First passage sets of the 2D continuum Gaussian free field

DOI10.1007/S00440-019-00941-1zbMATH Open1462.60043arXiv1706.07737OpenAlexW3105020674WikidataQ127319015 ScholiaQ127319015MaRDI QIDQ2174672FDOQ2174672

Juhan Aru, A. Sepulveda, Titus Lupu

Publication date: 21 April 2020

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We introduce the first passage set (FPS) of constant level $-a$ of the two-dimensional continuum Gaussian free field (GFF) on finitely connected domains. Informally, it is the set of points in the domain that can be connected to the boundary by a path on which the GFF does not go below $-a$. It is, thus, the two-dimensional analogue of the first hitting time of $-a$ by a one-dimensional Brownian motion. We provide an axiomatic characterization of the FPS, a continuum construction using level lines, and study its properties: it is a fractal set of zero Lebesgue measure and Minkowski dimension 2 that is coupled with the GFF $Phi$ as a local set $A$ so that $Phi+a$ restricted to $A$ is a positive measure. One of the highlights of this paper is identifying this measure as a Minkowski content measure in the non-integer gauge $rmapstovertlog(r)ver{t}^{1/2}{r}^2$, by using Gaussian multiplicative chaos theory.

Full work available at URL: https://arxiv.org/abs/1706.07737

Recommendations

• The first passage sets of the 2D Gaussian free field: convergence and isomorphisms
• The first-passage density of a continuous gaussian process to a general boundary
• First-Passage Densities of a Two-Dimensional Process
• First-passage problems for degenerate two-dimensional diffusion processes
• First-Passage Distributions of Bidimensional Processes
• First-passage times of two-dimensional Brownian motion
• A characterisation of the continuum Gaussian free field in arbitrary dimensions
• On the first-passage times of certain Gaussian processes, and related asymptotics
• scientific article; zbMATH DE number 929630

zbMATH Keywords

Gaussian free fieldGaussian multiplicative chaosSchramm-Loewner evolutiontwo-valued local setsfirst passage setslocal set

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Brownian motion (60J65) Two-dimensional field theories, conformal field theories, etc. in quantum mechanics (81T40) Stochastic (Schramm-)Loewner evolution (SLE) (60J67)

Cites Work

• Markov paths, loops and fields. École d'Été de Probabilités de Saint-Flour XXXVIII -- 2008
• Imaginary geometry. IV: Interior rays, whole-plane reversibility, and space-filling trees
• Imaginary geometry. I: Interacting SLEs
• SLE and the free field: Partition functions and couplings
• Imaginary geometry. III: Reversibility of \(\mathrm{SLE}_\kappa\) for \(\kappa \in (4,8)\)
• Duality of Schramm-Loewner evolutions
• Title not available (Why is that?)
• A contour line of the continuum Gaussian free field
• Critical Gaussian multiplicative chaos: convergence of the derivative martingale
• Gaussian multiplicative chaos and applications: a review
• Brownian Motion
• Contour lines of the two-dimensional discrete Gaussian free field
• Liouville quantum gravity and KPZ
• Imaginary geometry. II: Reversibility of \(\operatorname{SLE}_{\kappa}(\rho_{1};\rho_{2})\) for \(\kappa\in(0,4)\)
• KPZ relation does not hold for the level lines and \(\hbox {SLE}_\kappa \) flow lines of the Gaussian free field
• Markov loops and renormalization
• The extremal length of a network
• The \(P(\phi )_{2}\) Euclidean (quantum) field theory.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Level lines of the Gaussian free field with general boundary data
• First passage sets of the 2D continuum Gaussian free field
• Level lines of Gaussian free field. I: Zero-boundary GFF.
• The random pseudo-metric on a graph defined via the zero-set of the Gaussian free field on its metric graph
• Two-valued local sets of the 2D continuum Gaussian free field: connectivity, labels, and induced metrics
• Global and local multiple SLEs for \(\kappa\leq4\) and connection probabilities for level lines of GFF
• Critical Liouville measure as a limit of subcritical measures
• On thin local sets of the Gaussian free field
• Equivalence of Liouville measure and Gaussian free field
• Extremal distance and conformal radius of a \(\mathrm{CLE}_4\) loop

Cited In (15)

• The law of a point process of Brownian excursions in a domain is determined by the law of its trace
• The first passage sets of the 2D Gaussian free field: convergence and isomorphisms
• A contour line of the continuum Gaussian free field
• Contour lines of the two-dimensional discrete Gaussian free field
• ON BOUNDED-TYPE THIN LOCAL SETS OF THE TWO-DIMENSIONAL GAUSSIAN FREE FIELD
• Percolation for level-sets of Gaussian free fields on metric graphs
• Extremal distance and conformal radius of a \(\mathrm{CLE}_4\) loop
• First passage sets of the 2D continuum Gaussian free field
• On thin local sets of the Gaussian free field
• Percolation for two-dimensional excursion clouds and the discrete Gaussian free field
• Liouville measure as a multiplicative cascade via level sets of the Gaussian free field
• The trunks of \(\mathrm{CLE}(4)\) explorations
• Statistical reconstruction of the GFF and KT transition
• Equivalence of Liouville measure and Gaussian free field
• On clusters of Brownian loops in \(d\) dimensions

This page was built for publication: First passage sets of the 2D continuum Gaussian free field

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2174672)