Liouville Brownian motion

DOI10.1214/15-AOP1042zbMATH Open1393.60015arXiv1301.2876MaRDI QIDQ317499FDOQ317499

Authors: Christophe Garban, Rémi Rhodes, Vincent Vargas 

Publication date: 30 September 2016

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

Abstract: We construct a stochastic process, called the Liouville Brownian motion, which is the Brownian motion associated to the metric $e^{gammaX(z)},d{z}^2$, $gamma<gamm{a}_c=2$ and $X$ is a Gaussian Free Field. Such a process is conjectured to be related to the scaling limit of random walks on large planar maps eventually weighted by a model of statistical physics which are embedded in the Euclidean plane or in the sphere in a conformal manner. The construction amounts to changing the speed of a standard two-dimensional Brownian motion $B_t$ depending on the local behavior of the Liouville measure "$M_{gamma}(dz)=e^{gammaX(z)},dz$". We prove that the associated Markov process is a Feller diffusion for all $gamma<gamm{a}_c=2$ and that for all $gamma<gamm{a}_c$, the Liouville measure $M_{gamma}$ is invariant under $P_{mathbft}$. This Liouville Brownian motion enables us to introduce a whole set of tools of stochastic analysis in Liouville quantum gravity, which will be hopefully useful in analyzing the geometry of Liouville quantum gravity.

Full work available at URL: https://arxiv.org/abs/1301.2876

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zbMATH Keywords

Gaussian multiplicative chaosLiouville Brownian motionLiouville quantum gravity

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Brownian motion (60J65) Fractals (28A80)

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Cited In (58)

• Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion
• Liouville heat kernel upper bounds at large distances
• Critical Gaussian multiplicative chaos for singular measures
• Internal DLA on mated-CRT maps
• What is a random surface?
• A discovery tour in random Riemannian geometry
• Conformally invariant random fields, Liouville quantum gravity measures, and random Paneitz operators on Riemannian manifolds of even dimension
• The Tutte embedding of the mated-CRT map converges to Liouville quantum gravity
• Construction of Liouville Brownian motion via Dirichlet form theory
• Liouville quantum gravity on the Riemann sphere
• Anomalous diffusion of random walk on random planar maps
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• Spectral dimension of Liouville quantum gravity
• Liouville Brownian motion at criticality
• Diffusion in planar Liouville quantum gravity
• Quasisymmetric uniformization and heat kernel estimates
• Path integral for quantum Mabuchi K-energy
• An almost sure KPZ relation for SLE and Brownian motion
• Exact dimensionality and projection properties of Gaussian multiplicative chaos measures
• On the Liouville heat kernel for \(k\)-coarse MBRW
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• Invariance principles for random walks in random environment on trees
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• Dimers and imaginary geometry

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