arXiv subjects
Publications and source records attributed to Isao Sauzedde.
This paper establishes a functional stable central limit theorem for a class of superdiffusive solutions to stochastic differential equations driven by an $\alpha$-stable process.
We construct an application, which takes as input a simple path and a possibly infinite collection of loops, and outputs a continuous path by adding the loops chronologically to the simple path as the simple path encounters them. By studying the regularity properties of this application and using lattice discretisations, we prove that chronologically adding the loops from a Brownian loop soup encountered by an independent radial SLE$_2$ path produces a continuous path which has the law of a planar Brownian motion. This resolves a conjecture of Lawler and Werner. This construction produces a coupling between SLE$_2$ and Brownian motion, and we further show that this joint law is the scaling limit of the loop-erased random walk and the random walk itself. The arguments are robust and can be applied for instance in the off-critical setup, where the scaling limit of loop-erased random walk is Makarov and Smirnov's massive SLE$_2$.
We construct and study the renormalised Amperean area of a Brownian motion. First studied by W.Werner, the Amperean area is related to L\'evy area and stochastic integrals in a way akin to the relation between self-intersection measure and occupation measure. As we explain, it plays a central role in the Symanzik's polymer representation of the continuous Abelian Yang--Mills--Higgs field in 2 dimensions and allows to study this field using classical stochastic calculus and martingale theory.
We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove the limit is Gaussian with the usual diffusive scaling, while in the appropriately scaled cross-sectional slice we establish convergence to the invariant law of a reflecting diffusion in a unit ball. Using the separation of time scales, we also show asymptotic independence between these two components. The parameters of the limit laws are explicit in the growth rate of the boundary and the asymptotic diffusion matrix and reflection vector field. A phase transition occurs when the domain becomes too narrow, in which case we prove that the central limit theorem for the unbounded component fails.
We derive a stochastic representation for determinants of Laplace-type operators on vectors bundles over manifolds. Namely, inverse powers of those determinants are written as the expectation of a product of holonomies defined over Brownian loop soups. Our results hold over compact manifolds of dimension 2 or 3, in the presence of a mass or a boundary. We derive a few consequences, including some continuity of these determinants as a function of the operator, and the conformal invariance of the determinant on surfaces. This expression allows us to construct the scalar field minimally coupled to a prescribed random smooth gauge field, which we prove obeys the so-called Symanzik identities. Some of these results are continuous analogues of the work of A. Kassel and T. L\'evy in the discrete.
We give a general Green formula for the planar Brownian motion, which we apply to study the Aharonov--Bohm effect induced by Poisson distributed magnetic impurities on a Brownian electron in the presence of an inhomogeneous magnetic field.
We prove that the convergence of the real and imaginary parts of the logarithm of the characteristic polynomial of unitary Brownian motion toward Gaussian free fields on the cylinder, as the matrix dimension goes to infinity, holds in certain suitable Sobolev spaces, which we believe to be optimal. This is the natural dynamical analogue of the result for a fixed time by Hughes, Keating and O'Connell [1]. A weak kind of convergence is known since the work of Spohn [2], which was widely improved recently by Bourgade and Falconet [3]. In the course of this research we also proved a Wick-type identity, which we include in this paper, as it might be of independent interest.
We study the set of points $\mathcal{D}_{n,m}$ around which two independent Brownian motions wind at least $n$ (resp. $m$) times. We prove that its area is asymptotically equivalent, in $L^p$ and almost surely, to $\frac{\ell(\mathbb{R}^2)}{4π^2 n m}$, where $\ell$ is the intersection measure of the two trajectories. We also prove that the properly scaled Lebesgue measure carried by $\mathcal{D}_{n,m}$ converges almost surely weakly toward $\ell$.
We define a family of diffeomorphism-invariant models of random connections on principal $G$-bundles over the plane, whose curvatures are concentrated on singular points. In a limit when the number of point grows whilst the singular curvature on each point diminishes, the model converges in some sense towards a Yang--Mills field. We study another regime for which we prove that the holonomy along a Brownian trajectory converges towards an explicit limit.
We show that for $γ<\sqrt{4/3}$, it is possible to define the Levy area of a planar Brownian motion with the Liouville measure of intermittency parameter $γ$ as the underlying area measure. We also consider the case of smoother curves, and study some properties of the integration map thus defined.
We give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point process of large intensity on the plane. This allows us to give a new definition of the Lévy area which does not rely on approximations of the Brownian path.
Let $D_N$ be the set of points around which a planar Brownian motion winds at least $N$ times. We prove that the random measure on the plane with density $2 πN 1_{D_N}$ with respect to the Lebesgue measure converges almost surely weakly, as $N$ tends to infinity, towards the occupation measure of the Brownian motion.