{ "id": "1301.2876", "version": "v4", "published": "2013-01-14T07:46:22.000Z", "updated": "2016-09-02T10:30:45.000Z", "title": "Liouville Brownian motion", "authors": [ "Christophe Garban", "Rémi Rhodes", "Vincent Vargas" ], "comment": "Published at http://dx.doi.org/10.1214/15-AOP1042 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)", "journal": "Annals of Probability 2016, Vol. 44, No. 4, 3076-3110", "doi": "10.1214/15-AOP1042", "categories": [ "math.PR", "math-ph", "math.MP" ], "abstract": "We construct a stochastic process, called the Liouville Brownian motion, which is the Brownian motion associated to the metric $e^{\\gamma X(z)}\\,dz^2$, $\\gamma<\\gamma_c=2$ and $X$ is a Gaussian Free Field. Such a process is conjectured to be related to the scaling limit of random walks on large planar maps eventually weighted by a model of statistical physics which are embedded in the Euclidean plane or in the sphere in a conformal manner. The construction amounts to changing the speed of a standard two-dimensional Brownian motion $B_t$ depending on the local behavior of the Liouville measure \"$M_{\\gamma}(dz)=e^{\\gamma X(z)}\\,dz$\". We prove that the associated Markov process is a Feller diffusion for all $\\gamma<\\gamma_c=2$ and that for all $\\gamma<\\gamma_c$, the Liouville measure $M_{\\gamma}$ is invariant under $P_{\\mathbf{t}}$. This Liouville Brownian motion enables us to introduce a whole set of tools of stochastic analysis in Liouville quantum gravity, which will be hopefully useful in analyzing the geometry of Liouville quantum gravity.", "revisions": [ { "version": "v3", "updated": "2014-06-02T19:49:49.000Z", "abstract": "We construct a stochastic process, called the {\\bf Liouville Brownian motion}, which is the Brownian motion associated to the metric $e^{\\gamma X(z)}dz^2$, $\\gamma <\\gamma_c=2$ and $X$ is a Gaussian Free Field. Such a process is conjectured to be the scaling limit of random walks on large planar maps eventually weighted by a model of statistical physics which are embedded in the Euclidean plane or in the sphere in a conformal manner. The construction amounts to changing the speed of a standard two-dimensional Brownian motion $B_t$ depending on the local behaviour of the Liouville measure \"$M_\\gamma(dz) = e^{\\gamma X(z)} dz$\". We prove that the associated Markov process is a Feller diffusion for all $\\gamma<\\gamma_c=2$ and that for all $\\gamma<\\gamma_c$, the Liouville measure $M_\\gamma$ is invariant under $P_\\t$. This Liouville Brownian motion enables us to introduce a whole set of tools of stochastic analysis in Liouville quantum gravity, which will be hopefully useful in analyzing the geometry of Liouville quantum gravity.", "comment": "29 pages", "journal": null, "doi": null }, { "version": "v4", "updated": "2016-09-02T10:30:45.000Z" } ], "analyses": { "keywords": [ "liouville quantum gravity", "planar maps", "standard two-dimensional brownian motion", "liouville brownian motion enables", "liouville measure" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 29, "language": "en", "license": "arXiv", "status": "editable", "inspire": 1210730, "adsabs": "2013arXiv1301.2876G" } } }