The Laplacian-\(b\) random walk and the Schramm-Loewner evolution (Q2505485)
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English | The Laplacian-\(b\) random walk and the Schramm-Loewner evolution |
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The Laplacian-\(b\) random walk and the Schramm-Loewner evolution (English)
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26 September 2006
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For a finite subset \( V\subset \mathbb Z^d\), let \(h_V(z)\) be the probability that \((S_n)\), a nearest-neighbor, symmetric random walk starting at \(z\), does not return to \(V\). A Laplacian-\(b\) walk is a process \((\widehat S_n)\) with transition probabilities given by \[ P(\widehat S_{n+1}=z_{n+1}| \hat S_{0} = z_0,\ldots , \widehat S_{n}=z_n) = \frac{h_{V_n}(z_{n+1})^b}{\sum_{| z-z_n| = 1 } h_{V_n}(z)^b}, \quad \text{where } V_n =\{ z_0,\ldots, z_n\}. \] To define the Laplacian-\(b\) walk in a connected subset \(A\subset \mathbb Z^2\) from \(x\in A\) to \(y\in\partial A\), take \(h_V(z)\) to be the probability that the random walk \((S_n)\) starting at \(z\) exits \(A\setminus V\) at \(y\). In [Duke Math. J. 47, 655-693 (1980; Zbl 0445.60058)], the author showed that the Laplacian-1 walk is the same as the loop-erased random walk. Later papers proved that the scaling limit in \(\mathbb Z^2\) is the Schramm-Loewner evolution (SLE\(_\kappa\)) with \(\kappa=2\). Here it is conjectured that the scaling limit of a Laplacian-\(b\) walk in a simply connected domain of \(\mathbb Z^2\) is chordal SLE\(_\kappa\) with \(\kappa = 6/(2b+1)\). A possible scaling limit for the Laplacian-\(b\) walk in other connected domains of \(\mathbb Z^2\) is a process, constructed and studied here, and called the Laplacian-\(b\) motion (\(LM_b\)). It is one of many natural extensions to non-simply connected domains of chordal SLE\(_{2/a}\) that was introduced by Schramm (2000). This process also appears in D. Zhan's thesis under the term harmonic random Loewner chain. The Loewner equation in canonical domains can be expressed in terms of the Poisson kernel of a process described here and called an excursion-reflected Brownian motion. This process is conformally invariant and can also be used to prove the Riemann mapping theorem.
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loop-erased random walk
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complex Brownian motion
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chordal Schramm-Loewner evolution
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excursion reflected Brownian motion
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excursion measure
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Riemann mapping theorem
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