The scaling limits of planar LERW in finitely connected domains

DOI10.1214/07-AOP342MaRDI QIDQ2482279zbMATH OpenFDO

Publication date 16 April 2008

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0610304

Loop-erased random walk Scaling limit Stochastic Loewner evolution

Sample path properties (60G17) Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: We define a family of stochastic Loewner evolution-type processes in finitely connected domains, which are called continuous LERW (loop-erased random walk). A continuous LERW describes a random curve in a finitely connected domain that starts from a prime end and ends at a certain target set, which could be an interior point, or a prime end, or a side arc. It is defined using the usual chordal Loewner equation with the driving function being

s q r t 2 B (t)

plus a drift term. The distributions of continuous LERW are conformally invariant. A continuous LERW preserves a family of local martingales, which are composed of generalized Poisson kernels, normalized by their behaviors near the target set. These local martingales resemble the discrete martingales preserved by the corresponding LERW on the discrete approximation of the domain. For all kinds of targets, if the domain satisfies certain boundary conditions, we use these martingales to prove that when the mesh of the discrete approximation is small enough, the continuous LERW and the corresponding discrete LERW can be coupled together, such that after suitable reparametrization, with probability close to 1, the two curves are uniformly close to each other.

Review text

The loop-erased random walk (LERW) is obtained by removing loops from a simple random walk on a graph that is stopped at some hitting time [\textit{G.F. Lawler}, Intersections of random walks. Probability and Its Applications. Boston: Birkhäuser (1996; Zbl 0925.60078)]. In this paper, the loop erasures of conditional random walks are considered. They have properties rather similar to the LERW, so they are called LERWs as well. In [\textit{O. Schramm}, Isr. J. Math. 118, 221--288 (2000; Zbl 0968.60093)], the stochastic Loewner evolution (SLE) was introduced, i.e., a family of random growth processes of closed fractal subsets in simply connected plane domains. The evolution was described by the classical Loewner equation with driving term being \(\sqrt{k}\) times that a standard linear Brownian motion for some \(k\geq 0\). In this paper, a family of SLE-type processes is defined in finitely connected domains, called continuous LERW, using the usual chordal Loewner equation with the driving function \(\sqrt{2}B(t)+S(t)\), where \(B(t)\) is a standard linear Brownian motion and the drift term \(S(t)\) is such that the continuous LERW satisfies conformal invariance and preserves a family of local martingales generated by generalized Poisson kernels. The local martingales are similar to the discrete ones preserved by the corresponding discrete LERW on the discrete approximation of that domain. This similarity is employed to prove the convergence of discrete LERW to continuous LERW. A continuous LERW describes a random curve in a finitely connected domain starting from a prime end and ends at a certain target set which could be an interior point or a prime end or a side arc. In section 2, the notions of the loop-erased random walk, finitely connected domains, positive harmonic function, hulls and Loewner chains are discussed rather widely for the needs of the paper. Section 3 deals with three kinds of continuous LERWs. The chordal Loewner equation, continuous LERWs aiming at the interior points, conformal invariance and continuous LERWs with other kinds of targets are considered. The continuous or discrete LERWs and the similarity between them are discussed in Section 4. In Section 5, the proof of existence and uniqueness of the solution of the equation describing a continuous LERW is presented. The Caratheodory topology is applied to define the convergence of plain domains. The metric on the space of hulls in the upper half plane is defined so that the set of hulls, contained in a fixed hull, is compact. This compactness is frequently used in the paper. The LERWs whose targets are the interior points are considered in Section 6. Besides, it is proved that the driving function of the discrete LERW converges to that of the continuous LERW. In Section 7, some regular properties of the discrete LERW curve are applied to get the local coupling of the LERW curve and the continuous LERW trace so that the two curves are close to each other before one of them leaves a hull bounded by a crosscut. Finally, all local couplings are applied to get the statement that with probability close to \(1\), the two curves are uniformly close to each other. In the last section, the convergence of LERWs of two other kinds is considered. Similar results are obtained. The volume of the paper is 63 pages and the list of references contains 21 positions.

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