Advanced topic in Stochastic Analysis: Gaussian Free Field and Liouville Quantum Gravity.
Location: TU Berlin, Mathematics building, room: MA 645
Time: Winter semester 2018. Mondays 12-14, room MA 645
Sprechzeiten: 10-12 Dienstage oder Verabredung.
Class webpage: https://sites.google.com/site/tranvohuy/reading-seminars/dgff-gff-and-lqg-2018
Language: English.
Background: Knowledge of Brownian motion, linear algebra, linear analysis, complex analysis is very useful. Most of the statements in the course have analogies to Brownian motion.
Short description: Our main goal is to study the Imaginary Geometry theory, developed by Jason Miller, Scott Sheffield, and others. This is a fast evolving theory that describes random surfaces with random measures and metrics which are conjectured and proven to be the scaling limits of many discrete models in statistical physic. This theory is studied extensively but still needs to understand from many angles.
Long description: See here https://goo.gl/1JLfp7
Summary of content:
We want to understand the following inspiring pictures: GFF, LQG, flow lines.
We mainly follow Berestycki's lecture note.
First part is about Discrete Gaussian Free Field. DGFF is a discrete version of GFF, easier to understand. So we will learn it carefully with the analogies of GFF in mind. Easy for experts, great for students.
The second part is about Gaussian Free Field/ Gaussian Field. Easy for experts, good for students.
The third part is about Liouville quantum gravity (or Gaussian chaos). We will study the random measures (chaos) and its relation to the underlying Gaussian field. Interesting for experts.
The last part is about the relation between GFF, LQG, and Schramm Loewner equation (SLE). Interesting and confusing for the audience and the lecturer.
Tentative and naive material
DGFF:
Multivariate Gaussian random variables
Discrete Laplacian, discrete Green functions
Definition and equivalent definitions of DGFF
Different versions
Properties
Simulations
Space of generalized functions, Sobolev spaces:
Schwarz space
Laplace eq., Green functions
Sobolev spaces, Hilbert spaces, ONB
GFF:
General theory of Gaussian fields
Defs, equi. defs of GFF
Properties: circle average, strong/weak Markov properties, ...
Diff. versions: GFF free boundary, mixed boundary, etc.
LQG, or Gaussian chaos:
Existence theorem.
Uniqueness of the random measure
Properties: KPZ formula, continuity in gamma, support of LQG measures
Def of quantum surfaces: quantum cone, quantum wedge.
Quantum surfaces and SLE:
SLE calculus.
Coupling theorem between SLE and GFF.
Flow lines.
Understand the statements in the paper "Imaginary geometry I"
Local sets.
Counter flowlines
Presentations for students:
Berestycki, Powell, Ray, a characterization for GFF, slide, video.
Berestycki, Jackson, Rohde-Schramm theorem via GFF
Junnila, Saksman, The uniqueness of the Gaussian chaos revisited.
Exercises.
Guillaume Remy, Fyodorov-Bouchaud formula, slide
Stéphane Benoist: Natural parametrization of SLE: GFF point of view
References:
Nathanael Berestycki's lecture note, papers
Wendelin Werner's lecture note
Fractional Gaussian Fields, a survey. This is a good source to define GFF rigorously. I should have started with this note.
Eero Saksman's papers
Jason Miller and Scott Sheffields and Betrand Duplantier
Stéphane Benoist's note.
Jason Miller's lecture note.
Announcement:
-12.10.2018: no class on 29.10 since I will be in Oxford, UK.
First set of lecture notes: DGFF, or Overleaf for the latest (choose the tex file, then hit "Recompile").
-26.11: second set of lecture notes: Continuous GFF (not finished), or click overleaf (on left-side panel, click on "Continuous_GFF.tex", then on the right-side panel, click "Recompile")
-5.1.2019: Unfortunately, there is NO lecture on 7.1 and 14.1.