Continuous LERW started from interior points

DOI10.1016/J.SPA.2010.03.017MaRDI QIDQ981026zbMATH OpenOpenAlexFDO

Authors Dapeng Zhan

Publication date 8 July 2010

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0809.2230

zbMATH Keywords

conformal invariancelocal martingalesloop-erased random walksscaling limitstochastic Loewner equations

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integral equations (60H20) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: We use the whole-plane Loewner equation to define a family of continuous LERW in finitely connected domains that are started from interior points. These continuous LERW satisfy conformal invariance, preserve some continuous local martingales, and are the scaling limits of the corresponding discrete LERW on the discrete approximation of the domains.

Review text

A family of continuous loop-erased conditional random walks (LERW) in finitely connected domains and started from interior points is defined. The paper is organized as follows. The Introduction describes the problems and methods of proving employed here together with references. It is noticed that the whole-plane Loewner equation can be applied for definition of continuous LERW in domain \(D\) starting from the interior point \(a=0\) and aimed at another interior point, say \(z_e\). Other targets, such as a boundary arc or another boundary point are possible as well. In Section~2 some notation is presented. The radial Loewner equations, interior hulls and interior Loewner claims, whole-plane Loewner equations are discussed. In Section~3, the detailed definition of continuous LERW started from interior point is given. Continuous boundary LERW and continuous interior LERW are considered. Conformal invariance and local martingales are discussed. The main theorems of the paper are stated here. Section~4 contains the proofs of the existence and uniqueness of solutions of the integral to equations. The radial equations and the whole-plane equations are considered separately. In Section~5 it is proved that the continuous LERW started from the interior point is locally absolutely continuous with respect to to the whole-plane \(SLE_2\) process. In the last Section~6, a family of discrete LERW defined on the discrete approximation of the domain is introduced and the proof is sketched to show that the scaling limit of this discrete LERW is the continuous one defined in this paper. The other targets are discussed as well. The readers are suggested to have at a hand a copy of the paper: [\textit{D. Zhan}, Ann. Probab. 36, No. 2, 467--529 (2008; Zbl 1153.60057)].

Recommendations

• The scaling limits of planar LERW in finitely connected domains
• scientific article; zbMATH DE number 2213912
• LERW as an example of off-critical SLEs
• Scaling limits of loop-erased random walks and uniform spanning trees
• Convergence of loop erased random walks on a planar graph to a chordal \(\mathrm{SLE}(2)\) curve

Cites work

• Basic properties of SLE
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• scientific article; zbMATH DE number 16727 (Why is no real title available?)
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• Loop-erasure of planar Brownian motion
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Cited in

(3)

• Reversibility of whole-plane SLE
• Backward SLE and the symmetry of the welding
• Loop-erasure of planar Brownian motion

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