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Vlad Margarint

Publications and source records attributed to Vlad Margarint.

24 records · Page 2Linked to original sources

Continuity in $κ$ in $SLE_κ$ theory using a constructive method and Rough Path Theory

Questions regarding the continuity in $κ$ of the $SLE_κ$ traces and maps appear very naturally in the study of SLE. In order to study the first question, we consider a natural coupling of SLE traces: for different values of $κ$ we use the same Brownian motion. It is very natural to assume that with probability one, $SLE_κ$ depends continuously on $κ$. It is rather easy to show that $SLE$ is continuous in the Carathéodory sense, but showing that $SLE$ traces are continuous in the uniform sense is much harder. In this note we show that for a given sequence $κ_j\toκ\in (0, 8/3)$, for almost every Brownian motion $SLE_κ$ traces converge locally uniformly. This result was also recently obtained by Friz, Tran and Yuan using different methods. In our analysis, we provide a constructive way to study the $SLE_κ$ traces for varying parameter $κ\in (0, 8/3)$. The argument is based on a new dynamical view on the approximation of SLE curves by curves driven by a piecewise square root approximation of the Brownian motion. The second question can be answered naturally in the framework of Rough Path Theory. Using this theory, we prove that the solutions of the backward Loewner Differential Equation driven by $\sqrtκB_t$ when started away from the origin are continuous in the $p$-variation topology in the parameter $κ$, for all $κ\in \mathbb{R}_+$

math.PR↗

A new approach to SLE phase transition

It is well know that $SLE_κ$ curves exhibit a phase transition at $κ=4$. For $κ\le 4$ they are simple curves with probability one, for $κ>4$ they are not. The standard proof is based on the analysis of the Bessel SDE of dimension $d=1+4/κ$. We propose a different approach which is based on the analysis of the Bessel SDE with $d=1-4/κ$. This not only gives a new perspective, but also allows to describe the formation of the SLE `bubbles' for $κ>4$.

math.PR↗

Complex Solutions to Bessel SDEs and SLEs

We consider a variant of Bessel SDE by allowing the solution to be complex valued. Such SDEs appear naturally while studying the trace of Schramm-Loewner-Evolutions (SLE). We establish the existence and uniqueness of the strong solution to such SDEs when the dimension is negative. We also consider the stochastic flow associated to such SDEs and prove that it is almost surely continuous. Our proofs are based on an improvement of the derivative estimate of Rohde-Schramm \cite{RS05}. We finally show the connection between such stochastic flows and SLE$_κ$ for $κ<4$.

math.PR↗

Convergence to closed-form distribution for the backward $SLE_κ$ at some random times and the phase transition at $κ=8$

We study a one-dimensional SDE that we obtain by performing a random time change of the backward Loewner dynamics in $\mathbb{H}$. The stationary measure for this SDE has a closed-form expression. We show the convergence towards its stationary measure for this SDE, in the sense of random ergodic averages. The precise formula of the density of the stationary law gives a phase transition at the value $κ=8$ from integrability to non-integrability, that happens at the same value of $κ$ as the change in behavior of the $SLE_κ$ trace from non-space filling to space-filling curve. Using convergence in total variation for the law of this diffusion towards stationarity, we identify families of random times on which the law of the arguments of points under the backward $SLE_κ$ flow converge to a closed form expression measure. For $κ=4,$ this gives precise characterization for the random times on which the law of the arguments of points under the backward $SLE_κ$ flow converge to the uniform law.

math.PR↗

Proof of the Weak Local Law for Wigner Matrices using Resolvent Expansions

The aim of this paper is to provide a novel proof for the Local Semicircle Law for the Wigner ensemble. The core of the proof is the intensive use of the algebraic structure that arises, i.e. resolvent expansions and resolvent identities. On the analytic side, concentration of measure results and high probability bounds are used. The conclusion is obtained using a bootstrapping argument that provides information about the change of the bounds from large to small scales. This approach leads to a new and shorter proof of the Weak Local Law for Wigner Matrices, that exploits heavily the algebraic structure appearing in the setting.

math.PR↗

Convergence in High Probability of the Quantum Diffusion in a Random Band Matrix Model

We consider Hermitian random band matrices $H$ in $d \geq 1 $ dimensions. The matrix elements $H_{xy},$ indexed by $x, y \in Λ\subset \mathbb{Z}^d,$ are independent, uniformly distributed random variable if $|x-y| $ is less than the band width $W,$ and zero otherwise. We update the previous results of the converge of quantum diffusion in a random band matrix model from convergence of the expectation to convergence in high probability. The result is uniformly in the size $|Λ| $ of the matrix.

math-ph↗