arXiv subjects

Ellen Powell

Publications and source records attributed to Ellen Powell.

At least 19 recordsLinked to original sources

arXiv2026

Imry-Ma phenomenon for the hard-core model on $\mathbb{Z}^{2}$

The \emph{Imry-Ma phenomenon} refers to the dramatic effect that disorder can have on first-order phase transitions for two-dimensional spin systems. The most famous example is the absence of a phase transition for the two-dimensional random-field Ising model. This paper establishes that a similar phenomena takes place for the hard-core model, a discrete model of crystallization: arbitrarily weak disorder prevents the formation of a crystal. Our proof of this behaviour is an adaptation of the Aizenman-Wehr argument for the Imry-Ma phenomenon, with the use of internal (spin space) symmetries for spin systems being replaced by the use spatial symmetries.

math.PR↗

arXiv2026

Convergence to the Brownian CRT for critical branching Markov processe

We prove an invariance principle for a general class of continuous time critical branching processes with finite variance (non-local) branching mechanism. We show that the genealogical trees, viewed as random compact metric measure spaces, converge under rescaling to the Brownian continuum random tree in the Gromov-Hausdorff-weak topology, establishing a universal scaling limit for critical finite variance branching processes.

math.PR↗

arXiv2025

Scaling limits of critical FK-decorated random planar maps with $q=4$

We establish the first scaling limit for FK($q$)-weighted planar maps in the critical case $q=4$, resolving a problem that has remained open since Sheffield's seminal work arXiv:1108.2241. In that work, Sheffield proved a scaling limit for $q<4$ via the celebrated hamburger-cheeseburger bijection, which initiated the peanosphere (mating-of-trees) approach to Liouville quantum gravity. We prove that, at criticality, the associated burger count $\mathcal{S}$ and discrepancy $\mathcal{D}$ satisfy \[ \left(\frac{\mathcal{S}_{\lfloor nt \rfloor}}{\sqrt{n}}, \frac{\log(n)}{{2\pi }\sqrt{n}} \mathcal{D}_{\lfloor nt \rfloor}\right)_{t\in\mathbb{R}} \stackrel{\text{d}}{\longrightarrow} (B^1_t, B^2_{t})_{t\in\mathbb{R}}, \] where $B^1$ and $B^2$ are independent two-sided Brownian motions. To the best of our knowledge, no conjecture for the correct discrepancy scaling factor had previously been formulated. Matching the limiting process with the critical mating of trees arXiv:2109.00275, we establish the first rigorous planar map convergence towards CLE$_4$ and critical ($\gamma=2$) Liouville quantum gravity, in the peanosphere sense. Our proof is based on a novel approach that reveals the exactly solvable nature of the model through a correspondence with the (bicoloured) fully packed loop-$O(2)$ model on triangulations, and yields critical geometric exponents matching the predictions of conformal field theory.

math.PR↗

arXiv2025

Sharp barrier estimates for Bessel bridges

In this article, we derive precise estimates for the probability that a Bessel bridge of dimension $d \ge 0$ and end points $x$ and $a+bT-j$ stays below the linear barrier $a + bt$ for all $t \in [0,T]$. We identify the leading order term as well as the asymptotic error for this probability as $T\to \infty$, depending on $a,b,j,x$. We also derive the behaviour of such leading term as we allow $a,j\to \infty$, and obtain precise bounds for all error terms. Finally, we establish a complementary result where the linear barrier is perturbed by a small concave function.

math.PR↗

arXiv2025

Growth-fragmentations, Brownian cone excursions and SLE(6) explorations of a quantum disc

The aim of this article is to present a growth-fragmentation process naturally embedded in a Brownian excursion from boundary to apex in a cone of angle $2\pi/3$. This growth-fragmentation process corresponds, via the so-called mating-of-trees encoding arXiv:1409.7055, to the quantum boundary length process associated with a branching $\mathrm{SLE}_6$ exploration of a $\gamma= \sqrt{8/3}$ quantum disc. However, our proof uses only Brownian motion techniques, and along the way we discover various properties of Brownian cone excursions and their connections with stable L\'evy processes. Assuming the mating of trees encoding, our results imply several fundamental properties of the ${\gamma}= \sqrt{8/3}$-quantum disc $\mathrm{SLE}_6$-exploration.

math.PR↗

arXiv2024

Stability of (sub)critical non-local spatial branching processes with and without immigration

We consider the setting of either a general non-local branching particle process or a general non-local superprocess, in both cases, with and without immigration. Under the assumption that the mean semigroup has a Perron-Frobenious type behaviour for the immigrated mass, as well as the existence of second moments, we consider necessary and sufficient conditions that ensure limiting distributional stability. More precisely, our first main contribution pertains to proving the asymptotic Kolmogorov survival probability and Yaglom limit for critical non-local branching particle systems and superprocesses under a second moment assumption on the offspring distribution. Our results improve on existing literature by removing the requirement of bounded offspring in the particle setting [21] and generalising [43] to allow for non-local branching mechanisms. Our second main contribution pertains to the stability of both critical and sub-critical non-local branching particle systems and superprocesses with immigration. At criticality, we show that the scaled process converges to a Gamma distribution under a necessary and sufficient integral test. At subcriticality we show stability of the process, also subject to an integral test. In these cases, our results complement classical results for (continuous-time) Galton-Watson processes with immigration and continuous-state branching processes with immigration; see [22,40,42,48,51], among others. In the setting of superprocesses, the only work we know of at this level of generality is summarised in [34]. The proofs of our results, both with and without immigration, appeal to similar technical approaches and accordingly, we include the results together in this paper.

math.PR↗

arXiv2024

Gaussian free field and Liouville quantum gravity

Over fourty years ago, the physicist Polyakov proposed a bold framework for string theory, in which the problem was reduced to the study of certain "random surfaces". He further made the tantalising suggestion that this theory could be explicitly solved. Recent breakthroughs from the last fifteen years have not only given a concrete mathematical basis for this theory but also verified some of its most striking predictions, as well as Polyakov's original vision. This theory, now known in the mathematics literature either as Liouville quantum gravity or Liouville conformal field theory, is based on a remarkable combination of ideas coming from different fields, above all probability and geometry. This book is intended to be an introduction to these developments assuming as few prerequisites as possible.

math.PR↗

arXiv2024

An elementary approach to quantum length of SLE

We present an elementary proof establishing the equality of the right and left-sided $\sqrt{\kappa}$-quantum lengths for an SLE$_\kappa$ curve, where $\kappa\in (0,4]$. We achieve this by demonstrating that the$\sqrt{\kappa}$-quantum length is equal to the $(\sqrt{\kappa}/2)$-Gaussian multiplicative chaos with reference measure given by half the conformal Minkowski content of the curve, multiplied by $2/(4-\kappa)$ for $\kappa\in (0,4)$ and by $1$ for $\kappa=4$. Our proof relies on a novel "one-sided" approximation of the conformal Minkowski content, which is compatible with the conformal change of coordinates formula.

math.PR↗

arXiv2022

Many-to-few for non-local branching Markov process

We provide a many-to-few formula in the general setting of non-local branching Markov processes. This formula allows one to compute expectations of k-fold sums over functions of the population at k different times. The result generalises [14] to the non-local setting, as introduced in [11] and [8]. As an application, we consider the case when the branching process is critical, and conditioned to survive for a large time. In this setting, we prove a general formula for the limiting law of the death time of the most recent common ancestor of two particles selected uniformly from the population at two different times, as t tends to infinity. Moreover, we describe the limiting law of the population sizes at two different times, in the same asymptotic regime.

math.PR↗

arXiv2022

Thick points of the planar GFF are totally disconnected for all $\gamma\ne 0$

We prove that the set of $\gamma$-thick points of a planar Gaussian free field (GFF) with Dirichlet boundary conditions is a.s. totally disconnected for all $\gamma \neq 0$. Our proof relies on the coupling between a GFF and the nested CLE$_4$. In particular, we show that the thick points of the GFF are the same as those of the weighted CLE$_4$ nesting field and establish the almost sure total disconnectedness of the complement of a nested CLE$_{\kappa}$, $\kappa \in (8/3,4]$. As a corollary we see that the set of singular points for supercritical LQG metrics is a.s. totally disconnected.

math.PR↗

arXiv2021

Mating of trees for critical Liouville quantum gravity

In a groundbreaking work, Duplantier, Miller and Sheffield showed that subcritical Liouville quantum gravity (LQG) coupled with Schramm-Loewner evolutions (SLE) can be described by the mating of two continuum random trees. In this paper, we consider the counterpart of their result for critical LQG and SLE, i.e., for the case when $\gamma^2=\kappa=16/\kappa=4$. We prove that as one sends $\kappa \downarrow 4$ in the subcritical setting, the space-filling SLE$_\kappa$ in a disk degenerates to the CLE$_4$ exploration introduced by Werner and Wu, along with a collection of i.i.d.\ coin tosses indexed by the branch points of the exploration. Furthermore, in the $\kappa=16/\gamma^2\downarrow 4$ limit, the pair of continuum random trees collapse into a single continuum random tree, and we observe that upon applying an appropriate affine transform to the encoding Brownian motions before taking the limit, we get convergence to a pair of independent Brownian motions $(A,B)$. The Brownian motion $A$ encodes the LQG distance from the CLE loops to the boundary of the disk, while the Brownian motion $B$ encodes the boundary lengths of the CLE$_4$ loops. In contrast to the subcritical setting, $(A,B)$ does not determine the CLE-decorated LQG surface.

math.PR↗

arXiv2021

A characterisation of the continuum Gaussian free field in $d \geq 2$ dimensions

We prove that under certain mild moment and continuity assumptions, the $d$-dimensional Gaussian free field is the only stochastic process in $d\geq 2$ that is translation invariant, exhibits a certain scaling, and satisfies the usual domain Markov property. Our proof is based on a decomposition of the underlying functional space in terms of radial processes and spherical harmonics.

math.PR↗

arXiv2020

Critical Gaussian multiplicative chaos: a review

This review-style article presents an overview of recent progress in constructing and studying critical Gaussian multiplicative chaos. A proof that the critical measure in any dimension can be obtained as a limit of subcritical measures is given.

math.PR↗

arXiv2020

$(1+\varepsilon)$-moments suffice to characterise the GFF

We show that there is "no stable free field of index $\alpha\in (1,2)$", in the following sense. It was proved in a previous work by the authors, that subject to a \emph{fourth moment assumption}, any random generalised function on a domain $D$ of the plane, satisfying conformal invariance and a natural domain Markov property, must be a constant multiple of the Gaussian free field. In this article we show that the existence of $(1+\varepsilon)$-moments is sufficient for the same conclusion. A key idea is a new way of exploring the field, where (instead of looking at the more standard circle averages) we start from the boundary and discover averages of the field with respect to a certain "hitting density" of It\^o excursions.

math.PR↗

arXiv2020

Lecture notes on the Gaussian Free Field

The Gaussian Free Field (GFF) in the continuum appears to be the natural generalisation of Brownian motion, when one replaces time by a multidimensional continuous parameter. The goal of these lecture notes is to describe some aspects of the continuum GFF and of its discrete counterpart defined on lattices, with the aim of providing a gentle self-contained introduction to some recent developments on this topic, such as the relation between the continuum GFF, Brownian loop-soups and the Conformal Loop Ensembles CLE(4). This is an updated and expanded version of the notes written by the first author for graduate courses at ETH Z\"urich. The exercises that are interspersed in the first half of these notes mostly originate from the exercise sheets prepared by the second author for this course in 2018.

math.PR↗

arXiv2018

Conformal welding for critical Liouville quantum gravity

Consider two critical Liouville quantum gravity surfaces (i.e., $\gamma$-LQG for $\gamma=2$), each with the topology of $\mathbb{H}$ and with infinite boundary length. We prove that there a.s. exists a conformal welding of the two surfaces, when the boundaries are identified according to quantum boundary length. This results in a critical LQG surface decorated by an independent SLE$_4$. Combined with the proof of uniqueness for such a welding, recently established by McEnteggart, Miller, and Qian (2018), this shows that the welding operation is well-defined. Our result is a critical analogue of Sheffield's quantum gravity zipper theorem (2016), which shows that a similar conformal welding for subcritical LQG (i.e., $\gamma$-LQG for $\gamma\in(0,2)$) is well-defined.

math.PR↗

arXiv2018

Critical Liouville measure as a limit of subcritical measures

We study how the Gaussian multiplicative chaos (GMC) measures $\mu^\gamma$ corresponding to the 2D Gaussian free field change when $\gamma$ approaches the critical parameter $2$. In particular, we show that as $\gamma\to 2^{-}$, $(2-\gamma)^{-1}\mu^\gamma$ converges in probability to $2\mu'$, where $\mu'$ is the critical GMC measure.

math.PR↗

arXiv2018

A characterisation of the Gaussian free field

We prove that a random distribution in two dimensions which is conformally invariant and satisfies a natural domain Markov property is a multiple of the Gaussian free field. This result holds subject only to a fourth moment assumption.

math.PR↗