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We show that if one conditions a cluster in a Brownian loop-soup $L$ (of any intensity) in a two-dimensional domain by a portion $l$ of its outer boundary, then in the remaining domain, the union of all the loops of $L$ that touch $l$ satisfies the conformal restriction property while the other loops in $L$ form an independent loop-soup. This result holds when one discovers $l$ in a natural Markovian way, such as in the exploration procedures that have been defined in order to actually construct the Conformal Loop Ensembles as outer boundaries of loop-soup clusters. This result implies among other things that a phase transition occurs at c = 14/15 for the connectedness of the loops that touch $l$. Our results can be viewed as an extension of some of the results in our earlier paper in the following two directions: There, a loop-soup cluster was conditioned on its entire outer boundary while we discover here only part of this boundary. And, while it was explained there that the strong decomposition using a Poisson point process of excursions that we derived there should be specific to the case of the critical loop-soup, we show here that in the subcritical cases, a weaker property involving the conformal restriction property nevertheless holds.
For a Pfaffian point process we show that its Palm measures, its normalised compositions with multiplicative functionals, and its conditional measures with respect to fixing the configuration in a bounded subset are Pfaffian point processes whose kernels we find explicitly.
We define kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold, and prove that it provides an interpolation between the hydrodynamic flow of a fluid and a Brownian-like flow.
We compute analytically and in closed form the four-point correlation function in the plane, and the two-point correlation function in the upper half-plane, of layering vertex operators in the two dimensional conformally invariant system known as the
The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips. On one hand
The determination of the Hausdorff dimension of the scaling limit of loop-erased random walk is closely related to the study of the one-point function of loop-erased random walk, i.e., the probability a loop-erased random walk passes through a given