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The Loewner difference equation and convergence of loop-erased random walk
Univ Chicago, Chicago, IL 60637 USA..
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
2022 (English)In: Latin American Journal of Probability and Mathematical Statistics, E-ISSN 1980-0436, Vol. 19, no 1, p. 565-598Article in journal (Refereed) Published
Abstract [en]

We revisit the convergence of loop-erased random walk, LERW, to SLE2 when the curves are parametrized by capacity. We construct a Markovian coupling of the driving processes and Loewner chains for the chordal version of LERW and chordal SLE2 based on the Green's function for LERW as martingale observable and using an elementary discrete-time Loewner "difference" equation. We keep track of error terms and obtain power-law decay. This coupling is different than the ones previously considered in this context, e.g., in that each of the processes has the domain Markov property at mesoscopic capacity time increments, given the sigma algebra of the coupling. At the end of the paper we discuss in some detail a version of Skorokhod embedding. Our recent work on the convergence of LERW parametrized by length to SLE2 parameterized by Minkowski content uses specific features of the coupling constructed here.

Place, publisher, year, edition, pages
Institute for Applied and Pure Mathematics (IMPA) , 2022. Vol. 19, no 1, p. 565-598
Keywords [en]
Schramm-Loewner evolution, loop-erased random walk
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-315215DOI: 10.30757/ALEA.v19-22ISI: 000810920500001Scopus ID: 2-s2.0-85129986633OAI: oai:DiVA.org:kth-315215DiVA, id: diva2:1679443
Note

QC 20220701

Available from: 2022-07-01 Created: 2022-07-01 Last updated: 2024-01-11Bibliographically approved

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Viklund, Fredrik

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CiteExportLink to record
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Citation style
  • apa
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  • de-DE
  • en-GB
  • en-US
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  • nn-NO
  • nn-NB
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Output format
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