Values of Brownian intersection exponents. II: Plane exponents

DOI10.1007/BF02392619MaRDI QIDQ5960880zbMATH OpenOpenAlexFDO

Authors Gregory F. Lawler, Oded Schramm, Wendelin Werner

Publication date 15 September 2002

Published in Acta Mathematica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0003156

Brownian frontier conformal invariance crossing exponent cut point disconnection exponent Hausdorff dimension intersection exponent nonintersection pioneer point planar Brownian motion SLE(6)stochastic Loewner evolution

Mathematics Subject Classification ID

General theory of conformal mappings (30C35) Sample path properties (60G17) Brownian motion (60J65) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: We derive the exact value of intersection exponents between planar Brownian motions or random walks, confirming predictions from theoretical physics by Duplantier and Kwon. Let B and B' be independent Brownian motions (or simple random walks) in the plane, started from distinct points. We prove that the probability that the paths B[0,t] and B'[0,t] do not intersect decays like t^{-5/8}. More precisely, there is a constant c>0 such that if |B(0) - B'(0)| =1, for all t ge 1, c^{-1} t^{-5/8} le P[ B[0,t] cap B'[0,t] = emptyset ] le c t^{-5/8}. One consequence is that the set of cut-points of B[0,1] has Hausdorff dimension 3/4 almost surely. The values of other exponents are also derived. Using an analyticity result, which is to be established in a forthcoming paper, it follows that the Hausdorff dimension of the outer boundary of B[0,1] is 4/3, as conjectured by Mandelbrot. The proofs are based on a study of SLE_6 (stochastic Loewner evolution with parameter 6), a recently discovered process which conjecturally is the scaling limit of critical percolation cluster boundaries. The exponents of SLE_6 are calculated, and they agree with the physicists' predictions for the exponents for critical percolation and self-avoiding walks. From the SLE_6 exponents the Brownian intersection exponents are then derived.

Review text

[For part I, see ibid. 187, No. 2, 237--273 (2001; Zbl 1005.60097); for part III, see Ann. Inst. Henri Poincaré, Probab. Stat. 38, No. 1, 109--123 (2002; Zbl 1006.60075).]NEWLINENEWLINEThe present paper is one in a series of papers by the authors marking a major breakthrough in the study of planar Brownian motion and beyond that in the study of a wide class of two-dimensional systems of statistical physics, including percolation and self-avoiding walks. The subject of this part of the work are the values of the intersection exponents \(\zeta\) of planar Brownian motion, which can be defined as follows: Suppose we have two families of \(n\) resp. \(m\) independent Brownian motions started in two distinct points of the unit sphere and run up to time \(t\). The probability of the union of the paths in the first family not intersecting the union of the paths in the second family is \(t^{-\zeta(n,m)+o(1)}\) as \(t\to\infty\). The main results of the paper show that \(\zeta(1,1)=5/4\) and, for \(m\geq 2\), NEWLINE\[NEWLINE\zeta(2,m)=(1/96)((5+\sqrt{24m+1})^2-4).NEWLINE\]NEWLINE NEWLINECombining these results with those of previous papers gives a general formula, for the consistently defined intersection exponents \(\zeta(\lambda_1,\dots,\lambda_m)\) for real \(\lambda_i\geq 0\) with \(\lambda_i\geq 1\) for at least two of the arguments. Special cases of this formula have been conjectured in the physics literature for a long time. NEWLINENEWLINEA crucial role in the proofs is played by \(\text{SLE}_6\), the stochastic Löwner evolution process with parameter \(6\), which is conjectured to be the scaling limit of two-dimensional critical percolation cluster boundaries. The deep relation between this process, planar Brownian motion and conformal invariance is at the heart of the authors' work and the proofs of the present paper are based on a calculation of the analogues of the exponents \(\zeta\) for this process. NEWLINENEWLINEAmong the most interesting applications of the results of this paper (and its companions) are formulas for the Hausdorff dimension of Brownian cut points, pioneer points and of the Brownian frontier.

Recommendations

Cites work

Cited in

(only showing first 100 items - show all)

This page was built for publication: Values of Brownian intersection exponents. II: Plane exponents

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5960880)