arXiv subjects

Scott Sheffield

Publications and source records attributed to Scott Sheffield.

At least 73 records · Page 4Linked to original sources

arXiv2011

Conformal Loop Ensembles: Construction via Loop-soups

The two-dimensional Brownian loop-soup is a Poissonian random collection of loops in a planar domain with an intensity parameter c. When c is not greater than 1, we show that the outer boundaries of the loop clusters are disjoint simple loops (when c>1, there is almost surely only one cluster) that satisfy certain conformal restriction axioms. We prove various results about loop-soups, cluster sizes, and the c=1 phase transition. Combining this with the results of another paper of ours on the Markovian characterization of simple conformal loop ensembles (CLE), this proves that these outer boundaries of clusters of Brownian loops are in fact SLE(k) loops for k in (8/3, 4]. More generally, it completes the proof of the fact that the following three descriptions of simple CLEs (proposed in earlier works by the authors) are equivalent: (1) The random loop ensembles traced by branching Schramm-Loewner Evolution (SLE(k)) curves for k in (8/3, 4]. (2) The outer-cluster-boundary ensembles of Brownian loop-soups. (3) The (only) random loop ensembles satisfying the conformal restriction axioms.

math.PR↗

arXiv2011

Conformal Loop Ensembles: The Markovian characterization and the loop-soup construction

For random collections of self-avoiding loops in two-dimensional domains, we define a simple and natural conformal restriction property that is conjecturally satisfied by the scaling limits of interfaces in models from statistical physics. This property is basically the combination of conformal invariance and the locality of the interaction in the model. Unlike the Markov property that Schramm used to characterize SLE curves (which involves conditioning on partially generated interfaces up to arbitrary stopping times), this property only involves conditioning on entire loops and thus appears at first glance to be weaker. Our first main result is that there exists exactly a one-dimensional family of random loop collections with this property---one for each k in (8/3,4]---and that the loops are forms of SLE(k). The proof proceeds in two steps. First, uniqueness is established by showing that every such loop ensemble can be generated by an "exploration" process based on SLE. Second, existence is obtained using the two-dimensional Brownian loop-soup, which is a Poissonian random collection of loops in a planar domain. When the intensity parameter c of the loop-soup is less than 1, we show that the outer boundaries of the loop clusters are disjoint simple loops (when c>1 there is almost surely only one cluster) that satisfy the conformal restriction axioms. We prove various results about loop-soups, cluster sizes, and the c=1 phase transition. Taken together, our results imply that the following families are equivalent: 1. The random loop ensembles traced by certain branching SLE(k) curves for k in (8/3, 4]. 2. The outer-cluster-boundary ensembles of Brownian loop-soups for c in (0, 1]. 3. The (only) random loop ensembles satisfying the conformal restriction axioms.

math.PR↗

arXiv2011

Tug-of-war and infinity Laplace equation with vanishing Neumann boundary condition

We study a version of the stochastic "tug-of-war" game, played on graphs and smooth domains, with the empty set of terminal states. We prove that, when the running payoff function is shifted by an appropriate constant, the values of the game after n steps converge in the continuous case and the case of finite graphs with loops. Using this we prove the existence of solutions to the infinity Laplace equation with vanishing Neumann boundary condition.

math.AP↗

arXiv2011

Power law Polya's urn and fractional Brownian motion

We introduce a natural family of random walks on the set of integers that scale to fractional Brownian motion. The increments X_n have the property that given {X_k: k < n}, the conditional law of X_n is that of X_{n-k_n}, where k_n is sampled independently from a fixed law μon the positive integers. When μhas a roughly power law decay (precisely, when it lies in the domain of attraction of an αstable subordinator, for 0 < α< 1/2) the walk scales to fractional Brownian motion with Hurst parameter α+ 1/2. The walks are easy to simulate and their increments satisfy an FKG inequality. In a sense we describe, they are the natural "fractional" analogs of simple random walk on Z.

math.PR↗

arXiv2011

Logarithmic fluctuations for internal DLA

Let each of n particles starting at the origin in Z^2 perform simple random walk until reaching a site with no other particles. Lawler, Bramson, and Griffeath proved that the resulting random set A(n) of n occupied sites is (with high probability) close to a disk B_r of radius r=\sqrt{n/π}. We show that the discrepancy between A(n) and the disk is at most logarithmic in the radius: i.e., there is an absolute constant C such that the following holds with probability one: B_{r - C \log r} \subset A(πr^2) \subset B_{r+ C \log r} for all sufficiently large r.

math.PR↗

arXiv2011

Absolute continuity of Brownian bridges under certain gauge transformations

We prove absolute continuity of Gaussian measures associated to complex Brownian bridges under certain gauge transformations. As an application we prove that the invariant measure for the periodic derivative nonlinear Schrödinger equation obtained by Nahmod, Oh, Rey-Bellet and Staffilani in [20], and with respect to which they proved almost surely global well-posedness, coincides with the weighted Wiener measure constructed by Thomann and Tzvetkov [24]. Thus, in particular we prove the invariance of the measure constructed in [24].

math.AP↗

arXiv2011

Internal DLA in Higher Dimensions

Let A(t) denote the cluster produced by internal diffusion limited aggregation (internal DLA) with t particles in dimension d > 2. We show that A(t) is approximately spherical, up to an O(\sqrt{\log t}) error.

math.PR↗

arXiv2011

Internal DLA and the Gaussian free field

In previous works, we showed that the internal DLA cluster on \Z^d with t particles is a.s. spherical up to a maximal error of O(\log t) if d=2 and O(\sqrt{\log t}) if d > 2. This paper addresses "average error": in a certain sense, the average deviation of internal DLA from its mean shape is of constant order when d=2 and of order r^{1-d/2} (for a radius r cluster) in general. Appropriately normalized, the fluctuations (taken over time and space) scale to a variant of the Gaussian free field.

math.PR↗

arXiv2010

Schramm Loewner Evolution and Liouville Quantum Gravity

We conformally weld (via "quantum zipping") two boundary arcs of a Liouville quantum gravity random surface to generate a random curve called the Schramm-Loewner evolution (SLE). We develop a theory of quantum fractal measures (consistent with the Knizhnik-Polyakov-Zamolochikov relation) and analyze their evolution under welding via SLE martingales. As an application, we construct the natural quantum length and boundary intersection measures on the SLE curve itself.

math-ph↗

arXiv2010

Liouville Quantum Gravity and KPZ

Consider a bounded planar domain D, an instance h of the Gaussian free field on D (with Dirichlet energy normalized by 1/(2π)), and a constant 0 < gamma < 2. The Liouville quantum gravity measure on D is the weak limit as epsilon tends to 0 of the measures ε^{γ^2/2} e^{γh_ε(z)}dz, where dz is Lebesgue measure on D and h_ε(z) denotes the mean value of h on the circle of radius epsilon centered at z. Given a random (or deterministic) subset X of D one can define the scaling dimension of X using either Lebesgue measure or this random measure. We derive a general quadratic relation between these two dimensions, which we view as a probabilistic formulation of the KPZ relation from conformal field theory. We also present a boundary analog of KPZ (for subsets of the boundary of D). We discuss the connection between discrete and continuum quantum gravity and provide a framework for understanding Euclidean scaling exponents via quantum gravity.

math.PR↗

arXiv2010

A contour line of the continuum Gaussian free field

Consider an instance $h$ of the Gaussian free field on a simply connected planar domain with boundary conditions $-λ$ on one boundary arc and $λ$ on the complementary arc, where $λ$ is the special constant $\sqrt{π/8}$. We argue that even though $h$ is defined only as a random distribution, and not as a function, it has a well-defined zero contour line connecting the endpoints of these arcs, whose law is SLE(4). We construct this contour line in two ways: as the limit of the chordal zero contour lines of the projections of $h$ onto certain spaces of piecewise linear functions, and as the only path-valued function on the space of distributions with a natural Markov property.

math.PR↗

arXiv2010

Vector-valued optimal Lipschitz extensions

Consider a bounded open set $U$ in $R^n$ and a Lipschitz function g from the boundary of $U$ to $R^m$. Does this function always have a canonical optimal Lipschitz extension to all of $U$? We propose a notion of optimal Lipschitz extension and address existence and uniqueness in some special cases. In the case $n=m=2$, we show that smooth solutions have two phases: in one they are conformal and in the other they are variants of infinity harmonic functions called infinity harmonic fans. We also prove existence and uniqueness for the extension problem on finite graphs.

math.AP↗

arXiv2010

Absolutely minimal Lipschitz extension of tree-valued mappings

We prove that every Lipschitz function from a subset of a locally compact length space to a metric tree has a unique absolutely minimal Lipschitz extension (AMLE). We relate these extensions to a stochastic game called {\bf Politics} - a generalization of a game called {\bf Tug of War} that has been used in \cite{PSSW09} to study real-valued AMLEs.

math.MG↗

arXiv2009

The natural parametrization for the Schramm-Loewner evolution

The Schramm-Loewner evolution (SLE_κ) is a candidate for the scaling limit of random curves arising in two-dimensional critical phenomena. When κ< 8, an instance of SLE_κis a random planar curve with almost sure Hausdorff dimension d = 1 + κ/8 < 2. This curve is conventionally parametrized by its half plane capacity, rather than by any measure of its d-dimensional volume. For κ< 8, we use a Doob-Meyer decomposition to construct the unique (under mild assumptions) Markovian parametrization of SLE_κthat transforms like a d-dimensional volume measure under conformal maps. We prove that this parametrization is non-trivial (i.e., the curve is not entirely traversed in zero time) for κ< 4(7 - \sqrt{33}) = 5.021 ....

math.PR↗

arXiv2009

Conformal radii for conformal loop ensembles

The conformal loop ensembles CLE(k), defined for k in [8/3, 8], are random collections of loops in a planar domain which are conjectured scaling limits of the O(n) loop models. We calculate the distribution of the conformal radii of the nested loops surrounding a deterministic point. Our results agree with predictions made by Cardy and Ziff and by Kenyon and Wilson for the O(n) model. We also compute the expectation dimension of the CLE(k) gasket, which consists of points not surrounded by any loop, to be 2-(8-k)(3k-8)/32k, which agrees with the fractal dimension given by Duplantier for the O(n) model gasket.

math.PR↗

arXiv2009

Duality and KPZ in Liouville Quantum Gravity

We present a (mathematically rigorous) probabilistic and geometrical proof of the KPZ relation between scaling exponents in a Euclidean planar domain D and in Liouville quantum gravity. It uses the properly regularized quantum area measure dμ_γ=ε^{γ^2/2} e^{γh_ε(z)}dz, where dz is Lebesgue measure on D, γis a real parameter, 0\leq γ<2, and h_ε(z) denotes the mean value on the circle of radius εcentered at z of an instance h of the Gaussian free field on D. The proof extends to the boundary geometry. The singular case γ>2 is shown to be related to the quantum measure dμ_{γ'}, γ' < 2, by the fundamental duality γγ'=4.

math-ph↗

arXiv2008

The Covariant Measure of SLE on the Boundary

We construct a natural measure mu supported on the intersection of a chordal SLE(kappa) curve gamma with the real line R, in the range 4 < kappa < 8. The measure is a function of the SLE path in question. Assuming that boundary measures transform in a ``d-dimensional'' way (where d is the Hausdorff dimension of gamma intersected with R), we show that the measure we construct is (up to multiplicative constant) the unique measure-valued function of the SLE path that satisfies the Domain Markov property.

math.PR↗

arXiv2008

Tug of war with noise: a game theoretic view of the p-Laplacian

Fix a bounded domain Omega in R^d, a continuous function F on the boundary of Omega, and constants epsilon>0, p>1, and q>1 with p^{-1} + q^{-1} = 1. For each x in Omega, let u^epsilon(x) be the value for player I of the following two-player, zero-sum game. The initial game position is x. At each stage, a fair coin is tossed and the player who wins the toss chooses a vector v of length at most epsilon to add to the game position, after which a random ``noise vector'' with mean zero and variance (q/p)|v|^2 in each orthogonal direction is also added. The game ends when the game position reaches some y on the boundary of Omega, and player I's payoff is F(y). We show that (for sufficiently regular Omega) as epsilon tends to zero the functions u^epsilon converge uniformly to the unique p-harmonic extension of F. Using a modified game (in which epsilon gets smaller as the game position approaches the boundary), we prove similar statements for general bounded domains Omega and resolutive functions F. These games and their variants interpolate between the tug of war games studied by Peres, Schramm, Sheffield, and Wilson (p=infinity) and the motion-by-curvature games introduced by Spencer and studied by Kohn and Serfaty (p=1). They generalize the relationship between Brownian motion and the ordinary Laplacian and yield new results about p-capacity and p-harmonic measure.

math.AP↗