SearcharxivSearch

arXiv · 2604.13387

Multiradial Schramm-Loewner evolution: Infinite-time large deviations and transience

Abstract

In previous work [AHP24], we proved a finite-time large deviation principle in the Hausdorff metric for multiradial Schramm-Loewner evolution, SLE$(\kappa)$, as $\kappa \to 0$, with good rate function being the multiradial Loewner energy. Here, we extend this result to infinite time in the topology of common-capacity-parameterized curves, and streamline the proof. A main step is to derive detailed escape probability estimates for multiradial SLE$(\kappa)$ curves in the common parameterization, which extend the single-curve estimates achieved in [AP26]. As a by-product, we also get that multiradial SLE$(\kappa)$ curves, with $\kappa \leq 8/3$, are transient at their common terminal point, generalizing [FL15, HL21]. As a corollary to the LDP result, we obtain explicit asymptotics of the Brownian loop measure interaction term for finite-energy radial multichords, which is linear in the capacity-time and coincides with a certain choice of a cocycle for the Virasoro algebra.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Osama Abuzaid, Vivian Olsiewski Healey, Eveliina Peltola. 2026-04-15. Multiradial Schramm-Loewner evolution: Infinite-time large deviations and transience. https://arxiv.org/abs/2604.13387

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