Math 2.0

Probability theory and stochastic processes Special processes Concept

Loop-erased random walk

Summary

A loop-erased random walk is the simple path obtained from a random walk by erasing its loops in the order in which they are created. It is a random self-avoiding path, but its law differs from the uniform self-avoiding walk. Through Wilson's algorithm it is the building block of the uniform spanning tree of a graph. In the plane its scaling limit is the Schramm–Loewner evolution with parameter 22.

Further reading

  1. Web https://en.wikipedia.org/wiki/Loop-erased_random_walk
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