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Nathanaël Berestycki

Publications and source records attributed to Nathanaël Berestycki.

At least 19 recordsLinked to original sources

Spectral expansion of LQG heat trace and KPZ scaling

Let $h$ be a whole plane Gaussian free field, and let $Ω$ be a bounded domain in two dimensions. We study the asymptotics as $t\to 0$ of the Liouville quantum gravity (LQG) heat trace, defined as the integral over $Ω$ of the on-diagonal LQG heat kernel. Our main result is to show that the second term in the spectral expansion as $t\to 0$ of the expected heat trace is governed by a nontrivial exponent, given by the KPZ (Knizhnik--Polyakov--Zamolodchikov) relation. A similar but stronger (almost sure) result applies to the related notion of heat content. Along the way we obtain various results on the short-term behaviour of the heat kernel, notably solving a conjecture of \cite{BW} concerning its annealed asymptotics, and showing the finiteness of all moments of the properly rescaled heat kernel.

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The self-dual point of Fortuin--Kasteleyn planar maps is critical

We study the Fortuin--Kasteleyn model of planar maps with parameter $q\in (0,4)$ at and away from its self-dual point. This model is also bijectively equivalent to the fully packed (bicoloured) loop-$O(n)$ model on planar triangulations. These have been traditionally studied using either techniques from analytic combinatorics (based in particular on the gasket decomposition of Borot, Bouttier and Guitter) or probabilistic arguments (based on Sheffield's hamburger-cheeseburger bijection). In this paper we establish a dictionary relating quantities of interest in both approaches. This has several consequences. First, we derive an exact expression for the partition function of the fully packed (colour-symmetric) loop-$O(n)$ model on triangulations, as a function of the outer boundary length. This confirms predictions by Gaudin and Kostov. In particular, this model exhibits critical behaviour, in the sense that the partition function exhibits a power-law decay characteristic of the critical regime at this self-dual point. Secondly, we derive precise asymptotics for geometric features of the self-dual Fortuin--Kasteleyn model of planar maps when $0 < q <4$, such as the exact polynomial tail behaviour of the perimeters of clusters and loops. This sharpens previous results of arXiv:1502.00450 and arXiv:1502.00546. Finally, we prove that Fortuin--Kasteleyn maps undergo a \emph{sharp} phase transition at the self-dual point in the sense that, away from the self-dual point, cluster sizes decay exponentially. This mirrors the celebrated result by Beffara and Duminil-Copin for $q\geq 1$ on a fixed lattice and constitutes the first result establishing that the self-dual point of Fortuin--Kasteleyn maps is the critical point. A key step of our proof is to use the above dictionary and the probabilistic results to justify rigorously an ansatz commonly assumed in the analytic combinatorics literature.

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Massive holomorphicity of near-critical dimers and sine-Gordon model

In this paper, we consider the near-critical dimer model in the setup of isoradial superpositions with Temperleyan boundary conditions. We show that the centered height function converges as the mesh size tends to zero to a limiting field which agrees with the (electromagnetically tilted) sine-Gordon model, whose derivative correlations are described by Grassmann variables (or equivalently determinants involving a massive Dirac operator). This answers a longstanding question in the field. A crucial part of the work is to develop a notion of discrete massive holomorphic functions and the tools to study such functions, in particular finding an exact discrete form of the massive Cauchy--Riemann equations, which is satisfied by the inverse Kasteleyn matrix. In comparison with previous studies, a key novelty of this part of our work is that the mass is not only allowed to be non-constant but can be complex-valued.

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Brownian paths as loop-decorated SLEs

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$_2$.

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On the universality of fluctuations for the cover time

We consider random walks on finite vertex-transitive graphs $Γ$ of bounded degree. We find a simple geometric condition which characterises the cover time fluctuations: the suitably normalised cover time converges to a standard Gumbel variable if and only if $\mathrm{Diam}(Γ)^2 = o(n/\log n)$, where $n = |Γ|$. We prove that this condition is furthermore equivalent to the decorrelation of the uncovered set. The arguments rely on recent breakthroughs by Tessera and Tointon on finitary versions of Gromov's theorem on groups of polynomial growth, which we leverage into strong heat kernel bounds, and refined quantitative estimates on Aldous and Brown's exponential approximation of hitting times, which are of independent interest.

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Stationary hitting times on vertex-transitive graphs

We prove a refined version of the Aldous and Brown's exponential approximation of stationary hitting times. These are valid for all reversible Markov chains. We then specialise our estimates for vertex-transitive graphs, where we obtain improved bounds which depend on the growth of the graphs. The most delicate cases are when the diameter is comparable to that of low-dimensional tori. In particular, in "dimensions" less than four (up to logarithmic factors) our error terms are the square of those of Aldous and Brown. These improved bounds play a crucial role in the companion work arXiv:2202.02255 characterising the fluctuations of the cover time on vertex-transitive graphs.

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Uniform spanning trees and random matrix statistics

We consider a uniform spanning tree in a $δ$-square grid approximation of a planar domain $Ω$. For given integer $n\ge 2$, we condition the tree on the following $n$-arm event: we pick $n$ branches, emanating from $n$ points microscopically close to a given interior point, and condition them to connect to the boundary $\partial Ω$ without intersecting. What can be said about the geometry of these branches? We derive an exact formula for the characteristic function of the total winding of the branches. A surprising consequence of this formula is that in the scaling limit, the behaviour of this function depends on the total number of branches $n$ only through its parity. We also describe the scaling limit of the branches. If $Ω$ is the unit disc, then they hit the boundary (i.e., the unit circle) at random positions which coincide exactly with the eigenvalues of a random matrix of size $n$ drawn from the Circular Orthogonal Ensemble (COE, also called C$β$E with $β=1$). Furthermore, the branches converge to Loewner evolution driven by the circular Dyson Brownian motion with parameter $β= 4$ (i.e., $n$-sided radial SLE$_κ$ with $κ=2$). We thus verify a prediction made by Cardy in this setting. Along the way, we develop a flow-line (imaginary geometry) coupling of $n$-sided radial SLE$_κ$ with the Gaussian free field, which may be of independent interest. Surprisingly, we find that the variance of the corresponding field near the singularity also does not depend on the number $n\ge 2$ of curves. In contrast, the variance of the the winding of the curves behaves as $κ/n^2$, which agrees with the predictions from the physics literature made by Wieland and Wilson numerically, and by Duplantier and Binder using Coulomb gas methods -- but disagrees with a result of Kenyon.

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On the spectral geometry of Liouville quantum gravity

We give a concise presentation of the construction of the Liouville quantum gravity (LQG) eigenvalues and eigenfunctions, i.e., the spectrum associated to the infinitesimal generator of Liouville Brownian motion, the canonical diffusion in the geometry of LQG. We describe the recently obtained Weyl law in this context (giving a short summary of its proof) and report on some work in progress concerning the associated heat trace. Finally, we summarise and propose some new key open problems in this direction.

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Loewner--Kufarev entropy and large deviations of the Hastings--Levitov model

We consider the Hastings--Levitov HL(0) model in the small particle scaling limit and prove a large deviation principle. The rate function is given by the relative entropy of the driving measure $ρ$ for the Loewner--Kufarev equation: \[ H(ρ) = \frac{1}{2π}\iint \barρ_t(θ) \log \barρ_t(θ) dθdt, \] whenever $ρ= \barρ_t dθdt/2π$ with $\int_{S^1} \barρ_t dθ/2π= 1$. We investigate the class of shapes that can be generated by finite entropy Loewner evolution and show that it contains all Weil-Petersson quasicircles, all Becker quasicircles, a Jordan curve with a cusp, and a non-simple curve. We also consider the problem of finding a measure of minimal entropy generating a given shape as well as a simplified version of the problem for a related transport equation.

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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.

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Near-critical dimers and massive SLE

We consider the dimer model on the square and hexagonal lattices with doubly periodic weights. The purpose of this paper is threefold: (a) we establish a rigourous connection with the massive SLE$_2$ constructed by Makarov and Smirnov (and recently revisited by Chelkak and Wan); (b) we show that the convergence takes place in arbitrary bounded domains subject to Temperleyan boundary conditions, and that the scaling limit is universal; and (c) we prove conformal covariance of the scaling limit. For this we introduce an inhomogeneous near-critical dimer model, corresponding to a drift for the underlying random walk which is a smoothly varying vector field or alternatively to an inhomogeneous mass profile. When the vector field derives from a log-convex potential we prove that the corresponding loop-erased random walk has a universal scaling limit. Our techniques rely on an exact discrete Girsanov identity on the triangular lattice which may be of independent interest. We complement our results by stating precise conjectures making connections to a generalised Sine-Gordon model at the free fermion point.

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Dimers on Riemann surfaces I: Temperleyan forests

This is the first article in a series of two papers in which we study the Temperleyan dimer model on an arbitrary bounded Riemann surface of finite topolgical type. The end goal of both papers is to prove the convergence of height fluctuations to a universal and conformally invariant scaling limit. In this part we show that the dimer model on the Temperleyan superposition of a graph embedded on the surface and its dual is well posed, provided that we remove an appropriate number of punctures. We further show that the resulting dimer configuration is in bijection with an object which we call Temperleyan forest, whose law is characterised in terms of a certain topological condition. Finally we discuss the relation between height differences and Temperleyan forest, and give a criterion guaranteeing the convergence of the height fluctuations in terms of the Temperleyan forest.

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Dimers on Riemann surfaces II: conformal invariance and scaling limit

Given a bounded Riemann surface $M$ of finite topological type, we show the existence of a universal and conformally invariant scaling limit for the Temperleyan cycle-rooted spanning forest on any sequence of graphs which approximate $M$ in a reasonable sense (essentially, the invariance principle holds and the walks satisfy a crossing assumption). In combination with the companion paper arxiv:1908.00832, this proves the existence of a universal, conformally invariant scaling limit for the height function of the Temperleyan dimer model on such graphs. Along the way, we describe the relationship between Temperleyan CRSFs and loop measures, and develop tools of independent interest to study the latter using only rough control on the random walk

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Weyl's law in Liouville quantum gravity

Can you hear the shape of Liouville quantum gravity? We obtain a Weyl law for the eigenvalues of Liouville Brownian motion: the $n$-th eigenvalue grows linearly with $n$, with the proportionality constant given by the Liouville area of the domain and a certain deterministic constant $c_γ$ depending on $γ\in (0, 2)$. The constant $c_γ$, initially a complicated function of Sheffield's quantum cone, can be evaluated explicitly and is strictly greater than the equivalent Riemannian constant. At the heart of the proof we obtain sharp asymptotics of independent interest for the small-time behaviour of the on-diagonal heat kernel. Interestingly, we show that the scaled heat kernel displays nontrivial pointwise fluctuations. Fortunately, at the level of the heat trace these pointwise fluctuations cancel each other, which leads to the result. We complement these results with a number of conjectures on the spectral geometry of Liouville quantum gravity, notably suggesting a connection with quantum chaos.

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Thick points of 4D critical branching Brownian motion

We study the thick points of branching Brownian motion and branching random walk with a critical branching mechanism, focusing on the critical dimension $d = 4$. We determine the exponent governing the probability to hit a small ball with an exceptionally high number of pioneers, showing that this has a second-order transition between an exponential phase and a stretched-exponential phase at an explicit value ($a = 2$) of the thickness parameter $a$. We apply the outputs of this analysis to prove that the associated set of thick points $\mathcal{T}(a)$ has dimension $(4-a)_+$, so that there is a change in behaviour at $a=4$ but not at $a = 2$ in this case. Along the way, we obtain related results for the nonpositive solutions of a boundary value problem associated to the semilinear PDE $Δv = v^2$ and develop a strong coupling between tree-indexed random walk and tree-indexed Brownian motion that allows us to deduce analogues of some of our results in the discrete case. We also obtain in each dimension $d\geq 1$ an infinite-order asymptotic expansion for the probability that critical branching Brownian motion hits a distant unit ball, finding that this expansion is convergent when $d\neq 4$ and divergent when $d=4$. This reveals a novel, dimension-dependent critical exponent governing the higher-order terms of the expansion, which we compute in every dimension.

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Piecewise Temperleyan dimers and a multiple SLE$_8$

We consider the dimer model on piecewise Temperleyan, simply connected domains, on families of graphs which include the square lattice as well as superposition graphs. We focus on the spanning tree $\mathcal{T}_δ$ associated to this model via Temperley's bijection, which turns out to be a Uniform Spanning Tree with singular alternating boundary conditions. Generalising the work of the second author with Peltola and Wu \cite{LiuPeltolaWuUST} we obtain a scaling limit result for $\mathcal{T}_δ$. For instance, in the simplest nontrivial case, the limit of $\mathcal{T}_δ$ is described by a pair of trees whose Peano curves are shown to converge jointly to a multiple SLE$_8$ pair. The interface between the trees is shown to be given by an SLE$_2(-1, \ldots, -1)$ curve. More generally we provide an equivalent description of the scaling limit in terms of imaginary geometry. This allows us to make use of the results developed by the first author and Laslier and Ray \cite{BLRdimers}. We deduce that, universally across these classes of graphs, the corresponding height function converges to a multiple of the Gaussian free field with boundary conditions that jump at each non-Temperleyan corner. After centering, this generalises a result of Russkikh \cite{RusskikhDimers} who proved it in the case of the square lattice. Along the way, we obtain results of independent interest on chordal hypergeometric SLE$_8$; for instance we show its law is equal to that of an SLE$_8 (\bar ρ)$ for a certain vector of force points, conditional on its hitting distribution on a specified boundary arc.

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Explosive growth for a constrained Hastings-Levitov aggregation model

We consider a constrained version of the HL$(0)$ Hastings--Levitov model of aggregation in the complex plane, in which particles can only attach to the part of the cluster that has already been grown. Although one might expect that this gives rise to a non-trivial limiting shape, we prove that the cluster grows explosively: in the upper half plane, the aggregate accumulates infinite diameter as soon as it reaches positive capacity. More precisely, we show that after $nt$ particles of (half-plane) capacity $1/(2n)$ have attached, the diameter of the shape is highly concentrated around $\sqrt{t\log n}$, uniformly in $t\in [0,T]$. This illustrates a new instability phenomenon for the growth of single trees/fjords in unconstrained HL$(0)$.

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Multiplicative chaos of the Brownian loop soup

We construct a measure on the thick points of a Brownian loop soup in a bounded domain D of the plane with given intensity $θ>0$, which is formally obtained by exponentiating the square root of its occupation field. The measure is constructed via a regularisation procedure, in which loops are killed at a fix rate, allowing us to make use of the Brownian multiplicative chaos measures previously considered in [BBK94, AHS20, Jeg20a], or via a discrete loop soup approximation. At the critical intensity $θ= 1/2$, it is shown that this measure coincides with the hyperbolic cosine of the Gaussian free field, which is closely related to Liouville measure. This allows us to draw several conclusions which elucidate connections between Brownian multiplicative chaos, Gaussian free field and Liouville measure. For instance, it is shown that Liouville-typical points are of infinite loop multiplicity, with the relative contribution of each loop to the overall thickness of the point being described by the Poisson--Dirichlet distribution with parameter $θ= 1/2$. Conversely, the Brownian chaos associated to each loop describes its microscopic contribution to Liouville measure. Along the way, our proof reveals a surprising exact integrability of the multiplicative chaos associated to a killed Brownian loop soup. We also obtain some estimates on the discrete and continuous loop soups which may be of independent interest.

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