KMS Of Academy of mathematics and systems sciences, CAS
SLE and alpha-SLE driven by Levy processes | |
Guan, Qing-Yang1; Winkel, Matthias2 | |
2008-07-01 | |
发表期刊 | ANNALS OF PROBABILITY |
ISSN | 0091-1798 |
卷号 | 36期号:4页码:1221-1266 |
摘要 | Stochastic Loewner evolutions (SLE) with a multiple root kappa B of Brownian motion B as driving process are random planar curves (if kappa < 4) or growing compact sets generated by a curve (if kappa > 4). We consider here more general Levy processes as driving processes and obtain evolutions expected to look like random trees or compact sets generated by trees, respectively. We show that when the driving force is of the form root kappa B + theta(1/alpha) S for a symmetric a-stable Levy process S, the cluster has zero or positive Lebesgue measure according to whether kappa <= 4 or kappa > 4. We also give mathematical evidence that a further phase transition at alpha = 1 is attributable to the recurrence/transience dichotomy of the driving Levy process. We introduce a new class of evolutions that we call alpha-SLE. They have alpha-self-similarity properties for alpha-stable Levy driving processes. We show the phase transition at a critical coefficient theta = theta(0)(alpha) analogous to the kappa = 4 phase transition. |
关键词 | stochastic Loewner evolution Levy process alpha-stable process self-similarity hitting times |
DOI | 10.1214/07-AOP355 |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Statistics & Probability |
WOS记录号 | WOS:000258551700002 |
出版者 | INST MATHEMATICAL STATISTICS |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/6259 |
专题 | 应用数学研究所 |
通讯作者 | Guan, Qing-Yang |
作者单位 | 1.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 10080, Peoples R China 2.Univ Oxford, Dept Stat, Oxford OX1 3TG, England |
推荐引用方式 GB/T 7714 | Guan, Qing-Yang,Winkel, Matthias. SLE and alpha-SLE driven by Levy processes[J]. ANNALS OF PROBABILITY,2008,36(4):1221-1266. |
APA | Guan, Qing-Yang,&Winkel, Matthias.(2008).SLE and alpha-SLE driven by Levy processes.ANNALS OF PROBABILITY,36(4),1221-1266. |
MLA | Guan, Qing-Yang,et al."SLE and alpha-SLE driven by Levy processes".ANNALS OF PROBABILITY 36.4(2008):1221-1266. |
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