Stochastic Loewner evolution driven by Levy processes

dc.creatorRushkin, I.
dc.creatorOikonomou, P.
dc.creatorKadanoff, L. P.
dc.creatorGruzberg, I. A.
dc.date2005-09-07
dc.date2006-01-04
dc.date.accessioned2026-07-07T06:41:43Z
dc.date.available2026-07-07T06:41:43Z
dc.descriptionStandard stochastic Loewner evolution (SLE) is driven by a continuous Brownian motion, which then produces a continuous fractal trace. If jumps are added to the driving function, the trace branches. We consider a generalized SLE driven by a superposition of a Brownian motion and a stable Levy process. The situation is defined by the usual SLE parameter, $κ$, as well as $α$ which defines the shape of the stable Levy distribution. The resulting behavior is characterized by two descriptors: $p$, the probability that the trace self-intersects, and $\tilde{p}$, the probability that it will approach arbitrarily close to doing so. Using Dynkin's formula, these descriptors are shown to change qualitatively and singularly at critical values of $κ$ and $α$. It is reasonable to call such changes ``phase transitions''. These transitions occur as $κ$ passes through four (a well-known result) and as $α$ passes through one (a new result). Numerical simulations are then used to explore the associated touching and near-touching events.
dc.descriptionPublished version, minor typos corrected, added references
dc.identifierhttps://arxiv.org/abs/cond-mat/0509187
dc.identifierhttp://arxiv.org/abs/cond-mat/0509187
dc.identifierJ. Stat. Mech. (2006) P01001
dc.identifierdoi:10.1088/1742-5468/2006/01/P01001
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/101771
dc.subjectStatistical Mechanics
dc.titleStochastic Loewner evolution driven by Levy processes
dc.typetext

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