownian motion, and a new construction, the Schramm-Loewner evolution (SLE). This book is an introduction to the conformally invariant processes that appear as scaling limits. The following topics are covered: stochastic integration; complex Brownian motion and measures derived from Brownian motion; conformal mappings and univalent functions; the Loewner differential equation and Loewner chains; the Schramm-Loewner evolution (SLE), which is a Loewner chain with a Brownian motion input; and applications to intersection exponents for Brownian motion. The prerequisites are first-year graduate courses in real analysis, complex analysis, and probability. The book is suitable for graduate students and research mathematicians interested in random processes and their applications in theoretical physics.

674 citations

Book ChapterDOI
TL;DR: In this article, it was shown that the scaling limit of a loop-erased random walk in a simply connected domain is equal to the radial SLE2 path, and that the limit exists and is conformally invariant.
Abstract: This paper proves that the scaling limit of a loop-erased random walk in a simply connected domain \(D\mathop \subset \limits_ e \mathbb{C} \) is equal to the radial SLE2 path. In particular, the limit exists and is conformally invariant. It follows that the scaling limit of the uniform spanning tree in a Jordan domain exists and is conformally invarint. Assuming that ∂D is a C 1-simple closed curve, the same method is applied to show that the scaling limit of the uniform spanning tree Peano curve, where the tree is wired along a proper are A ⊂ ∂ D, is the chordal SLE8 path in \(\overline D \) joining the endpoints of A. A by-product of this result is that SLE8 is almost surely generated by a continuous path. The result and proofs are not restricted to particular choice of Iattice.

633 citations

Journal ArticleDOI
TL;DR: The models surveyed in this paper include generalized Polya urns, reinforced random walks, interacting urn models, and continuous reinforced processes, with a focus on methods and results, with sketches provided of some proofs.
Abstract: The models surveyed include generalized Polya urns, reinforced random walks, interacting urn models, and continuous reinforced processes. Emphasis is on methods and results, with sketches provided of some proofs. Applications are discussed in statistics, biology, economics and a number of other areas.

617 citations

Book ChapterDOI
01 Jan 2018

500 citations

References
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Proceedings ArticleDOI
01 Jul 1996
TL;DR: This paper gives a new algorithm for generating random spanning trees of an undirected graph that is easy to code up, has small running time constants, and has a nice proof that it generates trees with the right probabilities.
Abstract: It is widely known how to generate random spanning trees of an undirected graph. Broder showed how at FOCS [6], and Aldous too found the algorithm [2]. Start at any vertex and do a simple random walk on the graph. Each time a vertex is first encountered, mark the edge from which it was discovered. When all the vertices are discovered, the marked edges form a random spanning tree. This algorithm is easy to code up, has small running time constants, and has a nice proof that it generates trees with the right probabilities. This paper gives a new algorithm for generating random spanning trees. It too is simple, easy to code up, and has nice proofs. The new algorithm also has the following advantages:

577 citations

Journal ArticleDOI
TL;DR: In this paper, the methods of conformal field theory are used to compute the crossing probabilities between segments of the boundary of a compact two-dimensional region at the percolation threshold.
Abstract: The methods of conformal field theory are used to compute the crossing probabilities between segments of the boundary of a compact two-dimensional region at the percolation threshold. These probabilities are shown to be invariant not only under changes of scale, but also under mappings of the region which are conformal in the interior and continuous on the boundary. This is a larger invariance than that expected for generic critical systems. Specific predictions are presented for the crossing probability between opposite sides of a rectangle, and are compared with recent numerical work. The agreement is excellent.

486 citations

Journal ArticleDOI
TL;DR: It is argued finally that the different fractal dimensions observed recently by Grossman and Aharony, who modified the definition of the hull, are all equal to ${D}_{e}=\frac{4}{3}$.
Abstract: By mapping the two-dimensional percolation problem on a Coulomb gas, we obtain the exact fractal dimension of the external perimeter (or "hull") of the infinite percolation cluster: ${D}_{H}=\frac{7}{4}$, in agreement with numerical estimates and a recent conjecture. We also determine an infinite set of exact exponents associated with various topologies of this hull. We argue finally that the different fractal dimensions observed recently by Grossman and Aharony, who modified the definition of the hull, are all equal to ${D}_{e}=\frac{4}{3}$.

402 citations