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Natural Parametrization for the Scaling Limit of Loop-Erased Random Walk in Three Dimensions Xinyi Li , the University of Chicago Peking University joint work with Daisuke Shiraishi (Kyoto University) August 2019, Fukuoka 1 /


  1. Natural Parametrization for the Scaling Limit of Loop-Erased Random Walk in Three Dimensions ‡ Xinyi Li ‡ , the University of Chicago − → Peking University joint work with Daisuke Shiraishi (Kyoto University) August 2019, Fukuoka 1 / 19

  2. Chronological loop-erasure of a path Loop-erased random walk (LERW) is the random simple path obtained by erasing all loops chronologically from a simple random walk path. In other words, we erase a loop immediately when it is created. 2 / 19

  3. Precise definition of loop erasure (but don’t look at it) ◮ Given a path λ = [ λ (0) , λ (1) , · · · , λ ( m )] ⊂ Z d , we define its loop-erasure LE ( λ ) as follows. Let � s 0 := max { t � λ ( t ) = λ (0) } , and for i ≥ 1, let � s i := max { t � λ ( t ) = λ ( s i − 1 + 1) } . � We write n = min { i � s i = m } . Then we define LE ( λ ) by LE ( λ ) = [ λ ( s 0 ) , λ ( s 1 ) , · · · , λ ( s n )] . 3 / 19

  4. Precise definition of loop erasure (but don’t look at it) ◮ Given a path λ = [ λ (0) , λ (1) , · · · , λ ( m )] ⊂ Z d , we define its loop-erasure LE ( λ ) as follows. Let � s 0 := max { t � λ ( t ) = λ (0) } , and for i ≥ 1, let � s i := max { t � λ ( t ) = λ ( s i − 1 + 1) } . � We write n = min { i � s i = m } . Then we define LE ( λ ) by LE ( λ ) = [ λ ( s 0 ) , λ ( s 1 ) , · · · , λ ( s n )] . ◮ However, to save brainpower (and time!!), just imagine a kind of self-repulsive motion on the lattice. 3 / 19

  5. Precise definition of loop erasure (but don’t look at it) ◮ Given a path λ = [ λ (0) , λ (1) , · · · , λ ( m )] ⊂ Z d , we define its loop-erasure LE ( λ ) as follows. Let � s 0 := max { t � λ ( t ) = λ (0) } , and for i ≥ 1, let � s i := max { t � λ ( t ) = λ ( s i − 1 + 1) } . � We write n = min { i � s i = m } . Then we define LE ( λ ) by LE ( λ ) = [ λ ( s 0 ) , λ ( s 1 ) , · · · , λ ( s n )] . ◮ However, to save brainpower (and time!!), just imagine a kind of self-repulsive motion on the lattice. ◮ In fact, it is equivalent to a special case of Laplacian b − walk (again don’t search for the definition on Google for the moment). 3 / 19

  6. Setup For the sake of simplicity in this talk we always work under the following setup. ◮ Let D be the open unit ball in R d , and consider the rescaled N Z d be the discretized unit ball. lattice 1 N Z d . Let D N = D ∩ 1 4 / 19

  7. Setup For the sake of simplicity in this talk we always work under the following setup. ◮ Let D be the open unit ball in R d , and consider the rescaled N Z d be the discretized unit ball. lattice 1 N Z d . Let D N = D ∩ 1 ◮ Let S N be the simple random walk from 0 stopped at exiting D N , and write γ N = LE ( S N ) for the LERW in D N . 4 / 19

  8. Setup For the sake of simplicity in this talk we always work under the following setup. ◮ Let D be the open unit ball in R d , and consider the rescaled N Z d be the discretized unit ball. lattice 1 N Z d . Let D N = D ∩ 1 ◮ Let S N be the simple random walk from 0 stopped at exiting D N , and write γ N = LE ( S N ) for the LERW in D N . ◮ For x ∈ D , let x N be its discretization. Let � � a N , x = P x N ∈ γ N be the one-point function (or Green’s function) of LERW. 4 / 19

  9. Behaviour of LERW on Z d in different dimensions ◮ LERW on Z d enjoys a Gaussian behavior if d is large. ◮ The scaling limit of LERW is the Brownian motion if d ≥ 4. ◮ Consider the one-point function a N , x for a fixed x ∈ D . It is N 2 − d � N − 2 (log N ) − 1 / 3 � � for d ≥ 5 and O � O for d = 4. 1 the Schramm-Loewner evolution with parameter 2, which is a random fractal with Hausdorff dimension 5 / 4. 5 / 19

  10. Behaviour of LERW on Z d in different dimensions ◮ LERW on Z d enjoys a Gaussian behavior if d is large. ◮ The scaling limit of LERW is the Brownian motion if d ≥ 4. ◮ Consider the one-point function a N , x for a fixed x ∈ D . It is N 2 − d � N − 2 (log N ) − 1 / 3 � � for d ≥ 5 and O � O for d = 4. ◮ An intuitive explanation: in high dimensions, it is very difficult for SRW to intersect itself, hence not much is erased. 1 the Schramm-Loewner evolution with parameter 2, which is a random fractal with Hausdorff dimension 5 / 4. 5 / 19

  11. Behaviour of LERW on Z d in different dimensions ◮ LERW on Z d enjoys a Gaussian behavior if d is large. ◮ The scaling limit of LERW is the Brownian motion if d ≥ 4. ◮ Consider the one-point function a N , x for a fixed x ∈ D . It is N 2 − d � N − 2 (log N ) − 1 / 3 � � for d ≥ 5 and O � O for d = 4. ◮ An intuitive explanation: in high dimensions, it is very difficult for SRW to intersect itself, hence not much is erased. ◮ When d = 2, the scaling limit of LERW is SLE 21 (Lawler-Schramm-Werner). 1 the Schramm-Loewner evolution with parameter 2, which is a random fractal with Hausdorff dimension 5 / 4. 5 / 19

  12. Behaviour of LERW on Z d in different dimensions ◮ LERW on Z d enjoys a Gaussian behavior if d is large. ◮ The scaling limit of LERW is the Brownian motion if d ≥ 4. ◮ Consider the one-point function a N , x for a fixed x ∈ D . It is N 2 − d � N − 2 (log N ) − 1 / 3 � � for d ≥ 5 and O � O for d = 4. ◮ An intuitive explanation: in high dimensions, it is very difficult for SRW to intersect itself, hence not much is erased. ◮ When d = 2, the scaling limit of LERW is SLE 21 (Lawler-Schramm-Werner). Furthermore, we have the following asymptotics of the one-point function: a N , x = c x N − 3 / 4 � 1 + O ( N − c ) � . (Beneˇ s-Lawler-Viklund) 1 the Schramm-Loewner evolution with parameter 2, which is a random fractal with Hausdorff dimension 5 / 4. 5 / 19

  13. A simulation for 2D LERW Picture credit: Fredrik Viklund. 6 / 19

  14. Previously known facts on 3D LERW ◮ In contrast to other dimensions, relatively little is known for LERW in three dimensions. The fundamental difficulty is that we have no a priori description of the scaling limit. 7 / 19

  15. Previously known facts on 3D LERW ◮ In contrast to other dimensions, relatively little is known for LERW in three dimensions. The fundamental difficulty is that we have no a priori description of the scaling limit. ◮ Let K N stand for the trace of γ N (a broken line), understood as a random subset of D . Kozma proved in ’07 that there exists K , a random subset of D , s.t. w K 2 n − → K w.r.t. the Hausdorff metric d H . 7 / 19

  16. Previously known facts on 3D LERW ◮ In contrast to other dimensions, relatively little is known for LERW in three dimensions. The fundamental difficulty is that we have no a priori description of the scaling limit. ◮ Let K N stand for the trace of γ N (a broken line), understood as a random subset of D . Kozma proved in ’07 that there exists K , a random subset of D , s.t. w K 2 n − → K w.r.t. the Hausdorff metric d H . ◮ Note that for technically fundamental reasons the convergence is only along dyadic scales. ◮ A.s., K is indeed a simple curve (Sapozhnikov-Shiraishi, ’15). 7 / 19

  17. Previously known facts on 3D LERW ◮ In contrast to other dimensions, relatively little is known for LERW in three dimensions. The fundamental difficulty is that we have no a priori description of the scaling limit. ◮ Let K N stand for the trace of γ N (a broken line), understood as a random subset of D . Kozma proved in ’07 that there exists K , a random subset of D , s.t. w K 2 n − → K w.r.t. the Hausdorff metric d H . ◮ Note that for technically fundamental reasons the convergence is only along dyadic scales. ◮ A.s., K is indeed a simple curve (Sapozhnikov-Shiraishi, ’15). ◮ Shiraishi proved in ’13 that ∃ α ∈ [ 1 3 , 1) such that a N , x = N − 1 − α + o (1) . 7 / 19

  18. Previously known facts on 3D LERW ◮ In contrast to other dimensions, relatively little is known for LERW in three dimensions. The fundamental difficulty is that we have no a priori description of the scaling limit. ◮ Let K N stand for the trace of γ N (a broken line), understood as a random subset of D . Kozma proved in ’07 that there exists K , a random subset of D , s.t. w K 2 n − → K w.r.t. the Hausdorff metric d H . ◮ Note that for technically fundamental reasons the convergence is only along dyadic scales. ◮ A.s., K is indeed a simple curve (Sapozhnikov-Shiraishi, ’15). ◮ Shiraishi proved in ’13 that ∃ α ∈ [ 1 3 , 1) such that a N , x = N − 1 − α + o (1) . ◮ This implies (with a lot of work, see Shiraishi ’16) that the Hausdorff dimension of LERW and K is equal to β = 2 − α . 7 / 19

  19. Previously known facts on 3D LERW ◮ In contrast to other dimensions, relatively little is known for LERW in three dimensions. The fundamental difficulty is that we have no a priori description of the scaling limit. ◮ Let K N stand for the trace of γ N (a broken line), understood as a random subset of D . Kozma proved in ’07 that there exists K , a random subset of D , s.t. w K 2 n − → K w.r.t. the Hausdorff metric d H . ◮ Note that for technically fundamental reasons the convergence is only along dyadic scales. ◮ A.s., K is indeed a simple curve (Sapozhnikov-Shiraishi, ’15). ◮ Shiraishi proved in ’13 that ∃ α ∈ [ 1 3 , 1) such that a N , x = N − 1 − α + o (1) . ◮ This implies (with a lot of work, see Shiraishi ’16) that the Hausdorff dimension of LERW and K is equal to β = 2 − α . ◮ Numerical experiments and field-theoretical prediction suggest that β = 1 . 62 ± 0 . 01, but there is no reason to believe that β is any nice number. 7 / 19

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