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We prove the equivalence between the integral central limit theorem and the local central limit theorem for two-body potentials with long-range interactions on the lattice $\mathbb{Z}^d$ for $d\ge 1$. The spin space can be an arbitrary, possibly unbounded subset of the real axis with a suitable a-priori measure. For general unbounded spins, our method works at high-enough temperature, but for bounded spins our results hold for every temperature. Our proof relies on the control of the integrated characteristic function, which is achieved by dividing the integration into three different regions, following a standard approach proposed forty years ago by Campanino, Del Grosso and Tirozzi. The bounds required in the different regions are obtained through cluster-expansion techniques. For bounded spins, the arbitrariness of the temperature is achieved through a decimation ("dilution") technique, also introduced in the later reference.

We construct the natural parametrisation of SLE$_4$ using the Gaussian free field, complementing the corresponding results for SLE$_\kappa$ for $\kappa \in (0,4)$ by Benoist and for $\kappa \in (4,8)$ by Miller and Schoug., Comment: 13 pages. Final version, to appear in Electron. Comm. Probab

We provide an order of convergence for a version of the Carath\'eodory convergence for the multiple SLE model with a Dyson Brownian motion driver towards its hydrodynamic limit, for $\beta=1$ and $\beta=2$. The result is obtained by combining techniques from the field of Schramm-Loewner Evolutions with modern techniques from random matrices. Our approach shows how one can apply modern tools used in the proof of universality in random matrix theory, in the field of Schramm-Loewner Evolutions., Comment: 19 pages, no figures

In addition to conformal weldings $\varphi$, simple curves $\gamma$ growing in the upper half plane generate driving functions $\xi$ and hitting times $\tau$ through Loewner's differential equation. While the Loewner transform $\gamma \mapsto \xi$ and its inverse $\xi \mapsto \gamma$ have been carefully examined, less attention has been paid to the maps $\xi \mapsto \tau \mapsto \varphi$. We study their continuity properties and show that uniform driver convergence implies uniform hitting time convergence and uniform welding convergence, even when the corresponding curves do not converge. Welding convergence implies neither hitting time nor driver convergence, while hitting time convergence implies driver convergence in (at least) the case of constant drivers. As an application, we show that a curve $\gamma$ of finite Loewner energy can be well approximated by an energy minimizer that matches $\gamma$'s welding on a sufficiently-fine mesh., Comment: 39 pages, 2 figures

Dobrushin and Tirozzi [14] showed that, for a Gibbs measure with the finite-range potential, the Local Central Limit Theorem is implied by the Integral Central Limit Theorem. Campanino, Capocaccia, and Tirozzi [7] extended this result for a family of Gibbs measures for long-range pair potentials satisfying certain conditions. We are able to show for a family of Gibbs measures for long-range pair potentials not satisfying the conditions given in [7], that at sufficiently high temperatures, if the Integral Central Limit Theorem holds for a given sequence of Gibbs measures, then the Local Central Limit Theorem also holds for the same sequence. We also extend [7] when the state space is general, provided that it is equipped with a finite measure., Comment: 24 pages

In this article, we study multiple $SLE_\kappa$, for $\kappa\in(0,4]$, driven by Dyson Brownian motion. This model was introduced in the unit disk by Cardy in connection with the Calogero-Sutherland model. We prove the Carath\'eodory convergence of perturbed Loewner chains under different initial conditions and under different diffusivity $\kappa \in (0,4]$ for the case of $N=2$ driving forces. Our proofs use the analysis of Bessel processes and estimates on Loewner differential equation with multiple driving forces. In the last section, we estimate the Hausdorff distance of the hulls under perturbations of the driving forces, with assumptions on the modulus of the derivative of the multiple Loewner maps., Comment: 22 pages, one figure; to appear in 'Stochastic Processes and their Applications'

We analyze the law of the SLE tip at a fixed time in capacity parametrization. We describe it as the stationary law of a suitable diffusion process, and show that it has a density which is a unique solution of a certain PDE. Moreover, we identify the phases in which the even negative moments of the imaginary value are finite. For the negative second and negative fourth moments we provide closed-form expressions.

In the first part of the paper we propose and study the approximation of the $SLE_\kappa$ trace via the Ninomiya-Victoir splitting algorithm. We prove the uniform convergence in probability with respect to the sup-norm to the distance between the $SLE_\kappa$ trace and the output of the Ninomiya-Victoir splitting algorithm when applied in the context of the Loewner differential equation. Further investigations on the $L^p$-norm convergence is also exhibited, shedding light on the more delicate convergence structure. In the second part we show the uniform convergence of the approximation of the $SLE_\kappa$ trace obtained using a different scheme that is based on the linear interpolation of the Brownian driving force., Comment: 25 pages, 1 figure; Refining of the text and of the results. Change of the title

We prove existence (and simpleness) of the trace for both forward and backward Loewner chains under fairly general conditions on semimartingale drivers. As an application, we show that stochastic Komatu-Loewner evolutions SKLE$_{\alpha,b}$ are generated by curves. As another application, motivated by a question of A. Sep\'{u}lveda, we show that for $\alpha >3/2$ and Brownian motion $B$, the driving function $|B_t|^\alpha$ generates a simple curve for small $t$. On a related note we also introduce a complex variant of Bessel-type SDEs and prove existence and uniqueness of strong solution. Such SDEs appear naturally while describing the trace of Loewner chains. In particular, we write SLE$_\kappa$, $\kappa <4$, in terms of stochastic flow of such SDEs.

We study SLE$_{\kappa}$ theory with elements of Quasi-Sure Stochastic Analysis through Aggregation. Specifically, we show how the latter can be used to construct the SLE$_{\kappa}$ traces quasi-surely (i.e. simultaneously for a family of probability measures with certain properties) for $\kappa \in \mathcal{K}\cap \mathbb{R}_+ \setminus ([0, \epsilon) \cup \{8\})$, for any $\epsilon>0$ with $\mathcal{K} \subset \mathbb{R}_{+}$ a nontrivial compact interval, i.e. for all $\kappa$ that are not in a neighborhood of zero and are different from $8$. As a by-product of the analysis, we show in this language a version of the continuity in $\kappa$ of the SLE$_{\kappa}$ traces for all $\kappa$ in compact intervals as above.

We consider a family of Bessel Processes that depend on the starting point $x$ and dimension $\delta$, but are driven by the same Brownian motion. Our main result is that almost surely the first time a process hits $0$ is jointly continuous in $x$ and $\delta$, provided $\delta\le 0$. As an application, we show that the SLE($\kappa$) welding homeomorphism is continuous in $\kappa$ for $\kappa\in [0,4]$. Our motivation behind this is to study the well known problem of the continuity of SLE$_\kappa$ in $\kappa$. The main tool in our proofs is random walks with increments distributed as infinite mean Inverse-Gamma laws., Comment: 12 pages

Questions regarding the continuity in $\kappa$ of the $SLE_{\kappa}$ traces and maps appear very naturally in the study of SLE. In order to study the first question, we consider a natural coupling of SLE traces: for different values of $\kappa$ we use the same Brownian motion. It is very natural to assume that with probability one, $SLE_\kappa$ depends continuously on $\kappa$. It is rather easy to show that $SLE$ is continuous in the Carath\'eodory sense, but showing that $SLE$ traces are continuous in the uniform sense is much harder. In this note we show that for a given sequence $\kappa_j\to\kappa \in (0, 8/3)$, for almost every Brownian motion $SLE_\kappa$ traces converge locally uniformly. This result was also recently obtained by Friz, Tran and Yuan using different methods. In our analysis, we provide a constructive way to study the $SLE_{\kappa}$ traces for varying parameter $\kappa \in (0, 8/3)$. The argument is based on a new dynamical view on the approximation of SLE curves by curves driven by a piecewise square root approximation of the Brownian motion. The second question can be answered naturally in the framework of Rough Path Theory. Using this theory, we prove that the solutions of the backward Loewner Differential Equation driven by $\sqrt{\kappa}B_t$ when started away from the origin are continuous in the $p$-variation topology in the parameter $\kappa$, for all $\kappa \in \mathbb{R}_+$, Comment: 22 pages, no figures

It is well know that $SLE_\kappa$ curves exhibit a phase transition at $\kappa=4$. For $\kappa\le 4$ they are simple curves with probability one, for $\kappa>4$ they are not. The standard proof is based on the analysis of the Bessel SDE of dimension $d=1+4/\kappa$. We propose a different approach which is based on the analysis of the Bessel SDE with $d=1-4/\kappa$. This not only gives a new perspective, but also allows to describe the formation of the SLE `bubbles' for $\kappa>4$., Comment: 14 pages, no figures

We consider a variant of Bessel SDE by allowing the solution to be complex valued. Such SDEs appear naturally while studying the trace of Schramm-Loewner-Evolutions (SLE). We establish the existence and uniqueness of the strong solution to such SDEs when the dimension is negative. We also consider the stochastic flow associated to such SDEs and prove that it is almost surely continuous. Our proofs are based on an improvement of the derivative estimate of Rohde-Schramm \cite{RS05}. We finally show the connection between such stochastic flows and SLE$_{\kappa}$ for $\kappa <4$.

In this paper, we shall study the convergence of Taylor approximations for the backward Loewner differential equation (driven by Brownian motion) near the origin. More concretely, whenever the initial condition of the backward Loewner equation (which lies in the upper half plane) is small and has the form $Z_{0} = \varepsilon i$, we show these approximations exhibit an $O(\varepsilon)$ error provided the time horizon is $\varepsilon^{2+\delta}$ for $\delta > 0$. Statements of this theorem will be given using both rough path and $L^{2}(\mathbb{P})$ estimates. Furthermore, over the time horizon of $\varepsilon^{2-\delta}$, we shall see that "higher degree" terms within the Taylor expansion become larger than "lower degree" terms for small $\varepsilon$. In this sense, the time horizon on which approximations are accurate scales like $\varepsilon^{2}$. This scaling comes naturally from the Loewner equation when growing vector field derivatives are balanced against decaying iterated integrals of the Brownian motion. As well as being of theoretical interest, this scaling may be used as a guiding principle for developing adaptive step size strategies which perform efficiently near the origin. In addition, this result highlights the limitations of using stochastic Taylor methods (such as the Euler-Maruyama and Milstein methods) for approximating $SLE_{\kappa}$ traces. Due to the analytically tractable vector fields of the Loewner equation, we will show Ninomiya-Victoir (or Strang) splitting is particularly well suited for SLE simulation. As the singularity at the origin can lead to large numerical errors, we shall employ the adaptive step size proposed by Tom Kennedy to discretize $SLE_{\kappa}$ traces using this splitting. We believe that the Ninomiya-Victoir scheme is the first high order numerical method that has been successfully applied to $SLE_{\kappa}$ traces., Comment: 25 pages, 2 figures

We study a one-dimensional SDE that we obtain by performing a random time change of the backward Loewner dynamics in $\mathbb{H}$. The stationary measure for this SDE has a closed-form expression. We show the convergence towards its stationary measure for this SDE, in the sense of random ergodic averages. The precise formula of the density of the stationary law gives a phase transition at the value $\kappa=8$ from integrability to non-integrability, that happens at the same value of $\kappa$ as the change in behavior of the $SLE_{\kappa}$ trace from non-space filling to space-filling curve. Using convergence in total variation for the law of this diffusion towards stationarity, we identify families of random times on which the law of the arguments of points under the backward $SLE_{\kappa}$ flow converge to a closed form expression measure. For $\kappa=4,$ this gives precise characterization for the random times on which the law of the arguments of points under the backward $SLE_{\kappa}$ flow converge to the uniform law., Comment: 20 pages, 5 figures

The aim of this paper is to provide a novel proof for the Local Semicircle Law for the Wigner ensemble. The core of the proof is the intensive use of the algebraic structure that arises, i.e. resolvent expansions and resolvent identities. On the analytic side, concentration of measure results and high probability bounds are used. The conclusion is obtained using a bootstrapping argument that provides information about the change of the bounds from large to small scales. This approach leads to a new and shorter proof of the Weak Local Law for Wigner Matrices, that exploits heavily the algebraic structure appearing in the setting.

We consider Hermitian random band matrices $H$ in $d \geq 1 $ dimensions. The matrix elements $H_{xy},$ indexed by $x, y \in \Lambda \subset \mathbb{Z}^d,$ are independent, uniformly distributed random variable if $|x-y| $ is less than the band width $W,$ and zero otherwise. We update the previous results of the converge of quantum diffusion in a random band matrix model from convergence of the expectation to convergence in high probability. The result is uniformly in the size $|\Lambda| $ of the matrix.