
arXiv: math/0606685
Stochastic Loewner Evolutions (SLE) with a multiple sqrt(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 sqrt(kappa)B+theta^(1/alpha)S for a symmetric alpha-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 dychotomy 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.
34 pages
Lévy process, self-similarity, Probability (math.PR), α-stable process, Applications of stochastic analysis (to PDEs, etc.), \(\alpha \)-stable process, stochastic Loewner evolution, Stochastic Loewner evolution, Processes with independent increments; Lévy processes, Stochastic ordinary differential equations (aspects of stochastic analysis), Probabilistic potential theory, Stable stochastic processes, 60J45, FOS: Mathematics, 60H10, 60G51; 60G52; 60H10; 60J45, hitting times, Mathematics - Probability, 60G51, 60G52
Lévy process, self-similarity, Probability (math.PR), α-stable process, Applications of stochastic analysis (to PDEs, etc.), \(\alpha \)-stable process, stochastic Loewner evolution, Stochastic Loewner evolution, Processes with independent increments; Lévy processes, Stochastic ordinary differential equations (aspects of stochastic analysis), Probabilistic potential theory, Stable stochastic processes, 60J45, FOS: Mathematics, 60H10, 60G51; 60G52; 60H10; 60J45, hitting times, Mathematics - Probability, 60G51, 60G52
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