Conformal restriction and Brownian motion

IF 1.3 Q2 STATISTICS & PROBABILITY
Hao Wu
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引用次数: 5

Abstract

This survey paper is based on the lecture notes for the mini course in the summer school at Yau Mathematics Science Center, Tsinghua University, 2014. We describe and characterize all random subsets (K) of simply connected domain which satisfy the "conformal restriction" property. There are two different types of random sets: the chordal case and the radial case. In the chordal case, the random set (K) in the upper half-plane (mathbb{H}) connects two fixed boundary points, say 0 and (infty), and given that (K) stays in a simply connected open subset (H) of (mathbb{H}), the conditional law of (Phi(K)) is identical to that of (K), where (Phi) is any conformal map from (H) onto (mathbb{H}) fixing 0 and (infty ). In the radial case, the random set (K) in the upper half-plane (mathbb{H}) connects one fixed boundary points, say 0, and one fixed interior point, say (i), and given that (K) stays in a simply connected open subset (H) of (mathbb{H}), the conditional law of (Phi(K)) is identical to that of (K), where (Phi) is the conformal map from (H) onto (mathbb{H}) fixing 0 and (i). It turns out that the random set with conformal restriction property are closely related to the intersection exponents of Brownian motion. The construction of these random sets relies on Schramm Loewner Evolution with parameter (kappa=8/3) and Poisson point processes of Brownian excursions and Brownian loops.
共形限制和布朗运动
本调查论文基于2014年清华大学丘数学科学中心暑期学校迷你课程的课堂讲稿。我们描述并刻画了单连通域上满足“共形限制”性质的所有随机子集(K)。有两种不同类型的随机集:弦状情况和径向情况。在弦的情况下,上半平面(mathbb{H})上的随机集(K)连接两个固定的边界点,例如0和(infty),并且给定(K)在(mathbb{H})的单连通开子集(H)中,(Phi(K))的条件律与(K)的条件律相同,其中(Phi)是从(H)到(mathbb{H})的任何保角映射,固定0和(infty)。在径向情况下,上半平面(mathbb{H})上的随机集(K)连接了一个固定的边界点(假设0)和一个固定的内部点(假设i),并且给定(K)位于(mathbb{H})的单连通开放子集(H)中,(Phi(K))的条件律与(K)的条件律相同,其中(Phi)是由(H)到(mathbb{H})的共形映射,固定0和(i)。结果表明,具有共形约束性质的随机集合与布朗运动的交指数密切相关。这些随机集的构造依赖于参数(kappa=8/3)的Schramm Loewner演化和布朗漂移和布朗环的泊松点过程。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Probability Surveys
Probability Surveys STATISTICS & PROBABILITY-
CiteScore
4.70
自引率
0.00%
发文量
9
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