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Loop O ( n ) model on random quadrangulations: the cascade of loop perimeters 12 Pascal Maillard 6 4 1 2 3 4 5 2 1 1 (Universit Paris-Sud / Paris-Saclay) 2 11 12 21 based on joint work with 1 1 Linxiao Chen and Nicolas


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12 6 4 2 1 1 1 1 1 2

∅ 1 2 3 4 5 11 12 21 111

Loop O(n) model on random quadrangulations: the cascade of loop perimeters Pascal Maillard

(Université Paris-Sud / Paris-Saclay) based on joint work with Linxiao Chen and Nicolas Curien Cargèse, 23 September 2016

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 1 / 31

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1

Model and results

2

Multiplicative cascades

3

Proofs

4

Relation with results on CLE

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 2 / 31

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Model and results

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 3 / 31

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Definitions

A bipartite map with a boundary is a rooted bipartite map in which the face

  • n the right of the root edge is called the external face, and the other faces

called internal faces. A quadrangulation with a boundary is a bipartite map with a boundary whose internal faces are all quadrangles. Remark The boundary is not necessarily simple.

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 4 / 31

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Definitions

A bipartite map with a boundary is a rooted bipartite map in which the face

  • n the right of the root edge is called the external face, and the other faces

called internal faces. A quadrangulation with a boundary is a bipartite map with a boundary whose internal faces are all quadrangles. Remark The boundary is not necessarily simple. We denote by 2p the perimeter of the map (i.e. degree of the exter- nal face). տ 2p = 24

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 4 / 31

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Loop O(n) model on quadrangulations

A loop configuration on a quadrangulation with boundary q is a collection of disjoint simple closed paths on the dual of q which do not visit the external

  • face. We restrict ourselves to the so-called rigid loops, i.e. such that every

internal face is of type

  • r

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 5 / 31

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Loop O(n) model on quadrangulations

A loop configuration on a quadrangulation with boundary q is a collection of disjoint simple closed paths on the dual of q which do not visit the external

  • face. We restrict ourselves to the so-called rigid loops, i.e. such that every

internal face is of type

  • r

Op =

  • (q, ℓ)
  • q is a quadrangulation with a boundary of length 2p,

ℓ is a rigid loop configuration on q.

  • For n ∈ (0, 2) and g, h > 0, let

Fp(n; g, h) =

  • (q,ℓ)∈Op

g# h# n#

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 5 / 31

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Loop O(n) model on quadrangulations

A loop configuration on a quadrangulation with boundary q is a collection of disjoint simple closed paths on the dual of q which do not visit the external

  • face. We restrict ourselves to the so-called rigid loops, i.e. such that every

internal face is of type

  • r

Op =

  • (q, ℓ)
  • q is a quadrangulation with a boundary of length 2p,

ℓ is a rigid loop configuration on q.

  • For n ∈ (0, 2) and g, h > 0, let

Fp(n; g, h) =

  • (q,ℓ)∈Op

g# h# n# A triple (n; g, h) is admissible if Fp(n; g, h) < ∞. (This is independent of p).

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 5 / 31

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Loop O(n) model on quadrangulations

Definition Fix p > 0. For each admissible triple (n; g, h), we define a probability distribution on Op by P(p)

n;g,h((q, ℓ)) = g#

h# n# Fp(n; g, h)

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 6 / 31

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Loop O(n) model on quadrangulations

Definition Fix p > 0. For each admissible triple (n; g, h), we define a probability distribution on Op by P(p)

n;g,h((q, ℓ)) = g#

h# n# Fp(n; g, h)

  • P(12)

n;g,h( · ) =

g8 h38 n9 F12(n; g, h)

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 6 / 31

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Theorem (Borot, Bouttier, Guitter ’12) For all admissible (n; g, h), there exist κ(n; g, h) and α(n; g, h) such that Fp(n; g, h) ∼

p→∞ C κ−p p−α−1/2

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 7 / 31

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Theorem (Borot, Bouttier, Guitter ’12) For all admissible (n; g, h), there exist κ(n; g, h) and α(n; g, h) such that Fp(n; g, h) ∼

p→∞ C κ−p p−α−1/2

For each n ∈ (0, 2), there are four possible values of α subcritical: α = 1 generic critical: α = 2 non-generic critical dense phase: α = 3 2 − 1 π arccos(n/2) ∈ (1, 3/2) dilute phase: α = 3 2 + 1 π arccos(n/2) ∈ (3/2, 2)

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 7 / 31

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Theorem (Borot, Bouttier, Guitter ’12) For all admissible (n; g, h), there exist κ(n; g, h) and α(n; g, h) such that Fp(n; g, h) ∼

p→∞ C κ−p p−α−1/2

For each n ∈ (0, 2), there are four possible values of α subcritical: α = 1 generic critical: α = 2 non-generic critical dense phase: α = 3 2 − 1 π arccos(n/2) ∈ (1, 3/2) dilute phase: α = 3 2 + 1 π arccos(n/2) ∈ (3/2, 2)

h g

1 12

dense dilute generic critical subcritical

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 7 / 31

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The perimeter cascade of loops

We focus on the hierarchical structure of the loops, which we represent by a tree labeled by the half-perimeters of the loops.

12 6 4 2 1 1 1 1 1 2

∅ 1 2 3 4 5 11 12 21 111

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The perimeter cascade of loops

We focus on the hierarchical structure of the loops, which we represent by a tree labeled by the half-perimeters of the loops.

12 6 4 2 1 1 1 1 1 2

∅ 1 2 3 4 5 11 12 21 111

We complete the tree by vertices of label 0. This gives a random process (χ(p)(u))u∈U indexed by the Ulam tree U =

n≥0(N∗)n. We call this process

the (half-)perimeter cascade of the rigid loop O(n) model on quadrangulations.

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 8 / 31

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Main results

Theorem (CCM 2016+) Let (χ(p)(u))u∈U be the previously defined perimeter cascade. Then, we have the following convergence in distribution in ℓ∞(U):

  • p−1χ(p)(u)
  • u∈U

p→∞

= ⇒ (Zα(u))u∈U, where Zα = (Zα(u))u∈U is a multiplicative cascade to be defined later.

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 9 / 31

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Related results

Borot, Bouttier, Duplantier ’16: Number of loops surrounding a marked vertex. Common belief: map + O(n) loops ↔ Liouville quantum gravity + conformal loop ensemble (more on this later). huge literature on random planar maps with statistical mechanics model (uniform spanning tree, Potts model) in different scientific fields (combinatorics, probability, physics) Random planar map without statistical mechanics model, endowed with graph metric: limiting metric space is Brownian Map (Miermont, Le Gall ’13)

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 10 / 31

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Multiplicative cascades

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 11 / 31

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Multiplicative cascades

Definition A multiplicative cascade is a random process Z = (Z(u))u∈U such that Z(∅) = 1, ∀u ∈ U, i ≥ 1 : Z(ui) = Z(u) · ξ(u, i), where (ξ(u))u∈U = (ξ(u, i), i ≥ 1)u∈U is an i.i.d. family of random vectors in (R+)N∗. The law of ξ = ξ(∅) is the offspring distribution of the cascade Z. Remark: X = log Z = (log Z(u))u∈U is a branching random walk.

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 12 / 31

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Multiplicative cascades and branching random walks: a short history

Cascades multiplicatives: Mandelbrot, Kahane, Peyrière. . . Motivation: Model of the energy cascade in turbulent fluids Studied mostly on d-ary tree (i.e. ξi = 0 pour i > d). Multiplicative cascade gives a random measure on the tree boundary, theory mostly studies the multifractal properties

  • f this random measure. Interaction between geometry of

the tree and the values of the process Z(u). Branching random walks: Hammersley, Kingman, Biggins. . . Motivation: Generalisation of the Crump-Mode-Jagers process (branching process with age) u: particle, X(u): position of the particle u. Theory mostly studies the distribution of the particle positions, ignoring the geometry of the tree. Particular focus

  • n extremal particles.

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 13 / 31

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Mellin transform and martigales of multiplicative cascades

Definition (Mellin transform) φ(θ) := E

  • i∈N∗

ξ(i)θ

  • ∈ (−∞, +∞]

log φ is convex W (θ)

n

:= φ(θ)−n

|u|=n Z(u)θ is

a martingale.

log φ θ1 θ2 θ (log φ)′(θ1) < (log φ(θ1))/θ1 uniformly integrable (log φ)′(θ2) > (log φ(θ2))/θ2 not uniformly integrable

Theorem (Biggins, Lyons) (W (θ)

n )n≥0 is uniformly integrable (u.i.) if and only if

E[W (θ)

1

log+ W (θ)

1

] < ∞ and (log φ)′(θ) < (log φ(θ))/θ

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 14 / 31

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The multiplicative cascade Zα

(ζt)t≥0: α-stable Lévy process without negative jumps, started from 0. τ: the hitting time of −1 by ζ. (∆ζ)↓

τ: the jumps of ζ before τ, sorted in ↓ order.

d να :=

1/τ E[1/τ]d

να, where ˜ να is the law of (∆ζ)↓

τ

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 15 / 31

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The multiplicative cascade Zα

(ζt)t≥0: α-stable Lévy process without negative jumps, started from 0. τ: the hitting time of −1 by ζ. (∆ζ)↓

τ: the jumps of ζ before τ, sorted in ↓ order.

d να :=

1/τ E[1/τ]d

να, where ˜ να is the law of (∆ζ)↓

τ

Theorem (CCM 2016+) Let (χ(p)(u))u∈U be the perimeter cascade of the rigid loop O(n) model on

  • quadrangulations. Then we have the convergence in distribution in ℓ∞(U):
  • p−1χ(p)(u)
  • u∈U

p→∞

= ⇒ (Zα(u))u∈U, where (Zα(u))u∈U is a multiplicative cascade of offspring distribution να.

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 15 / 31

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Properties of Zα

Theorem (CCM 2016+) The Mellin transform of the multiplicative cascade Zα is φα(θ) = sin(π(2 − α)) sin(π(θ − α)) pour θ ∈ (α, α+1) and φα(θ) = ∞ otherwise.

1.0 1.5 2.0 2.5 3.0 0.0 0.5 1.0 1.5 2.0 2.5 1.9 1.8 1.7 1.6 1.5 1.4 1.3 1.2 1.1

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Intrinsic martingales

If φα(θ) = 1, then W (θ)

n

=

  • |u|=n

Zα(u)θ is called an intrinsic martingale. For α = 3/2, there are two intrinsic martingales with θ = 2 and θ = 2α − 1. It follows from Biggins’ theorem that if α ∈ (3/2, 2) (dilute phase), then 2 < 2α − 1, hence W (2) is u.i., whereas W (2α−1) is not, if α ∈ (1, 3/2) (dense phase), then 2α − 1 < 2, hence W (2α−1) is u.i., whereas W (2) is not,

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 17 / 31

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Intrinsic martingales

If φα(θ) = 1, then W (θ)

n

=

  • |u|=n

Zα(u)θ is called an intrinsic martingale. For α = 3/2, there are two intrinsic martingales with θ = 2 and θ = 2α − 1. It follows from Biggins’ theorem that if α ∈ (3/2, 2) (dilute phase), then 2 < 2α − 1, hence W (2) is u.i., whereas W (2α−1) is not, if α ∈ (1, 3/2) (dense phase), then 2α − 1 < 2, hence W (2α−1) is u.i., whereas W (2) is not, This suggests the following for the volume Volp of the random quandragulation with perimeter p: Volume scaling dilute phase: Volp /p2 converges in law to W (2)

∞ as p → ∞

dense phase: Volp /p2α−1 converges in law to W (2α−1)

as p → ∞.

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 17 / 31

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Proofs

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 18 / 31

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The gasket decomposition

[Borot, Bouttier, Guitter ’12]

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 19 / 31

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The gasket decomposition

[Borot, Bouttier, Guitter ’12]

gasket

gasket: a bipartite map

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 19 / 31

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The gasket decomposition

[Borot, Bouttier, Guitter ’12]

gasket

gasket: a bipartite map A hole of size 2k in the gasket: an element of Ok + a “necklace”

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 19 / 31

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The gasket decomposition

[Borot, Bouttier, Guitter ’12]

gasket

gasket: a bipartite map A hole of size 2k in the gasket: an element of Ok + a “necklace” ⇒ fixed point condition

  • Fp(n; g, h) = Bp(g1, g2, . . .)

gk = gδk,2 + n h2k Fk(n; g, h) (k ≥ 1)

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The gasket decomposition

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The gasket decomposition

A (head) gasket.

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 20 / 31

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Encoding the gasket: the BDG and JS bijections

[Bouttier, Di Francesco, Guitter ’04, Janson, Stefánsson ’15]

Starting point: pointed bipartite map

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 21 / 31

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Encoding the gasket: the BDG and JS bijections

[Bouttier, Di Francesco, Guitter ’04, Janson, Stefánsson ’15]

Starting point: pointed bipartite map

  • 2

2 1

  • 1

1

  • 1

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 21 / 31

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Encoding the gasket: the BDG and JS bijections

[Bouttier, Di Francesco, Guitter ’04, Janson, Stefánsson ’15]

Starting point: pointed bipartite map

  • 2
  • 1

1 2 1

  • 1
  • 2

2 1

  • 1

1

  • 1

BDG

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 21 / 31

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Encoding the gasket: the BDG and JS bijections

[Bouttier, Di Francesco, Guitter ’04, Janson, Stefánsson ’15]

Starting point: pointed bipartite map

  • 1

1 2 1

  • 1
  • 2

g1 g1 g1 g2 g2 g4 g1 g1 g1 g1 g2 g4 BDG

gk face of degree 2k

BDG

− − − − → gk • of degree k

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 21 / 31

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Encoding the gasket: the BDG and JS bijections

[Bouttier, Di Francesco, Guitter ’04, Janson, Stefánsson ’15]

Starting point: pointed bipartite map

g1 g1 g1 g2 g2 g4 g1 g1 g1 g1 g2 g4 ˜ g1 ˜ g1 ˜ g4 ˜ g1 ˜ g2 ˜ g1 BDG

gk face of degree 2k

BDG

− − − − → gk • of degree k

labels

− − − → ˜ gk • of degree k ˜ gk = gk 2k−1

k

  • Pascal Maillard

Loop O(n) model on random quadrangulations: the cascade of loop perimeters 21 / 31

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Encoding the gasket: the BDG and JS bijections

[Bouttier, Di Francesco, Guitter ’04, Janson, Stefánsson ’15]

Starting point: pointed bipartite map

g1 g1 g1 g2 g2 g4 g1 g1 g1 g1 g2 g4 ˜ g1 ˜ g1 ˜ g4 ˜ g1 ˜ g2 ˜ g1 BDG

gk face of degree 2k

BDG

− − − − → gk • of degree k

labels

− − − → ˜ gk • of degree k ˜ gk = gk 2k−1

k

  • Pascal Maillard

Loop O(n) model on random quadrangulations: the cascade of loop perimeters 21 / 31

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Encoding the gasket: the BDG and JS bijections

[Bouttier, Di Francesco, Guitter ’04, Janson, Stefánsson ’15]

Starting point: pointed bipartite map

g1 g1 g1 g2 g2 g4 g1 g1 g1 g1 g2 g4 ˜ g1 ˜ g1 ˜ g4 ˜ g1 ˜ g2 ˜ g1 ˜ g1 ˜ g1 ˜ g1 ˜ g1 ˜ g1 ˜ g4 BDG JS

gk face of degree 2k

BDG

− − − − → gk • of degree k

labels

− − − → ˜ gk • of degree k ˜ gk = gk 2k−1

k

  • Pascal Maillard

Loop O(n) model on random quadrangulations: the cascade of loop perimeters 21 / 31

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Encoding the gasket: the BDG and JS bijections

[Bouttier, Di Francesco, Guitter ’04, Janson, Stefánsson ’15]

Starting point: pointed bipartite map

g1 g1 g1 g2 g2 g4 g1 g1 g1 g1 g2 g4 ˜ g1 ˜ g1 ˜ g4 ˜ g1 ˜ g2 ˜ g1 ˜ g1 ˜ g1 ˜ g1 ˜ g1 ˜ g1 ˜ g4 BDG JS

gk face of degree 2k

BDG

− − − − → gk • of degree k

labels

− − − → ˜ gk • of degree k ˜ gk = gk 2k−1

k

  • JS

− − − → ˜ gk • with k descendants (k ≥ 1)

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 21 / 31

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Encoding the gasket: the BDG and JS bijections

[Bouttier, Di Francesco, Guitter ’04, Janson, Stefánsson ’15]

Starting point: pointed bipartite map

g1 g1 g1 g2 g2 g4 g1 g1 g1 g1 g2 g4 ˜ g1 ˜ g1 ˜ g4 ˜ g1 ˜ g2 ˜ g1 ˜ g1 ˜ g1 ˜ g1 ˜ g1 ˜ g1 ˜ g4 BDG JS

gk face of degree 2k

BDG

− − − − → gk • of degree k

labels

− − − → ˜ gk • of degree k ˜ gk = gk 2k−1

k

  • JS

− − − → ˜ gk • with k descendants (k ≥ 1) (1 ◦ with 0 descendant)

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 21 / 31

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Encoding the gasket: the BDG and JS bijections

pointed bipartite maps under the Boltzmann distribution P•

p,g(M = m•) =

k=1 gfk(m•) k

B•

p(g) BDG

− →

JS

Galton-Watson tree

  • f offspring distribution

µJS(k) = ˜ gkκk−1 ∼ Ck−α face of degree 2k − → internal vertex with k children vertices − → leaves

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 22 / 31

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Encoding the gasket: the BDG and JS bijections

pointed bipartite maps under the Boltzmann distribution P•

p,g(M = m•) =

k=1 gfk(m•) k

B•

p(g) BDG

− →

JS

Galton-Watson tree

  • f offspring distribution

µJS(k) = ˜ gkκk−1 ∼ Ck−α face of degree 2k − → internal vertex with k children vertices − → leaves The BDG-JS bijection applies naturally to pointed bipartite maps. To recover a non-pointed Boltzmann map, we need to bias the law of the Galton-Watson tree by 1/{its number of leaves}. Ep,g[F(M)] = E•

p,g

  • 1

#vertexF(M)

  • E•

p,g

  • 1

#vertex

  • = EGW
  • 1

#leafF(T)

  • EGW
  • 1

#leaf

  • Pascal Maillard

Loop O(n) model on random quadrangulations: the cascade of loop perimeters 22 / 31

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Encoding the gasket: scaling limit of the hole sizes

Conclusion Let (χ(p)(i))i≥1 be the half-degrees of faces of the gasket, sorted in ↓ order and completed with zeros. Then for all bounded functions F, E[F(χ(p)(i))] = E

  • 1

#{i≤Tp:Xi=−1}F((Xi + 1)↓ Tp)

  • E
  • 1

#{i≤Tp:Xi=−1}

  • where Sn = X1 + X2 + · · · + Xn is a random walk with step distribution

µ(k) = µJS(k + 1) (k ≥ −1) and Tp its hitting time of −p.

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Encoding the gasket: scaling limit of the hole sizes

Conclusion Let (χ(p)(i))i≥1 be the half-degrees of faces of the gasket, sorted in ↓ order and completed with zeros. Then for all bounded functions F, E[F(χ(p)(i))] = E

  • 1

#{i≤Tp:Xi=−1}F((Xi + 1)↓ Tp)

  • E
  • 1

#{i≤Tp:Xi=−1}

  • where Sn = X1 + X2 + · · · + Xn is a random walk with step distribution

µ(k) = µJS(k + 1) (k ≥ −1) and Tp its hitting time of −p. When p is large, #{i ≤ Tp : Xi = −1} ≈ µ(−1)Tp.

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 23 / 31

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Encoding the gasket: scaling limit of the hole sizes

Conclusion Let (χ(p)(i))i≥1 be the half-degrees of faces of the gasket, sorted in ↓ order and completed with zeros. Then for all bounded functions F, E[F(χ(p)(i))] ≈ E

  • 1

Tp F((Xi + 1)↓ Tp)

  • E
  • 1

Tp

E

  • 1

τ F((∆ζ)↓ τ)

  • E

1

τ

  • where Sn = X1 + X2 + · · · + Xn is a random walk with step distribution

µ(k) = µJS(k + 1) (k ≥ −1) and Tp its hitting time of −p. When p is large, #{i ≤ Tp : Xi = −1} ≈ µ(−1)Tp. Proposition (p−1χ(p)(i))i≥1 = ⇒

p→∞ να as p → ∞ in the sense of finite dimensional

marginals.

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An identity on random walks

Theorem (CCM) Let Sn = X1 + · · · + Xn be a random walk with steps Xi ∈ {−1, 0, 1, · · · }. Let Tp be its hitting time of −p. Then, for all f : Z → R+ and all p ≥ 2, E   1 Tp − 1

Tp

  • i=1

f (Xi)   = E

  • f (X1)

p p + X1

  • .

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An identity on random walks

Theorem (CCM) Let Sn = X1 + · · · + Xn be a random walk with steps Xi ∈ {−1, 0, 1, · · · }. Let Tp be its hitting time of −p. Then, for all f : Z → R+ and all p ≥ 2, E   1 Tp − 1

Tp

  • i=1

f (Xi)   = E

  • f (X1)

p p + X1

  • .

Theorem (CCM) Let (ηt)t≥0 be a Lévy process without negative jumps and of Lévy measure π. Let τ be its hitting time at −1. Then, for all measurable f : R∗

+ → R+

E   1 τ

  • t≤τ

f (∆ηt)   =

  • f (x)

1 1 + xπ(dx).

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 24 / 31

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SLIDE 50

Proof of the discrete identity

Kemperman’s formula ( /cyclic lemma /ballot theorem . . .) If the F is invariant under cyclic permutation of its arguments, then E

  • F(X1, · · · , Xn)1{Tp=n}
  • = p

n E

  • F(X1, · · · , Xn)1{Sn=−p}
  • Pascal Maillard

Loop O(n) model on random quadrangulations: the cascade of loop perimeters 25 / 31

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SLIDE 51

Proof of the discrete identity

Kemperman’s formula ( /cyclic lemma /ballot theorem . . .) If the F is invariant under cyclic permutation of its arguments, then E

  • F(X1, · · · , Xn)1{Tp=n}
  • = p

n E

  • F(X1, · · · , Xn)1{Sn=−p}
  • Proof.

An := E n

  • i=1

f (Xi)1{Tp=n}

  • = p

n E n

  • i=1

f (Xi)1{Sn=−p}

  • by Kemperman’s formula

= p E

  • f (X1)1{Sn=−p}
  • by cyclic symmetry

= p E

  • f (X1)1{˜

Sn−1=−p−X1}

  • by Markov property

= p E

  • f (X1) n − 1

p + X1 1{˜

Tp+X1 =n−1}

  • by Kemperman’s formula.

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 25 / 31

slide-52
SLIDE 52

Proof of the discrete identity

Kemperman’s formula ( /cyclic lemma /ballot theorem . . .) If the F is invariant under cyclic permutation of its arguments, then E

  • F(X1, · · · , Xn)1{Tp=n}
  • = p

n E

  • F(X1, · · · , Xn)1{Sn=−p}
  • Proof.

An := E n

  • i=1

f (Xi)1{Tp=n}

  • = p

n E n

  • i=1

f (Xi)1{Sn=−p}

  • by Kemperman’s formula

= p E

  • f (X1)1{Sn=−p}
  • by cyclic symmetry

= p E

  • f (X1)1{˜

Sn−1=−p−X1}

  • by Markov property

= p E

  • f (X1) n − 1

p + X1 1{˜

Tp+X1 =n−1}

  • by Kemperman’s formula.

For p ≥ 2 we have always Tp ≥ 2, hence E   1 Tp − 1

Tp

  • i=1

f (Xi)   =

  • n=2

An n − 1 = p

  • n=2

E

  • f (X1)

1 p + X1 1{˜

Tp+X1 =n−1}

  • = E
  • f (X1)

p p + X1

  • .

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 25 / 31

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SLIDE 53

Consequences of the identities

The Mellin transform of the continuous cascade Zα: for θ ∈ (α, α + 1), E

  • 1

τ

  • t≤τ

(∆ηt)θ

  • E

1

τ

  • =

1+xπ(dx)

  • 1

1+xπ(dx) = sin(π(2 − α))

sin(π(θ − α))

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 26 / 31

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SLIDE 54

Consequences of the identities

The Mellin transform of the continuous cascade Zα: for θ ∈ (α, α + 1), E

  • 1

τ

  • t≤τ

(∆ηt)θ

  • E

1

τ

  • =

1+xπ(dx)

  • 1

1+xπ(dx) = sin(π(2 − α))

sin(π(θ − α)) Convergence of moments of the offspring distribution E ∞

  • i=1
  • p−1χ(p)(i)

θ

p→∞ E

  • i=1

(Zα(i))θ

  • Pascal Maillard

Loop O(n) model on random quadrangulations: the cascade of loop perimeters 26 / 31

slide-55
SLIDE 55

Consequences of the identities

The Mellin transform of the continuous cascade Zα: for θ ∈ (α, α + 1), E

  • 1

τ

  • t≤τ

(∆ηt)θ

  • E

1

τ

  • =

1+xπ(dx)

  • 1

1+xπ(dx) = sin(π(2 − α))

sin(π(θ − α)) Convergence of moments of the offspring distribution E  

|u|=k

  • p−1χ(p)(u)

θ   − →

p→∞ E

 

|u|=k

(Zα(u))θ  

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 26 / 31

slide-56
SLIDE 56

Consequences of the identities

The Mellin transform of the continuous cascade Zα: for θ ∈ (α, α + 1), E

  • 1

τ

  • t≤τ

(∆ηt)θ

  • E

1

τ

  • =

1+xπ(dx)

  • 1

1+xπ(dx) = sin(π(2 − α))

sin(π(θ − α)) Convergence of moments of the offspring distribution E  

|u|=k

  • p−1χ(p)(u)

θ   − →

p→∞ E

 

|u|=k

(Zα(u))θ   For all k ∈ N: convergence in ℓ∞(Uk) of the perimeter cascade (Uk : first k generations of the Ulam tree).

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 26 / 31

slide-57
SLIDE 57

Consequences of the identities

The Mellin transform of the continuous cascade Zα: for θ ∈ (α, α + 1), E

  • 1

τ

  • t≤τ

(∆ηt)θ

  • E

1

τ

  • =

1+xπ(dx)

  • 1

1+xπ(dx) = sin(π(2 − α))

sin(π(θ − α)) Convergence of moments of the offspring distribution E  

|u|=k

  • p−1χ(p)(u)

θ   − →

p→∞ E

 

|u|=k

(Zα(u))θ   For all k ∈ N: convergence in ℓ∞(Uk) of the perimeter cascade (Uk : first k generations of the Ulam tree). Convergence in ℓ∞(U): NOT a consequence, obtained by other methods (martingale inequalities and exact bounds on volume of random quadrangulations with small perimeter).

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 26 / 31

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SLIDE 58

Relation with results on CLE

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 27 / 31

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SLIDE 59

Map + O(n) ↔ LQG + CLE

Common belief: ∃ embedding of planar maps to unit disk D (uniformization, circle packing...), such that volume measure of random planar map + O(n) loops → LQGγ + CLEκ Parameters related by α − 3 2 = ± 1 π arccos(n/2) = 4 κ − 1, γ =

  • min(κ, 16/κ)

Let’s focus on the dilute phase: α > 3/2, κ < 4, γ = √κ Then we saw before: Volp ∼ p2.

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 28 / 31

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SLIDE 60

Nb of loops around small balls in random quadrangulation

For δ > 0 (small), consider the set Lδ of vertices u in the Ulam tree such that Zα(u)2 < δ and Zα(v)2 ≥ δ for all v ≺ u. Define W (θ),δ =

  • u∈Lδ

ϕα(θ)−|u|Zα(u)θ. Then since (W (θ)

n )n≥0 is u.i.,

1 = E[W (θ),δ] ≈ δθ/2E[

  • u∈Lδ

ϕα(θ)−|u|]. Suggests: if we partition the vertices of the quadrangulation into metric balls Bδ(v) of volume δ and denote by Nδ(v) the number of vertices surrounding the ball Bδ(v), then (cf Borot, Bouttier, Duplantier ’16) E[

  • v

φα(θ)−Nδ(v)] ≈ δ−θ/2.

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 29 / 31

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SLIDE 61

Nb of loops around small quantum balls, LQG√κ + CLEκ

  • Nr = number of CLEκ loops surrounding Euclidean ball of radius r > 0.

Then (Schramm, Sheffield, Wilson ’09, Miller, Sheffield, Watson ’16) E[ψκ( θ)−

Nr] ≈ r− θ,

where ψκ( θ) = − cos(4π/κ) cos(π

  • (1 − 4/κ)2 − 8

θ/κ) = φα(1 + 4 κ −

  • (1 − 4/κ)2 − 8

θ/κ).

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 30 / 31

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SLIDE 62

Nb of loops around small quantum balls, LQG√κ + CLEκ

  • Nr = number of CLEκ loops surrounding Euclidean ball of radius r > 0.

Then (Schramm, Sheffield, Wilson ’09, Miller, Sheffield, Watson ’16) E[ψκ( θ)−

Nr] ≈ r− θ,

where ψκ( θ) = − cos(4π/κ) cos(π

  • (1 − 4/κ)2 − 8

θ/κ) = φα(1 + 4 κ −

  • (1 − 4/κ)2 − 8

θ/κ). Explanation (cf BBD16 for similar derivation): partition space into squares of quantum volume ≈ δ. N(S) = number of CLE loops surrounding square S. Then, E[

  • S

ψκ( θ)−

N(S)] ≈ δ

1 2 (−1− 4 κ +√

(1−4/κ)2−8 θ/κ).

Comparison with quandragulations: θ = 1 + 4

κ −

  • (1 − 4/κ)2 − 8

θ/κ, ψκ( θ) = φα(θ).

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 30 / 31

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SLIDE 63

Thank you for your attention !

Pascal Maillard Loop O(n) model on random quadrangulations: the cascade of loop perimeters 31 / 31