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1 Denition
There are three major one-parameter families of SLE
urves,
hordal, radial, and whole-
plane whi
h
orrespond to
urves
onne
ting: two boundary points in a domain, a boundary
point and an interior point in a domain, and two points in C , respe
tively. The parameter is
usually denoted > 0. The starting point for dening SLE is to write down the assumptions
that one expe
ts from a s
aling limit, assuming that the limit is
onformally invariant.
In the
hordal
ase, we assume that there is a family of probability measures fD (z; w)g,
indexed by simply
onne
ted proper domains D C and distin
t boundary points z; w 2 D,
supported on
ontinuous
urves
: [0; t
℄ ! D with
(0) = z;
(t
) = w, that satises:
Conformal invarian
e: If f : D ! D0 is a
onformal transformation, then the image of
D (z; w) under f is the same as D (f (z ); f (w)), up to a time
hange.
0
Conformal Markov property for D (z; w): Suppose
[0; t℄ is known, and let gt be a
onformal transformation of the slit domain D n
[0; t℄ onto D with gt(
(t)) = z; gt(w) =
w. Then the
onditional distribution on gt Æ
[t; t
℄, given
[0; t℄, is the same, up
to a
hange of parametrization, as the original distribution. (Impli
it in this is the
assumption that
(t) is on the boundary of D n
(0; t℄, whi
h will be true, e.g., if
is
non-self-interse
ting and
(0; t
) D.)
Using the Riemann mapping theorem, one
an see that su
h a family fD (z; w)g is
determined (up to reparametrization) by H (0; 1), where H = fx + iy : y > 0g denotes the
upper half plane. Suppose
: [0; 1) ! C is a simple (i.e., no self-interse
tions)
urve with
1
w w
γ(t)
gt
z
z = gt( γ (t))
(0) = 0,
(0; 1) H , and supt Im[
(t)℄ = 1. Let Ht = H n
[0; t℄. There is a unique
onformal transformation gt : Ht ! H whose expansion at innity is
b(t)
g (z ) = z + t + O(jzj 2 ); z ! 1:
z
The
oeÆ
ient b(t), whi
h is sometimes
alled the half-plane
apa
ity of
[0; t℄ and denoted
g
t
γ (t)
U0 Ut
where Xs denotes a
omplex Brownian motion and =
[0;t℄ is the rst time s su
h that
Xs 2 R [
[0; t℄. By reparametrizing
, we
an make b(t) = 2t. With this parametrization,
the maps gt satisfy the Loewner dierential equation
g_ t (z ) =
2 ; g (z) = z;
gt (z ) Ut 0
t e gt (z )
If z 6= 0, we
an dene ht(z) = i log gt(z) lo
ally near z, and this equation be
omes
_ht(z) =
ot ht(z) Ut :
2
Radial SLE (
onne
ting 1 and 0 in D ) is obtained by setting Ut = p Bt. If D is a
simply
onne
ted domain, z 2 D; w 2 D, then radial SLE in D
onne
ting w and z is
obtained by
onformal transformation using the unique transformation f of D onto D with
f (0) = z; f (1) = w. Again, we think of this as being dened modulo time
hange. If a = 2=
and vt = hat=2, then
a vt (z ) + Wt
v_ t (z ) =
ot : (4)
2 2
4
where Wt := p Bt= is a standard Brownian motion. If Lzt = vt(z) + Wt, we get
z
a L
dLt =
ot t dt + dWt :
z
2 2
Radial and
hordal SLE are
losely related. In fa
t, if
is a
hordal SLE path in H from
0 to innity;
~ is a radial SLE path in D from 1 to 0; and = i log
~, then for small t the
distribution of is absolutely
ontinuous to the distribution of a (random time
hange of)
.
Showing this involves understanding the behavior of the Loewner equation under
onformal
transformations. Suppose
;
~ have been parametrized as in (2) and (4) with a = 2=. Let
gt be the
onformal transformation of H n [0; t℄ onto H su
h that
a(t)
tg (z ) = z +
z
+ ; z ! 1;
and let U
t be the Loewner driving fun
tion su
h that
a_ (t)
g_ t (z ) = :
gt (z ) Ut
Here a(t) = h
ap[[0; t℄℄. If we
onsider a time
hange su
h that a((t)) = at and let
Ut = U~(t) be the time-
hanged driving fun
tion, It^o's formula
an be used to show that
1
dUt = (1 3a) Ft dt + dW ~ t; (5)
2
where the Ft in the drift term depends on
[0; t℄ and is independent of a, and W~ is a
standard Brownian motion. Girsanov's Theorem implies that Brownian motions with the
same varian
e but dierent drifts have absolutely
ontinuous distributions. In parti
ular,
qualitative properties su
h as existen
e of double points or Hausdor dimension of paths are
the same for radial and
hordal SLE. Ut is a driftless Brownian motion if a = 1=3; = 6.
Whole-plane SLE from 0 to 1 is a path
: ( 1; 1) ! C with
( 1) = 0;
(1) = 1,
su
h that given
( 1; t℄, the distribution of
(t; 1) is that of radial SLE from boundary
point
(t) to interior point 1 in the domain C n
[ 1; t℄. One
an dene whole-plane SLE
onne
ting two distin
t points in C by
onformal transformation.
of systems with
entral
harge
. These systems
an also be parametrized by the boundary
s
aling exponent or
onformal weight
= =
6 :
2
For = 8=3, = 5=8 whi
h is the exponent in (6).
In studying the relationship between SLE and
onformal eld theories, two other prob-
abilisti
obje
ts arise, restri
tion measures and the (Brownian) loop soup. An H -hull (
on-
ne
ting 0 and 1) is an unbounded,
onne
ted,
losed set K H with K \ R = f0g and
su
h that H n K
onsists of two
onne
ted
omponents, one whose boundary in
ludes the
positive reals and the other whose boundary in
ludes the negative reals. A (
hordal) restri
-
tion measure on hulls K is a probability measure with the property that for any A as in
(6), the distribution of A Æ K given fK \ A = ;g is the same as the original measure. The
(Brownian) loop measure is a measure on unrooted loops derived from Brownian bridges. It
is the s
aling limit of the measure on random walk loops that gives ea
h unrooted simple
random walk loop of length 2n measure 4 2n . The loop measure in a bounded domain is
obtained by restri
ting to loops that stay in that domain. We
an
onsider this as a measure
on \hulls" by lling in the bounded holes (so that the
omplement of the hull is
onne
ted).
By doing this we get a family of innite measures on hulls, indexed by domains D, and
this family satises
onformal invarian
e and the restri
tion property. The loop soup with
parameter is a Poissonian realization from this measure with parameter .
The set of all restri
tion measures is parametrized by 5=8; the -restri
tion measure
has the property that
PfK \ A 6= ;g = 0A (0) :
For = 5=8, K is given by the path of SLE8=3. For integer , the hull K
an be
onstru
ted
by taking independent Brownian ex
ursions in H (Brownian motions starting at 0
ondi-
tioned to stay in H for all times), and letting K be the hull obtained by taking the union of
the paths and lling in the bounded holes. If 8=3;
0, then the restri
tion measure
with exponent 5=8
an also be
onstru
ted as follows: take a
hordal SLE path and
an independent realization of the loop soup with intensity =
; add to the SLE path
all the loops in the soup that interse
t the SLE
urve; and then ll in all the bounded hulls.
The limiting
ase = 5=8; = 0 gives the only measure supported on simple
urves that is
also a restri
tion measure, SLE8=3.
7
For 8=3 < 4; 0 <
1, it is
onje
tured, and proved for small
, that SLE
urves
an be found by taking a loop soup with parameter =
and looking at
onne
ted
urves
in the fra
tal set given by the
omplement of the union of all the hulls generated by the
loops.
4 Examples
The s
aling limit of simple random walk, Brownian motion, is known to be
onformally
invariant. A two-dimensional Brownian bridge or loop is a Brownian motion, Bt; 0 t 1;
onditioned so that B0 = B1. The frontier or outer boundary of the Brownian motion is
the boundary of the unbounded
omponent of the
omplement. Benoit Mandelbrot rst
observed numeri
ally that the outer boundary of Brownian motion had fra
al dimension
about 4=3. Gregory Lawler, Oded S
hramm, and Wendelin Werner used SLE to prove that
the boundary has Hausdor dimension 4=3. In fa
t, the outer boundary
an be
onsidered
as an SLE8=3 loop.
SLE6 and SLE8=3 arise in the s
aling limit of
riti
al per
olation on the triangular latti
e.
Suppose that ea
h vertex in the upper half-plane triangular latti
e is
olored bla
k or white
ea
h with l probability 1=2. Suppose the real line is give a boundary
ondition of bla
k on
the negative real line and white on the positive real line. Then if we represent the verti
es in
the latti
e as hexagons as in the gure, a
urve is formed whi
h is the boundary between the
bla
k and white
lusters. This
urve is
alled the per
olation exploration pro
ess. Stanislav
Smirnov proved that the s
aling limit of this
urve is
onformally invariant, and from this
it
an be
on
luded that the
urve is
hordal SLE6. In parti
ular, the Hausdor dimension
is 7=4 and the s
aling limit has double points. In the s
aling limit, the \outer boundary"
of this
urve has Hausdor dimension 4=3 and its dimension is absolutely
ontinuous with
respe
t to that of SLE8=3. While this result is expe
ted for other
riti
al per
olation model,
8
su
h as bond per
olation in Z2 with
riti
al probability 1=2, it has only been proved for
the triangular latti
e. Per
olation has
entral
harge 0 and the \lo
ality" property
an be
seen in the latti
e model. The outer boundary of the
urve has the same distribution as the
outer boundary of a Brownian motion that is re
e
ted at angle =3 o the real line. Lo
ally,
the outer boundary of per
olation, the outer boundary of
omplex Brownian motion, and
SLE8=3 all look the same, and it is expe
ted that this will also be true for the s
aling limit
of self-avoiding walks.
There are three models derived in some way from simple ranodm walk that have been
proved to have s
aling limits of SLE . The loop-erased random walk (LERW) in a nite
subset V of Z2
onne
ting two distin
t points is obtained by taking a simple random walk
from one point to the other and erasing loops
hronologi
ally. The LERW is
losely related
to uniform spanning trees; in fa
t, if one
hooses a spanning tree of V from the uniform
distribution on all spanning trees, then the distribution of the unique path
onne
ting the
two points is exa
tly that of the LERW. Another des
ription of the LERW is as the Lapla
ian
random walk: the LERW from z to w in V
hooses a new step weighted by the value of the
fun
tion that is harmoni
on the
omplement of w and the path up to that point with
boundary values 0 on the path and 1 on w. The LERW in the dis
rete upper half-plane
an
be obtained from erasing loops from a simple random walk ex
ursion. The LERW and the
uniform spanning tree are systems with
entral
harge
= 2. It has been proved that the
s
aling limit of the LERW is SLE2, and hen
e the paths have Hausdor dimension 5=8.
There is another path asso
iated to spanning trees given by the one-to-one
orresponden
e
between spanning trees and Hamiltonian walks on a
orresponding dire
ted (Manhattan)
latti
e on the dual graph. If the spanning trees, or equivalently the Hamiltonian walks, are
hosen using the uniform distribution, then the s
aling limit of this walk is the spa
e-lling
urve SLE8. Note that 2 and 8 are the dual values of asso
iated to
= 2.
Another dis
rete pro
ess derived from simple random walk, the harmoni
explorer, has
a s
aling limit of SLE4. There is a parti
ular property of SLE that leads to the denition
of this dis
rete pro
ess. Consider a
hordal SLE
urve, let z 2 H , and let Ztz be as in (3)
with a = 2=. It^o's formula shows that t := arg(Ztz ) satises
dt =
1 a
sin(2t) dt sin t dW :
2 jZtz j2 jZtz j t
9
In parti
ular, t is a martingale if and only if a = 1=2; = 4. The probability that a
omplex
Brownian motion starting at z 2 H rst hits R on the negative half-line
an be shown to be
arg(z). If 4, we
an see that 1 equals 0 or , depending on whether z is on the right
or left side of the path
(0; 1). For the martingale
ase = 4, t represents the probability
that z is on the left side of
(0; 1) given
(0; t℄. The harmoni
explorer is a pro
ess on the
hexagonal latti
e dened to have this property. In a way similar to the per
olation pro
ess,
the walk is dened as the boundary between bla
k and white hexagons on the triangular
latti
e. However, when an unexplored hexagon is rea
hed in the harmoni
explorer, it is
olored bla
k with probability q where q is the probability that a simple random walk on the
triangular latti
e starting at that hexagon (
onsidered as a vertex in the triangular latti
e)
hits a bla
k hexagon before hitting a white hexagon. It is not diÆ
ult to show that this
pro
ess has the property that for z away from the
urve, the \probability of z ending on the
left given the
urve of n steps" is a martingale.
There are many other models for whi
h SLE
urves are expe
ted in the limit but it has
not been established. The hardest part is to show the existen
e of a limit that is
onformally
invariant. One example is the self-avoiding walk (SAW). It is an open problem to establish
that there exists a s
aling limit of the uniform measure on SAWs and to establish
onformal
invarian
e of the limit. However, the nature of the dis
rete model is su
h that if the limit
exists, it must satisfy the restri
tion property. Hen
e, under the assumption of
onformal
invarian
e, the only possible limit is SLE8=3. Numeri
al simulations strongly support the
onje
ture that SLE8=3 is the limit of SAWs, and this gives strong eviden
e for the
onformal
invarian
e
onje
ture for SAWs. Criti
al exponents for SAWs (as well as
riti
al exponents
for many other models)
an be predi
ted nonrigorously from rigorous s
aling exponents for
the
orresponding SLE paths.
5 Generalizations
One of the reasons that the theory of SLE is ni
e for simply
onne
ted domains is that a
simply
onne
ted domain with an ar
onne
ted to the boundary of the domain removed is
again simply
onne
ted. For non-simply
onne
ted domains, it is more diÆ
ult to des
ribe
be
ause the
onformal type of the slit domain
hanges as time evolves. In the
ase of
10
a
urve
rossing an annulus this
an be done with an added parameter referring to the
onformal type of the annulus (two annuli of the form fz : rj < jzj < sj g are
onformally
equivalent if and only if r1=s1 = r2=s2). It is not immediately obvious what the
orre
t
denition of SLE should be in general domains, and more generally, on Riemann surfa
es.
One possibility for 4 is to
onsider a
ongurational (equilibrium statisti
al me
hni
s)
view of SLE . Consider a family of measures fD (z; w)g where D ranges over domains and
z; w are distin
t boundary points at D is lo
ally analyti
, supported on simple
urves from
z to w (modulo time
hange). Let #D (z; w) = D (z; w)=jD (z; w)j be the
orresponding
probability measures, whi
h may be dened even if D is not smooth at z; w. Then the
following axioms should hold:
Conformal invarian
e: if f : D ! D0 is a
onformal transformation, f Æ #D (z; w) =
#D (f (z ); f (w)).
0
Y (
) = 1f
(0; t
) D1 g J (
; D; D1 )
;
where J (
; D; D1) denotes the probability that there is a loop in the Brownian loop
soup in D that interse
ts both
and D n D1. (There is no problem dening the loop
soup in non-simply
onne
ted domains.) Here
=
. The
ase
= 0
orresponds to
the restri
tion property.
Conformal
ovarian
e: If f is as above, D; D0 are smooth near z; w and f (z); f (w),
respe
tively, then
f Æ D (z; w) = jf 0 (z )j jf 0(w)j D (f (z ); f (w)):
0
Referen
es
[1℄ Kager W, Nienhuis B (2004), A guide to Sto
hasti
Loewner evolution and its appli
a-
tions, J. Stat. Phys. 115, 1149{1229.
[2℄ Lawler G (2004), Conformally invariant pro
esses in the plane. In: S
hool and Confer-
en
e on Probability Theory, ICTP Le
ture Notes 17, 305{351.
[3℄ Lawler G (2005), Conformally Invariant Pro
esses in the Plane, Amer. Math. So
.
[4℄ Lawler G, S
hramm O, Werner W (2004), Conformal restri
tion, the
hordal
ase, J.
Amer. Math. So
. 16, 917{955.
11
[5℄ Lawler G, S
hramm O, Werner W (2004) Conformal invarian
e of planar loop-erased
random walks and uniform spanning trees (2004), Annals of Probab. 32, 939{995.
[6℄ Lawler G, Werner W (2004), The Brownian loop soup, Probab. Theory Rel. Fields 128,
565{588.
[7℄ S
hramm O (2000), S
aling limits of loop-erased random walks and uniform spanning
trees, Israel J. Math 118, 221{288.
[8℄ Smirnov S (2001), Criti
al per
olation in the plane:
onformal invarian
e, Cardy's for-
mula, s
aling limits, C. R. A
ad. S
i. Paris S. I Math 333, 239{244.
[9℄ Werner W (2004), Random planar
urves and S
hramm-Loewner evolutions. In: E
ole
d'Ete de Probabilites de Saint-Flour XXXII - 2002, Le
ture Notes in Mathemati
s 1840,
113{195, Springer-Verlag.
[10℄ Werner W (2003), SLEs as boundaries of
lusters of Brownian loops, C. R. A
. S
i.
Paris Ser. I Math. 337, 481-486.
12