SearcharxivSearch

arXiv · 2401.03600

A Test of a Conjecture of Cardy

Abstract

In reference to Werner's measure on self-avoiding loops on Riemann surfaces, Cardy conjectured a formula for the measure of all homotopically nontrivial loops in a finite type annular region with modular parameter $\rho$. Ang, Remy and Sun have announced a proof of this conjecture using random conformal geometry. Cardy's formula implies that the measure of the set of homotopically nontrivial loops in the punctured plane which intersect $S^1$ equals $\frac{2\pi}{\sqrt{3}}$. This set is the disjoint union of the set of loops which avoid a ray from the unit circle to infinity and its complement. There is an inclusion/exclusion sum which, in a limit, calculates the measure of the set of loops which avoid a ray. Each term in the sum involves finding the transfinite diameter of a slit domain. This is numerically accessible using the remarkable Schwarz-Christoffel package developed by Driscoll and Trefethen. Our calculations suggest this sum is around $\pi$, consistent with Cardy's formula.

Explore related subjects

Keep this discovery

BibTeXRIS

Van Higgs, Doug Pickrell. 2024-01-07. A Test of a Conjecture of Cardy. https://doi.org/10.3842/sigma.2025.034

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