Effect of random time changes on Loewner hulls (Q783780): Difference between revisions

The authors study the geometric effect on solutions to the Loewner equation when its driving function is composed with a random time change. The Schramm-Loewner evolution \(\text{SLE}_{\kappa}\) generates a random family of curves in the upper half-plane \(\mathbb H=\{x+iy\in\mathbb C:y>0\}\) via the Loewner equation \[\frac{\partial}{\partial t}g_t(z)=\frac{2}{g_t(z)-\sqrt{\kappa}B_t},\;\;\;g_0(z)=z\in\overline{\mathbb H}\setminus\{0\},\] where \((B_t)_{t\geq0}\) is a one-dimensional Brownian motion starting at 0 and \(\kappa>0\). There is the time-changed Brownian motion \(B\circ E=(B_{E_t})_{t\geq0}\) with a specific time change \(E_t\). A stochastic process \(X=(X_t)_{t\geq0}\) is a Lévy process if it is stochastically continuous and has stationary and independent increments. For each \(t>0\), a distribution of the random variable \(X_t\) is described by the Lévy-Khintchine formula with a Borel measure \(\nu\) on \(\mathbb R\setminus\{0\}\), \(\int_{\mathbb R\setminus\{0\}}(|y|^2\wedge1)\nu(dy)<\infty\), called the Lévy measure of \(X\). A Lévy process with non-decreasing sample paths is a subordinator. In the paper, the distribution of a subordinator \(D=(D_t)_{t\geq0}\) is characterized by its Laplace transform \(\psi(u)\), \(\nu(-\infty,0)=0\), \(\nu(0,\infty)=\infty\), \(\int_0^{\infty}(y\wedge1)\nu(dy)<\infty\). The function \(\psi(u)\) is the Laplace exponent of \(D\). Denote the inverse \(E=(E_t)_{t\geq0}\) of a subordinator \(D\) by \(E_t=\inf\{s>0:D_s>t\}\). The authors prove the following theorem. Theorem 1.1. For any \(\kappa>0\), almost surely the time-changed Brownian motion process \((\kappa B_{E_t})_{t\geq0}\) does not generate a simple curve. A function \(f:(0,\infty)\to(0,\infty)\) is regularly varying at \(\infty\) with index \(\alpha>0\) if for any \(c>0\), \(\lim_{u\to\infty}f(cu)/f(u)=c^{\alpha}\). Another main result is given by the next theorem. Theorem 4.1. Let \(E\) be the inverse of a subordinator \(D\) whose Lévy measure is infinite and Laplace exponent \(\psi\) is regularly varying at \(\infty\) with index \(\alpha\in(0,1)\). Let \(X\) be a stochastic process with continuous paths. If \(X\) is a.s. locally \(\beta\)-Hölder with \(\beta>1/(2\alpha)\), then a.s. \(X_{E_t}\) generates a simple curve. If there exist random variables \(\tau\), \(\epsilon,c>0\) and \(0<\beta<1/(2\alpha)\) so that \(\tau\) is independent of the subordinator \(D\) and a.s. \(|X_{\tau}-X_t|\geq c(\tau-t)^{\beta}\) for all \(t\in(\tau-\epsilon,\tau)\), then a.s. \(X_{E_t}\) does not generate a simple curve. In addition to the paper's analysis, the authors prove a deterministic result that a driving function in the Loewner equation that moves faster than \(at^r\) for \(r\in(0,1/2)\) generates a hull that leaves the real line tangentially.