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On trace of Brownian motion and related models from statistical physics

Research Project

Project/Area Number 18K13425
Research Category

Grant-in-Aid for Early-Career Scientists

Allocation TypeMulti-year Fund
Review Section Basic Section 12010:Basic analysis-related
Research InstitutionKyoto University

Principal Investigator

Shiraishi Daisuke  京都大学, 情報学研究科, 准教授 (00647323)

Project Period (FY) 2018-04-01 – 2023-03-31
Project Status Completed (Fiscal Year 2022)
Budget Amount *help
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2021: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2020: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2019: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2018: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Keywordsランダムウォーク / 一様全域木 / スケール極限 / ブラウン運動
Outline of Final Research Achievements

In this research we consider loop-erased random walk (LERW) and its scaling limit in three dimensions, and prove that 3D LERW parametrized by renormalized length converges to its scaling limit parametrized by some suitable measure with respect to the uniform convergence topology in the lattice size scaling limit. Our result greatly improves the work of Gady Kozma which establishes the weak convergence of the rescaled trace of 3D LERW towards a random compact set with respect to the Hausdorff distance. To prove this, we also need to give an asymptotic estimate on the one-point function for LERW and the non-intersection probability of LERW and simple random walk in three dimensions for dyadic scales. These estimates will be crucial to the characterization of the convergence of LERW to its scaling limit in natural parametrization. As a step in the proof, we also obtain a coupling of two pairs of LERW and SRW with different starting points conditioned to avoid each other.

Academic Significance and Societal Importance of the Research Achievements

ループ除去ランダムウォークは他の多くの確率モデルと関わりのある重要な非マルコフ過程であるが、特に3次元の場合は最も解析が困難であり、研究があまり進んでいない状況であった。2次元の場合のように複素解析を用いた共形場理論の手法を用いたり、高次元の場合のような平均場の理論を適用することが出来ないことが本質的な困難を生む。本研究では、離散調和解析、関数解析、確率論、幾何学といった分野横断的な手法を組み合わせることにより、一つ一つの困難を地道に対処していった。そこで培われた手法は、他の次元の場合に対しても適用可能である。

Report

(6 results)
  • 2022 Annual Research Report   Final Research Report ( PDF )
  • 2021 Research-status Report
  • 2020 Research-status Report
  • 2019 Research-status Report
  • 2018 Research-status Report
  • Research Products

    (9 results)

All 2023 2021 2019 2018

All Journal Article (4 results) (of which Int'l Joint Research: 3 results,  Peer Reviewed: 4 results,  Open Access: 4 results) Presentation (5 results) (of which Int'l Joint Research: 5 results,  Invited: 5 results)

  • [Journal Article] Scaling limit for random walk on the range of random walk in four dimensions2023

    • Author(s)
      D. A. Croydon and D. Shiraishi
    • Journal Title

      Annales de l'institut Henri Poincare (B) Probabilites et Statistiques

      Volume: 59 Issue: 1 Pages: 166-184

    • DOI

      10.1214/22-aihp1243

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] The number of spanning clusters of the uniform spanning tree in three dimensions2021

    • Author(s)
      Omer Angel, David A. Croydon, Sarai Hernandez-Torres, Daisuke Shiraishi
    • Journal Title

      Advanced Studies in Pure Mathematics

      Volume: 87 Pages: 403-414

    • Related Report
      2021 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] One-point function estimates for loop-erased random walk in three dimensions2019

    • Author(s)
      Li Xinyi、Shiraishi Daisuke
    • Journal Title

      Electronic Journal of Probability

      Volume: 24 Issue: none

    • DOI

      10.1214/19-ejp361

    • Related Report
      2019 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] On Brownian motion, simple paths, and loops2018

    • Author(s)
      Artem Sapozhnikov, Daisuke Shiraishi
    • Journal Title

      Probability Theory and Related Fields

      Volume: 172 Issue: 3-4 Pages: 615-662

    • DOI

      10.1007/s00440-017-0817-6

    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Presentation] Random walk on uniform spanning trees2023

    • Author(s)
      Daisuke Shiraishi
    • Organizer
      Workshop on Probabilistic Methods in Statistical Mechanics of Random Media and Random Fields 2023
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Convergence of three-dimensional loop-erased random walk in the natural parameterization2021

    • Author(s)
      Daisuke Shiraishi
    • Organizer
      The 10th International Conference on Stochastic Analysis and its Applications
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Scaling Limit of Uniform Spanning Tree in Three Dimensions2019

    • Author(s)
      Daisuke Shiraishi
    • Organizer
      The 12th Mathematical Society of Japan, Seasonal Institute (MSJ-SI) Stochastic Analysis, Random Fields and Integrable Probability
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Scaling limit of uniform spanning tree in three dimensions2019

    • Author(s)
      Daisuke Shiraishi
    • Organizer
      Japanese-German Open Conference on Stochastic Analysis 2019
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Geometry of Brownian motion2018

    • Author(s)
      Daisuke Shiraishi
    • Organizer
      2nd Hong Kong/Kyoto Workshop on ``Fractal Geometry and Related Areas''
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research / Invited

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Published: 2018-04-23   Modified: 2024-01-30  

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