SearcharxivSearch

arXiv · 2310.02858

Scaling limits of branching Loewner evolutions and the Dyson superprocess

Abstract

This work introduces a construction of conformal processes that combines the theory of branching processes with chordal Loewner evolution. The main novelty lies in the choice of driving measure for the Loewner evolution: given a finite genealogical tree $\mathcal{T}$, we choose a driving measure for the Loewner evolution that is supported on a system of particles that evolves by Dyson Brownian motion at inverse temperature $\beta \in (0,\infty]$ between birth and death events. When $\beta=\infty$, the driving measure degenerates to a system of particles that evolves through Coulombic repulsion between branching events. In this limit, the following graph embedding theorem is established: When $\mathcal{T}$ is equipped with a prescribed set of angles, $\{\theta_v \in (0,\pi/2)\}_{v \in \mathcal{T}}$ the hull of the Loewner evolution is an embedding of $\mathcal{T}$ into the upper half-plane with trivalent edges that meet at angles $(2\theta_v,2\pi-4\theta_v,2\theta_v)$ at the image of each edge $v$. We also study the scaling limit when $\beta\in (0,\infty]$ is fixed and $\mathcal{T}$ is a binary Galton-Watson process that converges to a continuous state branching process. We treat both the unconditioned case (when the Galton-Watson process converges to the Feller diffusion) and the conditioned case (when the Galton-Watson tree converges to the continuum random tree). In each case, we characterize the scaling limit of the driving measure as a superprocess. In the unconditioned case, the scaling limit is the free probability analogue of the Dawson-Watanabe superprocess that we term the Dyson superprocess.

Explore related subjects

Keep this discovery

BibTeXRIS

Vivian Olsiewski Healey, Govind Menon. 2023-10-04. Scaling limits of branching Loewner evolutions and the Dyson superprocess. https://doi.org/10.2140/pjm.2025.338.87

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR