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Scott Sheffield

Publications and source records attributed to Scott Sheffield.

At least 55 records · Page 3Linked to original sources

Gaussian free field light cones and SLE$_κ(ρ)$

We derive a surprising correspondence between SLE$_κ(ρ)$ processes and light cones of the Gaussian free field (GFF). Recall that (one-sided, chordal, origin-seeded) SLE$_κ(ρ)$ processes are in some sense the simplest and most natural variants of the Schramm-Loewner evolution. They were originally defined only for $ρ> -2$, but one can use Lévy compensation to extend the definition to any $ρ> -2-\tfracκ{2}$ and to obtain qualitatively different curves. The triangle $T = \{(κ, ρ): (-2-\tfracκ{2})\vee (\tfracκ{2}-4) < ρ< -2 \}$ is the primary focus of this paper. When $(κ, ρ) \in T$, the SLE$_κ(ρ)$ curves are highly non-simple (and double points are dense) even though $κ< 4$. Let $h$ be an instance of the GFF. Fix $κ\in (0,4)$ and $χ= 2/\sqrtκ - \sqrtκ/2$. Recall that an imaginary geometry ray is a flow line of $e^{i(h/χ+θ)}$ that looks locally like SLE$_κ$. The light cone with parameter $θ\in [0, π]$ is the set of points reachable from the origin by a sequence of rays with angles in $[-θ/2, θ/2]$. When $θ=0$, the light cone looks like SLE$_κ$, and when $θ= π$ it looks like the range of an SLE$_{16/κ}$. We find that when $θ\in (0, π)$ the light cones are either fractal carpets with a dense set of holes or space-filling regions with no holes. We show that every non-space-filling light cone (with $θ\in (0,π]$ and $κ\in (0,4)$) agrees in law with the range of an SLE$_κ(ρ)$ process with $(κ, ρ) \in T$. Conversely, the range of any SLE$_κ(ρ)$ with $(κ,ρ) \in T$ agrees in law with a non-space-filling light cone. As a consequence, we obtain the first proof that these SLE$_κ(ρ)$ processes are continuous and show that they are natural path-valued functions of the GFF.

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Imaginary Geometry I: Interacting SLEs

Fix constants χ>0 and θ\in [0,2π), and let h be an instance of the Gaussian free field on a planar domain. We study flow lines of the vector field e^{i(h/χ+θ)} starting at a fixed boundary point of the domain. Considering all θ\in [0,2π), one obtains a family of curves that look locally like SLE_κ, with κ\in (0,4), where χ= 2/κ^{1/2} - κ^{1/2}/2, which we interpret as the rays of a random geometry with purely imaginary curvature. We extend the fundamental existence and uniqueness results about these paths to the case that the paths intersect the boundary. We also show that flow lines of different angles cross each other at most once but (in contrast to what happens when h is smooth) may bounce off of each other after crossing. Flow lines of the same angle started at different points merge into each other upon intersecting, forming a tree structure. We construct so-called counterflow lines (SLE_{16/κ}) within the same geometry using ordered "light cones" of points accessible by angle-restricted trajectories and develop a robust theory of flow and counterflow line interaction. The theory leads to new results about SLE. For example, we prove that SLE_κ(ρ) processes are almost surely continuous random curves, even when they intersect the boundary, and establish Duplantier duality for general SLE_{16/κ}(ρ) processes.

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Imaginary geometry II: reversibility of SLE_κ(ρ_1;ρ_2) for κ\in (0,4)

Given a simply connected planar domain D, distinct points x,y \in \partial D, and κ>0, the Schramm-Loewner evolution SLE_κis a random continuous non-self-crossing path in the closure of D from x to y. The SLE_κ(ρ_1;ρ_2) processes, defined for ρ_1, ρ_2 > -2, are in some sense the most natural generalizations of SLE_κ. When κ\leq 4, we prove that the law of the time-reversal of an \SLE_κ(ρ_1;ρ_2) from x to y is, up to parameterization, an SLE_κ(ρ_2;ρ_1) from y to x. This assumes that the "force points" used to define SLE_κ(ρ_1;ρ_2) are immediately to the left and right of the SLE seed. A generalization to arbitrary (and arbitrarily many) force points applies whenever the path does not (or is conditioned not to) hit the boundary of D except at the endpoints. The time-reversal symmetry has a particularly natural interpretation when the paths are coupled with the Gaussian free field and viewed as rays of a random geometry. It allows us to couple two instances of the Gaussian free field (with different boundary conditions) so that their difference is almost surely constant on either side of the path. In a fairly general sense, adding appropriate constants to the two sides of a ray reverses its orientation.

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Imaginary geometry III: reversibility of SLE_κ for κ\in (4,8)

Suppose that D is a planar Jordan domain and x and y are distinct boundary points of D. Fix κ\in (4,8) and let η be an SLE_κprocess from x to y in D. We prove that the law of the time-reversal of ηis, up to reparameterization, an SLE_κprocess from y to x in D. More generally, we prove that SLE_κ(ρ_1;ρ_2) processes are reversible if and only if both ρ_i are at least κ/2-4, which is the critical threshold at or below which such curves are boundary filling. Our result supplies the missing ingredient needed to show that for all κ\in (4,8) the so-called conformal loop ensembles CLE_κ are canonically defined, with almost surely continuous loops. It also provides an interesting way to couple two Gaussian free fields (with different boundary conditions) so that their difference is piecewise constant and the boundaries between the constant regions are SLE_κcurves.

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Fractional Gaussian fields: a survey

We discuss a family of random fields indexed by a parameter $s\in \mathbb{R}$ which we call the fractional Gaussian fields, given by \[ \mathrm{FGF}_s(\mathbb{R}^d)=(-Δ)^{-s/2} W, \] where $W$ is a white noise on $\mathbb{R}^d$ and $(-Δ)^{-s/2}$ is the fractional Laplacian. These fields can also be parameterized by their Hurst parameter $H = s-d/2$. In one dimension, examples of $\mathrm{FGF}_s$ processes include Brownian motion ($s = 1$) and fractional Brownian motion ($1/2 < s < 3/2$). Examples in arbitrary dimension include white noise ($s = 0$), the Gaussian free field ($s = 1$), the bi-Laplacian Gaussian field ($s = 2$), the log-correlated Gaussian field ($s = d/2$), Lévy's Brownian motion ($s = d/2 + 1/2$), and multidimensional fractional Brownian motion ($d/2 < s < d/2 + 1$). These fields have applications to statistical physics, early-universe cosmology, finance, quantum field theory, image processing, and other disciplines. We present an overview of fractional Gaussian fields including covariance formulas, Gibbs properties, spherical coordinate decompositions, restrictions to linear subspaces, local set theorems, and other basic results. We also define a discrete fractional Gaussian field and explain how the $\mathrm{FGF}_s$ with $s \in (0,1)$ can be understood as a long range Gaussian free field in which the potential theory of Brownian motion is replaced by that of an isotropic $2s$-stable Lévy process.

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Simple CLE in Doubly Connected Domains

We study Conformal Loop Ensemble (CLE$_κ$) in doubly connected domains: annuli, the punctured disc, and the punctured plane. We restrict attention to CLE$_κ$ for which the loops are simple, i.e. $κ\in (8/3,4]$. In the paper "Conformal Loop Ensemble" by Sheffield and Werner, simple CLE in the unit disc is introduced and constructed as the collection of outer boundaries of outermost clusters of the Brownian loop soup. For simple CLE in the unit disc, any fixed interior point is almost surely surrounded by some loop of CLE. The gasket of the collection of loops in CLE, i.e. the set of points that are not surrounded by any loop, almost surely has Lebesgue measure zero. In the current paper, simple CLE in an annulus is constructed similarly: it is the collection of outer boundaries of outermost clusters of the Brownian loop soup conditioned on the event that there is no cluster disconnecting the two components of the boundary of the annulus. Simple CLE in the punctured disc can be viewed as simple CLE in the unit disc conditioned on the event that the origin is in the gasket. Simple CLE in the punctured plane can be viewed as simple CLE in the whole plane conditioned on the event that both the origin and infinity are in the gasket. We construct and study these three kinds of CLEs, along with the corresponding exploration processes.

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Conformal weldings of random surfaces: SLE and the quantum gravity zipper

We construct a conformal welding of two Liouville quantum gravity random surfaces and show that the interface between them is a random fractal curve called the Schramm-Loewner evolution (SLE), thereby resolving a variant of a conjecture of Peter Jones. We also demonstrate some surprising symmetries of this construction, which are consistent with the belief that (path decorated) random planar maps have (SLE-decorated) Liouville quantum gravity as a scaling limit. We present several precise conjectures and open questions.

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Quantum gravity and inventory accumulation

We begin by studying inventory accumulation at a LIFO (last-in-first-out) retailer with two products. In the simplest version, the following occur with equal probability at each time step: first product ordered, first product produced, second product ordered, second product produced. The inventory thus evolves as a simple random walk on Z^2. In more interesting versions, a p fraction of customers orders the "freshest available" product regardless of type. We show that the corresponding random walks scale to Brownian motions with diffusion matrices depending on p. We then turn our attention to the critical Fortuin-Kastelyn random planar map model, which gives, for each q>0, a probability measure on random (discretized) two-dimensional surfaces decorated by loops, related to the q-state Potts model. A longstanding open problem is to show that as the discretization gets finer, the surfaces converge in law to a limiting (loop-decorated) random surface. The limit is expected to be a Liouville quantum gravity surface decorated by a conformal loop ensemble, with parameters depending on q. Thanks to a bijection between decorated planar maps and inventory trajectories (closely related to bijections of Bernardi and Mullin), our results about the latter imply convergence of the former in a particular topology. A phase transition occurs at p = 1/2, q=4.

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Critical Gaussian multiplicative chaos: Convergence of the derivative martingale

In this paper, we study Gaussian multiplicative chaos in the critical case. We show that the so-called derivative martingale, introduced in the context of branching Brownian motions and branching random walks, converges almost surely (in all dimensions) to a random measure with full support. We also show that the limiting measure has no atom. In connection with the derivative martingale, we write explicit conjectures about the glassy phase of log-correlated Gaussian potentials and the relation with the asymptotic expansion of the maximum of log-correlated Gaussian random variables.

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Log-correlated Gaussian fields: an overview

We survey the properties of the log-correlated Gaussian field (LGF), which is a centered Gaussian random distribution (generalized function) $h$ on $\mathbb R^d$, defined up to a global additive constant. Its law is determined by the covariance formula $$\mathrm{Cov}\bigl[ (h, ϕ_1), (h, ϕ_2) \bigr] = \int_{\mathbb R^d \times \mathbb R^d} -\log|y-z| ϕ_1(y) ϕ_2(z)dydz$$ which holds for mean-zero test functions $ϕ_1, ϕ_2$. The LGF belongs to the larger family of fractional Gaussian fields obtained by applying fractional powers of the Laplacian to a white noise $W$ on $\mathbb R^d$. It takes the form $h = (-Δ)^{-d/4} W$. By comparison, the Gaussian free field (GFF) takes the form $(-Δ)^{-1/2} W$ in any dimension. The LGFs with $d \in \{2,1\}$ coincide with the 2D GFF and its restriction to a line. These objects arise in the study of conformal field theory and SLE, random surfaces, random matrices, Liouville quantum gravity, and (when $d=1$) finance. Higher dimensional LGFs appear in models of turbulence and early-universe cosmology. LGFs are closely related to cascade models and Gaussian branching random walks. We review LGF approximation schemes, restriction properties, Markov properties, conformal symmetries, and multiplicative chaos applications.

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Tricolor percolation and random paths in 3D

We study "tricolor percolation" on the regular tessellation of R^3 by truncated octahedra, which is the three-dimensional analog of the hexagonal tiling of the plane. We independently assign one of three colors to each cell according to a probability vector p = (p_1, p_2, p_3) and define a "tricolor edge" to be an edge incident to one cell of each color. The tricolor edges form disjoint loops and/or infinite paths. These loops and paths have been studied in the physics literature, but little has been proved mathematically. We show that each p belongs to either the compact phase (in which the length of the tricolor loop passing through a fixed edge is a.s. finite, with exponentially decaying law) or the extended phase (in which the probability that an n by n by n box intersects a tricolor path of diameter at least n exceeds a positive constant, independent of n). We show that both phases are non-empty and the extended phase is a closed subset of the probability simplex. We also survey the physics literature and discuss open questions, including the following: Does p=(1/3,1/3,1/3) belong to the extended phase? Is there a.s. an infinite tricolor path for this p? Are there infinitely many? Do they scale to Brownian motion? If p lies on the boundary of the extended phase, do the long paths have a scaling limit analogous to SLE_6 in two dimensions? What can be shown for the higher dimensional analogs of this problem?

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Quantum Loewner Evolution

What is the scaling limit of diffusion limited aggregation (DLA) in the plane? This is an old and famously difficult question. One can generalize the question in two ways: first, one may consider the {\em dielectric breakdown model} $η$-DBM, a generalization of DLA in which particle locations are sampled from the $η$-th power of harmonic measure, instead of harmonic measure itself. Second, instead of restricting attention to deterministic lattices, one may consider $η$-DBM on random graphs known or believed to converge in law to a Liouville quantum gravity (LQG) surface with parameter $γ\in [0,2]$. In this generality, we propose a scaling limit candidate called quantum Loewner evolution, QLE$(γ^2, η)$. QLE is defined in terms of the radial Loewner equation like radial SLE, except that it is driven by a measure valued diffusion $ν_t$ derived from LQG rather than a multiple of a standard Brownian motion. We formalize the dynamics of $ν_t$ using an SPDE. For each $γ\in (0,2]$, there are two or three special values of $η$ for which we establish the existence of a solution to these dynamics and explicitly describe the stationary law of $ν_t$. We also explain discrete versions of our construction that relate DLA to loop-erased random walk and the Eden model to percolation. A certain "reshuffling" trick (in which concentric annular regions are rotated randomly, like slot machine reels) facilitates explicit calculation. We propose QLE$(2,1)$ as a scaling limit for DLA on a random spanning-tree-decorated planar map, and QLE$(8/3,0)$ as a scaling limit for the Eden model on a random triangulation. We propose using QLE$(8/3,0)$ to endow pure LQG with a distance function, by interpreting the region explored by a branching variant of QLE$(8/3,0)$, up to a fixed time, as a metric ball in a random metric space.

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Internal DLA for cylinders

We show that space-time averages of the fluctuations of internal DLA on a cylinder Z_N x Z converge in law to the Gaussian free field.

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Renormalization of Critical Gaussian Multiplicative Chaos and KPZ formula

Gaussian Multiplicative Chaos is a way to produce a measure on $\R^d$ (or subdomain of $\R^d$) of the form $e^{γX(x)} dx$, where $X$ is a log-correlated Gaussian field and $γ\in [0,\sqrt{2d})$ is a fixed constant. A renormalization procedure is needed to make this precise, since $X$ oscillates between $-\infty$ and $\infty$ and is not a function in the usual sense. This procedure yields the zero measure when $γ=\sqrt{2d}$. Two methods have been proposed to produce a non-trivial measure when $γ=\sqrt{2d}$. The first involves taking a derivative at $γ=\sqrt{2d}$ (and was studied in an earlier paper by the current authors), while the second involves a modified renormalization scheme. We show here that the two constructions are equivalent and use this fact to deduce several quantitative properties of the random measure. In particular, we complete the study of the moments of the derivative multiplicative chaos, which allows us to establish the KPZ formula at criticality. The case of two-dimensional (massless or massive) Gaussian free fields is also covered.

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Deterministic approximations of random reflectors

Within classical optics, one may add microscopic "roughness" to a macroscopically flat mirror so that parallel rays of a given angle are reflected at different outgoing angles. Taking the limit (as the roughness becomes increasingly microscopic) one obtains a flat surface that reflects randomly, i.e., the transition from incoming to outgoing ray is described by a probability kernel (whose form depends on the nature of the microscopic roughness). We consider two-dimensional optics (a.k.a. billiards) and show that every random reflector on a line that satisfies a necessary measure-preservation condition (well established in the theory of billiards) can be approximated by deterministic reflectors in this way.

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Strong path convergence from Loewner driving function convergence

We show that, under mild assumptions on the limiting curve, a sequence of simple chordal planar curves converges uniformly whenever certain Loewner driving functions converge. We extend this result to random curves. The random version applies in particular to random lattice paths that have chordal $\mathrm {SLE}_κ$ as a scaling limit, with $κ<8$ (nonspace-filling). Existing $\mathrm {SLE}_κ$ convergence proofs often begin by showing that the Loewner driving functions of these paths (viewed from $\infty$) converge to Brownian motion. Unfortunately, this is not sufficient, and additional arguments are required to complete the proofs. We show that driving function convergence is sufficient if it can be established for both parametrization directions and a generic observation point.

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A duality principle for selection games

A dinner table seats k guests and holds n discrete morsels of food. Guests select morsels in turn until all are consumed. Each guest has a ranking of the morsels according to how much he would enjoy eating them; these rankings are commonly known. A gallant knight always prefers one food division over another if it provides strictly more enjoyable collections of food to one or more other players (without giving a less enjoyable collection to any other player) even if it makes his own collection less enjoyable. A boorish lout always selects the morsel that gives him the most enjoyment on the current turn, regardless of future consumption by himself and others. We show the way the food is divided when all guests are gallant knights is the same as when all guests are boorish louts but turn order is reversed. This implies and generalizes a classical result of Kohler and Chandrasekaran (1971) about two players strategically maximizing their own enjoyments. We also treat the case that the table contains a mixture of boorish louts and gallant knights. Our main result can also be formulated in terms of games in which selections are made by groups. In this formulation, the surprising fact is that a group can always find a selection that is simultaneously optimal for each member of the group.

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Schramm's proof of Watts' formula

Gérard Watts predicted a formula for the probability in percolation that there is both a left--right and an up--down crossing, which was later proved by Julien Dubédat. Here we present a simpler proof due to Oded Schramm, which builds on Cardy's formula in a conceptually appealing way: the triple derivative of Cardy's formula is the sum of two multi-arm densities. The relative sizes of the two terms are computed with Girsanov conditioning. The triple integral of one of the terms is equivalent to Watts' formula. For the relevant calculations, we present and annotate Schramm's original (and remarkably elegant) Mathematica code.

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