Perturbations of multiple Schramm-Loewner evolution with two non-colliding Dyson Brownian motions

DOI10.1016/J.SPA.2022.06.014zbMATH Open1491.60147arXiv2111.08522OpenAlexW4283329753MaRDI QIDQ2157336FDOQ2157336

Authors: Jiaming Chen, Vlad Margarint 

Publication date: 27 July 2022

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

Abstract: In this article, we study multiple $SL{E}_{k}appa$, for $kappain(0,4]$, driven by Dyson Brownian motion. This model was introduced in the unit disk by Cardy in connection with the Calogero-Sutherland model. We prove the Carath'eodory convergence of perturbed Loewner chains under different initial conditions and under different diffusivity $kappain(0,4]$ for the case of $N=2$ driving forces. Our proofs use the analysis of Bessel processes and estimates on Loewner differential equation with multiple driving forces. In the last section, we estimate the Hausdorff distance of the hulls under perturbations of the driving forces, with assumptions on the modulus of the derivative of the multiple Loewner maps.

Full work available at URL: https://arxiv.org/abs/2111.08522

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zbMATH Keywords

Bessel processesDyson Brownian motionmultiple SLE

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic (Schramm-)Loewner evolution (SLE) (60J67)

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Cited In (4)

• Analysis of the smoothly amnesia-reinforced multidimensional elephant random walk
• A deterministic approach to Loewner-energy minimizers
• Three phases of multiple SLE driven by non-colliding Dyson’s Brownian motions
• Multiple Schramm-Loewner evolutions and statistical mechanics martingales

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