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Uniform Spanning Tree in Topological Polygons,
Partition Functions for SLE(8), and
Correlations in c=2c=-2 Logarithmic CFT

Mingchang Liu [email protected] KTH Royal Institute of Technology, Sweden Tsinghua University, China Eveliina Peltola [email protected] Aalto University, Finland, and University of Bonn, Germany Hao Wu [email protected]. Tsinghua University, China
Abstract

We find explicit SLE(88) partition functions for the scaling limits of Peano curves in the uniform spanning tree (UST) in topological polygons with general boundary conditions. They are given in terms of Coulomb gas integral formulas, which can also be expressed in terms of determinants involving aa-periods of a hyperelliptic Riemann surface. We also identify the crossing probabilities for the UST Peano curves as ratios of these partition functions.

The partition functions are interpreted as correlation functions in a logarithmic conformal field theory (log-CFT) of central charge c=2c=\!-2. Indeed, it is clear from our results that this theory is not a minimal model and exhibits logarithmic phenomena — the limit functions have logarithmic asymptotic behavior, that we calculate explicitly. General fusion rules for them could also be inferred from the explicit formulas. The discovered algebraic structure matches the known Virasoro staggered module classification, so in this sense, we give a direct probabilistic construction for correlation functions in a log-CFT of central charge 2\!-2 describing the UST model.


Keywords: (logarithmic) conformal field theory (CFT), correlation function, crossing probability, uniform spanning tree (UST), partition function, Schramm-Loewner evolution (SLE)

MSC: 82B20, 60J67, 60K35

1 Introduction

Random polymer models provide a plethora of interesting phenomena in statistical physics, probability theory, and related fields. For instance, many of them show features of criticality conjecturally related to conformal invariance. A particularly favorable setup for exact and rigorous results is the case of planar models. Indeed, one of the first examples where a conformal invariance result for a critical model was rigorously verified was the planar uniform spanning tree (UST): Lawler, Schramm & Werner showed [LSW04] that the random curve traversing along a uniformly chosen spanning tree (hereafter referred to as the UST Peano curve), which can also be thought of as a critical dense polymer, converges in the scaling limit to a Schramm-Loewner evolution process, SLEκ\mathrm{SLE}_{\kappa} with κ=8\kappa=8. In fact, the UST is quite a fruitful model, as it connects to other important models in various ways. For instance, the UST can be generated by loop-erased random walks via Wilson’s algorithm [Wil96], and the “branch-winding height functions” of the UST have the Gaussian free field as a scaling limit [Ken01]. This observation also leads to an analogue in the continuum: SLE8\mathrm{SLE}_{8} curves can be coupled with the Gaussian free field as flow lines [Dub09, MS17, BLR20]. However, even though substantial evidence for conformal invariance has been obtained for the UST model, there is still no clear conjecture on the full conformal field theory (CFT) describing its scaling limit.

In (heuristic) CFT parlance, the planar UST model should be described by some CFT with central charge c=2c=-2, which remarkably is a non-unitary theory — unlike many well-known ones such as the Liouville CFT [KRV20] or the minimal model for the Ising model [CHI21]. In the non-unitary case there can even exist several theories with the same central charge and conformal weights. Physicists have proposed various descriptions for a c=2c=-2 theory (e.g., [Gur93, GK96, Kau00, PR07]), involving logarithmic fields. These are fields in the CFT with anomalous behavior, arising from the feature that the Virasoro dilation operator L0\mathrm{L}_{0}, which generates scalings of the physical space-time, is not diagonalizable (in particular, the Hamiltonian of the theory is not self-adjoint). This implies that the space of states has a complicated structure as a representation of the Virasoro algebra, containing non-trivial Jordan blocks for L0\mathrm{L}_{0}. They, in turn, result in logarithmic divergences in the correlation functions of the theory (cf. Section 1.4). We will show in the present work that the correlation functions have a clear probabilistic interpretation, which could be helpful in revealing the underlying complicated algebraic structures.

This article concerns a probabilistic model of UST Peano curves in (topological) polygons with various boundary conditions. We obtain scaling limit results expressed in terms of explicit quantities — determinantal expressions and Coulomb gas integrals. As a by-product of our results, we establish that any (boundary) CFT describing the UST model (once again, we say “any”, as there is no consensus for what the CFT should exactly be) must contain fields whose correlation functions have logarithmic divergences. Specifically, we show that the explicit scaling limit objects are conformally invariant or covariant, satisfy BPZ PDEs at level two, and we derive explicit fusion rules in terms of asymptotic behavior (with structure constants also determined), that manifestly show the emergence of a logarithmic CFT (log-CFT) structure. We believe that by providing (to our knowledge) the first mathematically rigorous probabilistic results towards a systematic log-CFT description of the scaling limit of the UST model, we also initiate the building of solid analytical foundations for such a theory, relevant in particular to random geometry and statistical physics.

1.1 Summary of main results

Let us summarize more precisely the main findings of the present work. We will consider uniformly chosen spanning trees on subsets of the square lattice, focusing on the behavior of the random chordal Peano curves between the tree and its dual. Specifically, we consider scaling limits of the UST model on polygons with an even number 2N2N of marked boundary points. Thus, we fix N1N\geq 1 and a polygon (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}), that is, a bounded simply connected domain Ω\Omega\subset\mathbb{C} such that Ω\partial\Omega is locally connected, together with distinct marked boundary points x1,,x2Nx_{1},\ldots,x_{2N} in counterclockwise order. We encode boundary conditions in link patterns (i.e., planar/non-crossing pair partitions)

β={{a1,b1},{a2,b2},,{aN,bN}}with link endpoints ordered as a1<a2<<aN and ar<br, for all 1rN,and such that there are no indices 1r,sN with ar<as<br<bs,\displaystyle\begin{split}&\beta=\{\{a_{1},b_{1}\},\{a_{2},b_{2}\},\ldots,\{a_{N},b_{N}\}\}\\ &\textnormal{with link endpoints ordered as }\;a_{1}<a_{2}<\cdots<a_{N}\textnormal{ and }a_{r}<b_{r},\textnormal{ for all }1\leq r\leq N,\\ &\textnormal{and such that there are no indices }1\leq r,s\leq N\textnormal{ with }a_{r}<a_{s}<b_{r}<b_{s},\end{split} (1.1)

where {a1,b1,,aN,bN}={1,2,,2N}\{a_{1},b_{1},\ldots,a_{N},b_{N}\}=\{1,2,\ldots,2N\}. For convenience, we have chosen a particular ordering of the endpoints of the links {ar,br}\{a_{r},b_{r}\}. We shall denote by LPNβ\mathrm{LP}_{N}\ni\beta the set of link patterns β\beta of NN links.

Our main results can be summarized as follows:

  • (Theorem 1.3): We identify the scaling limits of the UST Peano curves with any boundary condition β\beta. These are variants of the SLE8\mathrm{SLE}_{8} process, whose partition functions (denoted β\mathcal{F}_{\beta}) are determined by β\beta, arising naturally from the discrete holomorphic observable that we employ to derive this result. Let us remark that, compared to the earlier results [LSW04, Dub06, HLW24], the choice and analysis of the general observable is significantly more intricate, and the boundary conditions for it are non-trivial.

  • (Theorem 1.4): We find the scaling limits of all crossing probabilities of the UST Peano curves as ratios of β\mathcal{F}_{\beta} and so-called SLE8\mathrm{SLE}_{8} pure partition functions 𝒵α\mathcal{Z}_{\alpha} (see [BBK05, Dub07, KL07, Pel19] and references therein for cases with κ<8\kappa<8). In contrast to earlier lattice-level results [KW11], we obtain a more complete description of the scaling limits, provide explicit formulas in terms of integrals of Coulomb gas type, and interpret these probabilities in terms of operators in a c=2c=-2 log-CFT. Interestingly, the Coulomb gas integrals can also be written in terms of aa-periods of a suitable hyperelliptic Riemann surface (see Proposition 2.4) — in particular, they have a determinantal structure.

  • (Theorems 1.1 & 1.2): We prove salient properties of the partition functions, some of them predicted from conformal field theory [BPZ84, Gur93, PR07], and others crucial for their probabilistic meaning.

Even though the log-CFT interpretation is rather heuristic, from the formal, algebraic viewpoint (in terms of the representation theory of the Virasoro algebra), we thus provide evidence that any CFT describing the planar UST model in the scaling limit must be a non-unitary, logarithmic CFT containing specific operator content (cf. Section 1.4). Our results furthermore provide a probabilistic construction for such a CFT in terms of correlation functions.

1.2 SLE(8)\mathrm{SLE}(8) observables: Coulomb gas integrals and pure partition functions

In order to state our scaling limit results, we first describe the objects that determine the scaling limit. We recommend readers only interested in the scaling limit results per se to first glance at Section 1.3 and then return to the present Section 1.2. However, let us point out that the results of the present section greatly differ from the previously considered cases of the critical Ising model (κ=3\kappa=3[Izy15, PW23], multiple LERW (κ=2\kappa=2[KW11, Kar20, KKP20], critical percolation (κ=6\kappa=6[Dub06], and critical random-cluster models (κ=16/3\kappa=16/3[Izy22, FPW24]. Indeed, when κ<8\kappa<8, for instance the SLEκ\mathrm{SLE}_{\kappa} pure partition functions can be uniquely classified as solutions to a certain PDE boundary value problem [FK15, PW19], whereas in the present case of κ=8\kappa=8, no classification is known and the techniques of [FK15, PW19] fail. Furthermore, while the Kac conformal weights h1,1(κ)h_{1,1}(\kappa) and h1,3(κ)h_{1,3}(\kappa) for κ<8\kappa<8 in Equation (1.16) determine unambiguously the asymptotic boundary conditions for such a PDE boundary value problem, giving rise to two distinct Frobenius exponents, these exponents coincide when κ=8\kappa=8. This seemingly innocent property lies at the heart of the logarithmic phenomena in the CFT describing the scaling limit of the UST model.

For each βLPN\beta\in\mathrm{LP}_{N} as in (1.1), we define β:𝔛2N\mathcal{F}_{\beta}\colon\mathfrak{X}_{2N}\to\mathbb{C}, where

𝔛2N:={𝒙=(x1,,x2N)2N:x1<<x2N},\displaystyle\mathfrak{X}_{2N}:=\big{\{}\boldsymbol{x}=(x_{1},\ldots,x_{2N})\in\mathbb{R}^{2N}\colon x_{1}<\cdots<x_{2N}\big{\}},

to be a “Coulomb gas integral function” (for κ=8\kappa=8)

β(𝒙):=\displaystyle\mathcal{F}_{\beta}(\boldsymbol{x}):=\; 1i<j2N(xjxi)1/4-◠-xa1xb1-◠-xaNxbN1r<sN(usur)r=1Ndurk=12N(urxk)1/2,\displaystyle\prod_{1\leq i<j\leq 2N}(x_{j}-x_{i})^{1/4}\landupint_{x_{a_{1}}}^{x_{b_{1}}}\cdots\landupint_{x_{a_{N}}}^{x_{b_{N}}}\prod_{1\leq r<s\leq N}(u_{s}-u_{r})\;\prod_{r=1}^{N}\frac{\mathrm{d}u_{r}}{\prod_{k=1}^{2N}(u_{r}-x_{k})^{1/2}}, (1.2)

where the branch of the multivalued integrand is chosen to be real and positive when

xar<ur<xar+1, for all r{1,2,N},\displaystyle x_{a_{r}}<u_{r}<x_{a_{r}+1},\quad\textnormal{ for all }r\in\{1,2,\ldots N\},

and the integration in (1.2) is understood so that the integration variables uru_{r} avoid the ramification points x1,x2,,x2Nx_{1},x_{2},\ldots,x_{2N} by encircling them from the upper half-plane (see Section 2). With such a branch choice, β\mathcal{F}_{\beta} actually takes values in (0,)(0,\infty), see Theorem 1.1. This fact is crucial for the probabilistic interpretation of these functions — however, it is not obvious.

Quite a specific feature to the present case of κ=8\kappa=8 is that the function (1.2) also equals, up to a multiplicative factor, an integral of the Vandermonde determinant:

β(𝒙)=\displaystyle\mathcal{F}_{\beta}(\boldsymbol{x})=\; 1i<j2N(xjxi)1/4×|detPβ(𝒙)|,\displaystyle\prod_{1\leq i<j\leq 2N}(x_{j}-x_{i})^{1/4}\times|\det P_{\beta}(\boldsymbol{x})|, (1.3)
wherePβ(𝒙):=\displaystyle\textnormal{where}\qquad P_{\beta}(\boldsymbol{x}):=\; (-◠-xarxbrus1duj=12N(uxj)1/2)r,s=1N,𝒙𝔛2N,\displaystyle\Big{(}\landupint_{x_{a_{r}}}^{x_{b_{r}}}\frac{u^{s-1}\mathrm{d}u}{\prod_{j=1}^{2N}(u-x_{j})^{1/2}}\Big{)}_{r,s=1}^{N},\qquad\boldsymbol{x}\in\mathfrak{X}_{2N},

is a matrix which can also be written in terms of aa-periods of a suitable hyperelliptic Riemann surface — see Proposition 2.4 and Equation (2.152.16). Such a determinantal structure can be viewed as a feature of the fermionic nature of the UST model (CFT with c=2c=-2).

Historically, these Coulomb gas integrals stem from conformal field theory [DF84, Dub06, KP20], where they have been used as a general ansatz to find formulas for correlation functions. Specifically to our case, we seek correlation functions of so-called degenerate fields, which should satisfy a system of “BPZ PDEs” attributed to Belavin, Polyakov & Zamolodchikov [BPZ84],

[42xj2+ij(2xixjxi+1/4(xixj)2)](x1,,x2N)=0,for all j{1,2,,2N},\displaystyle\bigg{[}4\frac{\partial^{2}}{\partial x_{j}^{2}}+\sum_{i\neq j}\Big{(}\frac{2}{x_{i}-x_{j}}\frac{\partial}{\partial x_{i}}+\frac{1/4}{(x_{i}-x_{j})^{2}}\Big{)}\bigg{]}\mathcal{F}(x_{1},\ldots,x_{2N})=0,\quad\textnormal{for all }j\in\{1,2,\ldots,2N\}, (PDE)

and the specific covariance property

(x1,,x2N)=i=12Nφ(xi)1/8×(φ(x1),,φ(x2N)),\displaystyle\mathcal{F}(x_{1},\ldots,x_{2N})=\prod_{i=1}^{2N}\varphi^{\prime}(x_{i})^{-1/8}\times\mathcal{F}(\varphi(x_{1}),\ldots,\varphi(x_{2N})), (COV)

for all Möbius maps φ\varphi of the upper half-plane :={z:Im(z)>0}\mathbb{H}:=\{z\in\mathbb{C}\colon\operatorname{Im}(z)>0\} such that φ(x1)<<φ(x2N)\varphi(x_{1})<\cdots<\varphi(x_{2N}).

Theorem 1.1.

The functions β\mathcal{F}_{\beta} defined in (1.2) satisfy the PDE system (PDE), Möbius covariance (COV), and the following further properties.

  • (POS)

    Positivity: For each N1N\geq 1 and βLPN\beta\in\mathrm{LP}_{N}, we have β(𝒙)>0\mathcal{F}_{\beta}(\boldsymbol{x})>0, for all 𝒙𝔛2N\boldsymbol{x}\in\mathfrak{X}_{2N}.

  • (ASY)

    Asymptotics: With 1\mathcal{F}_{\emptyset}\equiv 1 for the empty link pattern LP0\emptyset\in\mathrm{LP}_{0}, the collection {β:βLPN}\{\mathcal{F}_{\beta}\colon\beta\in\mathrm{LP}_{N}\} satisfies the following recursive asymptotics property. Fix N1N\geq 1 and j{1,2,,2N1}j\in\{1,2,\ldots,2N-1\}. Then, we have111Throughout, we use the cyclic indexing convention x2N+1:=x1x_{2N+1}:=x_{1} etc.

    limxj,xj+1ξβ(𝒙)(xj+1xj)1/4=πβ/{j,j+1}(𝒙¨j),\displaystyle\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{F}_{\beta}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}}=\pi\,\mathcal{F}_{\beta/\{j,j+1\}}(\boldsymbol{\ddot{x}}_{j}), if {j,j+1}β,\displaystyle\textnormal{if }\{j,j+1\}\in\beta, (β\mathcal{F}_{\beta}-ASY1,1)
    limxj,xj+1ξβ(𝒙)(xj+1xj)1/4|log(xj+1xj)|=j(β)/{j,j+1}(𝒙¨j),\displaystyle\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{F}_{\beta}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}|\log(x_{j+1}-x_{j})|}=\mathcal{F}_{\wp_{j}(\beta)/\{j,j+1\}}(\boldsymbol{\ddot{x}}_{j}), if {j,j+1}β,\displaystyle\textnormal{if }\{j,j+1\}\not\in\beta, (β\mathcal{F}_{\beta}-ASY1,3)

    where

    𝒙=(x1,,x2N)𝔛2N,𝒙¨j=(x1,,xj1,xj+2,,x2N)𝔛2N2,\displaystyle\begin{split}\boldsymbol{x}=\;&(x_{1},\ldots,x_{2N})\in\mathfrak{X}_{2N},\\ \boldsymbol{\ddot{x}}_{j}=\;&(x_{1},\ldots,x_{j-1},x_{j+2},\ldots,x_{2N})\in\mathfrak{X}_{2N-2},\end{split} (1.4)

    and ξ(xj1,xj+2)\xi\in(x_{j-1},x_{j+2}), and where β/{j,j+1}LPN1\beta/\{j,j+1\}\in\mathrm{LP}_{N-1} denotes the link pattern obtained from β\beta by removing the link {j,j+1}\{j,j+1\} and relabeling the remaining indices by 1,2,,2N21,2,\ldots,2N-2, and j\wp_{j} is the “tying operation” defined by

    j:LPNLPN,j(β)=(β({j,1},{j+1,2})){j,j+1}{1,2},\displaystyle\wp_{j}\colon\mathrm{LP}_{N}\to\mathrm{LP}_{N},\quad\wp_{j}(\beta)=\big{(}\beta\setminus(\{j,\ell_{1}\},\{j+1,\ell_{2}\})\big{)}\cup\{j,j+1\}\cup\{\ell_{1},\ell_{2}\},

    where 1\ell_{1} (resp. 2\ell_{2}) is the pair of jj (resp. j+1j+1) in β\beta (and {j,1},{j+1,2},{1,2}\{j,\ell_{1}\},\{j+1,\ell_{2}\},\{\ell_{1},\ell_{2}\} are unordered).

  • (LIN)

    Linear independence: The functions {β:βLPN}\{\mathcal{F}_{\beta}\colon\beta\in\mathrm{LP}_{N}\} are linearly independent.

In short, the proof of Theorem 1.1 comprises Proposition 2.6, Proposition 2.8 (or Corollary 3.7), Proposition 2.9, Proposition 2.14, and the conclusion in Section 4.3.

  • The BPZ PDE system (PDE) can be verified by the following argument for the Coulomb gas integrals. The integration contours in (1.2) can be written as a closed surface in a suitable homology, and the integrand after being hit by the differential operator 𝒟(j)\mathcal{D}^{(j)} in (PDE) gives an exact form. Therefore, Stokes’ theorem can be used (with care) to argue that (1.2) is a solution to (PDE). We perform this argument in Proposition 2.8. The strategy is explained in detail in [KP20, Section 1]222The results in [KP20] concern the case of irrational values of κ\kappa, but the same idea for this part also works for rational κ\kappa..

  • The Möbius covariance (COV) is immediate for translations and scalings, but the verification of it for special conformal transformations is surprisingly troublesome. In our special case where κ=8\kappa=8, the determinantal structure (1.3) of β\mathcal{F}_{\beta} is helpful (cf. Proposition 2.6).

  • In general, it is very difficult to establish positivity (POS) for Coulomb gas type integrals333For κ6\kappa\leq 6, positivity results have been established via a construction of SLEκ\mathrm{SLE}_{\kappa} partition functions explicitly in terms of probabilistic quantities, such as the Brownian loop measure and multiple SLEκ\mathrm{SLE}_{\kappa} [KL07, Law09, PW19, Wu20].. Once again, in our special case the positivity is guaranteed by the determinantal structure, see Proposition 2.14. This property is absolutely essential for the probabilistic interpretation and usage of β\mathcal{F}_{\beta} for the scaling limit results stated below in Section 1.3; indeed, a priori β\mathcal{F}_{\beta} are complicated complex valued functions expressed as iterated integrals (1.2).

  • Of the asymptotics properties in (ASY), the generic one, (β\mathcal{F}_{\beta}-ASY1,1), is very easy to verify (Lemma 2.10), whereas the logarithmic one, (β\mathcal{F}_{\beta}-ASY1,3), needs more detailed analysis (Lemma 2.11). These asymptotics properties are motivated by fusion rules in log-CFT, that in particular involve the logarithmic correction in one of the fusion channels. See Section 1.4 for discussion and literature.

  • Lastly, the linear independence of the functions β\mathcal{F}_{\beta} is a consequence of their different asymptotic properties, as explained in the end of Section 4.3.

Theorem 1.1 shows that {β:βLPN}\{\mathcal{F}_{\beta}\colon\beta\in\mathrm{LP}_{N}\} forms a basis for a solution space444It is not known to us what the dimension of the full solution space to the PDE system (PDE) is. However, it is plausible that imposing the additional constraint (COV) and possibly a bound for the growth of the solutions analogous to [FK15, Part 1, Eq. (20)], the dimension of the restricted solution space would equal the Catalan number 1N+1(2NN)=|LPN|\frac{1}{N+1}\binom{2N}{N}=|\mathrm{LP}_{N}|. of the PDE system (PDE). There is another useful basis consisting of pure partition functions {𝒵α:αLPN}\{\mathcal{Z}_{\alpha}\colon\alpha\in\mathrm{LP}_{N}\}. To explain how these two bases are related, let us recall that a meander formed from two link patterns α,βLPN\alpha,\beta\in\mathrm{LP}_{N} is the planar diagram obtained by placing α\alpha and the horizontal reflection of β\beta on top of each other555Some authors call these “meandric systems.”:

α=[Uncaptioned image],β=[Uncaptioned image][Uncaptioned image]\displaystyle\alpha\quad=\quad\vbox{\hbox{\includegraphics[scale={0.275}]{figures/alpha.pdf}}}\quad,\quad\beta\quad=\quad\vbox{\hbox{\includegraphics[scale={0.275}]{figures/beta.pdf}}}\quad\quad\Longrightarrow\quad\quad\vbox{\hbox{\includegraphics[scale={0.275}]{figures/meander.pdf}}} (1.5)

We define the (renormalized, symmetric) meander matrix entries {α,β:α,βLPN}\{\mathcal{M}_{\alpha,\beta}\colon\alpha,\beta\in\mathrm{LP}_{N}\} as

α,β:={1,if the meander formed from α and β has one loop,0,otherwise.\displaystyle\mathcal{M}_{\alpha,\beta}:=\begin{cases}1,&\textnormal{if the meander formed from $\alpha$ and $\beta$ has one loop,}\\ 0,&\textnormal{otherwise.}\end{cases} (1.6)

We also set ,1\mathcal{M}_{\emptyset,\emptyset}\equiv 1 by convention. By [DFGG97, Eq. (5.18)], the meander matrix (1.6) is invertible. We then define the pure partition functions 𝒵α:𝔛2N\mathcal{Z}_{\alpha}\colon\mathfrak{X}_{2N}\to\mathbb{C} as

𝒵α(𝒙):=βLPNα,β1β(𝒙),𝒙𝔛2N.\displaystyle\mathcal{Z}_{\alpha}(\boldsymbol{x}):=\sum_{\beta\in\mathrm{LP}_{N}}\mathcal{M}_{\alpha,\beta}^{-1}\,\mathcal{F}_{\beta}(\boldsymbol{x}),\qquad\boldsymbol{x}\in\mathfrak{X}_{2N}. (1.7)
Theorem 1.2.

The pure partition functions defined in (1.7) satisfy the PDE system (PDE), Möbius covariance (COV), and the following further properties.

  • (POS)

    Positivity: For each N1N\geq 1 and βLPN\beta\in\mathrm{LP}_{N}, we have 𝒵α(𝒙)>0\mathcal{Z}_{\alpha}(\boldsymbol{x})>0, for all 𝒙𝔛2N\boldsymbol{x}\in\mathfrak{X}_{2N}.

  • (ASY)

    Asymptotics: With 𝒵1\mathcal{Z}_{\emptyset}\equiv 1 for the empty link pattern LP0\emptyset\in\mathrm{LP}_{0}, the collection {𝒵α:αLPN}\{\mathcal{Z}_{\alpha}\colon\alpha\in\mathrm{LP}_{N}\} satisfies the following recursive asymptotics property. Fix N1N\geq 1 and j{1,2,,2N1}j\in\{1,2,\ldots,2N-1\}. Then, for all ξ(xj1,xj+2)\xi\in(x_{j-1},x_{j+2}), using the notation (1.4), we have

    limxj,xj+1ξ𝒵α(𝒙)(xj+1xj)1/4|log(xj+1xj)|=𝒵α/{j,j+1}(𝒙¨j),\displaystyle\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{Z}_{\alpha}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}|\log(x_{j+1}-x_{j})|}=\mathcal{Z}_{\alpha/\{j,j+1\}}(\boldsymbol{\ddot{x}}_{j}), if {j,j+1}α,\displaystyle\quad\textnormal{if }\{j,j+1\}\in\alpha, (𝒵α\mathcal{Z}_{\alpha}-ASY1,1)
    limxj,xj+1ξ𝒵α(𝒙)(xj+1xj)1/4=π𝒵j(α)/{j,j+1}(𝒙¨j),\displaystyle\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{Z}_{\alpha}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}}=\pi\,\mathcal{Z}_{\wp_{j}(\alpha)/\{j,j+1\}}(\boldsymbol{\ddot{x}}_{j}), if {j,j+1}α.\displaystyle\quad\textnormal{if }\{j,j+1\}\not\in\alpha. (𝒵α\mathcal{Z}_{\alpha}-ASY1,3)
  • (LIN)

    Linear independence: The functions {𝒵α:αLPN}\{\mathcal{Z}_{\alpha}\colon\alpha\in\mathrm{LP}_{N}\} are linearly independent.

The proof of Theorem 1.2 comprises Lemmas 4.4 and 4.5 in Section 4, and the conclusion in Section 4.3. The proof also uses Theorem 1.1. The main difficulties are to prove the asymptotic properties (ASY) in Section 4.2, and the positivity (POS) in Section 4.3 — importantly, both use the fact that 𝒵α\mathcal{Z}_{\alpha} are related to UST crossing probabilities.

Generalizing the covariance property (COV), we extend the definitions of β\mathcal{F}_{\beta} and 𝒵α\mathcal{Z}_{\alpha} to general polygons, whenever the derivatives of the associated conformal map in (COV) are defined. Thus, we set

F(Ω;x1,,x2N):=j=12N|φ(xj)|1/8×F(φ(x1),,φ(x2N)),whereF=β or 𝒵α,\displaystyle F(\Omega;x_{1},\ldots,x_{2N}):=\prod_{j=1}^{2N}|\varphi^{\prime}(x_{j})|^{-1/8}\times F(\varphi(x_{1}),\ldots,\varphi(x_{2N})),\quad\textnormal{where}\quad F=\mathcal{F}_{\beta}\textnormal{ or }\mathcal{Z}_{\alpha},

and where φ\varphi is any conformal map from Ω\Omega onto \mathbb{H} with φ(x1)<<φ(x2N)\varphi(x_{1})<\cdots<\varphi(x_{2N}), assuming that the marked boundary points x1,,x2Nx_{1},\ldots,x_{2N} lie on sufficiently regular boundary segments (e.g. C1+ϵC^{1+\epsilon} for some ϵ>0\epsilon>0).

In general, a partition function (with κ=8\kappa=8) will refer to a positive smooth function 𝒵:𝔛2N>0\mathcal{Z}\colon\mathfrak{X}_{2N}\to\mathbb{R}_{>0} satisfying the BPZ PDE system (PDE) and Möbius covariance (COV). We can use any partition function to define a Loewner chain associated to 𝒵\mathcal{Z}: in the upper half-plane \mathbb{H}, started from xix_{i}\in\mathbb{R}, and with marked points (x1,,xi1,xi+1,,x2N)(x_{1},\ldots,x_{i-1},x_{i+1},\ldots,x_{2N}), this is the Loewner chain driven by the solution WW to the stochastic differential equations (SDEs)

{dWt=8dBt+8(ilog𝒵)(Vt1,,Vti1,Wt,Vti+1,,Vt2N)dt,dVtj=2dtVtjWt,W0=xi,V0j=xj,j{1,,i1,i+1,,2N}.\displaystyle\begin{cases}\mathrm{d}W_{t}=\sqrt{8}\,\mathrm{d}B_{t}+8\,(\partial_{i}\log\mathcal{Z})(V_{t}^{1},\ldots,V_{t}^{i-1},W_{t},V_{t}^{i+1},\ldots,V_{t}^{2N})\,\mathrm{d}t,\\ \mathrm{d}V_{t}^{j}=\frac{2\,\mathrm{d}t}{V_{t}^{j}-W_{t}},\\ W_{0}=x_{i},\\ V_{0}^{j}=x_{j},\quad j\in\{1,\ldots,i-1,i+1,\ldots,2N\}.\end{cases} (1.8)

This process is well-defined up to the first time when either xi1x_{i-1} or xi+1x_{i+1} is swallowed (i.e., when the denominator in the SDE (1.8) blows up). The functions β\mathcal{F}_{\beta} and 𝒵α\mathcal{Z}_{\alpha} are examples of partition functions.

1.3 Scaling limit results: Uniform spanning tree in polygons

We now consider UST on a scaled square lattice (see the precise formulation in Section 3). Suppose that (Ωδ,;x1δ,,,x2Nδ,)(\Omega^{\delta,\diamond};x_{1}^{\delta,\diamond},\ldots,x_{2N}^{\delta,\diamond}) is a sequence of medial polygons on δ(2)\delta(\mathbb{Z}^{2})^{\diamond}. A common notion of convergence for such a sequence is termed after Carathéodory (see Section 3.2). However, for our purposes, the following stronger notion of convergence phrased in terms of a curve metric is relevant. The set XX of planar oriented curves, that is, continuous mappings from [0,1][0,1] to \mathbb{C} modulo reparameterization, is a complete and separable metric space

(X,dist),dist(η1,η2):=infψ1,ψ2supt[0,1]|η1(ψ1(t))η2(ψ2(t))|,\displaystyle(X,\mathrm{dist}),\qquad\mathrm{dist}(\eta_{1},\eta_{2}):=\inf_{\psi_{1},\psi_{2}}\sup_{t\in[0,1]}\big{|}\eta_{1}(\psi_{1}(t))-\eta_{2}(\psi_{2}(t))\big{|}, (1.9)

where the infimum is taken over all increasing homeomorphisms ψ1,ψ2:[0,1][0,1]\psi_{1},\psi_{2}\colon[0,1]\to[0,1]. We will assume that (Ωδ,;x1δ,,,x2Nδ,)(\Omega^{\delta,\diamond};x_{1}^{\delta,\diamond},\ldots,x_{2N}^{\delta,\diamond}) converges to a polygon (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) in the following sense:

there existsC(0,)such that dist((xiδ,xi+1δ,),(xixi+1))Cδ,for all i{1,2,,2N},\displaystyle\begin{split}\;&\textnormal{there exists}\quad C\in(0,\infty)\quad\textnormal{such that }\\ \;&\mathrm{dist}\big{(}(x_{i}^{\delta,\diamond}\,x_{i+1}^{\delta,\diamond}),(x_{i}\,x_{i+1})\big{)}\leq C\,\delta,\quad\textnormal{for all }i\in\{1,2,\ldots,2N\},\end{split} (1.10)

where (xy)(x\,y) denotes the counterclockwise boundary arc between xx and yy. Note that such a convergence also implies convergence in the Carathéodory sense.

Refer to caption
Figure 1.1: For the UST in a polygon with six marked points on the boundary, with the boundary arcs (x1x2),(x3x4),(x5x6)(x_{1}\,x_{2}),(x_{3}\,x_{4}),(x_{5}\,x_{6}) wired, there are three Peano curves connecting {x1,x2,x3,x4,x5,x6}\{x_{1},x_{2},x_{3},x_{4},x_{5},x_{6}\} pairwise.

Next, let Ωδδ2\Omega^{\delta}\subset\delta\mathbb{Z}^{2} be the graph on the primal lattice corresponding to Ωδ,\Omega^{\delta,\diamond}. Consider the primal polygon (Ωδ;x1δ,,x2Nδ)(\Omega^{\delta};x_{1}^{\delta},\ldots,x_{2N}^{\delta}) and spanning trees on it, with the following boundary conditions (see Figure 1.1): first, every other boundary arc is wired,

(x2r1δx2rδ) is wired for all r{1,2,,N},\displaystyle(x_{2r-1}^{\delta}\,x_{2r}^{\delta})\textnormal{ is wired }\quad\textnormal{for all }r\in\{1,2,\ldots,N\},

and second, these NN wired arcs are further wired together according to a non-crossing partition outside of Ωδ\Omega^{\delta}. Note that there is a bijection between non-crossing partitions of the NN wired boundary arcs and planar link patterns with NN links, illustrated in Figure 3.2. Hence, we may encode the boundary condition by a label βLPN\beta\in\mathrm{LP}_{N}, and we thus speak of the UST with boundary condition (b.c.) β\beta. Let Υδ\Upsilon_{\delta} be a uniformly chosen spanning tree on Ωδ\Omega^{\delta} with b.c. β\beta. Then, there exist NN curves on the medial lattice Ωδ,\Omega^{\delta,\diamond} running along the tree and connecting {x1δ,,,x2Nδ,}\{x_{1}^{\delta,\diamond},\ldots,x_{2N}^{\delta,\diamond}\} pairwise. We call them UST Peano curves. The goal of this section is to describe the scaling limit of these Peano curves.

Our first result identifies the scaling limits of the UST Peano curves with SLE8\mathrm{SLE}_{8} type processes having specific partition functions, given exactly by the functions β\mathcal{F}_{\beta} of Theorem 1.1, defined in (1.2). For N=1N=1, we have [Uncaptioned image](x1,x2)=π(x2x1)1/4\mathcal{F}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-0.pdf}}}}(x_{1},x_{2})=\pi\,(x_{2}-x_{1})^{1/4} (cf. Lemma B.1) and the limit process in Theorem 1.3 is the chordal SLE8\mathrm{SLE}_{8} in Ω\Omega between x1x_{1} and x2x_{2} [LSW04].

Theorem 1.3.

Fix a polygon (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) whose boundary Ω\partial\Omega is a C1C^{1}-Jordan curve. Fix also a link pattern βLPN\beta\in\mathrm{LP}_{N}. Suppose that a sequence (Ωδ,;x1δ,,,x2Nδ,)(\Omega^{\delta,\diamond};x_{1}^{\delta,\diamond},\ldots,x_{2N}^{\delta,\diamond}) of medial polygons converges to (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) in the sense (1.10). Consider the UST on the primal polygon (Ωδ;x1δ,,x2Nδ)(\Omega^{\delta};x_{1}^{\delta},\ldots,x_{2N}^{\delta}) with boundary condition β\beta. For each i{1,2,,2N}i\in\{1,2,\ldots,2N\}, let ηiδ\eta_{i}^{\delta} be the Peano curve started from xiδ,x_{i}^{\delta,\diamond}. Let φ\varphi be any conformal map from Ω\Omega onto \mathbb{H} such that φ(x1)<<φ(x2N)\varphi(x_{1})<\cdots<\varphi(x_{2N}). Then, ηiδ\eta_{i}^{\delta} converges weakly to the image under φ1\varphi^{-1} of the Loewner chain with driving function solving the following SDEs, up to the first time when φ(xi1)\varphi(x_{i-1}) or φ(xi+1)\varphi(x_{i+1}) is swallowed:

{dWt=8dBt+8(ilogβ)(Vt1,,Vti1,Wt,Vti+1,,Vt2N)dt,dVtj=2dtVtjWt,W0=φ(xi),V0j=φ(xj),j{1,,i1,i+1,,2N}.\displaystyle\begin{cases}\mathrm{d}W_{t}=\sqrt{8}\,\mathrm{d}B_{t}+8\,(\partial_{i}\log\mathcal{F}_{\beta})(V_{t}^{1},\ldots,V_{t}^{i-1},W_{t},V_{t}^{i+1},\ldots,V_{t}^{2N})\,\mathrm{d}t,\\ \mathrm{d}V_{t}^{j}=\frac{2\,\mathrm{d}t}{V_{t}^{j}-W_{t}},\\ W_{0}=\varphi(x_{i}),\\ V_{0}^{j}=\varphi(x_{j}),\quad j\in\{1,\ldots,i-1,i+1,\ldots,2N\}.\end{cases} (1.11)

The main issue to prove Theorem 1.3 is to identify the limit and show its uniqueness. To this end, one can use a discrete holomorphic observable, which is natural when only one or two curves are present (in that case, there is at most one free parameter after fixing three parameters via conformal invariance). Dubédat proposed a formula for the simplest case of

β=¯:={{1,2},{3,4},,{2N1,2N}},\displaystyle\beta=\boldsymbol{\underline{\cap\cap}}:=\{\{1,2\},\{3,4\},\ldots,\{2N-1,2N\}\}, (1.12)

in his article [Dub06] but without proof. His formula is different from ours at first sight, but it follows from Proposition 2.4 that they are actually the same. The recent work [HLW24] concerns the case of N=2N=2, which is solvable by an ordinary differential equation666H.W. learned the observable in [HLW24] from a master course delivered by S. Smirnov in 2015, but we are not able to identify a published reference.. However, the general β\beta involving non-trivial conformal moduli is significantly more difficult.

The proof of Theorem 1.3 is given in Section 3. Roughly, it follows the standard strategy: first, we need precompactness (tightness) of the family (ηiδ)δ>0(\eta_{i}^{\delta})_{\delta>0} (from well-known arguments, cf. Lemma 3.1); second, we construct a discrete martingale observable (Sections 3.13.2); and third, we identify the subsequential limits ϕβ\phi_{\beta} through the observable (Section 3.4). The identification step involves deriving the expansion of the observable ϕβ(z)\phi_{\beta}(z) as zz approaches one of the marked points to a certain precision, and relating the expansion coefficients explicitly to the partition function β\mathcal{F}_{\beta} (Lemmas 3.5 & 3.6 in Section 3.3). The observable ϕβ\phi_{\beta} from Proposition 3.4 also gives the scaling limit distribution of the loop-erased random walk branch in the UST, see [LW23].

Interestingly enough, the scaling limit of the observable ϕβ\phi_{\beta} (see Proposition 3.4) can be written, on the one hand, as an abelian integral (see Equation (3.10)),

ϕβ(z)=\displaystyle\phi_{\beta}(z)=\; χβ(z)χβ(xb1)\displaystyle-\frac{\chi_{\beta}(z)}{\chi_{\beta}(x_{b_{1}})} (1.13)

involving the aa-periods discussed in Section 2,

χβ(z):=-◠-x1zdu1-◠-xa2xb2du2-◠-xaN1xbN1duN11r<sN1(usur)r=1N1durk=12N(urxk)1/2,\displaystyle\chi_{\beta}(z):=\landupint_{x_{1}}^{z}\mathrm{d}u_{1}\landupint_{x_{a_{2}}}^{x_{b_{2}}}\mathrm{d}u_{2}\cdots\landupint_{x_{a_{N-1}}}^{x_{b_{N-1}}}\mathrm{d}u_{N-1}\prod_{1\leq r<s\leq N-1}(u_{s}-u_{r})\;\prod_{r=1}^{N-1}\;\frac{\mathrm{d}u_{r}}{\prod_{k=1}^{2N}(u_{r}-x_{k})^{1/2}},

and on the other hand, as a degenerate Schwarz-Christoffel conformal map (see Appendix C),

ϕβ(z)=-◠-x1z=1N2(uμ)duj=12N(uxj)1/2(-◠-x1xb1=1N2(uμ)duj=12N(uxj)1/2)1,z¯,\displaystyle\phi_{\beta}(z)=\landupint_{x_{1}}^{z}\frac{\prod_{\ell=1}^{N-2}(u-\mu_{\ell})\,\mathrm{d}u}{\prod_{j=1}^{2N}(u-x_{j})^{1/2}}\bigg{(}\landupint_{x_{1}}^{x_{b_{1}}}\frac{\prod_{\ell=1}^{N-2}(u-\mu_{\ell})\,\mathrm{d}u}{\prod_{j=1}^{2N}(u-x_{j})^{1/2}}\bigg{)}^{-1},\qquad z\in\overline{\mathbb{H}}, (1.14)

where the accessory parameters μ1,,μN2\mu_{1},\ldots,\mu_{N-2}\in\mathbb{R} are mapped to the tips of the slits in the image of ϕβ\phi_{\beta} — see Figure 1.2 for an example.

Refer to caption
Figure 1.2: Illustration of the Schwarz-Christoffel type conformal map ϕβ\phi_{\beta} (1.14) in the case where the link pattern β={{1,2},{3,4},,{2N1,2N}}\beta=\{\{1,2\},\{3,4\},\ldots,\{2N-1,2N\}\} is the simplest boundary condition. The accessory parameters μ1,,μN2\mu_{1},\ldots,\mu_{N-2}\in\mathbb{R} are mapped to the tips of the slits in the image of ϕβ\phi_{\beta}.

In our second scaling limit result, we identify the scaling limits of the crossing probabilities of the Peano curves as ratios of pure partition functions 𝒵α\mathcal{Z}_{\alpha} with the partition functions β\mathcal{F}_{\beta}, the latter arising from the choice of the boundary condition β\beta. Of course, the internal crossing pattern encoded in α\alpha must be compatible with the b.c. β\beta, which is exactly what the meander matrix (1.6) ensures. We denote by βδ\mathbb{P}_{\beta}^{\delta} the law of the UST with b.c. βLPN\beta\in\mathrm{LP}_{N}.

Theorem 1.4.

Assume the same setup as in Theorem 1.3. The endpoints of the NN Peano curves give rise to a random planar link pattern ϑUSTδ\vartheta_{\mathrm{UST}}^{\delta} in LPN\mathrm{LP}_{N}. For any αLPN\alpha\in\mathrm{LP}_{N}, we have

limδ0βδ[ϑUSTδ=α]=α,β𝒵α(Ω;x1,,x2N)β(Ω;x1,,x2N),\displaystyle\lim_{\delta\to 0}\mathbb{P}_{\beta}^{\delta}[\vartheta_{\mathrm{UST}}^{\delta}=\alpha]=\mathcal{M}_{\alpha,\beta}\,\frac{\mathcal{Z}_{\alpha}(\Omega;x_{1},\ldots,x_{2N})}{\mathcal{F}_{\beta}(\Omega;x_{1},\ldots,x_{2N})}, (1.15)

where β\mathcal{F}_{\beta}, α,β\mathcal{M}_{\alpha,\beta}, and 𝒵α\mathcal{Z}_{\alpha} are defined respectively in (1.2), (1.6), and (1.7).

Let us briefly summarize the strategy for the proof of Theorem 1.4, given in detail in Sections 4.14.2. Roughly, it requires two inputs. First, the scaling limit of the law of ηiδ\eta_{i}^{\delta} is given by the Loewner chain associated to β\mathcal{F}_{\beta}, which is provided by Theorem 1.3. Second, the scaling limit of the probability βδ[ϑUSTδ=α]\mathbb{P}_{\beta}^{\delta}[\vartheta_{\mathrm{UST}}^{\delta}=\alpha], denoted by pβαp^{\alpha}_{\beta}, exists and is conformally invariant (Proposition 4.1). Our proof of this second fact relies on the earlier work by Kenyon & Wilson [KW11]. Lastly, with these two inputs at hand, we consider the conditional law of ηiδ\eta_{i}^{\delta} given {ϑUSTδ=α}\{\vartheta_{\mathrm{UST}}^{\delta}=\alpha\} as in Proposition D.2. It turns out that the family of such conditional laws is precompact and independent of the boundary condition β\beta (Lemma D.3). Now, for any subsequential limit η~i\tilde{\eta}_{i}, from the preceding two inputs we conclude that the law of η~i\tilde{\eta}_{i} is given by the Loewner chain associated to pβαβp^{\alpha}_{\beta}\,\mathcal{F}_{\beta} (Proposition D.2). As the law of η~i\tilde{\eta}_{i} is independent of the boundary condition, we then conclude that pβαβ=𝒵αp^{\alpha}_{\beta}\,\mathcal{F}_{\beta}=\mathcal{Z}_{\alpha}.

Let us also remark that, while [KW11] provides a systematic method to calculate the probability βδ[ϑUSTδ=α]\mathbb{P}_{\beta}^{\delta}[\vartheta_{\mathrm{UST}}^{\delta}=\alpha] in the discrete model (see the summary in Section 4.1), this does not yet give the result in the scaling limit. Indeed, by taking the limit δ0\delta\to 0, we merely obtain a formula for the left-hand side of (1.15). However, it is far from clear why the answer from [KW11] is the same as the right-hand side of (1.15). Importantly, the latter is an explicit formula for the scaling limit of the crossing probability (1.15), which can furthermore be directly related to log-CFT, as we motivate next.

1.4 Speculation: Logarithmic CFT for UST?

In the research of critical phenomena in planar models, Polyakov’s conformal invariance conjecture [Pol70], later formalized by Belavin, Polyakov & Zamolodchikov [BPZ84], has proven in the last couple of decades to be a remarkable idea that has lead to many breakthroughs in contemporary mathematics (see, e.g., [LSW01, Sch06, Smi06]). Even before its mathematical fruition, from the assumption of conformal invariance, many properties of critical planar models such as critical exponents and the KPZ formula were correctly derived (see, e.g., [Nie87, Dup04, Car84]). It has now become customary to speak of a conformal field theory, or briefly, CFT, associated to each critical lattice model even in the mathematics literature.

The best understood such a CFT description is arguably that for the minimal model of the critical planar Ising model (having central charge c=1/2c=1/2), whose bulk correlation functions can now be claimed to have been fully constructed [CHI21]. For other models, even though numerous results towards their conformal invariance have now been established, their full description in terms of conformal field theories is at its infancy. In particular, unfortunately but interestingly, CFTs pertaining to a full description of (non-local) observables in even the simplest lattice models such as percolation and self-avoiding polymers [Car99, MR07, RS07] (c=0c=0), or spanning trees, critical dense polymers, and the Abelian sandpile model [PR07, Rue13] (c=2c=-2), or the Ising model at the presence of boundary conditions, are still poorly understood even in the physics literature. Namely, whenever one wishes to find a CFT description for the boundary critical phenomena in these models, such as for the interfaces and boundary conditions, one immediately runs outside of the realm of minimal models. So-called logarithmic conformal field theory (log-CFT) has been proposed as a framework for the complete description of the scaling limits of such models. These conformal field theories are non-unitary, and in particular, they lack reflection positivity. However, as we shall see in the present article, such theories can still have a probabilistic origin.

Conformal invariance features in CFT via the effect of infinitesimal local conformal transformations, represented in terms of the Virasoro algebra, on the fields in the theory. Thus, the representation theory of the Virasoro algebra, or extensions thereof, plays a fundamental role in understanding CFT mathematically [Sch08]. (For instance, the minimal models such as in [CHI21] comprise only finitely many irreducible Virasoro representations, which makes them amenable to a complete solution.) The Virasoro algebra is the infinite-dimensional Lie algebra spanned by {Ln:n}{C}\{\mathrm{L}_{n}\colon n\in\mathbb{Z}\}\cup\{\mathrm{C}\} such that

[Ln,C]=0and[Ln,Lm]=(nm)Ln+m+112n(n21)δn,mC,for n,m.\displaystyle[\mathrm{L}_{n},\mathrm{C}]=0\quad\quad\textnormal{and}\quad\quad[\mathrm{L}_{n},\mathrm{L}_{m}]=(n-m)\mathrm{L}_{n+m}+\frac{1}{12}n(n^{2}-1)\delta_{n,-m}\mathrm{C},\quad\textnormal{for }n,m\in\mathbb{Z}.

The generator L0\mathrm{L}_{0} of scalings in the Virasoro algebra becomes non-diagonalizable in log-CFTs, that is, it has non-trivial Jordan blocks (generalized eigenspaces of dimension greater than one) in the representations relevant to the theory. The logarithmic behavior in the correlation functions stems from this property777This results from the appearance of fields transforming in non-semisimple representations of the Virasoro algebra, making the algebraic content of log-CFTs notoriously difficult.. For a survey on log-CFT, see [CR13].

Let us now very briefly describe the representations of the Virasoro algebra relevant to CFT interpretations of the present work. Each universal highest weight module Vc,h\mathrm{V}_{c,h} (Verma module) is generated by a highest weight vector vc,hv_{c,h} that is an eigenvector of the Virasoro generator L0\mathrm{L}_{0} with some eigenvalue hh\in\mathbb{C}, called conformal weight, and where the central element C\mathrm{C} acts as a constant cc\in\mathbb{C}, called the central charge. Of interest to us are those Verma modules that contain so-called singular vectors, which result in correlation functions satisfying BPZ PDEs, such as (PDE) for κ=8\kappa=8. These Verma modules have been classified by Feĭgin and Fuchs [FF84]: they belong to a special series indexed by two integers r,s1r,s\geq 1, and a parameter t(κ)=κ/4{0}t(\kappa)=\kappa/4\in\mathbb{C}\setminus\{0\}, such that h=hr,s(κ)h=h_{r,s}(\kappa) and c=c(κ)c=c(\kappa) are given by

hr,s(κ):=(r21)4t(κ)+(s21)41t(κ)+(1rs)2c(κ):=136(t(κ)+1t(κ)).\displaystyle\begin{split}h_{r,s}(\kappa):=\;&\frac{(r^{2}-1)}{4}t(\kappa)+\frac{(s^{2}-1)}{4}\frac{1}{t(\kappa)}+\frac{(1-rs)}{2}\\ c(\kappa):=\;&13-6\big{(}t(\kappa)+\tfrac{1}{t(\kappa)}\big{)}.\end{split} (1.16)

In this case, the smallest such =rs\ell=rs is the lowest level at which a singular vector occurs in Vc,h\mathrm{V}_{c,h}. The L0\mathrm{L}_{0}-eigenvalues hr,s(κ)h_{r,s}(\kappa) are often termed Kac conformal weights.

We have used the parameterization by κ\kappa to make connection with SLEκ\mathrm{SLE}_{\kappa} theory (see [Pel19] for references). For example, we have h1,1(κ)=0h_{1,1}(\kappa)=0, h1,2(κ)=6κ2κh_{1,2}(\kappa)=\frac{6-\kappa}{2\kappa}, and h1,3(κ)=8κκh_{1,3}(\kappa)=\frac{8-\kappa}{\kappa}. It is believed that the SLEκ\mathrm{SLE}_{\kappa} curve is in some sense generated by a CFT (primary) field Φ1,2\Phi_{1,2} of weight h1,2(κ)h_{1,2}(\kappa), that generates a representation which is a quotient of the Verma module Vc(κ),h1,2(κ)\mathrm{V}_{c(\kappa),\,h_{1,2}(\kappa)} (by the universality property). The field Φ1,2\Phi_{1,2} is also known as a boundary condition changing operator [Car84, BB03, Car03]. Note that when κ=8\kappa=8, we have h1,1(8)=0=h1,3(8)h_{1,1}(8)=0=h_{1,3}(8). This results in a logarithmic correction in the asymptotics of the correlation functions for the field Φ1,2\Phi_{1,2}, that we observe rigorously in Theorems 1.1 and 1.2. One way to see this heuristically is via so-called fusion of the field with itself, that we next describe888For the sake of keeping the exposition to the point, we only discuss fusion of the simplest primary fields Φ1,2\Phi_{1,2}, and refer to the vast CFT literature for more general features (keeping in mind that most of it is written in the physics level of rigor)..

Generically, one expects a property of type Φ1,2Φ1,2=Φ1,1Φ1,3\Phi_{1,2}\boxtimes\Phi_{1,2}=\Phi_{1,1}\boxplus\Phi_{1,3} to hold, where “\boxtimes” denotes some kind of an operator product (OPE) and “\boxplus” indicates the possible outcomes (but does not represent a direct sum). That is, the following heuristic operator product asymptotic expansion should hold:

Φ1,2(z1)Φ1,2(z2)c1(z2z1)Δ1,1Φ1,1(z2)+c2(z2z1)Δ1,3Φ1,3(z2),as |z1z2|0,\displaystyle\textnormal{``}\;\Phi_{1,2}(z_{1})\;\Phi_{1,2}(z_{2})\;\sim\;\frac{c_{1}}{(z_{2}-z_{1})^{\Delta_{1,1}}}\,\Phi_{1,1}(z_{2})\;+\;\frac{c_{2}}{(z_{2}-z_{1})^{\Delta_{1,3}}}\,\Phi_{1,3}(z_{2})\;\textnormal{''},\quad\textnormal{as }|z_{1}-z_{2}|\to 0, (1.17)

where c1,c2c_{1},c_{2}\in\mathbb{C} are structure constants, and the exponents are Δ1,1=2h1,2(κ)h1,1(κ)=6κκ\Delta_{1,1}=2h_{1,2}(\kappa)-h_{1,1}(\kappa)=\frac{6-\kappa}{\kappa} for the so-called identity channel, and Δ1,3=2h1,2(κ)h1,3(κ)=2κ\Delta_{1,3}=2h_{1,2}(\kappa)-h_{1,3}(\kappa)=-\frac{2}{\kappa} for the other channel. Caution is in order here: (1.17) is to be understood in terms of correlation functions of the fields, as the latter are not defined pointwise. In other words, specifying (1.17) means specifying the Frobenius series of the correlation functions. When κ=8\kappa=8, the exponents coincide: Δ1,1=Δ1,3=1/4\Delta_{1,1}=\Delta_{1,3}=-1/4. This results in a phenomenon similar to the solution of the hypergeometric equation when the roots of its indicial exponents coincide (or differ by an integer) — one of the linearly independent solutions has a logarithm. We invite the reader to compare this with the statements (ASY) in Theorems 1.1 and 1.2.

To accommodate this phenomenon, one could write the right-hand side of (1.17) in the less restrictive form c1(z1,z2)Φ1,1(z2)+c2(z1,z2)Φ1,3(z2)c_{1}(z_{1},z_{2})\,\Phi_{1,1}(z_{2})+c_{2}(z_{1},z_{2})\,\Phi_{1,3}(z_{2}), for some functions c1(z1,z2)c_{1}(z_{1},z_{2}) and c2(z1,z2)c_{2}(z_{1},z_{2}) allowing logarithmic terms in the expansion. Our results show that, for any CFT (boundary) fields describing the scaling limit of the UST Peano curves, that is, SLE8\mathrm{SLE}_{8} curves, the formal OPE product (1.17) has the explicit form

(z2z1)1/4(πΦ1,1(z2)log(z2z1)Φ1,3(z2)).\displaystyle(z_{2}-z_{1})^{-1/4}\,\big{(}\pi\,\Phi_{1,1}(z_{2})-\log(z_{2}-z_{1})\,\Phi_{1,3}(z_{2})\big{)}. (1.18)

From the point of view of Virasoro representation theory, if a Verma module Vc,h\mathrm{V}_{c,h} contains a singular vector, we may take one at the lowest level and form the quotient module of Vc,h\mathrm{V}_{c,h} by this submodule. This quotient module Sc,h\mathrm{S}_{c,h} is unique and simple (irreducible). Minimal models are CFTs whose fields are constrained to live in such representations, whence the quotienting results in strict truncation of the operator content of the theory, forcing it to be finite. More precisely, one can also parametrize the special series of central charges and Kac weights by two coprime integers p,p1p,p^{\prime}\geq 1 as in [DFMS97, Chapter 7, Eq. (7.65)]. When c(κ)1c(\kappa)\leq 1, which is of interest to us, we have t(κ)=p/pt(\kappa)=p/p^{\prime}. A minimal model of type M(p,p)M(p,p^{\prime}) comprises fields {Φr,s:r,s>0, 1rp1, 1sp1,pr>ps}\{\Phi_{r,s}\colon r,s\in\mathbb{Z}_{>0},\;1\leq r\leq p^{\prime}-1,\;1\leq s\leq p-1,\;pr>p^{\prime}s\}. In particular, with κ=8\kappa=8, we find that the minimal model M(2,1)M(2,1) is empty. Such a model would have central charge c=2c=-2, and it is perhaps the most studied example of a log-CFT [Gur93, Kau00]. In particular, extending it beyond the minimal model to include, for instance, fields Φ1,s\Phi_{1,s} with s1s\geq 1, we can consider a theory in particular containing Φ1,1\Phi_{1,1}, Φ1,2\Phi_{1,2}, and Φ1,3\Phi_{1,3}. Note that the conformal weights of the fields Φ1,s\Phi_{1,s} with κ=8\kappa=8 read h1,s(8){0,18,0,38,1,158,3,358,6,638,10,}h_{1,s}(8)\in\{0,-\frac{1}{8},0,\frac{3}{8},1,\frac{15}{8},3,\frac{35}{8},6,\frac{63}{8},10,\ldots\}. In such a model, one can consider fusion of representations of the Virasoro algebra and ask whether all relevant Virasoro modules are contained in the theory. From the literature of fusion products in CFT [Gur93, GK96], in the case of c=2c=-2 the fusion of two simple modules S1,2\mathrm{S}_{1,2} (corresponding to Φ1,2\Phi_{1,2} with κ=8\kappa=8) is described by the exact sequence

0S1,1𝜄S1,2S1,2𝜋S1,30.\displaystyle 0\longrightarrow\mathrm{S}_{1,1}\overset{\iota}{\longrightarrow}\mathrm{S}_{1,2}\boxtimes\mathrm{S}_{1,2}\overset{\pi}{\longrightarrow}\mathrm{S}_{1,3}\longrightarrow 0. (1.19)

The resulting object M:=S1,2S1,2\mathrm{M}:=\mathrm{S}_{1,2}\boxtimes\mathrm{S}_{1,2} is a so-called staggered module [Roh96, KR09] of the Virasoro algebra, which in this case is non-trivial but relatively innocent. Gurarie showed in [Gur93] that this staggered module exists, and Gaberdiel & Kausch constructed it explicitly [GK96] as the fusion (1.19). We will not get into details of this construction, but only note that such a module is unique [KR09, Example 2 and Corollary 3.5]999See also [Kyt09, Section 3.6] relating local martingales for certain SLE\mathrm{SLE} variants to log-CFT.. From its structure (1.19), we see that the staggered module M\mathrm{M} contains the simple module S1,1\mathrm{S}_{1,1} as a submodule, and it projects onto the module S1,3\mathrm{S}_{1,3} such that M/S1,1S1,3\mathrm{M}/\mathrm{S}_{1,1}\cong\mathrm{S}_{1,3}. Loosely speaking, the asymptotics in Theorems 1.1 and 1.2 should correspond to this fusion. Note that in our formulas, also the structure constants “1-1” and “π\pi”, that cannot be inferred from the representation theory, are explicit as in (1.18). Following [Gur93], the asymptotic property without a logarithm corresponds to the identity field Φ1,1\Phi_{1,1} that generates the simple submodule S1,1\mathrm{S}_{1,1}, and the asymptotic property with the logarithm to its “logarithmic partner” Φ1,3\Phi_{1,3} that generates a projective Virasoro module S1,3\mathrm{S}_{1,3}, which also happens to be simple in this case. However, the fusion module M\mathrm{M} is not a direct sum of these pieces, whereas it is indecomposable but not semisimple. Indeed, L0\mathrm{L}_{0} is not diagonalizable, and we have an off-diagonal action from S1,3\mathrm{S}_{1,3} to S1,1\mathrm{S}_{1,1}, so S1,3\mathrm{S}_{1,3} cannot be a Virasoro submodule of M\mathrm{M}: namely in M\mathrm{M}, we have L0Φ1,3=Φ1,1\mathrm{L}_{0}\,\Phi_{1,3}=\Phi_{1,1} and LnΦ1,3=0\mathrm{L}_{n}\,\Phi_{1,3}=0 for all n1n\geq 1. This is drastically different from the case of unitary CFTs.

Conclusion.

Correlation functions of the UST wired/free boundary condition changing operators Φ1,2\Phi_{1,2} à la Cardy [Car84, PR07] must satisfy asymptotic properties encoded in the explicit OPE (1.18) (more precisely, Theorems 1.1 and 1.2 (ASY)). In particular, the structure constants for this fusion are explicit. Assuming that these operators generate simple Virasoro modules S1,2\mathrm{S}_{1,2} of central charge 2-2 and conformal weight 1/8-1/8, the fusion rules (1.18) are associated with the unique Virasoro staggered module (1.19).

Remark 1.5.

Lastly, we remark that the CFT predictions also agree with the known boundary arm exponents for the SLE8\mathrm{SLE}_{8}. Indeed, from [WZ17, Eq. (1.2)], the odd (N1)(N-1)-arm exponent equals N(N2)/8N(N-2)/8 (that is, α2n1+\alpha_{2n-1}^{+} with 2n=N2n=N), and the even (N1)(N-1)-arm exponent equals (N1)2/8(N-1)^{2}/8 (that is, α2n+\alpha_{2n}^{+} with N1=2nN-1=2n). With the Kac conformal weights h1,N+1(κ)=N(2(N+2)κ)/2κh_{1,N+1}(\kappa)=N(2(N+2)-\kappa)/2\kappa for the “NN-leg” boundary operator Φ1,N+1\Phi_{1,N+1}, we find agreement with a generalization of the OPE (see [Pel19, Eq. (4.16)]) when κ=8\kappa=8:

N(N2)8=\displaystyle\frac{N(N-2)}{8}\;=\;\; h1,N+1(8)Nh1,2(8)+Nh1,2(8)=h1,N+1(8),\displaystyle h_{1,N+1}(8)-Nh_{1,2}(8)+Nh_{1,2}(8)\;=\;h_{1,N+1}(8), N even,\displaystyle\textnormal{ $N$ even},
(N1)28=\displaystyle\frac{(N-1)^{2}}{8}\;=\;\; h1,N+1(8)Nh1,2(8)+(N1)h1,2(8)=h1,N+1(8)h1,2(8),\displaystyle h_{1,N+1}(8)-Nh_{1,2}(8)+(N-1)h_{1,2}(8)\;=\;h_{1,N+1}(8)-h_{1,2}(8), N odd.\displaystyle\textnormal{ $N$ odd}.

Organization

The structure of the subsequent sections of this article is the following.

In Section 2, we introduce the partition functions and relate them to both Coulomb gas integrals stemming from CFT, and to period matrices of hyperelliptic Riemann surfaces. In particular, we show that they have a determinantal structure. We prove most of the key properties of the partition functions β\mathcal{F}_{\beta} in Section 2. The next Section 3 concerns the discrete UST model. The goal is to derive explicitly the law of the Peano curve in the scaling limit. The key ingredient is the identification step, which we establish by constructing a suitable martingale observable and analyzing it in detail. The scaling limit of the observable is uniquely determined by its boundary data (cf. Proposition 3.4) — it is a conformal map onto a certain slit rectangle. The last Section 4 is devoted to identifying the crossing probabilities of the UST Peano curves in the scaling limit, and using these results to compute the asymptotics of the pure partition functions 𝒵α\mathcal{Z}_{\alpha}.

We also include four appendices in this article. Appendix A contains simple computations relating the real integrals discussed above to loop integrals appearing in Section 2. Appendix B gives examples of partition functions. Appendix C discusses Schwarz-Christoffel mappings. The last Appendix D contains a standard martingale argument to derive the conditional laws of the scaling limit curves for each connectivity. We use it in the identification of the crossing probabilities in Theorem 1.4.

Acknowledgements

  • This material is part of a project that has received funding from the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (101042460): ERC Starting grant “Interplay of structures in conformal and universal random geometry” (ISCoURaGe) and from the Academy of Finland grant number 340461 “Conformal invariance in planar random geometry.” E.P. is also supported by the Academy of Finland Centre of Excellence Programme grant number 346315 “Finnish centre of excellence in Randomness and STructures (FiRST)” and by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) under Germany’s Excellence Strategy EXC-2047/1-390685813, as well as the DFG collaborative research centre “The mathematics of emerging effects” CRC-1060/211504053.

  • H.W. is funded by Beijing Natural Science Foundation (JQ20001). H.W. is partly affiliated at Yanqi Lake Beijing Institute of Mathematical Sciences and Applications, Beijing, China.

  • We thank Xiaokui Yang for helpful discussions on complex analysis and Kalle Kytölä for pointing out useful references in log-CFT. We are very grateful to the anonymous referee for several helpful suggestions that simplified many of the arguments and greatly shaped this article.

2 Determinantal structure of Coulomb gas integrals for c=2c=-2

Many correlation functions in conformal field theory can be written in terms of so-called Coulomb gas integrals [DF84, Dub06, KP20]. In the present work, we apply this (initially heuristic) formalism to the case of correlation functions arising from the scaling limit of UST models.

We will consider a specific basis of such functions, denoted β\mathcal{F}_{\beta} for βLPN\beta\in\mathrm{LP}_{N}. Importantly and specifically to the present case, these Coulomb gas integrals can be written in terms of determinants of matrices involving aa-periods of a hyperelliptic Riemann surface, which morally correspond to choices of various possible screening variables for the Coulomb gas integrals. Another remarkable feature of the basis functions β\mathcal{F}_{\beta} is total positivity: they can be chosen to be all simultaneously positive. These functions are closely related to the scaling limit of the holomorphic UST observable of Section 3, see Lemmas 3.5 & 3.6.

In the Coulomb gas formalism of conformal field theory (CFT), one constructs correlation functions of vertex operators from a free-field representation involving certain exponentials of the free boson (Gaussian free field, GFF) [DFMS97, Chapter 9]. The resulting correlation functions have an explicit integral form. The additional determinantal structure of these correlation functions in the present special case of central charge c=2c=-2 and SLEκ\mathrm{SLE}_{\kappa} parameter κ=8\kappa=8 could be seen as a fermionic feature of the theory describing UST observables [Kau00].

Specifically, we consider functions :𝔛2N\mathcal{F}\colon\mathfrak{X}_{2N}\to\mathbb{C}, defined on the configuration space

𝔛2N:={𝒙=(x1,,x2N)2N:x1<<x2N}.\displaystyle\mathfrak{X}_{2N}:=\big{\{}\boldsymbol{x}=(x_{1},\ldots,x_{2N})\in\mathbb{R}^{2N}\colon x_{1}<\cdots<x_{2N}\big{\}}. (2.1)

For fixed 𝒙\boldsymbol{x}, the value of (𝒙)\mathcal{F}(\boldsymbol{x}) is written as a Dotsenko-Fateev type integral [DF84, Dub06],

(𝒙):=Γf(𝒙;u1,,u)du1du,\displaystyle\mathcal{F}(\boldsymbol{x}):=\int_{\Gamma}f(\boldsymbol{x};u_{1},\ldots,u_{\ell})\;\mathrm{d}u_{1}\cdots\mathrm{d}u_{\ell}, (2.2)

where Γ\Gamma\subset\mathbb{C}^{\ell} is an integration surface for the integration variables u1,,uu_{1},\ldots,u_{\ell} (screening variables), belonging to some compact subset of \mathbb{C}^{\ell}, with 0\ell\in\mathbb{Z}_{\geq 0}, and the integrand ff is a branch of the multivalued function

f(𝒙;u1,,u):=\displaystyle f(\boldsymbol{x};u_{1},\ldots,u_{\ell}):=\; f(0)(𝒙)1r<s(usur)1i2N1r(urxi)1/2=f(0)(𝒙)Δ(𝒖)(𝒖;𝒙),\displaystyle f^{(0)}(\boldsymbol{x})\prod_{1\leq r<s\leq\ell}(u_{s}-u_{r})\prod_{\begin{subarray}{c}1\leq i\leq 2N\\ 1\leq r\leq\ell\end{subarray}}(u_{r}-x_{i})^{-1/2}=f^{(0)}(\boldsymbol{x})\;\frac{\Delta(\boldsymbol{u})}{\aleph(\boldsymbol{u};\boldsymbol{x})}, (2.3)

where the prefactor f(0)f^{(0)} is independent of the integration variables,

f(0)(𝒙):=\displaystyle f^{(0)}(\boldsymbol{x}):=\; 1i<j2N(xjxi)1/4,\displaystyle\prod_{1\leq i<j\leq 2N}(x_{j}-x_{i})^{1/4}, (2.4)

Δ\Delta is the Vandermonde determinant only involving the integration variables 𝒖=(u1,,u)\boldsymbol{u}=(u_{1},\ldots,u_{\ell}),

Δ(𝒖):=1r<s(usur),\displaystyle\Delta(\boldsymbol{u}):=\prod_{1\leq r<s\leq\ell}(u_{s}-u_{r}), (2.5)

and \aleph is defined as the (multivalued) product

(𝒖;𝒙):=\displaystyle\aleph(\boldsymbol{u};\boldsymbol{x}):=\; r=1(ur;𝒙),(u;𝒙):=j=12N(uxj)1/2.\displaystyle\prod_{r=1}^{\ell}\aleph(u_{r};\boldsymbol{x}),\qquad\aleph(u;\boldsymbol{x}):=\prod_{j=1}^{2N}(u-x_{j})^{1/2}. (2.6)

Note that f(0)f^{(0)} is a Coulomb gas correlation function without any screening — or an SLE8(2,2,,2)\mathrm{SLE}_{8}(2,2,\ldots,2) partition function in the imaginary geometry framework [Dub09, MS17, BLR20], where certain types of SLE variants are coupled with the GFF.

We usually keep the variables 𝒙\boldsymbol{x} in (2.1), but \mathcal{F} also extends to a multivalued function on

𝔜2N:={𝒙=(x1,,x2N)2N:xixj for all 1ij2N}.\displaystyle\mathfrak{Y}_{2N}:=\big{\{}\boldsymbol{x}=(x_{1},\ldots,x_{2N})\in\mathbb{C}^{2N}\colon x_{i}\neq x_{j}\textnormal{ for all }1\leq i\neq j\leq 2N\big{\}}. (2.7)

As a function of the integration variables

𝒖=(u1,,u)𝔚()=𝔚x1,,x2N():=({x1,,x2N}),\displaystyle\boldsymbol{u}=(u_{1},\ldots,u_{\ell})\in\mathfrak{W}^{(\ell)}=\;\mathfrak{W}_{x_{1},\ldots,x_{2N}}^{(\ell)}:=\big{(}\mathbb{C}\setminus\{x_{1},\ldots,x_{2N}\}\big{)}^{\ell},

f(𝒙;)f(\boldsymbol{x};\cdot) has branch points at ur=xju_{r}=x_{j} for all rr and jj, and zeros at ur=usu_{r}=u_{s} for all rsr\neq s. To define a branch of f(𝒙;)f(\boldsymbol{x};\cdot) on a simply connected subset of 𝔚()\mathfrak{W}^{(\ell)}, we can just determine its value at some point in this set, and then define its value for all other points by analytic continuation.

To construct the desired partition functions, we take =N\ell=N, ensuring the scaling property

(λx1,,λx2N)=λN/4(x1,,x2N),\displaystyle\mathcal{F}(\lambda x_{1},\ldots,\lambda x_{2N})=\lambda^{N/4}\mathcal{F}(x_{1},\ldots,x_{2N}),

which corresponds to the scale-covariance of a CFT primary field of weight h1,2=6κ2κ=18h_{1,2}=\frac{6-\kappa}{2\kappa}=-\frac{1}{8} with κ=8\kappa=8. We must also choose the integration contours Γ\Gamma judiciously, as discussed below in detail. In fact, the choice of the integration contours is the most intricate part of the Coulomb gas formalism, and it is far from clear how to implement this, e.g., in the setup of SLE/GFF couplings, or a timelike (imaginary) version of Liouville theory, e.g., [SV14, GKR23].

The purpose of this section is to introduce the relevant functions β\mathcal{F}_{\beta} in Coulomb gas integral form and show that they also have a determinantal structure. We first discuss the underlying hyperelliptic Riemann surfaces in Sections 2.12.2, and the choices of integration contours in Section 2.3, which contains the definition of the basis functions {β:βLPN}\{\mathcal{F}_{\beta}\colon\beta\in\mathrm{LP}_{N}\} (Definition 2.2). Sections 2.42.8 address salient properties of these functions: rotation symmetry, Möbius covariance, partial differential equations, asymptotic properties, and total positivity — which together with the summary in Section 4.3 will prove Theorem 1.1.

2.1 Integration contours and one-forms on a hyperelliptic Riemann surface

Throughout, we fix N1N\geq 1 and βLPN\beta\in\mathrm{LP}_{N} with link endpoints ordered as in (1.1). We define the following disjoint curves on \mathbb{C} indexed by r{1,2,,N}r\in\{1,2,\ldots,N\}:

  • γrβ\gamma_{r}^{\beta} is a simple curve started from xarx_{a_{r}}, ending at xbrx_{b_{r}}, and such that γrβγsβ=\gamma_{r}^{\beta}\cap\gamma_{s}^{\beta}=\emptyset for all rsr\neq s, and γrβ¯:={z:Im(z)<0}\gamma_{r}^{\beta}\subset\overline{\mathbb{H}}^{*}:=\{z\in\mathbb{C}\colon\operatorname{Im}(z)<0\}; and

  • ϑrβ\vartheta^{\beta}_{r} is a clockwise oriented simple loop surrounding γrβ\gamma_{r}^{\beta} and no other γsβ\gamma_{s}^{\beta}, and such that ϑrβϑsβ=\vartheta_{r}^{\beta}\cap\vartheta_{s}^{\beta}=\emptyset for all rsr\neq s.

Then, as illustrated in Figure 2.1, the (homology classes of) N1N-1 of these loops, e.g., {ϑ2β,ϑ3β,,ϑNβ}\{\vartheta^{\beta}_{2},\vartheta^{\beta}_{3},\ldots,\vartheta^{\beta}_{N}\}, form a half of a canonical homology basis (namely the aa-cycles) for the first integral homology group H1(Σ,)H_{1}(\Sigma,\mathbb{Z}) of the hyperelliptic Riemann surface Σ=Σx1,,x2N\Sigma=\Sigma_{x_{1},\ldots,x_{2N}} of genus g=N1g=N-1 associated to the hyperelliptic curve

{(u,)2:2=j=12N(uxj)}.\displaystyle\Big{\{}(u,\aleph)\in\mathbb{C}^{2}\colon\aleph^{2}=\prod_{j=1}^{2N}(u-x_{j})\Big{\}}. (2.8)

(We also include here the case g=1g=1 of an elliptic curve and g=0g=0 with trivial homology.) See, e.g., the book [FK92, Chapter III.7] for standard facts concerning such Riemann surfaces. Recall that Σ\Sigma is a two-sheeted branched covering of the Riemann sphere ramified at the points x1,,x2Nx_{1},\ldots,x_{2N}. In our case, none of the ramification points is at infinity — note that there are two points +\infty^{+} and \infty^{-} that correspond to infinity, lying on the two sheets Σ+\Sigma^{+} and Σ\Sigma^{-} of Σ\Sigma (that is, on the two copies of the Riemann sphere). In the case of g=0g=0, Σx1,x2\Sigma_{x_{1},x_{2}} is the surface on which u(ux1)(ux2)u\mapsto\sqrt{(u-x_{1})(u-x_{2})} is single-valued, obtained by gluing two copies of the Riemann sphere together along the cut [x1,x2][x_{1},x_{2}]. In general, Σx1,,x2N\Sigma_{x_{1},\ldots,x_{2N}} can be formed by choosing NN disjoint and non-intersecting cuts (e.g., the cuts γrβ\gamma_{r}^{\beta} from xarx_{a_{r}} to xbrx_{b_{r}} according to the link pattern β\beta) and gluing two copies of the Riemann sphere together along these cuts (then clearly the genus of Σ\Sigma is N1N-1). The function

u(u;𝒙):=j=12N(uxj)1/2\displaystyle u\quad\mapsto\quad\aleph(u;\boldsymbol{x}):=\prod_{j=1}^{2N}(u-x_{j})^{1/2} (2.9)

admits a single-valued meromorphic branch on Σ\Sigma (see, e.g., [FK92, Chapter III.7.4]), which determines the complex structure of Σ\Sigma. We make the standard choice101010Note that this branch choice is common to all βLPN\beta\in\mathrm{LP}_{N}, and all choices of the branch cuts γ1β\gamma_{1}^{\beta}, \ldots, γNβ\gamma_{N}^{\beta} with various βLPN\beta\in\mathrm{LP}_{N} correspond to the same Riemann surface. where the branch is real and positive for u>x2Nu>x_{2N} on Σ+\Sigma^{+}, which we denote as (;𝒙)=\scaleobj0.75+(;𝒙)\aleph(\cdot\,;\boldsymbol{x})=\aleph_{\scaleobj{0.75}{+}}(\cdot\,;\boldsymbol{x}).

Refer to caption
(a) Branch cuts γ1β,γ2β,γ3β\gamma_{1}^{\beta},\gamma_{2}^{\beta},\gamma_{3}^{\beta} and loops ϑ1β,ϑ2β,ϑ3β\vartheta_{1}^{\beta},\vartheta_{2}^{\beta},\vartheta_{3}^{\beta} and ϑ~2β,ϑ~3β\tilde{\vartheta}_{2}^{\beta},\tilde{\vartheta}_{3}^{\beta} associated to the link pattern β={{1,4},{2,3},{5,6}}\beta=\{\{1,4\},\{2,3\},\{5,6\}\}.
Refer to caption
(b) Branch cuts γ1β,γ2β,γ3β\gamma_{1}^{\beta},\gamma_{2}^{\beta},\gamma_{3}^{\beta} and loops ϑ1β,ϑ2β,ϑ3β\vartheta_{1}^{\beta},\vartheta_{2}^{\beta},\vartheta_{3}^{\beta} and ϑ~2β,ϑ~3β\tilde{\vartheta}_{2}^{\beta},\tilde{\vartheta}_{3}^{\beta} associated to the link pattern β={{1,2},{3,6},{4,5}}\beta=\{\{1,2\},\{3,6\},\{4,5\}\}.
Figure 2.1: In this figure, the solid and dashed lines lie on different Riemann sheets Σ+\Sigma^{+} and Σ\Sigma^{-}. The red loops ϑ2β,ϑ3β,,ϑNβ\smash{\vartheta_{2}^{\beta},\vartheta_{3}^{\beta},\ldots,\vartheta_{N}^{\beta}} (aa-cycles) and the blue loops ϑ~2β,ϑ~3β,,ϑ~Nβ\smash{\tilde{\vartheta}_{2}^{\beta},\tilde{\vartheta}_{3}^{\beta},\ldots,\tilde{\vartheta}_{N}^{\beta}} (bb-cycles) form a canonical homology basis for H1(Σ,)H_{1}(\Sigma,\mathbb{Z}). The additional lighter red loop ϑ1β\smash{\vartheta_{1}^{\beta}} is a linear combination of the others in H1(Σ,)H_{1}(\Sigma,\mathbb{Z}), see Equation (2.14).

A useful basis for holomorphic differentials on Σ\Sigma is given by the N1N-1 one-forms

ωr:=urduj=12N(uxj)1/2=urdu\scaleobj0.75+(u;𝒙),for r{0,1,,N2},\displaystyle\omega_{r}:=\frac{u^{r}\mathrm{d}u}{\prod_{j=1}^{2N}(u-x_{j})^{1/2}}=\frac{u^{r}\mathrm{d}u}{\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x})},\qquad\textnormal{for }r\in\{0,1,\ldots,N-2\}, (2.10)

see, e.g., [FK92, Corollary 1 on page 98]. We also use the one-form

ωN1:=uN1duj=12N(uxj)1/2=uN1du\scaleobj0.75+(u;𝒙),\displaystyle\omega_{N-1}:=\frac{u^{N-1}\mathrm{d}u}{\prod_{j=1}^{2N}(u-x_{j})^{1/2}}=\frac{u^{N-1}\mathrm{d}u}{\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x})},

which is not holomorphic but meromorphic: it has two simple poles with opposite residues 1-1 and +1+1 at the two points +\infty^{+} and \infty^{-} that correspond to infinity.

Let us also recall that integrals ϑrβθ\ointclockwise_{\vartheta^{\beta}_{r}}\theta of holomorphic or meromorphic one-forms θ\theta on Σ\Sigma (i.e., Abelian differentials) over the aa-cycles are termed aa-periods. While the integral of a holomorphic one-form only depends on the homology class of the loop, the integral of a meromorphic one-form can also depend on the actual loop: if θ\theta has non-zero residues at some points on Σ\Sigma, then the value of ϑθ\ointclockwise_{\vartheta}\theta depends on whether the loop ϑ\vartheta surrounds any of those points. For example, for the meromorphic one-form ωN1\omega_{N-1}, we have

2π𝔦= 2π𝔦Res+ωN1=r=1NϑrβωN1,\displaystyle-2\pi\mathfrak{i}\;=\;2\pi\mathfrak{i}\;\underset{\infty^{+}}{\mathrm{Res}}\,\omega_{N-1}\;=\;\sum_{r=1}^{N}\ointclockwise_{\vartheta^{\beta}_{r}}\omega_{N-1}, (2.11)

since ϑ1β++ϑNβ\vartheta_{1}^{\beta}+\cdots+\vartheta_{N}^{\beta} is a contractible loop on Σ+\Sigma^{+} surrounding +\infty^{+} counterclockwise — see, e.g., [FK92, Chapter III.3] and Figure 2.1.

2.2 Matrices involving a-periods

In our application to the UST model, we will use the following matrices of aa-periods of the holomorphic one-forms (2.10) on Σ\Sigma, and their line integral counterparts:

Pβ:=(ϑrβωs1)r,s=1NandPβ:=(-◠-xarxbrωs1)r,s=1N,\displaystyle P_{\beta}^{\circ}:=\Big{(}\ointclockwise_{\vartheta^{\beta}_{r}}\omega_{s-1}\Big{)}_{r,s=1}^{N}\;\;\;\,\qquad\textnormal{and}\qquad P_{\beta}:=\Big{(}\landupint_{x_{a_{r}}}^{x_{b_{r}}}\omega_{s-1}\Big{)}_{r,s=1}^{N}, (2.12)
Aβ:=(ϑr+1βωs1)r,s=1N1andAβ:=(-◠-xar+1xbr+1ωs1)r,s=1N1,\displaystyle A_{\beta}^{\circ}:=\Big{(}\ointclockwise_{\vartheta^{\beta}_{r+1}}\omega_{s-1}\Big{)}_{r,s=1}^{N-1}\qquad\textnormal{and}\qquad A_{\beta}:=\Big{(}\landupint_{x_{a_{r+1}}}^{x_{b_{r+1}}}\omega_{s-1}\Big{)}_{r,s=1}^{N-1}, (2.13)

where the integration symbols “-◠-\landupint” indicate that the integration111111Note that these integrals are convergent, since the blow-ups at the endpoints of the contours are mild enough. is performed in the upper half-plane, and we use the convention that detA[Uncaptioned image]=1\det A_{{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-0.pdf}}}}}^{\circ}=1 and detA[Uncaptioned image]=12\det A_{{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-0.pdf}}}}}=\tfrac{1}{2} when N=1N=1. We will also repeatedly use the relation

ϑ1β=(ϑ2β+ϑ3β++ϑNβ)in H1(Σ,).\displaystyle\vartheta_{1}^{\beta}=-(\vartheta_{2}^{\beta}+\vartheta_{3}^{\beta}+\cdots+\vartheta_{N}^{\beta})\quad\textnormal{in }H_{1}(\Sigma,\mathbb{Z}). (2.14)

Let us record as a lemma the well-known but crucial property that all of these matrices are invertible. We also include a short argument for the readers’ convenience, as well as an explicit relation between the matrices AβA_{\beta}^{\circ}, PβP_{\beta}^{\circ} involving the aa-periods with the matrices AβA_{\beta}, PβP_{\beta} involving integrals over the real line. (The latter are much more useful in computations.)

Lemma 2.1.

The four matrices defined in (2.132.12) are invertible.

Proof.

Note that AβA_{\beta}^{\circ} (resp. AβA_{\beta}) is the principal submatrix of PβP_{\beta}^{\circ} (resp. PβP_{\beta}) obtained by removing the first row and the last column. Furthermore, after adding all of the other rows of PβP_{\beta}^{\circ} to its first row, recalling the relation (2.14) and the residue (2.11), we see that detPβ\det P_{\beta}^{\circ} equals the determinant of the matrix whose first row comprises N1N-1 zeros and 2π𝔦-2\pi\mathfrak{i}, while its other rows coincide with those of PβP_{\beta}^{\circ}. Hence,

detPβ=2π𝔦(1)NdetAβ.\displaystyle\det P_{\beta}^{\circ}=2\pi\mathfrak{i}\,(-1)^{N}\det A_{\beta}^{\circ}. (2.15)

Next, relating the integrals over the aa-cycles to the integrals over the corresponding real intervals (cf. Lemma A.1 in Appendix A) we see that OβPβ=PβO_{\beta}\,P_{\beta}=P_{\beta}^{\circ}, where OβO_{\beta} is an explicit upper-triangular matrix defined in (A.2). In particular, the upper-triangular structure also implies that (O^β)1,1Aβ=Aβ(\hat{O}_{\beta})_{1,1}\,A_{\beta}=A_{\beta}^{\circ}, where (O^β)1,1(\hat{O}_{\beta})_{1,1} is the (invertible) principal submatrix of OβO_{\beta} obtained by removing the first row and the first column. Concretely, we have

detPβ=2NdetPβanddetAβ=21NdetAβ.\displaystyle\det P_{\beta}=2^{-N}\det P_{\beta}^{\circ}\qquad\textnormal{and}\qquad\det A_{\beta}=2^{1-N}\det A_{\beta}^{\circ}. (2.16)

It now suffices to show that the matrix AβA_{\beta}^{\circ} is invertible. To this end, we consider the equation Aβ𝝊t=𝟎A_{\beta}^{\circ}\boldsymbol{\upsilon}^{t}=\boldsymbol{0} for 𝝊=(υ1,,υN1)N1\boldsymbol{\upsilon}=(\upsilon_{1},\ldots,\upsilon_{N-1})\in\mathbb{C}^{N-1} in terms of holomorphic one-forms

θ:=\displaystyle\theta:=\; s=1N1υsωs1,υ1,,υN1,\displaystyle\sum_{s=1}^{N-1}\upsilon_{s}\,\omega_{s-1},\qquad\upsilon_{1},\ldots,\upsilon_{N-1}\in\mathbb{C},

such that

ϑr+1βθ=\displaystyle\ointclockwise_{\vartheta^{\beta}_{r+1}}\theta=\; 0,for all r{1,2,,N1}.\displaystyle 0,\qquad\textnormal{for all }r\in\{1,2,\ldots,N-1\}. (2.17)

Since {ω0,,ωN2}\{\omega_{0},\ldots,\omega_{N-2}\} is a basis for the space of holomorphic differentials on Σ\Sigma, and {ϑ2β,,ϑNβ}\{\vartheta^{\beta}_{2},\ldots,\vartheta^{\beta}_{N}\} are the aa-cycles in a canonical homology basis for H1(Σ,)H_{1}(\Sigma,\mathbb{Z}), Equation (2.17) implies that υ1==υN1=0\upsilon_{1}=\cdots=\upsilon_{N-1}=0 (see, e.g., [FK92, Proposition III.3.3 in Chapter III.3]). ∎

2.3 Coulomb gas basis functions

To discuss concrete functions of complex variables, we identify {}\mathbb{C}\cup\{\infty\} with the Riemann sphere, regarding it as Σ+\Sigma^{+}, one of the sheets of Σ=Σx1,,x2N\Sigma=\Sigma_{x_{1},\ldots,x_{2N}} — so that the solid paths in Figure 2.1 lie on \mathbb{C} and \infty corresponds to +Σ\infty^{+}\in\Sigma. We then choose a branch (depending on β\beta) of the multivalued integrand in (2.2) (with =N\ell=N) which is real and positive on

β:={𝒖𝔚(N):xar<ur<xar+1, for all 1rN}.\displaystyle\mathcal{R}_{\beta}:=\big{\{}\boldsymbol{u}\in\mathfrak{W}^{(N)}\colon x_{a_{r}}<u_{r}<x_{a_{r}+1},\;\textnormal{ for all }1\leq r\leq N\big{\}}. (2.18)

For definiteness, we denote this branch choice as fβ(𝒙;):β>0f_{\beta}(\boldsymbol{x};\cdot)\colon\mathcal{R}_{\beta}\to\mathbb{R}_{>0}. We extend the definition of fβ(𝒙;)f_{\beta}(\boldsymbol{x};\cdot) to 𝔚(N)\mathfrak{W}^{(N)} via analytic continuation, so it becomes a multivalued function (single-valued but complex valued on the complement of the branch cuts)

fβ(𝒙;):𝔚(N).\displaystyle f_{\beta}(\boldsymbol{x};\cdot)\;\colon\;\mathfrak{W}^{(N)}\to\mathbb{C}.
Definition 2.2.

With these choices, we define the Coulomb gas integral functions β,β:𝔛2N\mathcal{F}_{\beta},\mathcal{F}_{\beta}^{\circ}\colon\mathfrak{X}_{2N}\to\mathbb{C} as121212Note that the integrals in β\mathcal{F}_{\beta} are convergent, since the blow-ups as uru_{r} tends to {xar,xbr}\{x_{a_{r}},x_{b_{r}}\} are mild enough.

β(𝒙):=\displaystyle\mathcal{F}_{\beta}(\boldsymbol{x}):=\; -◠-xa1xb1du1-◠-xa2xb2du2-◠-xaNxbNduNfβ(𝒙;𝒖),\displaystyle\landupint_{x_{a_{1}}}^{x_{b_{1}}}\mathrm{d}u_{1}\landupint_{x_{a_{2}}}^{x_{b_{2}}}\mathrm{d}u_{2}\cdots\landupint_{x_{a_{N}}}^{x_{b_{N}}}\mathrm{d}u_{N}\;f_{\beta}(\boldsymbol{x};\boldsymbol{u}), (2.19)
β(𝒙):=\displaystyle\mathcal{F}_{\beta}^{\circ}(\boldsymbol{x}):=\; ϑ1βdu1ϑ2βdu2ϑNβduNfβ(𝒙;𝒖).\displaystyle\ointclockwise_{\vartheta^{\beta}_{1}}\mathrm{d}u_{1}\ointclockwise_{\vartheta^{\beta}_{2}}\mathrm{d}u_{2}\cdots\ointclockwise_{\vartheta^{\beta}_{N}}\mathrm{d}u_{N}\;f_{\beta}(\boldsymbol{x};\boldsymbol{u}). (2.20)

We also extend β\mathcal{F}_{\beta} and β\mathcal{F}_{\beta}^{\circ} to multivalued functions on 𝔜2N\mathfrak{Y}_{2N} (2.7).

Remark 2.3.

The integrals in β\mathcal{F}_{\beta} are evaluated, avoiding the branch cuts, by moving the points from above the real line: for instance, for β=[Uncaptioned image]={{1,4},{2,3}}\beta=\vbox{\hbox{\includegraphics[scale={0.3}]{figures/link-2.pdf}}}=\{\{1,4\},\{2,3\}\}, we have

-◠-x1x4du1f[Uncaptioned image](𝒙;𝒖)=\displaystyle\landupint_{x_{1}}^{x_{4}}\mathrm{d}u_{1}\;f_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-2.pdf}}}}(\boldsymbol{x};\boldsymbol{u})=\; -◠-x1x2du1|f[Uncaptioned image](𝒙;𝒖)|+𝔦-◠-x2x3du1|f[Uncaptioned image](𝒙;𝒖)|-◠-x3x4du1|f[Uncaptioned image](𝒙;𝒖)|.\displaystyle\landupint_{x_{1}}^{x_{2}}\mathrm{d}u_{1}\;|f_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-2.pdf}}}}(\boldsymbol{x};\boldsymbol{u})|+\mathfrak{i}\,\landupint_{x_{2}}^{x_{3}}\mathrm{d}u_{1}\;|f_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-2.pdf}}}}(\boldsymbol{x};\boldsymbol{u})|-\landupint_{x_{3}}^{x_{4}}\mathrm{d}u_{1}\;|f_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-2.pdf}}}}(\boldsymbol{x};\boldsymbol{u})|.

Importantly and specifically to the present case where the SLEκ\mathrm{SLE}_{\kappa} parameter is κ=8\kappa=8 and the central charge is c=2c=-2, these Coulomb gas integrals can be written in terms of determinants of the matrices involving aa-periods introduced in Section 2.1. To this end, we observe that the latter can be evaluated in terms of the Vandermonde determinant:

detAβ(𝒙)=ϑ2βdu2ϑNβduNΔ(𝒖˙1)\scaleobj0.75+(𝒖˙1;𝒙)=(1)r+1ϑ1βdu1ϑr1βdur1ϑr+1βdur+1ϑNβduNΔ(𝒖˙r)\scaleobj0.75+(𝒖˙r;𝒙),\displaystyle\begin{split}\det A_{\beta}^{\circ}(\boldsymbol{x})=\;&\ointclockwise_{\vartheta^{\beta}_{2}}\mathrm{d}u_{2}\cdots\ointclockwise_{\vartheta^{\beta}_{N}}\mathrm{d}u_{N}\;\frac{\Delta(\boldsymbol{\dot{u}}_{1})}{\aleph_{\scaleobj{0.75}{+}}(\boldsymbol{\dot{u}}_{1};\boldsymbol{x})}\\ =\;&(-1)^{r+1}\,\ointclockwise_{\vartheta^{\beta}_{1}}\mathrm{d}u_{1}\cdots\ointclockwise_{\vartheta^{\beta}_{r-1}}\mathrm{d}u_{r-1}\ointclockwise_{\vartheta^{\beta}_{r+1}}\mathrm{d}u_{r+1}\cdots\ointclockwise_{\vartheta^{\beta}_{N}}\mathrm{d}u_{N}\;\frac{\Delta(\boldsymbol{\dot{u}}_{r})}{\aleph_{\scaleobj{0.75}{+}}(\boldsymbol{\dot{u}}_{r};\boldsymbol{x})},\end{split} (2.21)

for any r{1,2,,N}r\in\{1,2,\ldots,N\}, where we write 𝒖˙r:=(u1,,ur1,ur+1,,uN)\boldsymbol{\dot{u}}_{r}:=(u_{1},\ldots,u_{r-1},u_{r+1},\ldots,u_{N}) and Δ\Delta is defined in (2.5), and \scaleobj0.75+\aleph_{\scaleobj{0.75}{+}} in (2.6). Note that detAβ(𝒙)\det A_{\beta}^{\circ}(\boldsymbol{x}) in (2.21) is well-defined only up to a branch choice for the function u\scaleobj0.75+(u;𝒙)=j(uxj)1/2\smash{u\mapsto\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x})=\prod_{j}(u-x_{j})^{1/2}} on Σ\Sigma. With our standard choice131313Here, we identify the Riemann sphere {}=Σ+u\mathbb{C}\cup\{\infty\}=\Sigma^{+}\ni u as the sheet containing the aa-cycles. \scaleobj0.75+(u;𝒙)\aleph_{\scaleobj{0.75}{+}}(u\,;\boldsymbol{x}) which is real and positive when u>x2Nu>x_{2N}, we can state the explicit relations between β\mathcal{F}_{\beta}, β\mathcal{F}_{\beta}^{\circ}, and detAβ\det A_{\beta}^{\circ}:

Proposition 2.4.

We have

β(𝒙)=2Nβ(𝒙)0, for all 𝒙𝔛2N,\displaystyle\mathcal{F}_{\beta}(\boldsymbol{x})=2^{-N}\mathcal{F}_{\beta}^{\circ}(\boldsymbol{x})\;\neq 0,\qquad\textnormal{ for all }\boldsymbol{x}\in\mathfrak{X}_{2N}, (2.22)

and using the aa-period matrix Aβ=Aβ(𝐱)A_{\beta}^{\circ}=A_{\beta}^{\circ}(\boldsymbol{x}) from (2.13), we have

β(𝒙)2π𝔦f(0)(𝒙)=\displaystyle\frac{\mathcal{F}_{\beta}^{\circ}(\boldsymbol{x})}{2\pi\mathfrak{i}\,f^{(0)}(\boldsymbol{x})}=\; ζβdetAβ(𝒙),𝒙𝔛2N,\displaystyle\zeta^{\circ}_{\beta}\,\det A_{\beta}^{\circ}(\boldsymbol{x}),\qquad\boldsymbol{x}\in\mathfrak{X}_{2N}, (2.23)

where f(0)f^{(0)} is defined in (2.4) and ζβ:=𝔦s=1N(2Nas+2)\zeta^{\circ}_{\beta}:=\mathfrak{i}^{\sum_{s=1}^{N}(2N-a_{s}+2)} is a phase factor.

While making the expression for β\mathcal{F}_{\beta}^{\circ} less symmetric, this form (2.212.23) is quite useful for simplifying formulas. We include the β\beta-dependent phase factors here due to the choice of branch (2.18) of the integrand fβ(𝒙;)f_{\beta}(\boldsymbol{x};\cdot), which is manifest for the total positivity of the collection of functions {β:βLPN}\{\mathcal{F}_{\beta}\colon\beta\in\mathrm{LP}_{N}\} (see Proposition 2.14).

Proof.

Using the Vandermonde determinant and the relation (2.15), we see that, up to some multiplicative phase factor, β(𝒙)\mathcal{F}_{\beta}^{\circ}(\boldsymbol{x}) equals f(0)(𝒙)detPβ(𝒙)=2π𝔦(1)Nf(0)(𝒙)detAβ(𝒙)f^{(0)}(\boldsymbol{x})\,\det P_{\beta}^{\circ}(\boldsymbol{x})=2\pi\mathfrak{i}\,(-1)^{N}\,f^{(0)}(\boldsymbol{x})\,\det A_{\beta}^{\circ}(\boldsymbol{x}). We thus obtain the asserted identity (2.23) from the Vandermonde determinant (2.21) and our branch choices. Lemma 2.1 implies that the function is non-zero, and the asserted identity (2.22) follows using Lemma A.1 from Appendix A with 2N=detOβ2^{N}=\det O_{\beta}. ∎

2.4 Rotation symmetry

We next record a simple property of β\mathcal{F}_{\beta} when its variables are cyclically permuted within 𝔜2N\mathfrak{Y}_{2N}. To state it, we denote by σ=(1232N12N2342N1)\sigma=\bigl{(}\begin{smallmatrix}1&2&3&\cdots&2N-1&2N\\ 2&3&4&\cdots&2N&1\end{smallmatrix}\bigr{)} the cyclic counterclockwise permutation of the indices, and for each βLPN\beta\in\mathrm{LP}_{N}, we denote by σ(β)LPN\sigma(\beta)\in\mathrm{LP}_{N} the link pattern obtained from β\beta via permuting the indices by σ\sigma and then ordering the link endpoints appropriately. E.g., with N=2N=2 we have

β=\displaystyle\beta=\; [Uncaptioned image]={{1,2},{3,4}}σ(β)=[Uncaptioned image]={{1,4},{2,3}}\displaystyle\vbox{\hbox{\includegraphics[scale={0.3}]{figures/link-1.pdf}}}=\{\{1,2\},\{3,4\}\}\qquad\longmapsto\qquad\sigma(\beta)=\vbox{\hbox{\includegraphics[scale={0.3}]{figures/link-2.pdf}}}=\{\{1,4\},\{2,3\}\}
β=\displaystyle\beta=\; [Uncaptioned image]={{1,4},{2,3}}σ(β)=[Uncaptioned image]={{1,2},{3,4}}.\displaystyle\vbox{\hbox{\includegraphics[scale={0.3}]{figures/link-2.pdf}}}=\{\{1,4\},\{2,3\}\}\qquad\longmapsto\qquad\sigma(\beta)=\vbox{\hbox{\includegraphics[scale={0.3}]{figures/link-1.pdf}}}=\{\{1,2\},\{3,4\}\}.
Lemma 2.5.

Let 𝛒:[0,1]𝔜2N\boldsymbol{\rho}\colon[0,1]\to\mathfrak{Y}_{2N} be a path from 𝛒(0)=𝐱=(x1,x2,,x2N1,x2N)𝔛2N\boldsymbol{\rho}(0)=\boldsymbol{x}=(x_{1},x_{2},\ldots,x_{2N-1},x_{2N})\in\mathfrak{X}_{2N} to 𝛒(1):=(x2,x3,,x2N1,x2N,x1)𝔜2N\boldsymbol{\rho}(1):=(x_{2},x_{3},\ldots,x_{2N-1},x_{2N},x_{1})\in\mathfrak{Y}_{2N} such that 𝛒=(ρ1,ρ2,,ρ2N)\boldsymbol{\rho}=(\rho_{1},\rho_{2},\ldots,\rho_{2N}) satisfy

{Im(ρj(t))=0,for all j{1,2,,2N1},Im(ρj(t))0,for j=2N,for all t[0,1].\displaystyle\begin{cases}\operatorname{Im}(\rho_{j}(t))=0,&\textnormal{for all }j\in\{1,2,\ldots,2N-1\},\\ \operatorname{Im}(\rho_{j}(t))\geq 0,&\textnormal{for }j=2N,\end{cases}\qquad\textnormal{for all }t\in[0,1].

Then, we have

σ(β)(𝝆(1))=eπ𝔦4β(𝝆(0)).\displaystyle\mathcal{F}_{\sigma(\beta)}(\boldsymbol{\rho}(1))=e^{\frac{\pi\mathfrak{i}}{4}}\mathcal{F}_{\beta}(\boldsymbol{\rho}(0)). (2.24)
Proof.

Note that the path 𝝆\boldsymbol{\rho} transforms the integration contours associated to β\beta in (2.19) into the integration contours associated to σ(β)\sigma(\beta) in (2.19). Hence, it is clear from the definition (2.19) that (2.24) holds up to some multiplicative phase factor. To find it, we simplify β=2Nβ\mathcal{F}_{\beta}=2^{-N}\mathcal{F}_{\beta}^{\circ} using Proposition 2.4: choosing rr in (2.21) such that br=2Nb_{r}=2N (in this case, ar=2r1a_{r}=2r-1), we see that 𝝆\boldsymbol{\rho} gives rise to the following phase factors:

  • the factor f(0)(𝒙)f^{(0)}(\boldsymbol{x}) in (2.23) gets a phase exp(π𝔦4(2N1))\exp(\frac{\pi\mathfrak{i}}{4}(2N-1)); and

  • the integral in (2.23) gets a phase exp(π𝔦2(N1))\exp(-\frac{\pi\mathfrak{i}}{2}(N-1)).

The asserted equality (2.24) follows by collecting the overall phase factor. ∎

2.5 Möbius covariance

We next verify the covariance property (COV) for Theorem 1.1.

Proposition 2.6.

For each βLPN\beta\in\mathrm{LP}_{N}, the function β\mathcal{F}_{\beta} satisfies the Möbius covariance (COV) for all Möbius maps φ:\varphi\colon\mathbb{H}\to\mathbb{H} of the upper half-plane: writing φ(𝐱):=(φ(xj+1),φ(x2N),φ(x1),,φ(xj))\varphi(\boldsymbol{x}):=(\varphi(x_{j+1})\ldots,\varphi(x_{2N}),\varphi(x_{1}),\ldots,\varphi(x_{j})),

φ(β)(φ(𝒙))=i=12Nφ(xi)1/8×β(𝒙),\displaystyle\mathcal{F}_{\varphi(\beta)}(\varphi(\boldsymbol{x}))=\prod_{i=1}^{2N}\varphi^{\prime}(x_{i})^{1/8}\times\mathcal{F}_{\beta}(\boldsymbol{x}),

where φ(xj+1)<φ(xj+2)<<φ(x2N)<φ(x1)<φ(x2)<<φ(xj)\varphi(x_{j+1})<\varphi(x_{j+2})<\cdots<\varphi(x_{2N})<\varphi(x_{1})<\varphi(x_{2})<\cdots<\varphi(x_{j}) with j{0,1,2,,2N1}j\in\{0,1,2,\ldots,2N-1\}, and where φ(β)LPN\varphi(\beta)\in\mathrm{LP}_{N} is the link pattern obtained from β\beta via permuting the indices according to the permutation of the boundary points induced by φ\varphi and then ordering the link endpoints appropriately.

Proof.

Let φ:\varphi\colon\mathbb{H}\to\mathbb{H} be a Möbius map. It is straightforward to check that φ(z)φ(w)zw=φ(z)φ(w)\frac{\varphi(z)-\varphi(w)}{z-w}=\sqrt{\varphi^{\prime}(z)}\sqrt{\varphi^{\prime}(w)} for any z,w¯z,w\in\overline{\mathbb{H}} (see, e.g., [KP16, Lemma 4.7]). It immediately follows that f(0)f^{(0)} defined in (2.4) satisfies the Möbius covariance

f(0)(φ(𝒙))=\displaystyle f^{(0)}(\varphi(\boldsymbol{x}))=\; i=12Nφ(xi)(2N1)/8×f(0)(𝒙).\displaystyle\prod_{i=1}^{2N}\varphi^{\prime}(x_{i})^{(2N-1)/8}\times f^{(0)}(\boldsymbol{x}).

Moreover, if φ(x1)<φ(x2)<<φ(x2N)\varphi(x_{1})<\varphi(x_{2})<\cdots<\varphi(x_{2N}), or φ(x2)<φ(x3)<<φ(x2N)<φ(x1)\varphi(x_{2})<\varphi(x_{3})<\cdots<\varphi(x_{2N})<\varphi(x_{1}), the homotopy type of the integration surface ϑ2β××ϑNβ\vartheta_{2}^{\beta}\times\cdots\times\vartheta_{N}^{\beta} does not change while moving the points x1,,x2Nx_{1},\ldots,x_{2N} to their images φ(x1),,φ(x2N)\varphi(x_{1}),\dots,\varphi(x_{2N}). Hence, after making the change of variables us:=φ(vs)u_{s}:=\varphi(v_{s}) in (2.21) with r=1r=1, recalling the branch choice (;𝒙)=\scaleobj0.75+(;𝒙)\aleph(\cdot\,;\boldsymbol{x})=\aleph_{\scaleobj{0.75}{+}}(\cdot\,;\boldsymbol{x}) of (2.9), using the identity φ(z)φ(w)zw=φ(z)φ(w)\frac{\varphi(z)-\varphi(w)}{z-w}=\sqrt{\varphi^{\prime}(z)}\sqrt{\varphi^{\prime}(w)} we obtain

detAφ(β)(φ(𝒙))=\displaystyle\det A_{\varphi(\beta)}^{\circ}(\varphi(\boldsymbol{x}))=\; ζβζφ(β)×i=12Nφ(xi)(N1)/4×detAβ(𝒙).\displaystyle\frac{\zeta^{\circ}_{\beta}}{\zeta^{\circ}_{\varphi(\beta)}}\times\prod_{i=1}^{2N}\varphi^{\prime}(x_{i})^{-(N-1)/4}\times\det A_{\beta}^{\circ}(\boldsymbol{x}). (2.25)

If φ(xj+1)<φ(xj+2)<<φ(x2N)<φ(x1)<φ(x2)<<φ(xj)\varphi(x_{j+1})<\varphi(x_{j+2})<\cdots<\varphi(x_{2N})<\varphi(x_{1})<\varphi(x_{2})<\cdots<\varphi(x_{j}) for some j{2,3,,2N1}j\in\{2,3,\ldots,2N-1\}, we can still iterate this argument using (2.21) to conclude that (2.25) holds for all Möbius maps φ\varphi of the upper half-plane. The asserted Möbius covariance (COV) now follows by Proposition 2.4. ∎

In essence, a Möbius transformation amounts to changing the hyperelliptic curve (2.8) within its (birational) equivalence class. The proof of Proposition 2.6 shows that the determinant of the aa-periods is covariant in the sense that (writing φ(𝒙)=(φ(x1),,φ(x2N))\varphi(\boldsymbol{x})=(\varphi(x_{1}),\ldots,\varphi(x_{2N})) with φ(x1)<φ(x2)<<φ(x2N)\varphi(x_{1})<\varphi(x_{2})<\cdots<\varphi(x_{2N}))

detAβ(𝒙)=\displaystyle\det A_{\beta}^{\circ}(\boldsymbol{x})=\; i=12Nφ(xi)g/4×detAβ(φ(𝒙)),\displaystyle\prod_{i=1}^{2N}\varphi^{\prime}(x_{i})^{g/4}\times\det A_{\beta}^{\circ}(\varphi(\boldsymbol{x})),

where g=N1g=N-1 is the genus of the hyperelliptic curve (2.8). It would be interesting to see whether such a covariance property also carries a more intrinsic geometric meaning.

2.6 Partial differential equations

In this section, we give a short analytic proof for the PDE system (PDE) for Theorem 1.1. We give a more probabilistic proof in Corollary 3.7. We denote the differential operators in (PDE) by

𝒟(j):=42xj2+ij(2xixjxi+1/4(xixj)2).\displaystyle\mathcal{D}^{(j)}:=4\frac{\partial^{2}}{\partial x_{j}^{2}}+\sum_{i\neq j}\Big{(}\frac{2}{x_{i}-x_{j}}\frac{\partial}{\partial x_{i}}+\frac{1/4}{(x_{i}-x_{j})^{2}}\Big{)}.
Lemma 2.7.

The integrand function ff defined in (2.3) satisfies the PDEs

(𝒟(j)f)(𝒙;𝒖)=\displaystyle\big{(}\mathcal{D}^{(j)}f\big{)}(\boldsymbol{x};\boldsymbol{u})=\; r=1Nur(R(ur;𝒙;𝒖˙r)f(𝒙;𝒖)),for all j{1,,2N},\displaystyle\sum_{r=1}^{N}\frac{\partial}{\partial u_{r}}\big{(}R(u_{r};\boldsymbol{x};\boldsymbol{\dot{u}}_{r})\,f(\boldsymbol{x};\boldsymbol{u})\big{)},\qquad\textnormal{for all }j\in\{1,\ldots,2N\},

where 𝐮˙r=(u1,,ur1,ur+1,,uN)\boldsymbol{\dot{u}}_{r}=(u_{1},\ldots,u_{r-1},u_{r+1},\ldots,u_{N}) and RR is a rational function which is symmetric in its last N1N-1 variables, and whose only poles are where some of its arguments coincide.

Proof.

This was proven in [KP20, Corollary 4.11]141414In the notation of [KP20], n=2Nn=2N, and di=2d_{i}=2 for all ii. under the assumption κ\kappa\notin\mathbb{Q}, but the same proof works for all κ>0\kappa>0; in particular for κ=8\kappa=8. The proof is a relatively straightforward argument using explicit analysis of 𝒟(j)\mathcal{D}^{(j)} and ff together with the fact that the function f(0)f^{(0)} defined in (2.4) is a solution to the PDE system 𝒟(j)f(0)=0\mathcal{D}^{(j)}f^{(0)}=0 for j{1,,2N}j\in\{1,\ldots,2N\}, which can be shown by an explicit calculation. ∎

To conclude from Lemma 2.7 that β\mathcal{F}_{\beta} satisfy the PDEs (PDE), we use integration by parts.

Proposition 2.8.

For each βLPN\beta\in\mathrm{LP}_{N}, the function β\mathcal{F}_{\beta} satisfies the PDE system (PDE).

Proof.

Fix j{1,,2N}j\in\{1,\ldots,2N\}. By dominated convergence, we can take the differential operator 𝒟(j)\mathcal{D}^{(j)} inside the integral in β\mathcal{F}_{\beta}^{\circ}, and thus let it act directly to the integrand fβf_{\beta}. Lemma 2.7 then gives

(𝒟(j)β)(𝒙)=r=1NΓβur(R(ur;𝒙;𝒖˙r)fβ(𝒙;𝒖))du1duN,\displaystyle\big{(}\mathcal{D}^{(j)}\mathcal{F}_{\beta}^{\circ}\big{)}(\boldsymbol{x})=\sum_{r=1}^{N}\ointclockwise_{\Gamma_{\beta}}\frac{\partial}{\partial u_{r}}\big{(}R(u_{r};\boldsymbol{x};\boldsymbol{\dot{u}}_{r})\;f_{\beta}(\boldsymbol{x};\boldsymbol{u})\big{)}\;\mathrm{d}u_{1}\cdots\mathrm{d}u_{N}, (2.26)

where Γβ:=ϑ1β××ϑNβ\Gamma_{\beta}:=\vartheta_{1}^{\beta}\times\cdots\times\vartheta_{N}^{\beta}. Now, for each fixed rr, we perform integration by parts in the rr:th term of (2.26). As the other integration variables are bounded away from uru_{r}, and the values of the integrand at the beginning and end points of the loop ϑrβur\vartheta_{r}^{\beta}\ni u_{r} coincide, the boundary terms cancel out. We conclude that each term in (2.26) actually equals zero, which gives the asserted PDE: 𝒟(j)β=2N𝒟(j)β=0\mathcal{D}^{(j)}\mathcal{F}_{\beta}=2^{-N}\mathcal{D}^{(j)}\mathcal{F}_{\beta}^{\circ}=0. ∎

2.7 Asymptotics

The goal of this section is to prove that β\mathcal{F}_{\beta} satisfy the recursive asymptotics (β\mathcal{F}_{\beta}-ASY1,1β\mathcal{F}_{\beta}-ASY1,3) motivated by CFT fusion rules — the result is stated in Proposition 2.9, which proves part of Theorem 1.1.

Proposition 2.9.

The collection {β:βLPN,N0}\{\mathcal{F}_{\beta}\colon\beta\in\mathrm{LP}_{N},\;N\in\mathbb{Z}_{\geq 0}\} of functions satisfies 1\mathcal{F}_{\emptyset}\equiv 1 and the recursive asymptotics (β\mathcal{F}_{\beta}-ASY1,1β\mathcal{F}_{\beta}-ASY1,3).

Proof.

The normalization property 1\mathcal{F}_{\emptyset}\equiv 1 is understood as an empty product of integrals in the definition (2.19). For the asymptotics, note that after conjugating by a suitable Möbius transformation, by Proposition 2.6 it suffices to prove (β\mathcal{F}_{\beta}-ASY1,1β\mathcal{F}_{\beta}-ASY1,3) for j=1j=1. Furthermore, by translation invariance (e.g., Proposition 2.6), we may assume without loss of generality that ξ=0\xi=0 (this will simplify some computations).

Now, fix βLPN\beta\in\mathrm{LP}_{N} with link endpoints ordered as in (1.1). It thus remains to consider the limit of β\mathcal{F}_{\beta} as x1,x20x_{1},x_{2}\to 0 for 0<x3<x4<<x2N0<x_{3}<x_{4}<\cdots<x_{2N} in the following two cases:

  1. 1.

    {a1,b1}={1,2}β\{a_{1},b_{1}\}=\{1,2\}\in\beta; or

  2. 2.

    {1,2}β\{1,2\}\notin\beta, in which case there are some indices b1{4,6,,2N}b_{1}\in\{4,6,\ldots,2N\} and b2{3,5,,2N1}b_{2}\in\{3,5,\ldots,2N-1\} such that {a1,b1}={1,b1}\{a_{1},b_{1}\}=\{1,b_{1}\} and {a2,b2}={2,b2}\{a_{2},b_{2}\}=\{2,b_{2}\}.

We write 𝒙=(x1,,x2N)𝔛2N\boldsymbol{x}=(x_{1},\ldots,x_{2N})\in\mathfrak{X}_{2N} and 𝒙¨=(x3,x4,,x2N)\boldsymbol{\ddot{x}}=(x_{3},x_{4},\ldots,x_{2N}). By the identities in Proposition 2.4, we have β(𝒙)=2Nβ(𝒙)=21Nπ𝔦ζβf(0)(𝒙)detAβ(𝒙)\mathcal{F}_{\beta}(\boldsymbol{x})=2^{-N}\mathcal{F}_{\beta}^{\circ}(\boldsymbol{x})=2^{1-N}\pi\mathfrak{i}\,\zeta^{\circ}_{\beta}\,f^{(0)}(\boldsymbol{x})\,\det A_{\beta}^{\circ}(\boldsymbol{x}), where

  • ζβ=𝔦s=1N(2Nas+2)\zeta^{\circ}_{\beta}=\mathfrak{i}^{\sum_{s=1}^{N}(2N-a_{s}+2)} is a phase factor satisfying

    ζβ=𝔦ζβ/{1,2}andζβ=𝔦b2+1ζ1(β)/{1,2};\displaystyle\zeta^{\circ}_{\beta}=-\mathfrak{i}\,\zeta^{\circ}_{\beta/\{1,2\}}\qquad\textnormal{and}\qquad\zeta^{\circ}_{\beta}=\mathfrak{i}^{b_{2}+1}\,\zeta^{\circ}_{\wp_{1}(\beta)/\{1,2\}};
  • f(0)f^{(0)} is defined in Equation (2.4) and satisfies the simple asymptotics

    limx1,x20f(0)(𝒙)(x2x1)1/4=\displaystyle\lim_{x_{1},x_{2}\to 0}\frac{f^{(0)}(\boldsymbol{x})}{(x_{2}-x_{1})^{1/4}}=\; f(0)(𝒙¨)×3i2Nxi1/2;\displaystyle f^{(0)}(\boldsymbol{\ddot{x}})\times\prod_{3\leq i\leq 2N}x_{i}^{1/2};
  • and detAβ\det A_{\beta}^{\circ} is the determinant of the matrix of aa-periods defined in (2.13), whose asymptotics we derive in Lemmas 2.10 and 2.11 below (respectively in Cases 1 and 2).

Combining these inputs, we obtain the asserted limits (β\mathcal{F}_{\beta}-ASY1,1β\mathcal{F}_{\beta}-ASY1,3). ∎

Lemma 2.10.

Suppose {a1,b1}={1,2}β\{a_{1},b_{1}\}=\{1,2\}\in\beta, and write 𝐱=(x1,,x2N)𝔛2N\boldsymbol{x}=(x_{1},\ldots,x_{2N})\in\mathfrak{X}_{2N} and 𝐱¨=(x3,x4,,x2N)\boldsymbol{\ddot{x}}=(x_{3},x_{4},\ldots,x_{2N}), where 0<x3<x4<<x2N0<x_{3}<x_{4}<\cdots<x_{2N}. Then, we have

limx1,x20detAβ(𝒙)=\displaystyle\lim_{x_{1},x_{2}\to 0}\det A_{\beta}^{\circ}(\boldsymbol{x})=\; 2π𝔦i=32Nxi1/2detAβ/{1,2}(𝒙¨),\displaystyle\frac{2\pi\mathfrak{i}}{\prod_{i=3}^{2N}x_{i}^{1/2}}\;\det A_{\beta/\{1,2\}}^{\circ}(\boldsymbol{\ddot{x}}), (2.27)

where β/{1,2}LPN1\beta/\{1,2\}\in\mathrm{LP}_{N-1} denotes the link pattern obtained from β\beta by removing the link {1,2}\{1,2\} and relabeling the remaining indices by 1,2,,2N21,2,\ldots,2N-2.

Proof.

We expand the determinant according to the cofactors along the first column:

detAβ=\displaystyle\det A_{\beta}^{\circ}=\; r=1N1(1)1+r(det(A^β)r,1)ϑr+1βdu\scaleobj0.75+(u;𝒙),\displaystyle\sum_{r=1}^{N-1}(-1)^{1+r}\,(\det(\hat{A}_{\beta}^{\circ})_{r,1})\,\ointclockwise_{\vartheta^{\beta}_{r+1}}\frac{\mathrm{d}u}{\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x})}, (2.28)

where det(A^β)r,1\det(\hat{A}_{\beta}^{\circ})_{r,1} is the minor obtained from AβA_{\beta}^{\circ} by removing the first column and rr:th row.

On the one hand, because the integration contours ϑ2β,ϑ3β,,ϑNβ\vartheta_{2}^{\beta},\vartheta_{3}^{\beta},\ldots,\vartheta_{N}^{\beta} remain bounded away from each other and from the points x1x_{1} and x2x_{2}, and their homotopy types do not change upon taking the limit x1,x20x_{1},x_{2}\to 0, by dominated convergence we see that, the matrix entries of (A^β)r,1(\hat{A}_{\beta}^{\circ})_{r,1}, with r{1,2,,N1}r\in\{1,2,\ldots,N-1\} and s{2,3,,N1}s\in\{2,3,\ldots,N-1\}, have finite limits:

limx1,x20ϑr+1βωs1=\displaystyle\lim_{x_{1},x_{2}\to 0}\ointclockwise_{\vartheta^{\beta}_{r+1}}\omega_{s-1}=\; limx1,x20ϑr+1βus1du\scaleobj0.75+(u;𝒙)=ϑr+1βus2du\scaleobj0.75+(u;𝒙¨)=ϑ^rβω^s2,\displaystyle\lim_{x_{1},x_{2}\to 0}\ointclockwise_{\vartheta^{\beta}_{r+1}}\frac{u^{s-1}\mathrm{d}u}{\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x})}\;=\;\ointclockwise_{\vartheta^{\beta}_{r+1}}\frac{u^{s-2}\mathrm{d}u}{\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{\ddot{x}})}\;=\;\ointclockwise_{\hat{\vartheta}^{\beta}_{r}}\hat{\omega}_{s-2},

where ω^s2\hat{\omega}_{s-2} are the holomorphic one-forms and ϑ^rβ\hat{\vartheta}^{\beta}_{r} the aa-cycles associated to Σx3,x4,,x2N\Sigma_{x_{3},x_{4},\ldots,x_{2N}}.

On the other hand, the matrix entry (Aβ)r,1=ϑr+1βω0=ϑr+1βdu\scaleobj0.75+(u;𝒙)(A_{\beta}^{\circ})_{r,1}=\ointclockwise_{\vartheta^{\beta}_{r+1}}\omega_{0}=\ointclockwise_{\vartheta^{\beta}_{r+1}}\frac{\mathrm{d}u}{\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x})} has a similar limit:

limx1,x20ϑr+1βdu\scaleobj0.75+(u;𝒙)=ϑr+1βduu\scaleobj0.75+(u;𝒙¨)=ϑ^rβω~,\displaystyle\lim_{x_{1},x_{2}\to 0}\ointclockwise_{\vartheta^{\beta}_{r+1}}\frac{\mathrm{d}u}{\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x})}\;=\;\ointclockwise_{\vartheta^{\beta}_{r+1}}\frac{\mathrm{d}u}{u\,\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{\ddot{x}})}\;=\;\ointclockwise_{\hat{\vartheta}^{\beta}_{r}}\tilde{\omega},

where ω~=duu\scaleobj0.75+(u;𝒙¨)\smash{\tilde{\omega}=\frac{\mathrm{d}u}{u\,\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{\ddot{x}})}} is a meromorphic one-form on Σx3,x4,,x2N\Sigma_{x_{3},x_{4},\ldots,x_{2N}} with simple poles at the two copies 0±0^{\pm} of the origin with residues ±1\scaleobj0.75+(0;𝒙¨)\smash{\pm\frac{1}{\aleph_{\scaleobj{0.75}{+}}(0;\boldsymbol{\ddot{x}})}}. In conclusion, we have

limx1,x20detAβ(𝒙)=|ϑ^1βω~ϑ^1βω^0ϑ^1βω^1ϑ^1βω^N3ϑ^2βω~ϑ^2βω^0ϑ^2βω^1ϑ^2βω^N3ϑ^N1βω~ϑ^N1βω^0ϑ^N1βω^1ϑ^N1βω^N3|.\displaystyle\lim_{x_{1},x_{2}\to 0}\det A_{\beta}^{\circ}(\boldsymbol{x})\quad=\quad\begin{vmatrix}\underset{\hat{\vartheta}^{\beta}_{1}}{\ointclockwise}\tilde{\omega}\quad&\underset{\hat{\vartheta}^{\beta}_{1}}{\ointclockwise}\hat{\omega}_{0}\quad&\underset{\hat{\vartheta}^{\beta}_{1}}{\ointclockwise}\hat{\omega}_{1}\quad&\cdots&\underset{\hat{\vartheta}^{\beta}_{1}}{\ointclockwise}\hat{\omega}_{N-3}\\[17.22217pt] \underset{\hat{\vartheta}^{\beta}_{2}}{\ointclockwise}\tilde{\omega}\quad&\underset{\hat{\vartheta}^{\beta}_{2}}{\ointclockwise}\hat{\omega}_{0}\quad&\underset{\hat{\vartheta}^{\beta}_{2}}{\ointclockwise}\hat{\omega}_{1}\quad&\cdots&\underset{\hat{\vartheta}^{\beta}_{2}}{\ointclockwise}\hat{\omega}_{N-3}\\[8.61108pt] \vdots&\cdots&\ddots&\vdots\\[8.61108pt] \underset{\hat{\vartheta}^{\beta}_{N-1}}{\ointclockwise}\tilde{\omega}\quad&\underset{\hat{\vartheta}^{\beta}_{N-1}}{\ointclockwise}\hat{\omega}_{0}\quad&\underset{\hat{\vartheta}^{\beta}_{N-1}}{\ointclockwise}\hat{\omega}_{1}\quad&\cdots&\underset{\hat{\vartheta}^{\beta}_{N-1}}{\ointclockwise}\hat{\omega}_{N-3}\end{vmatrix}. (2.29)

After adding all of the other rows to the first row in (2.29), recalling the relation

ϑ^1β=(ϑ^2β+ϑ^3β++ϑ^N1β)in H1(Σx3,x4,,x2N,),\displaystyle\hat{\vartheta}^{\beta}_{1}=-(\hat{\vartheta}^{\beta}_{2}+\hat{\vartheta}^{\beta}_{3}+\cdots+\hat{\vartheta}^{\beta}_{N-1})\quad\textnormal{in }H_{1}(\Sigma_{x_{3},x_{4},\ldots,x_{2N}},\mathbb{Z}),

and noting that

r=1N1ϑ^rβω~= 2π𝔦Res0+ω~=2π𝔦\scaleobj0.75+(0;𝒙¨)=2π𝔦i=32Nxi1/2,\displaystyle\sum_{r=1}^{N-1}\ointclockwise_{\hat{\vartheta}^{\beta}_{r}}\tilde{\omega}\;=\;2\pi\mathfrak{i}\;\underset{0^{+}}{\mathrm{Res}}\,\tilde{\omega}\;=\;\frac{2\pi\mathfrak{i}}{\aleph_{\scaleobj{0.75}{+}}(0;\boldsymbol{\ddot{x}})}\;=\;\frac{2\pi\mathfrak{i}}{\prod_{i=3}^{2N}x_{i}^{1/2}}, (2.30)

we see that the right-hand side of (2.29) equals the determinant of the matrix whose first row comprises (2.30) and N2N-2 zeros, while its other (unchanged) rows coincide with those of the right-hand side of (2.29). In particular, since its principal submatrix obtained by removing the first row and the first column is Aβ/{1,2}(𝒙¨)A_{\beta/\{1,2\}}^{\circ}(\boldsymbol{\ddot{x}}), we conclude that (2.27) indeed holds. ∎

Lemma 2.11.

Suppose that {1,2}β\{1,2\}\notin\beta, and write {a1,b1}={1,b1}\{a_{1},b_{1}\}=\{1,b_{1}\} and {a2,b2}={2,b2}\{a_{2},b_{2}\}=\{2,b_{2}\} with indices b1{4,6,,2N}b_{1}\in\{4,6,\ldots,2N\} and b2{3,5,,2N1}b_{2}\in\{3,5,\ldots,2N-1\}, and 𝐱=(x1,,x2N)𝔛2N\boldsymbol{x}=(x_{1},\ldots,x_{2N})\in\mathfrak{X}_{2N} and 𝐱¨=(x3,x4,,x2N)\boldsymbol{\ddot{x}}=(x_{3},x_{4},\ldots,x_{2N}), where 0<x3<x4<<x2N0<x_{3}<x_{4}<\cdots<x_{2N}. Then, we have

limx1,x20detAβ(𝒙)|log(x2x1)|=\displaystyle\lim_{x_{1},x_{2}\to 0}\frac{\det A_{\beta}^{\circ}(\boldsymbol{x})}{|\log(x_{2}-x_{1})|}=\; 2(1)(b2+1)/2i=32Nxi1/2detA1(β)/{1,2}(𝒙¨),\displaystyle\frac{2(-1)^{(b_{2}+1)/2}}{\prod_{i=3}^{2N}x_{i}^{1/2}}\;\det A_{\wp_{1}(\beta)/\{1,2\}}^{\circ}(\boldsymbol{\ddot{x}}), (2.31)

where 1\wp_{1} is the tying operation (4.6).

Proof.

We expand the determinant as in Equation (2.28). On the one hand, the matrix elements of (A^β)r,1(\hat{A}_{\beta}^{\circ})_{r,1} all remain finite in the limit x1,x20x_{1},x_{2}\to 0. On the other hand, the matrix entry (Aβ)r,1(A_{\beta}^{\circ})_{r,1} also has a finite limit unless r=1r=1. For the matrix entry (Aβ)1,1(A_{\beta}^{\circ})_{1,1}, we can evaluate its limit by performing the change of variables v=ux2xb2x2\smash{v=\frac{u-x_{2}}{x_{b_{2}}-x_{2}}}:

limx1,x201|log(x2x1)|ϑ2βω0=limx1,x201|log(x2x1)|01dvv(v+x2x1xb2x2)1\scaleobj0.75+((xb2x2)v+x2;𝒙¨).\displaystyle\begin{split}\;&\lim_{x_{1},x_{2}\to 0}\frac{1}{|\log(x_{2}-x_{1})|}\;\ointclockwise_{\vartheta^{\beta}_{2}}\omega_{0}\\ =\;&\lim_{x_{1},x_{2}\to 0}\frac{1}{|\log(x_{2}-x_{1})|}\;\ointclockwise_{0}^{1}\frac{\mathrm{d}v}{\sqrt{v\big{(}v+\frac{x_{2}-x_{1}}{x_{b_{2}}-x_{2}}\big{)}}}\;\frac{1}{\aleph_{\scaleobj{0.75}{+}}((x_{b_{2}}-x_{2})v+x_{2};\boldsymbol{\ddot{x}})}.\end{split} (2.32)

For every ϵ>0\epsilon>0 and c1>0c_{1}>0, we can choose small c2>0c_{2}>0 such that |\scaleobj0.75+(u;𝒙¨)|M|\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{\ddot{x}})|\leq M and |\scaleobj0.75+(u;𝒙¨)\scaleobj0.75+(0;𝒙¨)|ϵ|\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{\ddot{x}})-\aleph_{\scaleobj{0.75}{+}}(0;\boldsymbol{\ddot{x}})|\leq\epsilon for all u[2c2xb2,c2xb2]u\in[-2\,c_{2}\,x_{b_{2}},c_{2}\,x_{b_{2}}], and c1x2x1xb2x2c2c_{1}\frac{x_{2}-x_{1}}{x_{b_{2}}-x_{2}}\leq c_{2}. Then,

|-◠-0c1x2x1xb2x2dvdvv(v+x2x1xb2x2)1\scaleobj0.75+((xb2x2)v+x2;𝒙¨)|M-◠-0c1dvv(v+1),\displaystyle\bigg{|}\landupint_{0}^{c_{1}\frac{x_{2}-x_{1}}{x_{b_{2}}-x_{2}}}\mathrm{d}v\,\frac{\mathrm{d}v}{\sqrt{v\big{(}v+\frac{x_{2}-x_{1}}{x_{b_{2}}-x_{2}}\big{)}}}\;\frac{1}{\aleph_{\scaleobj{0.75}{+}}((x_{b_{2}}-x_{2})v+x_{2};\boldsymbol{\ddot{x}})}\bigg{|}\;\leq\;M\landupint_{0}^{c_{1}}\frac{\mathrm{d}v}{\sqrt{v(v+1)}},

which is bounded for any finite c1c_{1};

|-◠-c21dvdvv(v+x2x1xb2x2)1\scaleobj0.75+((xb2x2)v+x2;𝒙¨)|1c2-◠-01dv1|\scaleobj0.75+((xb2x2)v+x2;𝒙¨)|,\displaystyle\bigg{|}\landupint_{c_{2}}^{1}\mathrm{d}v\,\frac{\mathrm{d}v}{\sqrt{v\big{(}v+\frac{x_{2}-x_{1}}{x_{b_{2}}-x_{2}}\big{)}}}\;\frac{1}{\aleph_{\scaleobj{0.75}{+}}((x_{b_{2}}-x_{2})v+x_{2};\boldsymbol{\ddot{x}})}\bigg{|}\;\leq\;\frac{1}{c_{2}}\landupint_{0}^{1}\mathrm{d}v\,\frac{1}{|\aleph_{\scaleobj{0.75}{+}}((x_{b_{2}}-x_{2})v+x_{2};\boldsymbol{\ddot{x}})|},

which is bounded for any non-zero c2c_{2}; and using the bound 1v(v+1)1v\sqrt{\frac{1}{v(v+1)}}\leq\frac{1}{v}, we also find

|-◠-c1x2x1xb2x2c2(\scaleobj0.75+(u;𝒙¨)\scaleobj0.75+(0;𝒙¨))dvv(v+x2x1xb2x2)|\displaystyle\bigg{|}\landupint_{c_{1}\frac{x_{2}-x_{1}}{x_{b_{2}}-x_{2}}}^{c_{2}}\big{(}\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{\ddot{x}})-\aleph_{\scaleobj{0.75}{+}}(0;\boldsymbol{\ddot{x}})\big{)}\,\frac{\mathrm{d}v}{\sqrt{v\big{(}v+\frac{x_{2}-x_{1}}{x_{b_{2}}-x_{2}}\big{)}}}\bigg{|}\;\leq\; ϵlog(c2(xb2x2)c1(x2x1)),\displaystyle\epsilon\log\Big{(}\frac{c_{2}\,(x_{b_{2}}-x_{2})}{c_{1}\,(x_{2}-x_{1})}\Big{)},

which blows up like |log(x2x1)||\log(x_{2}-x_{1})| as x1,x20x_{1},x_{2}\to 0, while c1c_{1}, c2c_{2}, and ϵ\epsilon are kept fixed. Noting that vvv+λv\mapsto\smash{\sqrt{\tfrac{v}{v+\lambda}}} is increasing on [0,)[0,\infty) for any constant λ>0\lambda>0, we find (with λ=c1x2x1xb2x2\lambda=c_{1}\frac{x_{2}-x_{1}}{x_{b_{2}}-x_{2}})

c1c1+1log(c2(xb2x2)c1(x2x1))-◠-c1x2x1xb2x2c2dvv(v+x2x1xb2x2)log(c2(xb2x2)c1(x2x1)),\displaystyle\sqrt{\frac{c_{1}}{c_{1}+1}}\,\log\Big{(}\frac{c_{2}\,(x_{b_{2}}-x_{2})}{c_{1}\,(x_{2}-x_{1})}\Big{)}\;\leq\;\landupint_{c_{1}\frac{x_{2}-x_{1}}{x_{b_{2}}-x_{2}}}^{c_{2}}\frac{\mathrm{d}v}{\sqrt{v\big{(}v+\frac{x_{2}-x_{1}}{x_{b_{2}}-x_{2}}\big{)}}}\;\leq\;\log\Big{(}\frac{c_{2}\,(x_{b_{2}}-x_{2})}{c_{1}\,(x_{2}-x_{1})}\Big{)},

whose upper bound is of order |log(x2x1)||\log(x_{2}-x_{1})| and lower bound of order c1c1+1|log(x2x1)|\smash{\sqrt{\frac{c_{1}}{c_{1}+1}}}\,|\log(x_{2}-x_{1})| as x1,x20x_{1},x_{2}\to 0, while c1c_{1} is kept fixed. Combining the above four estimates and taking the limits x1,x20x_{1},x_{2}\to 0; then c20c_{2}\to 0; then ϵ0\epsilon\to 0; and then c1c_{1}\to\infty (in this order), we obtain151515Here, we can decompose the loop integral in (2.32) as a linear combination of line integrals as in Appendix A, which gives the factor “22”. The integral concentrates near the starting point of the contour in the limit.

(2.32)=2\scaleobj0.75+(0;𝒙¨)=2i=32Nxi1/2,\displaystyle\textnormal{\eqref{eq: limit of first matrix entry}}\;=\;\frac{2}{\aleph_{\scaleobj{0.75}{+}}(0;\boldsymbol{\ddot{x}})}\;=\;\frac{2}{\prod_{i=3}^{2N}x_{i}^{1/2}},

In conclusion, the only term in the determinant (2.28) divided by |log(x2x1)||\log(x_{2}-x_{1})| which survives in the limit x1,x20x_{1},x_{2}\to 0 is the one with r=1r=1, and this limit equals

limx1,x20detAβ(𝒙)|log(x2x1)|=\displaystyle\lim_{x_{1},x_{2}\to 0}\frac{\det A_{\beta}^{\circ}(\boldsymbol{x})}{|\log(x_{2}-x_{1})|}=\; limx1,x20(det(A^β)1,1)1|log(x2x1)|ϑ2βω0\displaystyle\lim_{x_{1},x_{2}\to 0}(\det(\hat{A}_{\beta}^{\circ})_{1,1})\,\frac{1}{|\log(x_{2}-x_{1})|}\ointclockwise_{\vartheta^{\beta}_{2}}\omega_{0}
=\displaystyle=\; 2(1)(b2+1)/2i=32Nxi1/2detA1(β)/{1,2}(𝒙¨),\displaystyle\frac{2(-1)^{(b_{2}+1)/2}}{\prod_{i=3}^{2N}x_{i}^{1/2}}\;\det A_{\wp_{1}(\beta)/\{1,2\}}^{\circ}(\boldsymbol{\ddot{x}}),

where we evaluated the limit of det(A^β)1,1\det(\hat{A}_{\beta}^{\circ})_{1,1} similarly as in the proof of Lemma 2.10, observing that the result is the period matrix for 1(β)/{1,2}\wp_{1}(\beta)/\{1,2\} with the (b212)\smash{(\tfrac{b_{2}-1}{2})}:th aa-cycle removed, yielding161616Recall that in the aa-period matrices, we omit, by convention, the first aa-cycle. the multiplicative sign factor (1)1+(b21)/2=(1)(b2+1)/2(-1)^{1+(b_{2}-1)/2}=(-1)^{(b_{2}+1)/2}. ∎

2.8 Positivity

In this section, we prove that β\mathcal{F}_{\beta} can be chosen to be simultaneously positive, thus verifying property (POS) in Theorem 1.1.

We first record a very useful general property of Coulomb gas integrals of type (2.2) with {2,3,,N}\ell\in\{2,3,\ldots,N\} and Γ=ϑ1×ϑ2××ϑ\Gamma=\vartheta_{1}\times\vartheta_{2}\times\cdots\times\vartheta_{\ell}, where ϑ1,ϑ2,,ϑ\vartheta_{1},\vartheta_{2},\ldots,\vartheta_{\ell} are clockwise171717One could also orient them counterclockwise — what is important is that all loops have the same orientation. oriented simple mutually non-intersecting loops on {γ1β,,γ2Nβ}\mathbb{C}\setminus\{\gamma_{1}^{\beta},\ldots,\gamma_{2N}^{\beta}\}. Namely, for any fixed r{1,2,,}r\in\{1,2,\ldots,\ell\}, we can replace the integration along ϑr\vartheta_{r} by an integration along another simple loop ϱr\varrho_{r} obtained from ϑr\vartheta_{r} by pulling it over some of the other loops in Γ\Gamma (as specified in Lemma 2.12 below). This property hold regardless of the branch choice for the integrand ff defined in (2.3). The setup is illustrated in Figure 2.2.

Lemma 2.12.

Fix {2,3,,N}\ell\in\{2,3,\ldots,N\} and r{1,2,,}r\in\{1,2,\ldots,\ell\}. Let ϱr\varrho_{r} be a clockwise oriented simple loop on {γ1β,,γ2Nβ}\mathbb{C}\setminus\{\gamma_{1}^{\beta},\ldots,\gamma_{2N}^{\beta}\} obtained from ϑr\vartheta_{r} by pulling ϑr\vartheta_{r} over some of the other loops in {ϑ1,ϑ2,,ϑ}{ϑr}\{\vartheta_{1},\vartheta_{2},\ldots,\vartheta_{\ell}\}\setminus\{\vartheta_{r}\}:

ϱr=ϑr+sIrϑsin H1(Σ,),\displaystyle\varrho_{r}=\vartheta_{r}+\sum_{s\in I_{r}}\vartheta_{s}\quad\textnormal{in }H_{1}(\Sigma,\mathbb{Z}), (2.33)

where Ir{1,2,,}{r}I_{r}\subset\{1,2,\ldots,\ell\}\setminus\{r\}. Then, writing 𝐮=(u1,,u)\boldsymbol{u}=(u_{1},\ldots,u_{\ell}), we have

ϑ1du1ϑ2du2ϑduf(𝒙;𝒖)=ϑ1du1ϑr1dur1ϱrdurϑr+1dur+1ϑduf(𝒙;𝒖).\displaystyle\begin{split}\;&\ointclockwise_{\vartheta_{1}}\mathrm{d}u_{1}\ointclockwise_{\vartheta_{2}}\mathrm{d}u_{2}\cdots\ointclockwise_{\vartheta_{\ell}}\mathrm{d}u_{\ell}\;f(\boldsymbol{x};\boldsymbol{u})\\ =\;&\ointclockwise_{\vartheta_{1}}\mathrm{d}u_{1}\cdots\ointclockwise_{\vartheta_{r-1}}\mathrm{d}u_{r-1}\ointclockwise_{\varrho_{r}}\mathrm{d}u_{r}\ointclockwise_{\vartheta_{r+1}}\mathrm{d}u_{r+1}\cdots\ointclockwise_{\vartheta_{\ell}}\mathrm{d}u_{\ell}\;f(\boldsymbol{x};\boldsymbol{u}).\end{split} (2.34)

Note that the replacement in Lemma 2.12 is only valid when we integrate f(𝒙;u1,,u)f(\boldsymbol{x};u_{1},\ldots,u_{\ell}) along all \ell loops ϑ1,ϑ2,,ϑ\vartheta_{1},\vartheta_{2},\ldots,\vartheta_{\ell}, in which case we can use antisymmetry to get cancellations.

Proof.

After deforming and decomposing the loop ϱr\varrho_{r} into the linear combination (2.33), we see by antisymmetry of the integrand and Fubini’s theorem that only ϑr\vartheta_{r} can give a non-zero contribution on the right-hand side of (2.34): indeed, for any srs\neq r, the double-integral of (2.3) along ϑs\vartheta_{s} vanishes (here, we use the assumption that 2\ell\geq 2),

ϑsdusϑsdurf(𝒙;u1,,u)=0,\displaystyle\ointclockwise_{\vartheta_{s}}\mathrm{d}u_{s}\ointclockwise_{\vartheta_{s}}\mathrm{d}u_{r}\;f(\boldsymbol{x};u_{1},\ldots,u_{\ell})=0,

by antisymmetry of the integrand (2.3) with respect to the exchange usuru_{s}\leftrightarrow u_{r}. ∎

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\Downarrow
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\Downarrow
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\Downarrow
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Figure 2.2: Illustration of a repeated application of Lemma 2.12 in the proof of Corollary 2.13: we iteratively transform the integration contours Γβ:=ϑ1β××ϑNβ\smash{\Gamma_{\beta}:=\vartheta_{1}^{\beta}\times\cdots\times\vartheta_{N}^{\beta}} (top line) into the integration contours 𝒫β:=ϱ1β××ϱNβ\smash{\mathcal{P}_{\beta}:=\varrho_{1}^{\beta}\times\cdots\times\varrho_{N}^{\beta}} (bottom line), which are symmetric with respect to the real axis. In this example, we have β={{1,6},{2,3},{4,5},{7,12},{8,11},{9,10}}\beta=\{\{1,6\},\{2,3\},\{4,5\},\{7,12\},\{8,11\},\{9,10\}\}.
Corollary 2.13.

For each βLPN\beta\in\mathrm{LP}_{N}, the functions β,β:𝔛2N\mathcal{F}_{\beta},\mathcal{F}_{\beta}^{\circ}\colon\mathfrak{X}_{2N}\to\mathbb{R} are real-valued.

Proof.

A repeated application of Lemma 2.12 shows that the integration contours Γβ:=ϑ1β××ϑNβ\Gamma_{\beta}:=\vartheta_{1}^{\beta}\times\cdots\times\vartheta_{N}^{\beta} in β(𝒙):=Γβfβ(𝒙;𝒖)d𝒖\mathcal{F}_{\beta}^{\circ}(\boldsymbol{x}):=\ointclockwise_{\Gamma_{\beta}}f_{\beta}(\boldsymbol{x};\boldsymbol{u})\;\mathrm{d}\boldsymbol{u} can be deformed into ones that are symmetric with respect to the real axis, which we write as 𝒫β:=ϱ1β××ϱNβ\smash{\mathcal{P}_{\beta}:=\varrho_{1}^{\beta}\times\cdots\times\varrho_{N}^{\beta}} (see also Figure 2.2). Then, after making the change of variables by complex conjugation on the integrations along each ϱrβ¯\varrho_{r}^{\beta}\cap\overline{\mathbb{H}}^{*}, we see that

β(𝒙)=\displaystyle\mathcal{F}_{\beta}^{\circ}(\boldsymbol{x})=\; ϱ1βdu1ϱ2βdu2ϱNβduNfβ(𝒙;𝒖)\displaystyle\ointclockwise_{\varrho^{\beta}_{1}}\mathrm{d}u_{1}\ointclockwise_{\varrho^{\beta}_{2}}\mathrm{d}u_{2}\cdots\ointclockwise_{\varrho^{\beta}_{N}}\mathrm{d}u_{N}\;f_{\beta}(\boldsymbol{x};\boldsymbol{u})
=\displaystyle=\; 2Nϱ1β¯du1ϱ2β¯du2ϱNβ¯duNRefβ(𝒙;𝒖)\displaystyle 2^{N}\ointclockwise_{\varrho^{\beta}_{1}\cap\overline{\mathbb{H}}}\mathrm{d}u_{1}\ointclockwise_{\varrho^{\beta}_{2}\cap\overline{\mathbb{H}}}\mathrm{d}u_{2}\cdots\ointclockwise_{\varrho^{\beta}_{N}\cap\overline{\mathbb{H}}}\mathrm{d}u_{N}\;\operatorname{Re}f_{\beta}(\boldsymbol{x};\boldsymbol{u}) [by Lem. 2.12]
=\displaystyle=\; 2Nβ(𝒙),\displaystyle 2^{N}\mathcal{F}_{\beta}(\boldsymbol{x}), [by Prop. 2.4]

which shows that β,β:𝔛2N\mathcal{F}_{\beta},\mathcal{F}_{\beta}^{\circ}\colon\mathfrak{X}_{2N}\to\mathbb{R} are real-valued. ∎

Proposition 2.14.

For each βLPN\beta\in\mathrm{LP}_{N}, we have β(𝐱)>0\mathcal{F}_{\beta}(\boldsymbol{x})>0, for all 𝐱𝔛2N\boldsymbol{x}\in\mathfrak{X}_{2N}.

Proof.

It follows from Corollary 2.13 that β(𝒙)\mathcal{F}_{\beta}(\boldsymbol{x})\in\mathbb{R} and from Proposition 2.4 that β(𝒙)0\mathcal{F}_{\beta}(\boldsymbol{x})\neq 0, for all 𝒙𝔛2N\boldsymbol{x}\in\mathfrak{X}_{2N} and βLPN\beta\in\mathrm{LP}_{N}. As each function 𝒙β(𝒙)\boldsymbol{x}\mapsto\mathcal{F}_{\beta}(\boldsymbol{x}) is continuous on 𝔛2N\mathfrak{X}_{2N}, we see that for each βLPN\beta\in\mathrm{LP}_{N}, we have either β<0\mathcal{F}_{\beta}<0 on 𝔛2N\mathfrak{X}_{2N}, or β>0\mathcal{F}_{\beta}>0 on 𝔛2N\mathfrak{X}_{2N}. By the recursive asymptotics (β\mathcal{F}_{\beta}-ASY1,1β\mathcal{F}_{\beta}-ASY1,3) combined with the normalization 1\mathcal{F}_{\emptyset}\equiv 1, we see that all of them must be simultaneously positive. ∎

3 Uniform spanning tree in polygons

In this section, we consider scaling limits of Peano curves for uniform spanning trees (UST). In the pioneering work [LSW04], Lawler, Schramm & Werner showed that Schramm’s SLEκ\mathrm{SLE}_{\kappa} curve [Sch00] with κ=8\kappa=8 describes the scaling limit of the UST Peano curve with Dobrushin boundary conditions. We will address the general case of any number of Peano curves, with boundary conditions β\beta encoded in (1.1). Such generalizations have been also considered in [Dub06, KW11, HLW24]. To identify the limit and show its uniqueness, one uses a discrete holomorphic observable. The case of two Peano curves with alternating (free/wired/free/wired) boundary conditions was detailed in [HLW24] by using Smirnov’s four-point observable. However, in order to address the general case of any number of Peano curves, it is crucial to find a new appropriate observable (see Definition 3.2 and Lemma 3.3). For cases involving non-trivial conformal moduli, in the simplest example β=¯\beta=\boldsymbol{\underline{\cap\cap}} (as in (1.12)), where every other boundary interval is independently wired, the scaling limit of the relevant observable for the identification was also pointed out in Dubédat [Dub06, Section 3.3] and Kenyon & Wilson [KW11, Section 5.2]. We provide a general formula for it in Proposition 3.4 and Appendix C.

The main result of this section, Theorem 1.3, describes the scaling limit curves explicitly in terms of SLE8\mathrm{SLE}_{8} type processes with specific partition functions (namely β\mathcal{F}_{\beta} introduced in Definition 2.2, Section 2.3). The proof of Theorem 1.3 uses techniques from discrete complex analysis, conventional for addressing conformally invariant scaling limits of discrete systems. To begin, we collect some preliminaries.

Square lattice

2\mathbb{Z}^{2} is the graph with vertex set V(2):={(m,n):m,n}V(\mathbb{Z}^{2}):=\{(m,n)\colon m,n\in\mathbb{Z}\} and edge set E(2)E(\mathbb{Z}^{2}) given by edges between nearest neighbors (i.e., pairs of vertices with distance one). This is our primal lattice. Its dual lattice is denoted by (2)(\mathbb{Z}^{2})^{*}. The medial lattice (2)(\mathbb{Z}^{2})^{\diamond} is the graph with centers of edges of 2\mathbb{Z}^{2} as vertex set and edges connecting nearest neighbors. In this article, when we add the subscript or superscript δ\delta, we mean that subgraphs of the lattices 2,(2),(2)\mathbb{Z}^{2},(\mathbb{Z}^{2})^{*},(\mathbb{Z}^{2})^{\diamond} have been scaled by δ>0\delta>0. We shall consider the models in the scaling limit δ0\delta\to 0.

Discrete holomorphicity

A function ϕ:2(2)\phi\colon\mathbb{Z}^{2}\cup(\mathbb{Z}^{2})^{*}\to\mathbb{C} is (discrete) holomorphic around a medial vertex xx^{\diamond} if we have ϕ(n)ϕ(s)=𝔦(ϕ(e)ϕ(w))\phi(n)-\phi(s)=\mathfrak{i}\,(\phi(e)-\phi(w)), where n,w,s,en,w,s,e are the vertices incident to xx^{\diamond} in counterclockwise order (two of them are vertices of 2\mathbb{Z}^{2} and the other two are vertices of (2)(\mathbb{Z}^{2})^{*}). We say that ϕ\phi is holomorphic on a subgraph of 2(2)\mathbb{Z}^{2}\cup(\mathbb{Z}^{2})^{*} if it is holomorphic at all vertices in the subgraph. See [DC13, Section 8] for more details.

Uniform spanning tree (UST)

Suppose that G=(V,E)G=(V,E) is a finite connected graph. A forest is a subgraph of GG that has no loops. A tree is a connected forest. A subgraph of GG is spanning if it covers VV. The uniform spanning tree (UST) on GG is a probability measure on the set of all spanning trees of GG in which every tree is chosen with equal probability. Given a disjoint set τ=k=1Nτk\tau=\bigcup_{k=1}^{N}\tau_{k} of trees τk\tau_{k} of GG, a spanning tree with τ\tau wired is a spanning tree TT of GG such that τT\tau\subset T. The uniform spanning tree with τ\tau wired is a probability measure on the set of all spanning trees of GG with τ\tau wired in which every tree is chosen with equal probability. In this article, we focus on UST in polygons, with various boundary conditions described via wired boundary arcs.

Discrete polygons

Informally speaking, a discrete polygon is a bounded simply connected subgraph Ω\Omega of 2\mathbb{Z}^{2} with 2N2N fixed boundary points x1,x2,,x2Nx_{1},x_{2},\ldots,x_{2N} in counterclockwise order, and such that the “odd” boundary arcs (x2r1x2r)(x_{2r-1}\,x_{2r}) with 1rN1\leq r\leq N are on the primal lattice 2\mathbb{Z}^{2}, and the “even” boundary arcs (x2rx2r+1)(x_{2r}\,x_{2r+1}) with 1rN1\leq r\leq N are on the dual lattice (2)(\mathbb{Z}^{2})^{*}. The precise definition is given below; see also Figure 3.1 for an illustration.

Consider the medial lattice (2)(\mathbb{Z}^{2})^{\diamond} with the following orientation of its edges: edges of each face containing a vertex of 2\mathbb{Z}^{2} are oriented counterclockwise, and edges of each face containing a vertex of (2)(\mathbb{Z}^{2})^{*} are oriented clockwise. Let x1,,x2Nx_{1}^{\diamond},\ldots,x_{2N}^{\diamond} be 2N2N distinct medial vertices, and let (x1x2),,(x2N1x2N),(x2Nx1)(x_{1}^{\diamond}\,x_{2}^{\diamond}),\ldots,(x_{2N-1}^{\diamond}\,x_{2N}^{\diamond}),(x_{2N}^{\diamond}\,x_{1}^{\diamond}) denote 2N2N oriented paths on (2)(\mathbb{Z}^{2})^{\diamond} satisfying the following conditions181818Throughout, we use the cyclic indexing convention x2N+1:=x1x_{2N+1}^{\diamond}:=x_{1}^{\diamond} and x2N+1:=x1x_{2N+1}:=x_{1} etc.:

  • each path (x2r1x2r)(x_{2r-1}^{\diamond}\,x_{2r}^{\diamond}) has clockwise oriented edges for 1rN1\leq r\leq N;

  • each path (x2rx2r+1)(x_{2r}^{\diamond}\,x_{2r+1}^{\diamond}) has counterclockwise oriented edges for 1rN1\leq r\leq N; and

  • all paths are edge-avoiding and satisfy (xi1xi)(xixi+1)={xi}(x_{i-1}^{\diamond}\,x_{i}^{\diamond})\cap(x_{i}^{\diamond}\,x_{i+1}^{\diamond})=\{x_{i}^{\diamond}\} for 1i2N1\leq i\leq 2N.

Given {(xixi+1):1i2N}\{(x_{i}^{\diamond}\,x_{i+1}^{\diamond})\colon 1\leq i\leq 2N\}, the medial polygon (Ω;x1,,x2N)(\Omega^{\diamond};x_{1}^{\diamond},\ldots,x_{2N}^{\diamond}) is defined as the subgraph of (2)(\mathbb{Z}^{2})^{\diamond} induced by the vertices enclosed by or lying on the non-oriented loop Ω\partial\Omega^{\diamond} obtained by concatenating all of (xixi+1)(x_{i}^{\diamond}\,x_{i+1}^{\diamond}), illustrated in blue in Figure 3.1.

Next, let Ω2\Omega\subset\mathbb{Z}^{2} be the graph with edge set consisting of all edges passing through endpoints of medial edges in E(Ω)r=1N(x2rx2r+1)E(\Omega^{\diamond})\setminus\bigcup_{r=1}^{N}(x_{2r}^{\diamond}\,x_{2r+1}^{\diamond}) and vertex set comprising the endpoints of these edges. For each i{1,2,,2N}i\in\{1,2,\ldots,2N\}, we denote by xix_{i} the vertex of Ω\Omega nearest to xix_{i}^{\diamond}, and we call (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) the primal polygon191919A cautious reader will notice that we abuse the notation slightly: in some occasions, we use (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) to indicate a (continuum) polygon, i.e., a bounded simply connected domain Ω\Omega with 2N2N distinct marked boundary points; while in some other occasions, we use (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) to indicate a primal polygon with 2N2N distinct marked boundary vertices. We believe this will not cause confusion, as it is clear from the context which one is being considered.. We let (x2r1x2r)(x_{2r-1}\,x_{2r}) be the set of edges corresponding to medial vertices in (x2r1x2r)Ω(x_{2r-1}^{\diamond}\,x_{2r}^{\diamond})\cap\partial\Omega^{\diamond}. Similarly, let Ω(2)\Omega^{*}\subset(\mathbb{Z}^{2})^{*} be the graph with edge set consisting of all edges passing through endpoints of medial edges in E(Ω)r=1N(x2r1x2r)E(\Omega^{\diamond})\setminus\bigcup_{r=1}^{N}(x_{2r-1}^{\diamond}\,x_{2r}^{\diamond}) and vertex set comprising the endpoints of these edges. For each i{1,2,,2N}i\in\{1,2,\ldots,2N\}, we denote by xix_{i}^{*} the vertex of Ω\Omega^{*} nearest to xix_{i}^{\diamond}, and we call (Ω;x1,,x2N)(\Omega^{*};x_{1}^{*},\ldots,x_{2N}^{*}) the dual polygon. Lastly, we let (x2rx2r+1)(x_{2r}^{*}\,x_{2r+1}^{*}) be the set of edges corresponding to medial vertices in (x2rx2r)Ω(x_{2r}^{\diamond}\,x_{2r}^{\diamond})\cap\partial\Omega^{\diamond}. We will assume that Ω\Omega and Ω\Omega^{*} form bounded simply connected domains, ensuring the existence of spanning trees on both graphs.

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Figure 3.1: Illustration of the boundary of a discrete polygon with six marked points on the boundary. The boundary arcs (x1x2)(x_{1}\,x_{2}), (x3x4)(x_{3}\,x_{4}), and (x5x6)(x_{5}\,x_{6}) are wired. The dashed arcs are parts of the boundary of the dual polygon. The blue loop is the boundary Ω\partial\Omega^{\diamond} of the medial polygon, with the alternating orientations of its components illustrated.

Boundary conditions and Peano curves

We consider the following UST model on the primal polygon (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}). First, each “odd” arc (x2r1x2r)(x_{2r-1}\,x_{2r}) is wired, for 1rN1\leq r\leq N, and second, some of these NN arcs are further wired together outside of Ω\Omega according to a non-crossing partition described by a planar link pattern βLPN\beta\in\mathrm{LP}_{N}, represented by NN disjoint chords traversing between the primal components and the dual components of the non-crossing partition — see Figure 3.2(a). We say that the UST has boundary condition (b.c.) β\beta.

Suppose that Υ\Upsilon is a spanning tree of the primal polygon (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) with b.c. βLPN\beta\in\mathrm{LP}_{N}. Then, there exist NN paths on (2)(\mathbb{Z}^{2})^{\diamond} running along Υ\Upsilon and connecting among {x1,,x2N}\{x_{1}^{\diamond},\ldots,x_{2N}^{\diamond}\}, which we call Peano curves — see Figure 1.1(b). The endpoints of these NN Peano curves form a random planar link pattern ϑUST\vartheta_{\mathrm{UST}} in LPN\mathrm{LP}_{N}. As Υ\Upsilon is a spanning tree, we see that the loop configuration formed from the chords of ϑUST\vartheta_{\mathrm{UST}} inside Ω\Omega and the chords of β\beta outside of Ω\Omega must have exactly one loop — see Figure 3.2(b).

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(a) A boundary condition (b.c.) β\beta.
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(b) Four possible planar link patterns α\alpha with α,β=1\mathcal{M}_{\alpha,\beta}=1.
Figure 3.2: Consider discrete polygons with eight marked points on the boundary. One possible boundary condition for the UST model is indicated in the left panel. This b.c., encoded in the planar link pattern β={{1,2},{3,8},{4,7},{5,6}}\beta=\{\{1,2\},\{3,8\},\{4,7\},\{5,6\}\} (bottom), corresponds to the non-crossing partition {{1},{2,4},{3}}\{\{1\},\{2,4\},\{3\}\} of the NN wired boundary arcs outside of the polygon (top). The corresponding possible planar link patterns ϑUST\vartheta_{\mathrm{UST}} formed by the Peano curves are indicated in the right panel (bottom), and they also correspond to non-crossing partitions inside the polygon (top). Indeed, there is a natural bijection between non-crossing partitions of the NN wired boundary arcs and planar link patterns with NN links. This correspondence will be used in Sections 3 and 4.

Outline of this section

We will consider discrete polygons approximating some continuum polygon in the plane. Fix N1N\geq 1 and a polygon (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) whose boundary Ω\partial\Omega is a C1C^{1}-Jordan curve. Suppose that a sequence (Ωδ,;x1δ,,,x2Nδ,)(\Omega^{\delta,\diamond};x_{1}^{\delta,\diamond},\ldots,x_{2N}^{\delta,\diamond}) of medial polygons converges to (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) in the sense detailed in Equation (1.10). We consider the UST on the primal polygon (Ωδ;x1δ,,x2Nδ)(\Omega^{\delta};x_{1}^{\delta},\ldots,x_{2N}^{\delta}) with b.c. βLPN\beta\in\mathrm{LP}_{N}. For each index i{1,2,,2N}i\in\{1,2,\ldots,2N\}, let ηiδ\eta_{i}^{\delta} be the Peano curve started from xiδ,x_{i}^{\delta,\diamond}. Let us first note that each family {ηiδ}δ>0\{\eta_{i}^{\delta}\}_{\delta>0} is precompact, so we can consider its subsequential scaling limits as δ0\delta\to 0.

Lemma 3.1.

Assume the same setup as in Theorem 1.3. Fix i{1,2,,2N}i\in\{1,2,\ldots,2N\}. The family of laws of {ηiδ}δ>0\{\eta^{\delta}_{i}\}_{\delta>0} is precompact in the curve space (1.9). Furthermore, any subsequential limit does not hit any other point in {x1,x2,,x2N}\{x_{1},x_{2},\ldots,x_{2N}\} than its two endpoints, almost surely.

Proof.

The same argument as in [LSW04, Theorems 4.7 & 4.8] (see also [HLW24, Proposition 4.3]) shows the precompactness. The second statement can be proven similarly as [HLW24, Proposition 4.3]. ∎

The goal of this section is to derive explicitly the scaling limit of the law of ηiδ\eta_{i}^{\delta} as δ0\delta\to 0. We follow the standard strategy: first, we have precompactness of the sequence from Lemma 3.1; second, we construct a suitable martingale observable in Section 3.1; and we then identify all subsequential limits through this observable in Sections 3.23.4. The explicit identification relies on somewhat complicated analysis of the scaling limit of the observable, which — quite interestingly — is closely related to both the aa-period matrices discussed in Section 2, and to explicit Schwarz-Christoffel type conformal mappings discussed in Appendix C.

For definiteness, we shall construct the observable explicitly, and derive the limit of the Peano curve η1δ\eta_{1}^{\delta} with i=1i=1, in the case where {1,2N}β\{1,2N\}\not\in\beta. The general case follows from this after conjugating by a suitable Möbius transformation, by Proposition 2.6, and possibly working with the dual tree instead of the primal tree.

3.1 Exploration path and discrete holomorphic observable

Throughout, we fix N2N\geq 2 and a b.c. βLPN\beta\in\mathrm{LP}_{N} with link endpoints ordered as in (1.1) and such that {1,2N}β\{1,2N\}\not\in\beta.

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(a) A boundary condition (b.c.) β\beta.
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(b) Three possibilities for the exploration path from x1x_{1} to x8x_{8}.
Figure 3.3: Consider discrete polygons with eight marked points on the boundary. One possible boundary condition β={{1,2},{3,8},{4,7},{5,6}}\beta=\{\{1,2\},\{3,8\},\{4,7\},\{5,6\}\} is indicated in the left panel. The corresponding exploration path from x1x_{1} to x8x_{8} is indicated in the right panel.

Consider the set of spanning trees of the primal polygon (Ωδ;x1δ,,x2Nδ)(\Omega^{\delta};x_{1}^{\delta},\ldots,x_{2N}^{\delta}) with b.c. βLPN\beta\in\mathrm{LP}_{N}. Let Υβδ\Upsilon_{\beta}^{\delta} be chosen uniformly among these spanning trees. The NN Peano curves η2r1δ\smash{\eta^{\delta}_{2r-1}} started from x2r1δ,\smash{x_{2r-1}^{\delta,\diamond}} terminate among the medial vertices {x2rδ,:1rN}\smash{\{x_{2r}^{\delta,\diamond}\colon 1\leq r\leq N\}}. We define an exploration path ξβδ\xi_{\beta}^{\delta} along Υβδ\Upsilon_{\beta}^{\delta} starting from x1δ,x_{1}^{\delta,\diamond} and terminating at x2Nδ,x_{2N}^{\delta,\diamond}, which detects the meander formed from the random Peano curves inside Ω\Omega (encoded in ϑUST\vartheta_{\mathrm{UST}} in LPN\mathrm{LP}_{N}) and the given chords of the b.c. β\beta outside of Ω\Omega, via the following procedure (see Figure 3.3).

Definition 3.2.

The following rules uniquely determine ξβδ\xi_{\beta}^{\delta}, called the exploration path associated to the spanning tree Υβδ\Upsilon_{\beta}^{\delta} with b.c. β\beta.

  1. 1.

    ξβδ\xi_{\beta}^{\delta} starts from x1δ,x_{1}^{\delta,\diamond} and follows η1δ\eta_{1}^{\delta} until it reaches some point in {x2rδ,:1rN}\{x_{2r}^{\delta,\diamond}\colon 1\leq r\leq N\}.

  2. 2.

    When ξβδ\xi_{\beta}^{\delta} arrives at some point in {x2rδ,:1rN}\{x_{2r}^{\delta,\diamond}\colon 1\leq r\leq N\}, it follows the chord given by β\beta outside of Ωδ\Omega^{\delta} until it reaches some point in {x2r1δ,:1rN}\{x_{2r-1}^{\delta,\diamond}\colon 1\leq r\leq N\}.

  3. 3.

    When ξβδ\xi_{\beta}^{\delta} arrives at some point in {x2r1δ,:1rN}\{x_{2r-1}^{\delta,\diamond}\colon 1\leq r\leq N\}, it follows the corresponding Peano curve along Υβδ\Upsilon_{\beta}^{\delta} until it reaches some point in {x2rδ,:1rN}\{x_{2r}^{\delta,\diamond}:1\leq r\leq N\}.

  4. 4.

    After repeating the steps 23 sufficiently many times, ξβδ\xi_{\beta}^{\delta} arrives at x2Nδ,x_{2N}^{\delta,\diamond} and it then stops.

Now we are ready to define the observable. We summarize the setup below.

  • Consider the set STβδ\mathrm{ST}_{\beta}^{\delta} of spanning trees of the primal polygon (Ωδ;x1δ,,x2Nδ)(\Omega^{\delta};x_{1}^{\delta},\ldots,x_{2N}^{\delta}) with b.c. βLPN\beta\in\mathrm{LP}_{N}. Let Υβδ\Upsilon_{\beta}^{\delta} be chosen uniformly among these spanning trees, and denote by ξβδ\xi_{\beta}^{\delta} the exploration path from x1δ,\smash{x_{1}^{\delta,\diamond}} to x2Nδ,x_{2N}^{\delta,\diamond}. For each vertex zz^{*} of Ωδ,\Omega^{\delta,*}, define

    uβδ(z):=βδ[z lies to the right of ξβδ].\displaystyle u_{\beta}^{\delta}(z^{*}):=\mathbb{P}_{\beta}^{\delta}\big{[}\textnormal{$z^{*}$ lies to the right of $\xi_{\beta}^{\delta}$}\big{]}.
  • Consider the set SFβδ2{}_{2}\mathrm{SF}_{\beta}^{\delta} of spanning forests of the primal polygon (Ωδ;x1δ,,x2Nδ)(\Omega^{\delta};x_{1}^{\delta},\ldots,x_{2N}^{\delta}) with b.c. βLPN\beta\in\mathrm{LP}_{N} which consist of exactly two trees: one of them contains the wired arc (x1δx2δ)(x_{1}^{\delta}\,x_{2}^{\delta}) and the other one contains the wired arc (x2N1δx2Nδ)(x_{2N-1}^{\delta}\,x_{2N}^{\delta}). Let Ξβδ\Xi_{\beta}^{\delta} be chosen uniformly among these forests. For each vertex zz of Ωδ\Omega^{\delta}, define

    vβδ(z):=βδ[z lies in the same tree as the wired arc (x2N1δx2Nδ) in Ξβδ].\displaystyle v_{\beta}^{\delta}(z):=\mathbb{P}_{\beta}^{\delta}\big{[}\textnormal{$z$ lies in the same tree as the wired arc $(x_{2N-1}^{\delta}\,x_{2N}^{\delta})$ in $\Xi_{\beta}^{\delta}$}\big{]}.

We will also use the following notation. We consider the connected components (c.c.) of the complement of β\beta outside of Ω\Omega. These c.c.’s have a chequerboard structure: we call the c.c.’s touching the “even” arcs r=1N(x2rδ,x2r+1δ,)\bigcup_{r=1}^{N}(x_{2r}^{\delta,*}\,x_{2r+1}^{\delta,*}) “black” and denote them 𝒞0,𝒞1,,𝒞n(β)\mathcal{C}_{0}^{\bullet},\mathcal{C}_{1}^{\bullet},\ldots,\mathcal{C}_{n(\beta)}^{\bullet}, where n(β)n(\beta) depends on the nesting of β\beta, and by convention we denote the c.c. containing the interval (x2Nδ,x1δ,)(x_{2N}^{\delta,*}\,x_{1}^{\delta,*}) as 𝒞0\mathcal{C}_{0}^{\bullet}. We similarly call the c.c.’s touching the “odd” arcs r=1N(x2r1δx2rδ)\bigcup_{r=1}^{N}(x_{2r-1}^{\delta}\,x_{2r}^{\delta}) “white” and denote them 𝒞1,,𝒞m(β)\mathcal{C}_{1}^{\circ},\ldots,\mathcal{C}_{m(\beta)}^{\circ}.

Lemma 3.3.

The function ϕβδ:ΩδΩδ,\phi_{\beta}^{\delta}\colon\Omega^{\delta}\cup\Omega^{\delta,*}\to\mathbb{C} defined as

ϕβδ():=uβδ()+𝔦|SFβδ2||STβδ|vβδ(),\displaystyle\phi_{\beta}^{\delta}(\cdot):=u_{\beta}^{\delta}(\cdot)+\mathfrak{i}\,\frac{|{}_{2}\mathrm{SF}_{\beta}^{\delta}|}{|\mathrm{ST}_{\beta}^{\delta}|}\,v_{\beta}^{\delta}(\cdot),

which equals uβδ()u_{\beta}^{\delta}(\cdot) on Ωδ,\Omega^{\delta,*} and 𝔦|SFβδ2||STβδ|vβδ()\mathfrak{i}\,\frac{|{}_{2}\mathrm{SF}_{\beta}^{\delta}|}{|\mathrm{ST}_{\beta}^{\delta}|}\,v_{\beta}^{\delta}(\cdot) on Ωδ\Omega^{\delta}, is discrete holomorphic on the set

(ΩδΩδ,)((x1δx2δ)(x2δ,x3δ,)(x2N1δx2Nδ)(x2Nδ,x1δ,)).\displaystyle(\Omega^{\delta}\cup\Omega^{\delta,*})\setminus\big{(}(x_{1}^{\delta}\,x_{2}^{\delta})\cup(x_{2}^{\delta,*}\,x_{3}^{\delta,*})\cup\cdots\cup(x_{2N-1}^{\delta}\,x_{2N}^{\delta})\cup(x_{2N}^{\delta,*}\,x_{1}^{\delta,*})\big{)}.

Moreover, it has the boundary data

{Reϕβδ0on (x2Nδ,x1δ,);Reϕβδ1on the other arcs in the black c.c. 𝒞0 in the b.c. β;Reϕβδ is constant along the other black c.c.’s 𝒞i in the b.c. β;Imϕβδ0on (x1δx2δ); and Imϕβδ is constant along all white c.c.’s 𝒞j in the b.c. β.\displaystyle\begin{cases}\operatorname{Re}\phi_{\beta}^{\delta}\equiv 0\;\textnormal{on }(x_{2N}^{\delta,*}\,x_{1}^{\delta,*});\\[3.00003pt] \operatorname{Re}\phi_{\beta}^{\delta}\equiv 1\;\textnormal{on the other arcs in the black c.c. }\mathcal{C}_{0}^{\bullet}\textnormal{ in the b.c. $\beta$};\\[3.00003pt] \operatorname{Re}\phi_{\beta}^{\delta}\;\textnormal{ is constant along the other black c.c.'s }\mathcal{C}_{i}^{\bullet}\textnormal{ in the b.c. $\beta$};\\[3.00003pt] \operatorname{Im}\phi_{\beta}^{\delta}\equiv 0\;\textnormal{on }(x_{1}^{\delta}\,x_{2}^{\delta});\textnormal{ and }\\[3.00003pt] \operatorname{Im}\phi_{\beta}^{\delta}\;\textnormal{ is constant along all white c.c.'s }\mathcal{C}_{j}^{\circ}\textnormal{ in the b.c. $\beta$}.\end{cases}
Proof.

The boundary data follows by construction, so we only need to show the discrete holomorphicity. For each vertex zz^{*} in Ωδ,\Omega^{\delta,*}, denote by STβδ(z)\mathrm{ST}_{\beta}^{\delta}(z^{*}) the subset of STβδ\mathrm{ST}_{\beta}^{\delta} consisting of spanning trees such that zz^{*} lies to the right of ξβδ\xi_{\beta}^{\delta}. For each vertex zz in Ωδ\Omega^{\delta}, denote by SFβδ2(z){}_{2}\mathrm{SF}_{\beta}^{\delta}(z) the subset of SFβδ2{}_{2}\mathrm{SF}_{\beta}^{\delta} consisting of spanning forests such that zz lies in the same tree as the wired arc (x2N1δx2Nδ)(x_{2N-1}^{\delta}\,x_{2N}^{\delta}). If n,s\langle n,s\rangle is a primal edge of Ωδ\Omega^{\delta}, the corresponding dual edge is denoted by w,e\langle w,e\rangle such that nn, ww, ss, and ee are in counterclockwise order. Now, we have

uβδ(e)uβδ(w)=\displaystyle u_{\beta}^{\delta}(e)-u_{\beta}^{\delta}(w)=\;\, βδ[ΥβδSTβδ(e)]βδ[ΥβδSTβδ(w)]\displaystyle\mathbb{P}_{\beta}^{\delta}\big{[}\Upsilon_{\beta}^{\delta}\in\mathrm{ST}_{\beta}^{\delta}(e)\big{]}-\mathbb{P}_{\beta}^{\delta}\big{[}\Upsilon_{\beta}^{\delta}\in\mathrm{ST}_{\beta}^{\delta}(w)\big{]}
=\displaystyle=\;\, βδ[ΥβδSTβδ(e)STβδ(w)]βδ[ΥβδSTβδ(w)STβδ(e)]\displaystyle\mathbb{P}_{\beta}^{\delta}\big{[}\Upsilon_{\beta}^{\delta}\in\mathrm{ST}_{\beta}^{\delta}(e)\setminus\mathrm{ST}_{\beta}^{\delta}(w)\big{]}-\mathbb{P}_{\beta}^{\delta}\big{[}\Upsilon_{\beta}^{\delta}\in\mathrm{ST}_{\beta}^{\delta}(w)\setminus\mathrm{ST}_{\beta}^{\delta}(e)\big{]}
=()\displaystyle\overset{(\star)}{=}\; |SFβδ2||STβδ|(βδ[ΞβδSFβδ2(n)SFβδ2(s)]βδ[ΞβδSFβδ2(s)SFβδ2(n)])\displaystyle\frac{|{}_{2}\mathrm{SF}_{\beta}^{\delta}|}{|\mathrm{ST}_{\beta}^{\delta}|}\,\Big{(}\mathbb{P}_{\beta}^{\delta}\big{[}\Xi_{\beta}^{\delta}\in{}_{2}\mathrm{SF}_{\beta}^{\delta}(n)\setminus{}_{2}\mathrm{SF}_{\beta}^{\delta}(s)\big{]}-\mathbb{P}_{\beta}^{\delta}\big{[}\Xi_{\beta}^{\delta}\in{}_{2}\mathrm{SF}_{\beta}^{\delta}(s)\setminus{}_{2}\mathrm{SF}_{\beta}^{\delta}(n)\big{]}\Big{)}
=\displaystyle=\; |SFβδ2||STβδ|(βδ[ΞβδSFβδ2(n)]βδ[ΞβδSFβδ2(s)])\displaystyle\frac{|{}_{2}\mathrm{SF}_{\beta}^{\delta}|}{|\mathrm{ST}_{\beta}^{\delta}|}\,\Big{(}\mathbb{P}_{\beta}^{\delta}\big{[}\Xi_{\beta}^{\delta}\in{}_{2}\mathrm{SF}_{\beta}^{\delta}(n)\big{]}-\mathbb{P}_{\beta}^{\delta}\big{[}\Xi_{\beta}^{\delta}\in{}_{2}\mathrm{SF}_{\beta}^{\delta}(s)\big{]}\Big{)}
=\displaystyle=\; |SFβδ2||STβδ|(vβδ(n)vβδ(s)),\displaystyle\frac{|{}_{2}\mathrm{SF}_{\beta}^{\delta}|}{|\mathrm{ST}_{\beta}^{\delta}|}\,(v_{\beta}^{\delta}(n)-v_{\beta}^{\delta}(s)),

where (\star) follows by a simple bijection between spanning trees in STβδ(e)STβδ(w)\mathrm{ST}_{\beta}^{\delta}(e)\setminus\mathrm{ST}_{\beta}^{\delta}(w) and spanning forests in SFβδ2(n)SFβδ2(s){}_{2}\mathrm{SF}_{\beta}^{\delta}(n)\setminus{}_{2}\mathrm{SF}_{\beta}^{\delta}(s), obtained by deleting the edge n,s\langle n,s\rangle. ∎

We will identify the limit of the observable ϕβδ\phi_{\beta}^{\delta} as a conformal map from Ω\Omega onto a rectangle of unit width with horizontal or vertical slits, uniquely determined by the boundary data.

3.2 Convergence of the observable

We still fix a boundary condition βLPN\beta\in\mathrm{LP}_{N} with link endpoints ordered as in (1.1) and such that {1,2N}β\{1,2N\}\not\in\beta. In Lemma 3.3, we have constructed a discrete holomorphic observable ϕβδ\phi_{\beta}^{\delta}. In the course of the present and the subsequent sections, we will see that it converges as δ0\delta\to 0 to its continuum analogue: a conformal map ϕβ\phi_{\beta} from the polygon (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) onto a certain slit rectangle depending on β\beta, explicitly given in terms of a (degenerate) Schwarz-Christoffel mapping, and uniquely determined by the boundary data in Lemma 3.3 — for concrete examples, see Proposition 3.4 and Equation (C.1) in Appendix C, as well as Figure 3.4.

To address the convergence of the observable, we use a notion of convergence of polygons in terms of uniformizing maps with respect to the unit disc 𝕌={z:|z|<1}\mathbb{U}=\{z\in\mathbb{C}\colon|z|<1\}. As before, we regard any planar graph also as a planar domain by considering the union of all its vertices, edges, and faces. We say that a sequence (Ωδ;x1δ,,xnδ)(\Omega^{\delta};x_{1}^{\delta},\ldots,x_{n}^{\delta}) of discrete polygons on δ2\delta\mathbb{Z}^{2} converges as δ0\delta\to 0 to a polygon (Ω;x1,,xn)(\Omega;x_{1},\ldots,x_{n}) in the Carathéodory sense202020Equivalently, this could be phrased in terms of uniformizing maps with respect to the upper half-plane \mathbb{H}. if there exist conformal maps φδ\varphi_{\delta} from Ωδ\Omega^{\delta} onto 𝕌\mathbb{U}, and a conformal map φ\varphi from Ω\Omega onto 𝕌\mathbb{U}, such that φδ1φ1\varphi_{\delta}^{-1}\to\varphi^{-1} locally uniformly on 𝕌\mathbb{U}, and φδ(xjδ)φ(xj)\varphi_{\delta}(x_{j}^{\delta})\to\varphi(x_{j}) for all 1jn1\leq j\leq n.

The convergence of the observable will hold locally uniformly in the following sense. If ψδ\psi^{\delta} are functions on vertices of Ωδ\Omega^{\delta}, we extend them to functions on the corresponding planar domains by linear interpolation. Then, we say that the sequence (ψδ)δ>0(\psi^{\delta})_{\delta>0} converges to a holomorphic function ψ\psi locally uniformly as δ0\delta\to 0 if the corresponding maps ψδφδ1\psi^{\delta}\circ\varphi_{\delta}^{-1} converge to ψφ1\psi\circ\varphi^{-1} locally uniformly on 𝕌\mathbb{U}.

Proposition 3.4.

Suppose that a sequence (Ωδ,;x1δ,,,x2Nδ,)(\Omega^{\delta,\diamond};x_{1}^{\delta,\diamond},\ldots,x_{2N}^{\delta,\diamond}) of medial polygons converges to (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) in the Carathéodory sense as δ0\delta\rightarrow 0. Then, the discrete holomorphic function ϕβδ\phi_{\beta}^{\delta} of Lemma 3.3 converges locally uniformly as δ0\delta\to 0 to the unique holomorphic function ϕβ\phi_{\beta} on Ω\Omega with boundary data (analogous to that in Lemma 3.3)

{Reϕβ0on (x2Nx1);Reϕβ1on the other arcs in the black c.c. 𝒞0 in the b.c. β;Reϕβ is constant along the other black c.c.’s 𝒞i in the b.c. β;Imϕβ0on (x1x2); and Imϕβ is constant along all white c.c.’s 𝒞j in the b.c. β.\displaystyle\begin{cases}\operatorname{Re}\phi_{\beta}\equiv 0\;\textnormal{on }(x_{2N}\,x_{1});\\[3.00003pt] \operatorname{Re}\phi_{\beta}\equiv 1\;\textnormal{on the other arcs in the black c.c. }\mathcal{C}_{0}^{\bullet}\textnormal{ in the b.c. $\beta$};\\[3.00003pt] \operatorname{Re}\phi_{\beta}\;\textnormal{ is constant along the other black c.c.'s }\mathcal{C}_{i}^{\bullet}\textnormal{ in the b.c. $\beta$};\\[3.00003pt] \operatorname{Im}\phi_{\beta}\equiv 0\;\textnormal{on }(x_{1}\,x_{2});\textnormal{ and }\\[3.00003pt] \operatorname{Im}\phi_{\beta}\;\textnormal{ is constant along all white c.c.'s }\mathcal{C}_{j}^{\circ}\textnormal{ in the b.c. $\beta$}.\end{cases} (3.1)

We emphasize that the convergence of the observable does not require any additional regularity of Ω\partial\Omega: we only need that Ω\partial\Omega is locally connected. Moreover, we only require the convergence of polygons in the Carathéodory sense, that is weaker than that in Equation (1.10). These two points are essential for the proof of Theorem 1.3, since upon exploring discrete interfaces, we cannot guarantee much regularity for the boundaries of the domains thus obtained.

Refer to caption
(a) β={{1,2},{3,4},{5,6},{7,8}}\beta=\{\{1,2\},\{3,4\},\{5,6\},\{7,8\}\}.
Refer to caption
(b) β={{1,4},{2,3},{5,6},{7,8}}\beta=\{\{1,4\},\{2,3\},\{5,6\},\{7,8\}\}.
Refer to caption
(c) β={{1,6},{2,5},{3,4},{7,8}}\beta=\{\{1,6\},\{2,5\},\{3,4\},\{7,8\}\}.
Refer to caption
(d) β={{1,2},{3,6},{4,5},{7,8}}\beta=\{\{1,2\},\{3,6\},\{4,5\},\{7,8\}\}.
Refer to caption
(e) β={{1,2},{3,8},{4,7},{5,6}}\beta=\{\{1,2\},\{3,8\},\{4,7\},\{5,6\}\}.
Refer to caption
(f) β={{1,2},{3,4},{5,8},{6,7}}\beta=\{\{1,2\},\{3,4\},\{5,8\},\{6,7\}\}.
Refer to caption
(g) β={{1,4},{2,3},{5,8},{6,7}}\beta=\{\{1,4\},\{2,3\},\{5,8\},\{6,7\}\}.
Refer to caption
(h) β={{1,6},{2,3},{4,5},{7,8}}\beta=\{\{1,6\},\{2,3\},\{4,5\},\{7,8\}\}.
Refer to caption
(i) β={{1,2},{3,8},{4,5},{6,7}}\beta=\{\{1,2\},\{3,8\},\{4,5\},\{6,7\}\}.
Figure 3.4: For discrete polygons with eight marked points, there are nine possibilities for planar boundary conditions β\beta such that {1,8}β\{1,8\}\not\in\beta. In each case, we draw the boundary conditions on the top, and the corresponding image of the conformal map ϕβ\phi_{\beta} in Proposition 3.4 at the bottom.
Proof of Proposition 3.4.

The proof has the following three main steps.

  1. 1.

    The sequence (ϕβδ)δ>0(\phi_{\beta}^{\delta})_{\delta>0} is uniformly bounded and its any subsequential limit under the locally uniform convergence is holomorphic on Ω\Omega.

  2. 2.

    Any subsequential limit ψ\psi has the boundary data (3.1).

  3. 3.

    The boundary data (3.1) uniquely determines ψ=ϕβ\psi=\phi_{\beta}.

Step 1.

We use standard discrete complex analysis arguments (see, e.g. [DC13, Section 8]). If the sequence (ϕβδ)δ>0(\phi_{\beta}^{\delta})_{\delta>0} is uniformly bounded, then it has a locally uniformly convergent subsequence. The discrete holomorphicity from Lemma 3.3 implies that any discrete contour integral of any ϕβδ\phi_{\beta}^{\delta} in Ωδ,\Omega^{\delta,\diamond} vanishes, and this property is inherited by any contour integral of any subsequential limit, which thus is holomorphic in Ω\Omega by Morera’s theorem.

To complete Step 1, it remains to show the uniform boundedness of ϕβδ\phi_{\beta}^{\delta}, which by Lemma 3.3 is equivalent to the uniform boundedness of hδ:=|SFβδ2|/|STβδ|h_{\delta}:=|{}_{2}\mathrm{SF}_{\beta}^{\delta}|/|\mathrm{ST}_{\beta}^{\delta}|, for all δ>0\delta>0. The latter fact can be argued via contradiction: if hδnh_{\delta_{n}}\to\infty along some sequence δn0\delta_{n}\to 0, then, as above, hδn1ϕβδnh_{\delta_{n}}^{-1}\circ\phi_{\beta}^{\delta_{n}} converges locally uniformly to some holomorphic function hh. Now, on the one hand the limit function hh satisfies Reh=0\operatorname{Re}h=0 on Ω\Omega, so hh has to be a constant, while on the other hand, from Lemma 3.3 and the discrete Beurling estimate we see that Imh\operatorname{Im}h cannot be a constant. This is the sought contradiction.

Step 2.

Lemma 3.3 and the discrete Beurling estimate imply that Reψ\operatorname{Re}\psi (resp. Imψ\operatorname{Im}\psi) can be extended continuously to Ωr=1N(x2rx2r+1)\Omega\cup\bigcup_{r=1}^{N}(x_{2r}\,x_{2r+1}) (resp. to Ωr=1N(x2r1x2r)\Omega\cup\bigcup_{r=1}^{N}(x_{2r-1}\,x_{2r})) with (3.1).

Step 3.

Without loss of generality, we assume that Ω=\Omega=\mathbb{H} and x1<<x2Nx_{1}<\cdots<x_{2N}, and identify the c.c.’s 𝒞0,𝒞1,,𝒞n\mathcal{C}_{0}^{\bullet},\mathcal{C}_{1}^{\bullet},\ldots,\mathcal{C}_{n}^{\bullet} and 𝒞1,𝒞2,,𝒞m\mathcal{C}_{1}^{\circ},\mathcal{C}_{2}^{\circ},\ldots,\mathcal{C}_{m}^{\circ} with connected components of r=1Nγrβ\mathbb{H}^{*}\setminus\bigcup_{r=1}^{N}\gamma^{\beta}_{r}, that is, the lower half-plane with the branch cuts introduced in Section 2.1. Consider the differential of g:=ψ1ψ2g:=\psi_{1}-\psi_{2}, where ψ1,ψ2\psi_{1},\psi_{2} are two subsequential limits. Note that

{Reg0on (x2Nx1);Regci along each black c.c. 𝒞i in the b.c. β, for i{1,2,,n(β)};Img0on (x1x2); and Imgcj along each white c.c. 𝒞j in the b.c. β, for j{1,2,,m(β)},\displaystyle\begin{cases}\operatorname{Re}g\equiv 0\;\textnormal{on }(x_{2N}\,x_{1});\\[3.00003pt] \operatorname{Re}g\equiv c^{\bullet}_{i}\;\textnormal{ along each black c.c. }\mathcal{C}_{i}^{\bullet}\textnormal{ in the b.c. $\beta$},\textnormal{ for }i\in\{1,2,\ldots,n(\beta)\};\\[3.00003pt] \operatorname{Im}g\equiv 0\;\textnormal{on }(x_{1}\,x_{2});\textnormal{ and }\\[3.00003pt] \operatorname{Im}g\equiv c_{j}^{\circ}\;\textnormal{ along each white c.c. }\mathcal{C}_{j}^{\circ}\textnormal{ in the b.c. $\beta$},\textnormal{ for }j\in\{1,2,\ldots,m(\beta)\},\end{cases}

with some constants c1,,cn(β)c^{\bullet}_{1},\ldots,c^{\bullet}_{n(\beta)} and c1,,cm(β)c_{1}^{\circ},\ldots,c_{m(\beta)}^{\circ}. The Schwarz reflection principle (see, e.g., [Ahl78, Chapter 4, Section 6.5]) shows that gg extends to a holomorphic function

g(z):={g(z),z¯,2cig(z¯)¯,z𝒞i,i{0,1,2,,n(β)},2𝔦cj+g(z¯)¯,z𝒞j,j{1,2,,m(β)},for all z({})r=1Nγrβ.\displaystyle g(z):=\begin{cases}g(z),&z\in\overline{\mathbb{H}},\\ 2c^{\bullet}_{i}-\overline{g(\bar{z})},&z\in\mathcal{C}_{i}^{\bullet},\quad i\in\{0,1,2,\ldots,n(\beta)\},\\ 2\mathfrak{i}c^{\circ}_{j}+\overline{g(\bar{z})},&z\in\mathcal{C}_{j}^{\circ},\quad j\in\{1,2,\ldots,m(\beta)\},\end{cases}\quad\textnormal{for all }z\in(\mathbb{C}\cup\{\infty\})\setminus\bigcup_{r=1}^{N}\gamma^{\beta}_{r}.

In particular, dg\mathrm{d}g extends to a holomorphic differential on the Riemann surface Σ=Σx1,,x2N\Sigma=\Sigma_{x_{1},\ldots,x_{2N}} associated to the hyperelliptic curve (2.8), defined as dg\mathrm{d}g on Σ+={}\Sigma^{+}=\mathbb{C}\cup\{\infty\} and as dg-\mathrm{d}g on Σ\Sigma^{-}. Expanding it in the basis (2.10) of holomorphic differentials on Σ\Sigma,

dg=\displaystyle\mathrm{d}g=\; s=1N1υsωs1,𝝊=(υ1,,υN1)N1,\displaystyle\sum_{s=1}^{N-1}\upsilon_{s}\,\omega_{s-1},\qquad\boldsymbol{\upsilon}=(\upsilon_{1},\ldots,\upsilon_{N-1})\in\mathbb{C}^{N-1}, (3.2)

and integrating both sides of (3.2) along γ2β,,γNβ\gamma^{\beta}_{2},\ldots,\gamma^{\beta}_{N} respectively, we see that Aβ𝝊t=𝟎A_{\beta}\boldsymbol{\upsilon}^{t}=\boldsymbol{0}. Since AβA_{\beta} is invertible by Lemma 2.1, we obtain υ1==υN1=0\upsilon_{1}=\cdots=\upsilon_{N-1}=0, so gg is the constant function. Because Reg=0\operatorname{Re}g=0 on (x2N,x1)(x_{2N},x_{1}) and Img=0\operatorname{Im}g=0 on (x1,x2)(x_{1},x_{2}), we see that gg equals zero. ∎

The holomorphic function ϕβ\phi_{\beta} is, in fact, a conformal map from the polygon (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) to a certain slit rectangle depending on β\beta. In particular, for Ω=\Omega=\mathbb{H}, the map ϕβ\phi_{\beta} has an explicit (degenerate) Schwarz-Christoffel formula, see Equation (C.1). Geometrically, if {1,b},{a,2N}β\{1,b\},\{a,2N\}\in\beta, then ϕβ\phi_{\beta} is the unique conformal map from \mathbb{H} onto a rectangle of unit width with horizontal and vertical slits such that ϕβ\phi_{\beta} maps the four points (x1,xb,xa,x2N)(x_{1},x_{b},x_{a},x_{2N}) to the four corners of the rectangle so that ϕβ(x1)=0\phi_{\beta}(x_{1})=0, and ϕβ\phi_{\beta} maps c.c.’s of {(x2rx2r+1):1r<N}\{(x_{2r}\,x_{2r+1})\colon 1\leq r<N\} to vertical slits and c.c.’s of {(x2r1x2r):1<r<N}\{(x_{2r-1}\,x_{2r})\colon 1<r<N\} to horizontal slits, according to the boundary data (3.1). See Figure 1.2 and 3.4 for some illustrations.

3.3 Expansion near a marked point

To derive the scaling limit of the Peano curve (Theorem 1.3 in Section 3.4), we need to analyze the asymptotics of the function ϕβ(z)\phi_{\beta}(z) as zz approaches one of the marked points (Lemma 3.5). In particular, we will explicitly relate it to the partition function β\mathcal{F}_{\beta} (Lemma 3.6). For definiteness and without loss of generality (by the full Möbius covariance from Proposition 2.6 and duality for the UST model), we consider the case where {2N1,2N}β\{2N-1,2N\}\in\beta and we study the limit of ϕβ(z)\phi_{\beta}(z) as zx1z\to x_{1}.

Lemma 3.5.

Write 𝐱=(x1,,x2N)𝔛2N\boldsymbol{x}=(x_{1},\ldots,x_{2N})\in\mathfrak{X}_{2N} and 𝐱˙1=(x2,,x2N)\boldsymbol{\dot{x}}_{1}=(x_{2},\ldots,x_{2N}). On Ω=\Omega=\mathbb{H}, the holomorphic function ϕβ\phi_{\beta} with boundary data (3.1) (cf. Proposition 3.4) has the following expansion:

ϕβ(z;𝒙)=β(𝒙)(zx1)1/2+𝒦β(𝒙)(zx1)3/2+o((zx1)3/2),as zx1,\displaystyle\phi_{\beta}(z;\boldsymbol{x})=\mathcal{H}_{\beta}(\boldsymbol{x})\,(z-x_{1})^{1/2}+\mathcal{K}_{\beta}(\boldsymbol{x})\,(z-x_{1})^{3/2}+o((z-x_{1})^{3/2}),\quad\textnormal{as }z\to x_{1}, (3.3)

where

β(𝒙)=\displaystyle\mathcal{H}_{\beta}(\boldsymbol{x})=\; 2(1)N1\scaleobj0.75+(x1;𝒙˙1)detCβ(x1;𝒙)detAβ(𝒙),\displaystyle\frac{2\,(-1)^{N-1}}{\aleph_{\scaleobj{0.75}{+}}(x_{1};\boldsymbol{\dot{x}}_{1})}\,\frac{\det C_{\beta}(x_{1};\boldsymbol{x})}{\det A_{\beta}(\boldsymbol{x})}, (3.4)
𝒦β(𝒙)=\displaystyle\mathcal{K}_{\beta}(\boldsymbol{x})=\; (1)N1\scaleobj0.75+(x1;𝒙˙1)detCβ(x1;𝒙)detAβ(𝒙)(j=22N1/3xjx1+231detCβ(x1;𝒙)detCβ(x1;𝒙)),\displaystyle\frac{(-1)^{N-1}}{\aleph_{\scaleobj{0.75}{+}}(x_{1};\boldsymbol{\dot{x}}_{1})}\frac{\det C_{\beta}(x_{1};\boldsymbol{x})}{\det A_{\beta}(\boldsymbol{x})}\bigg{(}\sum_{j=2}^{2N}\frac{1/3}{x_{j}-x_{1}}+\frac{2}{3}\,\frac{\partial_{1}\det C_{\beta}(x_{1};\boldsymbol{x})}{\det C_{\beta}(x_{1};\boldsymbol{x})}\bigg{)}, (3.5)

with \scaleobj0.75+(u;𝐱)\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x}) the meromorphic function (2.9) on the Riemann surface Σ=Σx1,,x2N\Sigma=\Sigma_{x_{1},\ldots,x_{2N}}, and AβA_{\beta} the matrix in (2.13), and CβC_{\beta} the (N1)×(N1)(N-1)\times(N-1) matrix with entries

(Cβ)r,s(u;𝒙):={(Aβ)r,s(𝒙),r{1,2,,N2},s{1,2,,N1},us1,r=N1,s{1,2,,N1}.\displaystyle(C_{\beta})_{r,s}(u;\boldsymbol{x}):=\begin{cases}(A_{\beta})_{r,s}(\boldsymbol{x}),&r\in\{1,2,\ldots,N-2\},\;s\in\{1,2,\ldots,N-1\},\\ u^{s-1},&r=N-1,\;s\in\{1,2,\ldots,N-1\}.\end{cases}

Both determinants can be evaluated in terms of the Vandermonde determinant: detAβ(𝒙)\det A_{\beta}(\boldsymbol{x}) is given by the line integral analogue of (2.21) (cf. Lemma A.1 in Appendix A), and

detCβ(u;𝒙)=(1)N-◠-xa2xb2du2-◠-xaN1xbN1duN1Δ(𝒖¨1,N)\scaleobj0.75+(𝒖¨1,N;𝒙)s=2N1(usu),\displaystyle\begin{split}\det C_{\beta}(u;\boldsymbol{x})=\;&(-1)^{N}\landupint_{x_{a_{2}}}^{x_{b_{2}}}\mathrm{d}u_{2}\cdots\landupint_{x_{a_{N-1}}}^{x_{b_{N-1}}}\mathrm{d}u_{N-1}\;\frac{\Delta(\boldsymbol{\ddot{u}}_{1,N})}{\aleph_{\scaleobj{0.75}{+}}(\boldsymbol{\ddot{u}}_{1,N};\boldsymbol{x})}\;\prod_{s=2}^{N-1}(u_{s}-u),\end{split} (3.6)

where we write 𝒖¨1,N:=(u2,,uN1)\boldsymbol{\ddot{u}}_{1,N}:=(u_{2},\ldots,u_{N-1}), and Δ\Delta is defined in (2.5).

Proof.

Expanding dϕβ\mathrm{d}\phi_{\beta} in the basis (2.10) of holomorphic differentials on Σ\Sigma and integrating, we see that the holomorphic function ϕβ\phi_{\beta} has the form

ϕβ(z;𝒙)=-◠-x1zQβ(u)du\scaleobj0.75+(u;𝒙),z¯,\displaystyle\phi_{\beta}(z;\boldsymbol{x})=\landupint_{x_{1}}^{z}\frac{Q_{\beta}(u)\,\mathrm{d}u}{\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x})},\qquad z\in\overline{\mathbb{H}}, (3.7)

uniquely212121Note that QβQ_{\beta} is a polynomial of degree at most N2N-2 (in fact, exactly N2N-2 by (C.1) in Proposition C.1). determined by the boundary data (3.1):

-◠-x1xb1Qβ(u)du\scaleobj0.75+(u;𝒙)=\displaystyle\landupint_{x_{1}}^{x_{b_{1}}}\frac{Q_{\beta}(u)\,\mathrm{d}u}{\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x})}=\; 1=-◠-x2N1x2NQβ(u)du\scaleobj0.75+(u;𝒙),\displaystyle 1=-\landupint_{x_{2N-1}}^{x_{2N}}\frac{Q_{\beta}(u)\,\mathrm{d}u}{\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x})}, (3.8)
-◠-xar+1xbr+1Qβ(u)du\scaleobj0.75+(u;𝒙)=\displaystyle\landupint_{x_{a_{r+1}}}^{x_{b_{r+1}}}\frac{Q_{\beta}(u)\,\mathrm{d}u}{\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x})}=\; 0,r{1,2,,N2}.\displaystyle 0,\qquad r\in\{1,2,\ldots,N-2\}. (3.9)

Indeed, as the matrix AβA_{\beta} is invertible by Lemma 2.1, these equations have a unique solution 𝝂=(ν0,ν1,,νN2)\boldsymbol{\nu}=(\nu_{0},\nu_{1},\ldots,\nu_{N-2}), which determine the coefficients of Qβ=s=0N2νsusQ_{\beta}=\sum_{s=0}^{N-2}\nu_{s}u^{s}: by (3.83.9), we have

Aβ𝝂t=(0,0,,0,0,1)t.\displaystyle A_{\beta}\boldsymbol{\nu}^{t}=(0,0,\ldots,0,0,-1)^{t}.

By Cramer’s rule, we have (Aβ)1=1detAβadj(Aβ)(A_{\beta})^{-1}=\frac{1}{\det A_{\beta}}\,\mathrm{adj}(A_{\beta}), where adj(Aβ)\mathrm{adj}(A_{\beta}) is the adjugate matrix of AβA_{\beta}. Hence, we obtain from Cramer’s rule the relation

Qβ(u;𝒙)=(1,u,,uN2)𝝂t=\displaystyle Q_{\beta}(u;\boldsymbol{x})=(1,u,\ldots,u^{N-2})\,\boldsymbol{\nu}^{t}=\; (1,u,,uN2)adj(Aβ(𝒙))detAβ(𝒙)(0,0,,0,0,1)t\displaystyle(1,u,\ldots,u^{N-2})\,\frac{\mathrm{adj}(A_{\beta}(\boldsymbol{x}))}{\det A_{\beta}(\boldsymbol{x})}\,(0,0,\ldots,0,0,-1)^{t}
=\displaystyle=\; (1)N1detCβ(u;𝒙)detAβ(𝒙)\displaystyle(-1)^{N-1}\frac{\det C_{\beta}(u;\boldsymbol{x})}{\det A_{\beta}(\boldsymbol{x})}

where 𝝂=(ν0,ν1,,νN2)\boldsymbol{\nu}=(\nu_{0},\nu_{1},\ldots,\nu_{N-2}) are the coefficients of Qβ=s=0N2νsusQ_{\beta}=\sum_{s=0}^{N-2}\nu_{s}u^{s}. Now, we obtain the desired expansion (3.3) by a direct computation. First, from (3.63.7) we have

ϕβ(z)=\displaystyle\phi_{\beta}(z)=\; 1detAβ(𝒙)-◠-x1zdu1-◠-xa2xb2du2-◠-xaN1xbN1duN1Δ(𝒖˙N)\scaleobj0.75+(𝒖˙N;𝒙),\displaystyle\frac{-1}{\det A_{\beta}(\boldsymbol{x})}\landupint_{x_{1}}^{z}\mathrm{d}u_{1}\landupint_{x_{a_{2}}}^{x_{b_{2}}}\mathrm{d}u_{2}\cdots\landupint_{x_{a_{N-1}}}^{x_{b_{N-1}}}\mathrm{d}u_{N-1}\;\frac{\Delta(\boldsymbol{\dot{u}}_{N})}{\aleph_{\scaleobj{0.75}{+}}(\boldsymbol{\dot{u}}_{N};\boldsymbol{x})}, (3.10)

writing 𝒖˙N:=(u1,u2,,uN1)\boldsymbol{\dot{u}}_{N}:=(u_{1},u_{2},\ldots,u_{N-1}). Next, making the change of variables v=u1x1zx1v=\frac{u_{1}-x_{1}}{z-x_{1}}, we obtain

ϕβ(z)=\displaystyle\phi_{\beta}(z)=\; (zx1)1/2detAβ(𝒙)-◠-01v1/2dv-◠-xa2xb2du2-◠-xaN1xbN1duN1Δ(𝒖¨1,N)\scaleobj0.75+(𝒖¨1,N;𝒙)\displaystyle\frac{-(z-x_{1})^{1/2}}{\det A_{\beta}(\boldsymbol{x})}\landupint_{0}^{1}v^{-1/2}\mathrm{d}v\landupint_{x_{a_{2}}}^{x_{b_{2}}}\mathrm{d}u_{2}\cdots\landupint_{x_{a_{N-1}}}^{x_{b_{N-1}}}\mathrm{d}u_{N-1}\frac{\Delta(\boldsymbol{\ddot{u}}_{1,N})}{\aleph_{\scaleobj{0.75}{+}}(\boldsymbol{\ddot{u}}_{1,N};\boldsymbol{x})}
×1\scaleobj0.75+((zx1)v+x1;𝒙˙1)s=2N1(us(zx1)vx1).\displaystyle\qquad\qquad\qquad\qquad\qquad\times\;\frac{1}{\aleph_{\scaleobj{0.75}{+}}((z-x_{1})v+x_{1};\boldsymbol{\dot{x}}_{1})}\;\prod_{s=2}^{N-1}(u_{s}-(z-x_{1})v-x_{1}).

Now, we have

1\scaleobj0.75+((zx1)v+x1;𝒙˙1)=\displaystyle\frac{1}{\aleph_{\scaleobj{0.75}{+}}((z-x_{1})v+x_{1};\boldsymbol{\dot{x}}_{1})}=\; 1\scaleobj0.75+(x1;𝒙˙1)(1+v2j=22Nzx1xjx1+o(zx1)),\displaystyle\frac{1}{\aleph_{\scaleobj{0.75}{+}}(x_{1};\boldsymbol{\dot{x}}_{1})}\bigg{(}1+\frac{v}{2}\sum_{j=2}^{2N}\frac{z-x_{1}}{x_{j}-x_{1}}+o(z-x_{1})\bigg{)},
s=2N1(us(zx1)vx1)=\displaystyle\prod_{s=2}^{N-1}(u_{s}-(z-x_{1})v-x_{1})=\; (s=2N1(usx1))(1+vs=2N1zx1usx1+o(zx1)).\displaystyle\bigg{(}\prod_{s=2}^{N-1}(u_{s}-x_{1})\bigg{)}\bigg{(}1+v\sum_{s=2}^{N-1}\frac{z-x_{1}}{u_{s}-x_{1}}+o(z-x_{1})\bigg{)}.

Collecting the terms according to different powers of (zx1)(z-x_{1}), we obtain (3.3). ∎

Lemma 3.6.

We have

1logβ(𝒙)=3𝒦β(𝒙)21β(𝒙)2β(𝒙),𝒙𝔛2N,\displaystyle\partial_{1}\log\mathcal{F}_{\beta}(\boldsymbol{x})=\frac{3\mathcal{K}_{\beta}(\boldsymbol{x})-2\partial_{1}\mathcal{H}_{\beta}(\boldsymbol{x})}{2\mathcal{H}_{\beta}(\boldsymbol{x})},\qquad\boldsymbol{x}\in\mathfrak{X}_{2N}, (3.11)

where β\mathcal{F}_{\beta} is defined in (2.19), and β\mathcal{H}_{\beta} and 𝒦β\mathcal{K}_{\beta} are defined in (3.4) and (3.5).

Proof.

By Proposition 2.4, we have

1logβ(𝒙)=1detAβ(𝒙)detAβ(𝒙)14j=22N1xjx1.\displaystyle\partial_{1}\log\mathcal{F}_{\beta}(\boldsymbol{x})=\frac{\partial_{1}\det{A_{\beta}}(\boldsymbol{x})}{\det{A_{\beta}}(\boldsymbol{x})}-\frac{1}{4}\sum_{j=2}^{2N}\frac{1}{x_{j}-x_{1}}.

Note that

3𝒦β(𝒙)2β(𝒙)=\displaystyle\frac{3\mathcal{K}_{\beta}(\boldsymbol{x})}{2\mathcal{H}_{\beta}(\boldsymbol{x})}=\; 14j=22N1xjx1+1detCβ(x1;𝒙)detCβ(x1;𝒙),\displaystyle\frac{1}{4}\sum_{j=2}^{2N}\frac{1}{x_{j}-x_{1}}+\frac{\partial_{1}\det C_{\beta}(x_{1};\boldsymbol{x})}{\det C_{\beta}(x_{1};\boldsymbol{x})},

and

1β(𝒙)β(𝒙)=\displaystyle\frac{\partial_{1}\mathcal{H}_{\beta}(\boldsymbol{x})}{\mathcal{H}_{\beta}(\boldsymbol{x})}=\; 1detCβ(x1;𝒙)detCβ(x1;𝒙)1detAβ(𝒙)detAβ(𝒙)+12j=22N1xjx1.\displaystyle\frac{\partial_{1}\det C_{\beta}(x_{1};\boldsymbol{x})}{\det C_{\beta}(x_{1};\boldsymbol{x})}-\frac{\partial_{1}\det A_{\beta}(\boldsymbol{x})}{\det A_{\beta}(\boldsymbol{x})}+\frac{1}{2}\sum_{j=2}^{2N}\frac{1}{x_{j}-x_{1}}.

This proves (3.11). ∎

3.4 Scaling limits of Peano curves — proof of Theorem 1.3

We will next complete the proof of Theorem 1.3 by deriving the limit of the law of the Peano curve η1δ\eta_{1}^{\delta} in the case where {1,2N}β\{1,2N\}\not\in\beta (recall that the other cases can be treated via duality and rotation symmetry).

Loewner chains

Let us first collect some preliminaries on Loewner chains — see [Law05] for background. Suppose that a continuous function Wt:[0,)W_{t}\colon[0,\infty)\to\mathbb{R}, called the driving function, is given. Consider solutions (gt,t0)(g_{t},t\geq 0) to the Loewner equation

tgt(z)=2gt(z)Wtwith initial conditiong0(z)=z.\displaystyle\partial_{t}{g}_{t}(z)=\frac{2}{g_{t}(z)-W_{t}}\qquad\textnormal{with initial condition}\qquad g_{0}(z)=z. (3.12)

For each zz\in\mathbb{H}, the ordinary differential equation (3.12) has a unique solution up to

Tz:=sup{t0:mins[0,t]|gs(z)Ws|>0},\displaystyle T_{z}:=\sup\{t\geq 0\colon\min_{s\in[0,t]}|g_{s}(z)-W_{s}|>0\},

the swallowing time of zz. As a function of zz, each map gtg_{t} is a well-defined conformal transformation from Ht:=KtH_{t}:=\mathbb{H}\setminus K_{t} onto \mathbb{H}, where the hull of swallowed points is Kt:={z:Tzt}¯K_{t}:=\overline{\{z\in\mathbb{H}\colon T_{z}\leq t\}}. The collection (Kt,t0)(K_{t},t\geq 0) of hulls growing in time is called a Loewner chain. In fact, gt:Htg_{t}\colon H_{t}\to\mathbb{H} is the unique conformal map such that |gK(z)z|0|g_{K}(z)-z|\to 0 as zz\to\infty. The half-plane capacity hcap(Kt)\mathrm{hcap}(K_{t}) of the hull KtK_{t} is defined as the coefficient of z1z^{-1} in the series expansion of gtg_{t} at infinity, and (3.12) implies that hcap(Kt)=2t\mathrm{hcap}(K_{t})=2t. We say that the process (Kt,t0)(K_{t},t\geq 0) is parameterized by the half-plane capacity.

SLE processes

Chordal Schramm-Loewner evolution, SLEκ\mathrm{SLE}_{\kappa}, is the random Loewner chain driven by W=κBW=\sqrt{\kappa}\,B, a standard one-dimensional Brownian motion BB of speed κ0\kappa\geq 0. See [Law05, RS05] for background and further properties of this process. In this article, we assume that κ=8\kappa=8.

Recall that a partition function (with κ=8\kappa=8) refers to a positive smooth function 𝒵:𝔛2N>0\mathcal{Z}\colon\mathfrak{X}_{2N}\to\mathbb{R}_{>0} satisfying the PDE system (PDE) and Möbius covariance (COV). We can use any partition function to define a Loewner chain associated to 𝒵\mathcal{Z}: in the upper half-plane \mathbb{H}, started from xix_{i}\in\mathbb{R}, and with marked points (x1,,xi1,xi+1,,x2N)(x_{1},\ldots,x_{i-1},x_{i+1},\ldots,x_{2N}), that is, the Loewner chain driven by the solution WW to the SDEs (1.8). This process is well-defined up to the first time when either xi1x_{i-1} or xi+1x_{i+1} is swallowed, and each Vtj=gt(xj)V_{t}^{j}=g_{t}(x_{j}) is the time-evolution of xjx_{j} for times tt smaller than the swallowing time of xjx_{j}.

Now are ready to complete the proof of Theorem 1.3. The key is to identify the driving process of the scaling limit curve as the solution to the SDEs (1.8) with 𝒵=β\mathcal{Z}=\mathcal{F}_{\beta} and i=1i=1.

Proof of Theorem 1.3.

By assumption, the medial polygons (Ωδ,;x1δ,,,x2Nδ,)(\Omega^{\delta,\diamond};x_{1}^{\delta,\diamond},\ldots,x_{2N}^{\delta,\diamond}) converge to the polygon (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) in the sense of Equation (1.10), so they also converge in the Carathéodory sense: there exist conformal maps φδ:Ωδ,\varphi_{\delta}\colon\Omega^{\delta,\diamond}\to\mathbb{H} and φ:Ω\varphi\colon\Omega\to\mathbb{H} such that φ(x1)<<φ(x2N)\varphi(x_{1})<\cdots<\varphi(x_{2N}) and, as δ0\delta\to 0, the maps φδ1\varphi_{\delta}^{-1} converge to φ1\varphi^{-1} locally uniformly on \mathbb{H}, and φδ(xjδ,)φ(xj)\smash{\varphi_{\delta}(x_{j}^{\delta,\diamond})\to\varphi(x_{j})} for all 1j2N1\leq j\leq 2N.

As before, consider the UST on the primal polygon (Ωδ;x1δ,,x2Nδ)(\Omega^{\delta};x_{1}^{\delta},\ldots,x_{2N}^{\delta}) with boundary condition β\beta such that {1,2N}β\{1,2N\}\not\in\beta, and let η1δ\eta_{1}^{\delta} be the Peano curve started from x1δ,\smash{x_{1}^{\delta,\diamond}}. Denote by η~1δ:=φδ(η1δ)\tilde{\eta}_{1}^{\delta}:=\varphi_{\delta}(\eta_{1}^{\delta}) its conformal image parameterized by half-plane capacity. By Lemma 3.1, we may choose a subsequence δn0\delta_{n}\to 0 such that η1δn\eta^{\delta_{n}}_{1} converges weakly in the space (1.9) as nn\to\infty. We denote the limit by η1\eta_{1}, define η~1:=φ(η1)\tilde{\eta}_{1}:=\varphi(\eta_{1}) and parameterize it also by half-plane capacity. By Lemma 3.1 and a similar argument as in [HLW24, Corollary 4.11], the family {η~1δn|[0,t]:[0,t]¯}n1\{\tilde{\eta}^{\delta_{n}}_{1}|_{[0,t]}\colon[0,t]\to\overline{\mathbb{H}}\}_{n\geq 1} is precompact in the uniform topology of curves parameterized by half-plane capacity. Thus, using the diagonal method and the Skorohod representation theorem, we may choose a subsequence, still denoted by δn\delta_{n}, such that η~1δn\tilde{\eta}^{\delta_{n}}_{1} converges to η~1\tilde{\eta}_{1} locally uniformly as nn\to\infty, almost surely.

Next, we define τδn\tau^{\delta_{n}} to be the first time when η1δn\eta_{1}^{\delta_{n}} hits (x2δnx2Nδn)(x_{2}^{\delta_{n}}\,x_{2N}^{\delta_{n}}) and τ\tau the first time when η1\eta_{1} hits (x2x2N)(x_{2}\,x_{2N}). By properly adjusting the coupling (as in [HLW24, Proof of Theorem 4.2, Equation (4.14)]; see also [Kar20, GW20]), we may assume that limnτδn=τ\underset{n\to\infty}{\lim}\tau^{\delta_{n}}=\tau almost surely.

Now, denote by (Wt,t0)(W_{t},t\geq 0) the driving function of η~1\tilde{\eta}_{1} and by (gt,t0)(g_{t},t\geq 0) the corresponding conformal maps. Write Vtj:=gt(φ(xj))V_{t}^{j}:=g_{t}(\varphi(x_{j})) for j{2,,2N}j\in\{2,\ldots,2N\}. Via a standard argument (see, e.g., [HLW24, Lemma 4.8 and Lemma 4.9]), we derive from the holomorphic observable ϕβ(z;𝒙)\phi_{\beta}(z;\boldsymbol{x}) of Proposition 3.4 the local martingale

Mt=Mt(z;𝒙):=ϕβ(gt(z);Wt,Vt2,,Vt2N),t<τ.\displaystyle M_{t}=M_{t}(z;\boldsymbol{x}):=\phi_{\beta}(g_{t}(z);W_{t},V_{t}^{2},\ldots,V_{t}^{2N}),\qquad t<\tau. (3.13)

It remains to argue that (Wt,t0)(W_{t},t\geq 0) is a semimartingale and find the SDE for it. This step is also standard, see, e.g., [HLW24, Proof of Lemma 4.12] (a similar argument also appeared in [Kar20, Lemma 5.3]). For any w<y2<<y2Nw<y_{2}<\cdots<y_{2N}, the function wϕβ(;w,y2,,y2N)\partial_{w}\phi_{\beta}(\cdot;w,y_{2},\ldots,y_{2N}) is holomorphic and not identically zero, so its zeros are isolated. Pick zz\in\mathbb{H} with |z||z| large enough such that wϕβ(z;w,y2,,y2N)0\partial_{w}\phi_{\beta}(z;w,y_{2},\ldots,y_{2N})\neq 0. By the implicit function theorem, ww is locally a smooth function of (ϕβ,z,y2,,y2N)(\phi_{\beta},z,y_{2},\ldots,y_{2N}). Thus, by continuity, each time t<τt<\tau has a neighborhood ItI_{t} for which we can choose a deterministic zz such that WsW_{s} is locally a smooth function of (Ms(z),gs(z),gs(y2),,gs(y2N))(M_{s}(z),g_{s}(z),g_{s}(y_{2}),\ldots,g_{s}(y_{2N})) for sIts\in I_{t}. This implies that (Wt,t0)(W_{t},t\geq 0) is a semimartingale. To find the SDE for it, let DtD_{t} denote the drift term of WtW_{t}. By a computation using Itô’s formula, we find from (3.13) and using the Loewner equation (3.12) the identities

dMt=(zϕβ)2dtgt(z)Wt+(1ϕβ)dWt+j=22N(xjϕβ)2dtVtjWt+12(x12ϕβ)dWt.\displaystyle\mathrm{d}M_{t}=(\partial_{z}\phi_{\beta})\frac{2\,\mathrm{d}t}{g_{t}(z)-W_{t}}+(\partial_{1}\phi_{\beta})\,\mathrm{d}W_{t}+\sum_{j=2}^{2N}(\partial_{x_{j}}\phi_{\beta})\frac{2\,\mathrm{d}t}{V_{t}^{j}-W_{t}}+\frac{1}{2}(\partial^{2}_{x_{1}}\phi_{\beta})\,\mathrm{d}\langle W\rangle_{t}.

Combining this with the explicit relation (3.3) from Lemma 3.5, we find the expansion

dMt=\displaystyle\mathrm{d}M_{t}= (gt(z)Wt)3/2β(dt18dWt)\displaystyle\;\;(g_{t}(z)-W_{t})^{-3/2}\,\mathcal{H}_{\beta}\big{(}\mathrm{d}t-\tfrac{1}{8}\mathrm{d}\langle W\rangle_{t}\big{)}
+(gt(z)Wt)1/2(3𝒦βdt12βdWt+(38𝒦β121β)dWt)\displaystyle\;+(g_{t}(z)-W_{t})^{-1/2}\,\Big{(}3\mathcal{K}_{\beta}\,\mathrm{d}t-\tfrac{1}{2}\mathcal{H}_{\beta}\,\mathrm{d}W_{t}+\big{(}\tfrac{3}{8}\mathcal{K}_{\beta}-\tfrac{1}{2}\partial_{1}\mathcal{H}_{\beta}\big{)}\mathrm{d}\langle W\rangle_{t}\Big{)}
+o(gt(z)Wt)1/2,as zη~1(t).\displaystyle\;+o(g_{t}(z)-W_{t})^{-1/2},\qquad\textnormal{as }z\to\tilde{\eta}_{1}(t).

As the drift term of MtM_{t} has to vanish, we conclude that

dWt=8dtand3𝒦βdt12βdDt+(38𝒦β121β)dWt=0dWt=8dtanddDt=12𝒦β81ββdt.\displaystyle\begin{split}\mathrm{d}\langle W\rangle_{t}=\;&8\,\mathrm{d}t\qquad\textnormal{and}\qquad 3\mathcal{K}_{\beta}\,\mathrm{d}t-\tfrac{1}{2}\mathcal{H}_{\beta}\,\mathrm{d}D_{t}+\big{(}\tfrac{3}{8}\mathcal{K}_{\beta}-\tfrac{1}{2}\partial_{1}\mathcal{H}_{\beta}\big{)}\mathrm{d}\langle W\rangle_{t}=0\\ \qquad\Longrightarrow\qquad\mathrm{d}\langle W\rangle_{t}=\;&8\,\mathrm{d}t\qquad\textnormal{and}\qquad\mathrm{d}D_{t}=\frac{12\mathcal{K}_{\beta}-8\partial_{1}\mathcal{H}_{\beta}}{\mathcal{H}_{\beta}}\,\mathrm{d}t.\end{split} (3.14)

Recall now that the goal is to derive for the driving process WW the SDE

dWt=8dBt+8(1logβ)(Wt,Vt2,,Vt2N)dt,t<τ.\displaystyle\mathrm{d}W_{t}=\sqrt{8}\,\mathrm{d}B_{t}+8(\partial_{1}\log\mathcal{F}_{\beta})(W_{t},V_{t}^{2},\ldots,V_{t}^{2N})\,\mathrm{d}t,\qquad t<\tau. (3.15)

Indeed, by comparing (3.14) and (3.15) with Lemma 3.6, we see that the driving function WW of the curve η~1\tilde{\eta}_{1} satisfies (3.15) up to the stopping time τ\tau. This completes the proof. ∎

3.5 Consequences

We conclude with another proof for the PDE system (COV) using the convergence result from Theorem 1.3 (see Corollary 3.7), and then comment briefly on the relation of our work to that of Dubédat [Dub07, Dub06].

Corollary 3.7.

For each βLPN\beta\in\mathrm{LP}_{N}, the function β\mathcal{F}_{\beta} satisfies the PDE system (PDE).

Note that we already know that the function β\mathcal{F}_{\beta} is smooth, by its explicit formula (1.2).

Proof.

The PDEs follow from the commutation relations for SLEs [Dub07]. Take any disjoint localization neighborhoods U1,,U2NΩ¯U_{1},\ldots,U_{2N}\subset\overline{\Omega} of the marked points (cf. [KP16, Appendix A]), and approximate them by Uiδ,U_{i}^{\delta,\diamond} on the medial lattice. For each ii, let ηiδ\eta_{i}^{\delta} be the Peano curve started from xiδ,x_{i}^{\delta,\diamond} and stopped when it exits Uiδ,U_{i}^{\delta,\diamond}. Thanks to the precompactness (Lemma 3.1), we find a sequence δn0\delta_{n}\to 0 such that the collection {ηiδn:1i2N}\{\eta_{i}^{\delta_{n}}\colon 1\leq i\leq 2N\} converges weakly to some collection {ηi:1i2N}\{\eta_{i}\colon 1\leq i\leq 2N\} of curves on Ω\Omega, with law P(U1,,U2N)(Ω;x1,,x2N)\mathrm{P}^{(\Omega;x_{1},\ldots,x_{2N})}_{(U_{1},\ldots,U_{2N})}. It follows that this family of probability measures has the following properties.

  • Conformal invariance. For any conformal map φ:Ωφ(Ω)\varphi\colon\Omega\to\varphi(\Omega), the law of the curve collection {φ(ηi):1i2N}\{\varphi(\eta_{i})\colon 1\leq i\leq 2N\} is the same as P(φ(U1),,φ(U2N))(φ(Ω);φ(x1),,φ(x2N))\mathrm{P}^{(\varphi(\Omega);\varphi(x_{1}),\ldots,\varphi(x_{2N}))}_{(\varphi(U_{1}),\ldots,\varphi(U_{2N}))}.

  • Domain Markov property. Given initial segments {ηi(t):1i2N, 0tτi}\{\eta_{i}(t)\colon 1\leq i\leq 2N,\;0\leq t\leq\tau_{i}\} up to some stopping times τi\tau_{i}, the remaining parts {ηi(t):1i2N,tτi}\{\eta_{i}(t)\colon 1\leq i\leq 2N,\;t\geq\tau_{i}\} have the law P(U1,,U2N)(Ω;x1,,x2N)\mathrm{P}^{(\Omega^{\prime};x_{1}^{\prime},\ldots,x_{2N}^{\prime})}_{(U_{1}^{\prime},\ldots,U_{2N}^{\prime})}, where

    Ω=Ωi=12Nηi[0,τi],andxi=ηi(τi)andUi=UiΩ for each i{1,2,,2N}.\displaystyle\Omega^{\prime}=\Omega\setminus\bigcup_{i=1}^{2N}\eta_{i}[0,\tau_{i}],\qquad\textnormal{and}\qquad x_{i}^{\prime}=\eta_{i}(\tau_{i})\quad\textnormal{and}\quad U_{i}^{\prime}=U_{i}\cap\Omega^{\prime}\textnormal{ for each }i\in\{1,2,\ldots,2N\}.
  • For each ii, the marginal law of ηi\eta_{i} is the same as the law of the Loewner chain with driving function (1.11) started from xix_{i} and stopped when it exits UiU_{i}.

It thus follows from [Dub07, Theorem 7] that β\mathcal{F}_{\beta} satisfies the asserted PDEs (PDE). ∎

Remark 3.8.

With β=¯\beta=\boldsymbol{\underline{\cap\cap}} in Theorem 1.3, the curve ηiδ\eta_{i}^{\delta} converges to the image under φ1:Ω\varphi^{-1}\colon\mathbb{H}\to\Omega of the Loewner chain associated to the partition function ¯\mathcal{F}_{\boldsymbol{\underline{\cap\cap}}}. In contrast, Dubédat argued in [Dub06, Section 3.3] the same conclusion but with ¯\mathcal{F}_{\boldsymbol{\underline{\cap\cap}}} replaced by

x1x2du1x2N3x2N2duN1f(𝒙;𝒖˙N),𝒖˙N:=(u1,,uN1).\displaystyle\int_{x_{1}}^{x_{2}}\mathrm{d}u_{1}\cdots\int_{x_{2N-3}}^{x_{2N-2}}\mathrm{d}u_{N-1}\,f(\boldsymbol{x};\boldsymbol{\dot{u}}_{N}),\qquad\boldsymbol{\dot{u}}_{N}:=(u_{1},\ldots,u_{N-1}).

We see from Proposition 2.4 that our result is consistent with [Dub06, Section 3.3].

4 Crossing probabilities, groves, and pure partition functions

In this section, we prove the explicit formulas for the scaling limits of crossing probabilities of the UST Peano curves (Theorem 1.4 in Section 4.1). In the cases N=1N=1 and N=2N=2, the crossing probability formulas are evident, as they are just given by the meander entries α,β\mathcal{M}_{\alpha,\beta} already in the discrete model. Explicitly, we have

𝒵[Uncaptioned image]=[Uncaptioned image]when N=1;and{𝒵[Uncaptioned image]=[Uncaptioned image],𝒵[Uncaptioned image]=[Uncaptioned image]when N=2.\displaystyle\mathcal{Z}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-0.pdf}}}}=\mathcal{F}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-0.pdf}}}}\quad\textnormal{when }N=1;\qquad\textnormal{and}\qquad\begin{cases}\mathcal{Z}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-1.pdf}}}}=\mathcal{F}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-2.pdf}}}},\\ \mathcal{Z}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-2.pdf}}}}=\mathcal{F}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-1.pdf}}}}\end{cases}\quad\textnormal{when }N=2.

The probabilities in Theorem 1.4 become interesting when N3N\geq 3, still retaining some combinatorial structure. Indeed, Kenyon and Wilson [KW11] provided a systematic method for calculating the discrete crossing probabilities for groves, including spanning trees.

Groves

Consider the discrete polygon (Ωδ;x1δ,,x2Nδ)(\Omega^{\delta};x_{1}^{\delta},\ldots,x_{2N}^{\delta}) whose each boundary arc (x2r1δx2rδ)(x_{2r-1}^{\delta}\,x_{2r}^{\delta}) with 1rN1\leq r\leq N is wired and these NN wired arcs are isolated outside of Ωδ\Omega^{\delta}. Following [KW11], we define a grove to be a spanning forest of Ωδ\Omega^{\delta} such that each of its component trees contains at least one wired arc. Note that every grove induces a non-crossing partition on the NN wired arcs, which we view as a non-crossing partition π\pi of {1,2,,N}\{1,2,\ldots,N\}. Every grove also induces NN non-intersecting Peano curves connecting the points {x1δ,,,x2Nδ,}\{x_{1}^{\delta,\diamond},\ldots,x_{2N}^{\delta,\diamond}\} pairwise. The endpoints of these NN Peano curves form a planar link pattern αLPN\alpha\in\mathrm{LP}_{N}, and these two are in bijection (via the correspondence illustrated in Figure 3.2): we write απ(α)\alpha\leftrightarrow\pi(\alpha).

Crossing probabilities of the UST Peano curves can be expressed in terms of more general crossing probabilities for groves. We consider a random grove 𝒢\mathcal{G} sampled from the uniform distribution Prδ\rm{Pr}^{\delta} of all groves on Ωδ\Omega^{\delta} and denote the random induced non-crossing partition by ϑGRVδ\vartheta_{\mathrm{GRV}}^{\delta}. Then, [KW11, Theorem 1.2] gives the following probabilities:

Prδ[ϑGRVδ=π]Prδ[𝒢 has N components]=ϖPπ,ϖLϖδfor any non-crossing partition π of {1,2,,N},\displaystyle\frac{\rm{Pr}^{\delta}[\vartheta_{\mathrm{GRV}}^{\delta}=\pi]}{\rm{Pr}^{\delta}[\mathcal{G}\textnormal{ has $N$ components}]}=\sum_{\varpi}P_{\pi,\varpi}\,L^{\delta}_{\varpi}\quad\quad\textnormal{for any non-crossing partition $\pi$ of $\{1,2,\ldots,N\}$}, (4.1)

where the sum is taken over all (possibly crossing) partitions ϖ\varpi of {1,2,,N}\{1,2,\ldots,N\}, the factor Pπ,ϖP_{\pi,\varpi} is a constant which only depends on π\pi and ϖ\varpi, and the combinatorial factor LϖδL^{\delta}_{\varpi} is

Lϖδ:=Ξ(ϖ)n,rΞ(ϖ)Ln,rδ,\displaystyle L^{\delta}_{\varpi}:=\sum_{\Xi(\varpi)}\prod_{\langle n,r\rangle\in\Xi(\varpi)}L^{\delta}_{n,r},

where the sum is taken over all those spanning forests Ξ(ϖ)\Xi(\varpi) of the NN-complete graph whose trees induce the partition ϖ\varpi, the product over edges n,r\langle n,r\rangle in the forest Ξ(ϖ)\Xi(\varpi), and the summands are currents Ln,rδL^{\delta}_{n,r} between the vertices nn and rr, that is, negatives of the entries of the Dirichlet-to-Neumann matrix of the NN-complete graph (see [KW11, Appendix A]). Concretely, Ln,rδL^{\delta}_{n,r} can be written in terms of differences of boundary values of discrete holomorphic functions as follows. For each n{1,2,,N}n\in\{1,2,\ldots,N\}, let ϕnδ\phi^{\delta}_{n} be the discrete holomorphic function with boundary data222222Throughout, we use the cyclic indexing convention x2N+1δ:=x1δx_{2N+1}^{\delta}:=x_{1}^{\delta} etc. (it is not hard to see that ϕnδ\phi^{\delta}_{n} is uniquely determined)

{Reϕnδ1on (x2n1δx2nδ);Reϕnδ0on the other arcs (x2r1δx2rδ), for rn;Imϕnδ0on (x2n2δ,x2n1δ,); and Imϕnδ is a constant on the other arcs (x2rδ,x2r+1δ,), for rn1.\displaystyle\begin{cases}\operatorname{Re}\phi_{n}^{\delta}\equiv 1\;\textnormal{on }(x_{2n-1}^{\delta}\,x_{2n}^{\delta});\\[3.00003pt] \operatorname{Re}\phi_{n}^{\delta}\equiv 0\;\textnormal{on the other arcs }(x_{2r-1}^{\delta}\,x_{2r}^{\delta}),\textnormal{ for }r\neq n;\\[3.00003pt] \operatorname{Im}\phi_{n}^{\delta}\equiv 0\;\textnormal{on }(x_{2n-2}^{\delta,*}\,x_{2n-1}^{\delta,*});\textnormal{ and }\\[3.00003pt] \operatorname{Im}\phi_{n}^{\delta}\;\textnormal{ is a constant on the other arcs }(x_{2r}^{\delta,*}\,x_{2r+1}^{\delta,*}),\textnormal{ for }r\neq n-1.\end{cases} (4.2)

Write Imϕnδcn,rδ\operatorname{Im}\phi_{n}^{\delta}\equiv c_{n,r}^{\delta} for the constant values on the arcs (x2rδ,x2r+1δ,)(x_{2r}^{\delta,*}\,x_{2r+1}^{\delta,*}), so cn,n1δ=0c_{n,n-1}^{\delta}=0. Then,

Ln,rδ=\displaystyle L^{\delta}_{n,r}=\; cn,rδcn,r1δ.\displaystyle c_{n,r}^{\delta}-c_{n,r-1}^{\delta}.

Similarly as in the proof of Proposition 3.4, we see that if the primal polygons (Ωδ;x1δ,,x2Nδ)(\Omega^{\delta};x_{1}^{\delta},\ldots,x_{2N}^{\delta}) converge to a polygon (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) in the Carathéodory sense as δ0\delta\to 0, then ϕnδ\phi^{\delta}_{n} converges locally uniformly as δ0\delta\to 0 to the unique holomorphic function ϕn\phi_{n} on Ω\Omega with boundary data analogous to (4.2). Note that ϕn\phi_{n} is the unique conformal map from Ω\Omega onto the rectangle of unit width with horizontal slits such that ϕn\phi_{n} maps (x2n2,x2n1,x2n,x2n+1)(x_{2n-2},x_{2n-1},x_{2n},x_{2n+1}) to the four corners of the rectangle with ϕn(x2n2)=0\phi_{n}(x_{2n-2})=0, and it maps each (x2rx2r+1)(x_{2r}\,x_{2r+1}) to horizontal slits, for r{n+1,n+2,,N,N+1,,N+n2}r\in\{n+1,n+2,\ldots,N,N+1,\ldots,N+n-2\}.

From these observables we readily obtain the convergence of the crossing probabilities of the UST Peano curves (Proposition 4.1 in Section 4.1). In Section 4.2, we derive the asymptotic properties (𝒵α\mathcal{Z}_{\alpha}-ASY1,1𝒵α\mathcal{Z}_{\alpha}-ASY1,3) of the pure partition functions 𝒵α\mathcal{Z}_{\alpha}, thereby verifying a part (ASY) of Theorem 1.2. We complete the proof of Theorems 1.1 and 1.2 in Section 4.3.

4.1 Crossing probabilities — proof of Theorem 1.4

Let us now consider the NN UST Peano curves. For each δ>0\delta>0, the endpoints of these curves give rise to a random planar link pattern ϑUSTδ\vartheta_{\mathrm{UST}}^{\delta} in LPN\mathrm{LP}_{N}. From Equation (4.1), we obtain a formula for the crossing probabilities:

βδ[ϑUSTδ=α]=\displaystyle\mathbb{P}_{\beta}^{\delta}[\vartheta_{\mathrm{UST}}^{\delta}=\alpha]\;=\;\; α,βPrδ[ϑGRVδ=π(α)]γγ,βPrδ[ϑGRVδ=π(γ)]=α,βϖPπ(α),ϖLϖδϖβ,ϖLϖδ,\displaystyle\mathcal{M}_{\alpha,\beta}\;\frac{\rm{Pr}^{\delta}[\vartheta_{\mathrm{GRV}}^{\delta}=\pi(\alpha)]}{\sum_{\gamma}\mathcal{M}_{\gamma,\beta}\,\rm{Pr}^{\delta}[\vartheta_{\mathrm{GRV}}^{\delta}=\pi(\gamma)]}\;=\;\mathcal{M}_{\alpha,\beta}\;\frac{\sum_{\varpi}P_{\pi(\alpha),\varpi}\,L^{\delta}_{\varpi}}{\sum_{\varpi}\mathcal{E}_{\beta,\varpi}\,L^{\delta}_{\varpi}},
whereβ,ϖ=\displaystyle\textnormal{where}\quad\mathcal{E}_{\beta,\varpi}=\; γγ,βPπ(γ),ϖ,\displaystyle\sum_{\gamma}\mathcal{M}_{\gamma,\beta}\,P_{\pi(\gamma),\varpi},

and where the sum ϖ\sum_{\varpi} is taken over all partitions ϖ\varpi of {1,2,,N}\{1,2,\ldots,N\} and the sum γ\sum_{\gamma} is taken over all planar link patterns γLPN\gamma\in\mathrm{LP}_{N}. The results of [KW11] imply that \mathcal{E} is a matrix whose elements equal 0 or 11, and each row of \mathcal{E} contains at least one non-zero element (see more details in [KW11, Section 2.3]). In particular, we readily obtain that the UST crossing probabilities in Theorem 1.4 have conformally invariant scaling limits. We emphasize that, for this we only require the convergence of polygons in the Carathéodory sense, that is weaker than (1.10). Also, we do not require any additional regularity of Ω\partial\Omega here — we only need that Ω\partial\Omega is locally connected.

Proposition 4.1.

Fix N1N\geq 1 and a polygon (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}). Suppose that a sequence (Ωδ;x1δ,,x2Nδ)(\Omega^{\delta};x_{1}^{\delta},\ldots,x_{2N}^{\delta}) of primal polygons converges to (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) in the Carathéodory sense as δ0\delta\to 0. For any α,βLPN\alpha,\beta\in\mathrm{LP}_{N} with α,β=1\mathcal{M}_{\alpha,\beta}=1, the following limit exists and is positive:

pβα=pβα(Ω;x1,,x2N):=limδ0βδ[ϑUSTδ=α]> 0.\displaystyle p_{\beta}^{\alpha}=p_{\beta}^{\alpha}(\Omega;x_{1},\ldots,x_{2N}):=\lim_{\delta\to 0}\mathbb{P}_{\beta}^{\delta}[\vartheta_{\mathrm{UST}}^{\delta}=\alpha]\;>\;0. (4.3)

Furthermore, the limit satisfies the following properties.

  1. 1.

    Conformal invariance: For any conformal map φ\varphi on Ω\Omega, we have

    pβα(φ(Ω);φ(x1),,φ(x2N))=pβα(Ω;x1,,x2N).\displaystyle p_{\beta}^{\alpha}(\varphi(\Omega);\varphi(x_{1}),\ldots,\varphi(x_{2N}))=p_{\beta}^{\alpha}(\Omega;x_{1},\ldots,x_{2N}). (4.4)
  2. 2.

    Smoothness: pβα(x1,,x2N):=pβα(;x1,,x2N)p_{\beta}^{\alpha}(x_{1},\ldots,x_{2N}):=p_{\beta}^{\alpha}(\mathbb{H};x_{1},\ldots,x_{2N}) is a smooth function on 𝔛2N\mathfrak{X}_{2N}.

Proof.

Since Ln,rδLn,r>0L^{\delta}_{n,r}\to L_{n,r}>0 and LϖδLϖ>0L_{\varpi}^{\delta}\to L_{\varpi}>0 as δ0\delta\to 0, and both Ln,rL_{n,r} and LϖL_{\varpi} are conformally invariant functions, and continuous in (x1,,x2N)(x_{1},\ldots,x_{2N}), we obtain (4.3):

pβα(Ω;x1,,x2N):=limδ0βδ[ϑUSTδ=α]=ϖPπ(α),ϖLϖϖβ,ϖLϖ> 0.\displaystyle p_{\beta}^{\alpha}(\Omega;x_{1},\ldots,x_{2N}):=\lim_{\delta\to 0}\mathbb{P}_{\beta}^{\delta}[\vartheta_{\mathrm{UST}}^{\delta}=\alpha]=\frac{\sum_{\varpi}P_{\pi(\alpha),\varpi}\,L_{\varpi}}{\sum_{\varpi}\mathcal{E}_{\beta,\varpi}\,L_{\varpi}}\;>\;0. (4.5)

The conformal invariance (4.4) follows from properties of LϖL_{\varpi}. The smoothness of Ln,rL_{n,r} follows from an explicit formula for ϕn\phi_{n} given by an integral of type (3.10). Thus, LϖL_{\varpi} and pβαp^{\alpha}_{\beta} are also smooth. ∎

See 1.4

Proof of Theorem 1.4.

By (4.5) it suffices to prove that

pβα(Ω;x1,,x2N)=𝒵α(Ω;x1,,x2N)β(Ω;x1,,x2N).\displaystyle p_{\beta}^{\alpha}(\Omega;x_{1},\ldots,x_{2N})=\frac{\mathcal{Z}_{\alpha}(\Omega;x_{1},\ldots,x_{2N})}{\mathcal{F}_{\beta}(\Omega;x_{1},\ldots,x_{2N})}.

This follows from Proposition D.1 in Appendix D, considering the conditional law of the Peano curve and its scaling limit given the event {ϑUSTδ=α}\{\vartheta_{\mathrm{UST}}^{\delta}=\alpha\}. ∎

4.2 Asymptotics of pure partition functions

The purpose of this section is to verify the asymptotic properties (ASY) (𝒵α\mathcal{Z}_{\alpha}-ASY1,1𝒵α\mathcal{Z}_{\alpha}-ASY1,3) of the pure partition functions 𝒵α\mathcal{Z}_{\alpha} in Theorem 1.2.

Throughout, fix N2N\geq 2 and j{1,2,,2N1}j\in\{1,2,\ldots,2N-1\}. We will use the following two operations on planar link patterns.

  • Link removal: ϱ^j(α):=α/{j,j+1}\hat{\varrho}_{j}(\alpha):=\alpha/\{j,j+1\}, a map ϱ^j:{αLPN:{j,j+1}α}LPN1\hat{\varrho}_{j}\colon\{\alpha\in\mathrm{LP}_{N}\colon\{j,j+1\}\in\alpha\}\to\mathrm{LP}_{N-1}, where α/{j,j+1}LPN1\alpha/\{j,j+1\}\in\mathrm{LP}_{N-1} is the link pattern obtained from α\alpha by removing {j,j+1}\{j,j+1\} and relabeling the remaining indices by 1,2,,2N21,2,\ldots,2N-2. Note that ϱ^j\hat{\varrho}_{j} is a bijection.

  • Link tying: ^j(α):=j(α)/{j,j+1}\hat{\wp}_{j}(\alpha):=\wp_{j}(\alpha)/\{j,j+1\}, a map ^j:{αLPN:{j,j+1}α}LPN1\hat{\wp}_{j}\colon\{\alpha\in\mathrm{LP}_{N}\colon\{j,j+1\}\not\in\alpha\}\to\mathrm{LP}_{N-1}, where j:LPNLPN\wp_{j}\colon\mathrm{LP}_{N}\to\mathrm{LP}_{N} is the “tying operation” defined by

    j:LPNLPN,j(α)=(α({j,1},{j+1,2})){j,j+1}{1,2},\displaystyle\wp_{j}\colon\mathrm{LP}_{N}\to\mathrm{LP}_{N},\quad\wp_{j}(\alpha)=\big{(}\alpha\setminus(\{j,\ell_{1}\},\{j+1,\ell_{2}\})\big{)}\cup\{j,j+1\}\cup\{\ell_{1},\ell_{2}\}, (4.6)

    where 1\ell_{1} (resp. 2\ell_{2}) is the pair of jj (resp. j+1j+1) in α\alpha (and {j,1},{j+1,2},{1,2}\{j,\ell_{1}\},\{j+1,\ell_{2}\},\{\ell_{1},\ell_{2}\} are unordered) — see Figure 4.1. Note that ^j\hat{\wp}_{j} is a surjection, but not a bijection.

Refer to caption
Figure 4.1: Illustration of the tying operation (4.6) on link patterns.
Lemma 4.2.

Fix N2N\geq 2. The following properties hold for the symmetric matrix (1.6).

  1. 1.

    If β,α=1\mathcal{M}_{\beta,\alpha}=1 and {j,j+1}α\{j,j+1\}\in\alpha, then we have {j,j+1}β\{j,j+1\}\not\in\beta and ϱ^j(α),^j(β)=1\mathcal{M}_{\hat{\varrho}_{j}(\alpha),\hat{\wp}_{j}(\beta)}=1.

  2. 2.

    If {j,j+1}α\{j,j+1\}\in\alpha and {j,j+1}β\{j,j+1\}\not\in\beta, then we have ϱ^j(α),^j(β)=α,β\mathcal{M}_{\hat{\varrho}_{j}(\alpha),\hat{\wp}_{j}(\beta)}=\mathcal{M}_{\alpha,\beta}.

  3. 3.

    If {j,j+1}α\{j,j+1\}\not\in\alpha, then there exists βLPN\beta\in\mathrm{LP}_{N} such that {j,j+1}β\{j,j+1\}\in\beta and α,β=1\mathcal{M}_{\alpha,\beta}=1.

Proof.

Properties 1 & 2 are straightforward, see Figure 4.2. Property 3 can be verified by induction: the case of N=2N=2 is trivial. When N3N\geq 3, for each αLPN\alpha\in\mathrm{LP}_{N} with {j,j+1}α\{j,j+1\}\not\in\alpha, we find α,ϱ^j1(γ)=1\mathcal{M}_{\alpha,\hat{\varrho}_{j}^{-1}(\gamma)}=1 by taking γLPN1\gamma\in\mathrm{LP}_{N-1} such that ^j(α),γ=1\mathcal{M}_{\hat{\wp}_{j}(\alpha),\gamma}=1, and β:=ϱ^j1(γ)\beta:=\hat{\varrho}_{j}^{-1}(\gamma). ∎

Refer to caption
Figure 4.2: Consider α={{1,8},{2,5},{3,4},{6,7}}\alpha=\{\{1,8\},\{2,5\},\{3,4\},\{6,7\}\} and β={{1,2},{3,8},{4,7},{5,6}}\beta=\{\{1,2\},\{3,8\},\{4,7\},\{5,6\}\}, which satisfy α,β=1\mathcal{M}_{\alpha,\beta}=1. Also, we see that {3,4}α\{3,4\}\in\alpha and ϱ^3(α)={{1,6},{2,3},{4,5}}\hat{\varrho}_{3}(\alpha)=\{\{1,6\},\{2,3\},\{4,5\}\} as well as {3,4}β\{3,4\}\not\in\beta and ^3(β)={{1,2},{3,4},{5,6}}\hat{\wp}_{3}(\beta)=\{\{1,2\},\{3,4\},\{5,6\}\}. Lastly, note that ϱ^3(α),^3(β)=1\mathcal{M}_{\hat{\varrho}_{3}(\alpha),\hat{\wp}_{3}(\beta)}=1.

To prove the asymptotic properties (𝒵α\mathcal{Z}_{\alpha}-ASY1,1 𝒵α\mathcal{Z}_{\alpha}-ASY1,3) of the pure partition functions 𝒵α\mathcal{Z}_{\alpha} defined in Equation (1.7), we make use of the corresponding properties (β\mathcal{F}_{\beta}-ASY1,1 β\mathcal{F}_{\beta}-ASY1,3) of the Coulomb gas functions

β=αLPNβ,α𝒵α.\displaystyle\mathcal{F}_{\beta}=\sum_{\alpha\in\mathrm{LP}_{N}}\mathcal{M}_{\beta,\alpha}\,\mathcal{Z}_{\alpha}. (4.7)
Lemma 4.3.

Let αLPN\alpha\in\mathrm{LP}_{N}. Fix j{1,2,,2N1}j\in\{1,2,\ldots,2N-1\} and suppose {j,j+1}α\{j,j+1\}\not\in\alpha. Then, for all ξ(xj1,xj+2)\xi\in(x_{j-1},x_{j+2}), the following asymptotic property holds:

limxj,xj+1ξ𝒵α(𝒙)(xj+1xj)1/4|log(xj+1xj)|=0,\displaystyle\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{Z}_{\alpha}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}|\log(x_{j+1}-x_{j})|}=0, (4.8)

where 𝐱=(x1,,x2N)\boldsymbol{x}=(x_{1},\ldots,x_{2N}) and 𝐱¨j=(x1,,xj1,xj+2,,x2N)\boldsymbol{\ddot{x}}_{j}=(x_{1},\ldots,x_{j-1},x_{j+2},\ldots,x_{2N}).

Proof.

Pick βLPN\beta\in\mathrm{LP}_{N} as in Item 3 of Lemma 4.2. From the proof of Theorem 1.4, we see that the relation 𝒵α(𝒙)=α,βpβα(𝒙)β(𝒙)\mathcal{Z}_{\alpha}(\boldsymbol{x})=\mathcal{M}_{\alpha,\beta}\,p_{\beta}^{\alpha}(\boldsymbol{x})\,\mathcal{F}_{\beta}(\boldsymbol{x}) holds, where pβα(𝒙)[0,1]p_{\beta}^{\alpha}(\boldsymbol{x})\in[0,1]. Hence, by Proposition 2.9,

limxj,xj+1ξ𝒵α(𝒙)(xj+1xj)1/4|log(xj+1xj)|=\displaystyle\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{Z}_{\alpha}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}|\log(x_{j+1}-x_{j})|}=\; limxj,xj+1ξα,βpβα(𝒙)β(𝒙)(xj+1xj)1/4|log(xj+1xj)|=0,\displaystyle\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{M}_{\alpha,\beta}\;p_{\beta}^{\alpha}(\boldsymbol{x})\;\mathcal{F}_{\beta}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}|\log(x_{j+1}-x_{j})|}=0,

since β\mathcal{F}_{\beta} has the subleading asymptotics (β\mathcal{F}_{\beta}-ASY1,1). ∎

Lemma 4.4.

Let αLPN\alpha\in\mathrm{LP}_{N}. Fix j{1,2,,2N1}j\in\{1,2,\ldots,2N-1\} and suppose {j,j+1}α\{j,j+1\}\in\alpha. Then, for all ξ(xj1,xj+2)\xi\in(x_{j-1},x_{j+2}), the asymptotic property (𝒵α\mathcal{Z}_{\alpha}-ASY1,1) holds:

limxj,xj+1ξ𝒵α(𝒙)(xj+1xj)1/4|log(xj+1xj)|=𝒵ϱ^j(α)(𝒙¨j),\displaystyle\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{Z}_{\alpha}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}|\log(x_{j+1}-x_{j})|}=\mathcal{Z}_{\hat{\varrho}_{j}(\alpha)}(\boldsymbol{\ddot{x}}_{j}), (4.9)

where 𝐱=(x1,,x2N)\boldsymbol{x}=(x_{1},\ldots,x_{2N}) and 𝐱¨j=(x1,,xj1,xj+2,,x2N)\boldsymbol{\ddot{x}}_{j}=(x_{1},\ldots,x_{j-1},x_{j+2},\ldots,x_{2N}).

Proof.

Pick βLPN\beta\in\mathrm{LP}_{N} satisfying {j,j+1}β\{j,j+1\}\not\in\beta. By (4.7), we have

β(𝒙)(xj+1xj)1/4|log(xj+1xj)|=γLPNβ,γ𝒵γ(𝒙)(xj+1xj)1/4|log(xj+1xj)|.\displaystyle\frac{\mathcal{F}_{\beta}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}|\log(x_{j+1}-x_{j})|}=\sum_{\gamma\in\mathrm{LP}_{N}}\mathcal{M}_{\beta,\gamma}\,\frac{\mathcal{Z}_{\gamma}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}|\log(x_{j+1}-x_{j})|}.

Taking the limit xj,xj+1ξx_{j},x_{j+1}\to\xi of both sides232323Note that we already know that the limits exist by Proposition 2.9 and Equation (1.7)., we see by (β\mathcal{F}_{\beta}-ASY1,3) (from Proposition 2.9) that

^j(β)(𝒙¨j)=\displaystyle\mathcal{F}_{\hat{\wp}_{j}(\beta)}(\boldsymbol{\ddot{x}}_{j})=\; γLPN:{j,j+1}γβ,γlimxj,xj+1ξ𝒵γ(𝒙)(xj+1xj)1/4|log(xj+1xj)|,\displaystyle\sum_{\begin{subarray}{c}\gamma\in\mathrm{LP}_{N}\colon\\ \{j,j+1\}\in\gamma\end{subarray}}\mathcal{M}_{\beta,\gamma}\,\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{Z}_{\gamma}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}|\log(x_{j+1}-x_{j})|},

also noting that the terms with {j,j+1}γ\{j,j+1\}\not\in\gamma vanish in this limit by the property (4.8) from Lemma 4.3 for 𝒵γ\mathcal{Z}_{\gamma}. Invoking again the relation (4.7) (applied to ^j(β)\hat{\wp}_{j}(\beta)), we obtain

γ^LPN1^j(β),γ^𝒵γ^(𝒙¨j)=\displaystyle\sum_{\hat{\gamma}\in\mathrm{LP}_{N-1}}\mathcal{M}_{\hat{\wp}_{j}(\beta),\hat{\gamma}}\,\mathcal{Z}_{\hat{\gamma}}(\boldsymbol{\ddot{x}}_{j})=\; γLPN:{j,j+1}γ^j(β),ϱ^j(γ)limxj,xj+1ξ𝒵γ(𝒙)(xj+1xj)1/4|log(xj+1xj)|,\displaystyle\sum_{\begin{subarray}{c}\gamma\in\mathrm{LP}_{N}\colon\\ \{j,j+1\}\in\gamma\end{subarray}}\mathcal{M}_{\hat{\wp}_{j}(\beta),\hat{\varrho}_{j}(\gamma)}\,\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{Z}_{\gamma}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}|\log(x_{j+1}-x_{j})|},

also using using Item 2 of Lemma 4.2 to write β,γ=^j(β),ϱ^j(γ)\mathcal{M}_{\beta,\gamma}=\mathcal{M}_{\hat{\wp}_{j}(\beta),\hat{\varrho}_{j}(\gamma)}. After re-indexing the sum via the bijection ϱ^j\hat{\varrho}_{j}, recalling that ^j\hat{\wp}_{j} is a surjection, and that the meander matrix is invertible, we obtain (4.9). ∎

Lemma 4.5.

Let αLPN\alpha\in\mathrm{LP}_{N}. Fix j{1,2,,2N1}j\in\{1,2,\ldots,2N-1\} and suppose {j,j+1}α\{j,j+1\}\not\in\alpha. Then, for all ξ(xj1,xj+2)\xi\in(x_{j-1},x_{j+2}), the asymptotic property (𝒵α\mathcal{Z}_{\alpha}-ASY1,3) holds:

limxj,xj+1ξ𝒵α(𝒙)(xj+1xj)1/4=π𝒵^j(α)(𝒙¨j),\displaystyle\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{Z}_{\alpha}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}}=\pi\,\mathcal{Z}_{\hat{\wp}_{j}(\alpha)}(\boldsymbol{\ddot{x}}_{j}), (4.10)

where 𝐱=(x1,,x2N)\boldsymbol{x}=(x_{1},\ldots,x_{2N}) and 𝐱¨j=(x1,,xj1,xj+2,,x2N)\boldsymbol{\ddot{x}}_{j}=(x_{1},\ldots,x_{j-1},x_{j+2},\ldots,x_{2N}).

Proof.

Pick βLPN\beta\in\mathrm{LP}_{N} satisfying {j,j+1}β\{j,j+1\}\in\beta. By (4.7) and Item 1 of Lemma 4.2, we have

β(𝒙)(xj+1xj)1/4=γLPNγ,β𝒵γ(𝒙)(xj+1xj)1/4=γLPN{j,j+1}γ^j(γ),ϱ^j(β)𝒵γ(𝒙)(xj+1xj)1/4.\displaystyle\frac{\mathcal{F}_{\beta}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}}=\sum_{\gamma\in\mathrm{LP}_{N}}\mathcal{M}_{\gamma,\beta}\,\frac{\mathcal{Z}_{\gamma}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}}=\sum_{\begin{subarray}{c}\gamma\in\mathrm{LP}_{N}\\ \{j,j+1\}\not\in\gamma\end{subarray}}\mathcal{M}_{\hat{\wp}_{j}(\gamma),\hat{\varrho}_{j}(\beta)}\,\frac{\mathcal{Z}_{\gamma}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}}.

Taking the limit xj,xj+1ξx_{j},x_{j+1}\to\xi of both sides242424Note that from Theorem 1.4, we know that the summands are positive., we see by (β\mathcal{F}_{\beta}-ASY1,1) (from Proposition 2.9) that

πϱ^j(β)(𝒙¨j)=\displaystyle\pi\,\mathcal{F}_{\hat{\varrho}_{j}(\beta)}(\boldsymbol{\ddot{x}}_{j})=\; γLPN:{j,j+1}γ^j(γ),ϱ^j(β)limxj,xj+1ξ𝒵γ(𝒙)(xj+1xj)1/4.\displaystyle\sum_{\begin{subarray}{c}\gamma\in\mathrm{LP}_{N}\colon\\ \{j,j+1\}\not\in\gamma\end{subarray}}\mathcal{M}_{\hat{\wp}_{j}(\gamma),\hat{\varrho}_{j}(\beta)}\,\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{Z}_{\gamma}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}}.

Invoking again the relation (4.7) (applied to ϱ^j(β)\hat{\varrho}_{j}(\beta)), we obtain

μ^LPN1ϱ^j(β),μ^𝒵μ^(𝒙¨j)=\displaystyle\sum_{\hat{\mu}\in\mathrm{LP}_{N-1}}\mathcal{M}_{\hat{\varrho}_{j}(\beta),\hat{\mu}}\,\mathcal{Z}_{\hat{\mu}}(\boldsymbol{\ddot{x}}_{j})=\; 1πγLPN:{j,j+1}γ^j(γ),ϱ^j(β)limxj,xj+1ξ𝒵γ(𝒙)(xj+1xj)1/4\displaystyle\frac{1}{\pi}\sum_{\begin{subarray}{c}\gamma\in\mathrm{LP}_{N}\colon\\ \{j,j+1\}\not\in\gamma\end{subarray}}\mathcal{M}_{\hat{\wp}_{j}(\gamma),\hat{\varrho}_{j}(\beta)}\,\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{Z}_{\gamma}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}}
=\displaystyle=\; 1πμ^LPN1γ^j1(μ^)μ^,ϱ^j(β)limxj,xj+1ξ𝒵γ(𝒙)(xj+1xj)1/4.\displaystyle\frac{1}{\pi}\sum_{\hat{\mu}\in\mathrm{LP}_{N-1}}\sum_{\gamma\in\hat{\wp}_{j}^{-1}(\hat{\mu})}\mathcal{M}_{\hat{\mu},\hat{\varrho}_{j}(\beta)}\,\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{Z}_{\gamma}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}}.

Using the bijection ϱ^j(β)=β^β\hat{\varrho}_{j}(\beta)=\hat{\beta}\leftrightarrow\beta and the inverse meander matrix, we obtain (4.10):

𝒵^j(α)(𝒙¨j)=\displaystyle\mathcal{Z}_{\hat{\wp}_{j}(\alpha)}(\boldsymbol{\ddot{x}}_{j})=\; β^LPN1^j(α),β^1μ^LPN1β^,μ^𝒵μ^(𝒙¨j)\displaystyle\sum_{\hat{\beta}\in\mathrm{LP}_{N-1}}\mathcal{M}_{\hat{\wp}_{j}(\alpha),\hat{\beta}}^{-1}\,\sum_{\hat{\mu}\in\mathrm{LP}_{N-1}}\mathcal{M}_{\hat{\beta},\hat{\mu}}\,\mathcal{Z}_{\hat{\mu}}(\boldsymbol{\ddot{x}}_{j})
=\displaystyle=\; 1πβ^LPN1^j(α),β^1μ^LPN1γ^j1(μ^)μ^,β^limxj,xj+1ξ𝒵γ(𝒙)(xj+1xj)1/4\displaystyle\frac{1}{\pi}\sum_{\hat{\beta}\in\mathrm{LP}_{N-1}}\mathcal{M}_{\hat{\wp}_{j}(\alpha),\hat{\beta}}^{-1}\,\sum_{\hat{\mu}\in\mathrm{LP}_{N-1}}\sum_{\gamma\in\hat{\wp}_{j}^{-1}(\hat{\mu})}\mathcal{M}_{\hat{\mu},\hat{\beta}}\,\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{Z}_{\gamma}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}}
=\displaystyle=\; 1πγ^j1(^j(α))limxj,xj+1ξ𝒵γ(𝒙)(xj+1xj)1/4\displaystyle\frac{1}{\pi}\sum_{\gamma\in\hat{\wp}_{j}^{-1}(\hat{\wp}_{j}(\alpha))}\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{Z}_{\gamma}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}}
=\displaystyle=\; 1πlimxj,xj+1ξ𝒵α(𝒙)(xj+1xj)1/4.\displaystyle\frac{1}{\pi}\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{Z}_{\alpha}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}}.

This shows the asserted asymptotics property (4.10). ∎

4.3 Finishing the proofs of Theorems 1.1 and 1.2

  • The function β\mathcal{F}_{\beta} satisfies PDEs (PDE) due to Proposition 2.8, or Corollary 3.7.

  • The function β\mathcal{F}_{\beta} satisfies Möbius covariance (COV) due to Proposition 2.6.

  • Since β\mathcal{F}_{\beta}’s satisfy PDEs (PDE) and Möbius covariance (COV), and 𝒵α\mathcal{Z}_{\alpha} is a linear combination (1.7) of β\mathcal{F}_{\beta}’s, we see that 𝒵α\mathcal{Z}_{\alpha} also satisfies PDEs (PDE) and Möbius covariance (COV).

  • The asymptotics (β\mathcal{F}_{\beta}-ASY1,1) and (β\mathcal{F}_{\beta}-ASY1,3) of β\mathcal{F}_{\beta} are proved in Proposition 2.9.

  • The asymptotics (𝒵α\mathcal{Z}_{\alpha}-ASY1,1) and (𝒵α\mathcal{Z}_{\alpha}-ASY1,3) of 𝒵α\mathcal{Z}_{\alpha} are proved in Lemmas 4.4 and 4.5.

  • We have β>0\mathcal{F}_{\beta}>0 due to Proposition 2.14.

  • The positivity of 𝒵α\mathcal{Z}_{\alpha} follows because 𝒵α=pβαβ\mathcal{Z}_{\alpha}=p^{\alpha}_{\beta}\,\mathcal{F}_{\beta} and pβα,β>0p^{\alpha}_{\beta},\,\mathcal{F}_{\beta}>0 when α,β=1\mathcal{M}_{\alpha,\beta}=1.

It remains to show the linear independence of both collections {β:βLPN}\{\mathcal{F}_{\beta}\colon\beta\in\mathrm{LP}_{N}\} and {𝒵α:αLPN}\{\mathcal{Z}_{\alpha}\colon\alpha\in\mathrm{LP}_{N}\}. We give an argument based on the asymptotic properties (β\mathcal{F}_{\beta}-ASY1,1) and (β\mathcal{F}_{\beta}-ASY1,3) of β\mathcal{F}_{\beta}. For α={{a1,b1},,{aN,bN}}LPN\alpha=\{\{a_{1},b_{1}\},\ldots,\{a_{N},b_{N}\}\}\in\mathrm{LP}_{N} with ar<bra_{r}<b_{r} for 1rN1\leq r\leq N (but not with link endpoints ordered as in (1.1)), we say that the ordering {a1,b1},,{aN,bN}\{a_{1},b_{1}\},\ldots,\{a_{N},b_{N}\} of links is allowable if all links of α\alpha can be removed in the order {a1,b1},,{aN,bN}\{a_{1},b_{1}\},\ldots,\{a_{N},b_{N}\} in such a way that at each step, the link to be removed connects two consecutive indices (cf. [FK15, PW19]). Note that each α\alpha has at least one allowable ordering. For such a choice, the iterated limit

Limα(F)\displaystyle\mathrm{Lim}_{\alpha}(F)
:=\displaystyle:= limxaN,xbNξNlimxa1,xb1ξ1|xbNxaN|1/4|xbN1xaN1|1/4|log(xbN1xaN1)||xb1xa1|1/4|log(xb1xa1)|F(𝒙),\displaystyle\lim_{x_{a_{N}},x_{b_{N}}\to\xi_{N}}\cdots\lim_{x_{a_{1}},x_{b_{1}}\to\xi_{1}}|x_{b_{N}}-x_{a_{N}}|^{-1/4}\frac{|x_{b_{N-1}}-x_{a_{N-1}}|^{-1/4}}{|\log(x_{b_{N-1}}-x_{a_{N-1}})|}\cdots\frac{|x_{b_{1}}-x_{a_{1}}|^{-1/4}}{|\log(x_{b_{1}}-x_{a_{1}})|}\;F(\boldsymbol{x}),

at ξ1<<ξN\xi_{1}<\cdots<\xi_{N}, with 𝒙=(x1,,x2N)\boldsymbol{x}=(x_{1},\ldots,x_{2N}), is well-defined for any function F:𝔛2NF\colon\mathfrak{X}_{2N}\to\mathbb{C} in the span of {β:βLPN}\{\mathcal{F}_{\beta}\colon\beta\in\mathrm{LP}_{N}\} or {𝒵α:αLPN}\{\mathcal{Z}_{\alpha}\colon\alpha\in\mathrm{LP}_{N}\}. Thus, it defines a linear operator on either span. Furthermore, (𝒵α\mathcal{Z}_{\alpha}-ASY1,1𝒵α\mathcal{Z}_{\alpha}-ASY1,3) yield

Limα(𝒵β)={0,if βα,π,if β=α.\displaystyle\mathrm{Lim}_{\alpha}(\mathcal{Z}_{\beta})=\begin{cases}0,&\textnormal{if }\beta\neq\alpha,\\ \pi,&\textnormal{if }\beta=\alpha.\end{cases}

This implies that the collection {𝒵α:αLPN}\{\mathcal{Z}_{\alpha}\colon\alpha\in\mathrm{LP}_{N}\} is linearly independent. As the meander matrix (1.6) is invertible, by definition (1.7) of 𝒵α\mathcal{Z}_{\alpha}, it gives rise to a change of basis between {𝒵α:αLPN}\{\mathcal{Z}_{\alpha}\colon\alpha\in\mathrm{LP}_{N}\} and {β:βLPN}\{\mathcal{F}_{\beta}\colon\beta\in\mathrm{LP}_{N}\}, so the latter collection is linearly independent too. ∎

Appendix A Period matrices for cycles and intervals

We record here a useful identity relating the two matrices (2.122.13). As a warm-up, note that by deforming and decomposing the integration of ω0\omega_{0} along the loop ϑ1[Uncaptioned image]\vartheta^{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-0.pdf}}}}_{1} into the integration along the interval [x1,x2][x_{1},x_{2}] and exp(2π𝔦2)\exp(\frac{2\pi\mathfrak{i}}{2}) times the same negatively oriented interval, we have

ϑ[Uncaptioned image]1ω0=2x1x2ω0.\displaystyle\ointclockwise_{\vartheta^{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-0.pdf}}}}_{1}}\omega_{0}=2\int_{x_{1}}^{x_{2}}\omega_{0}. (A.1)

In general, we have the following upper-triangular transformation.

Lemma A.1.

We have OβPβ=PβO_{\beta}\,P_{\beta}=P_{\beta}^{\circ}, where OβO_{\beta} is an upper-triangular matrix with entries

(Oβ)r,s={0,r>s,2,r=s,4(𝔦)asar,r<s and as<br,0,r<s and as>br,for r,s{1,2,N}.\displaystyle(O_{\beta})_{r,s}=\begin{cases}0,&r>s,\\ 2,&r=s,\\ 4\,(-\mathfrak{i})^{a_{s}-a_{r}},&r<s\textnormal{ and }a_{s}<b_{r},\\ 0,&r<s\textnormal{ and }a_{s}>b_{r},\end{cases}\qquad\textnormal{for }r,s\in\{1,2\ldots,N\}. (A.2)
Proof.

From the decompositions of the integrals of ωs1\omega_{s-1} along ϑβr\vartheta^{\beta}_{r} on the one hand, and along [xar,xbr][x_{a_{r}},x_{b_{r}}] on the other hand, into linear combinations

ϑβrωs1=\displaystyle\ointclockwise_{\vartheta^{\beta}_{r}}\omega_{s-1}=\; 2k=arbr1(𝔦)kar-◠-xkxk+1ωs1,\displaystyle 2\,\sum_{k=a_{r}}^{b_{r}-1}(-\mathfrak{i})^{k-a_{r}}\,\landupint_{x_{k}}^{x_{k+1}}\omega_{s-1}, (A.3)
-◠-xarxbrωs1=\displaystyle\landupint_{x_{a_{r}}}^{x_{b_{r}}}\omega_{s-1}=\; k=arbr1𝔦kar-◠-xkxk+1ωs1,\displaystyle\sum_{k=a_{r}}^{b_{r}-1}\mathfrak{i}^{k-a_{r}}\,\landupint_{x_{k}}^{x_{k+1}}\omega_{s-1}, (A.4)

it is clear that (Oβ)r,s=0(O_{\beta})_{r,s}=0 for all r>sr>s and (Oβ)r,s=0(O_{\beta})_{r,s}=0 for all r<sr<s such that as>bra_{s}>b_{r}. To find the non-zero entries (Oβ)1,s(O_{\beta})_{1,s} with s{1,2,N}s\in\{1,2\ldots,N\}, note that by (A.3A.4),

ϑβ1ωs1=\displaystyle\ointclockwise_{\vartheta^{\beta}_{1}}\omega_{s-1}=\; 2-◠-xa1xb1ωs1+ 4t=2N𝟙{at<b1}(𝔦)ata1-◠-xatxbtωs1\displaystyle 2\,\landupint_{x_{a_{1}}}^{x_{b_{1}}}\omega_{s-1}\;+\;4\sum_{t=2}^{N}\mathbb{1}\{a_{t}<b_{1}\}(-\mathfrak{i})^{a_{t}-a_{1}}\,\landupint_{x_{a_{t}}}^{x_{b_{t}}}\omega_{s-1}
=\displaystyle=\; t=1N(Oβ)1,t-◠-xatxbtωs1,\displaystyle\sum_{t=1}^{N}(O_{\beta})_{1,t}\,\landupint_{x_{a_{t}}}^{x_{b_{t}}}\omega_{s-1}, [as in (A.2)]

where we used the fact that the parity of ata_{t} and btb_{t} is always different. This shows that (Oβ)1,t(O_{\beta})_{1,t} have the claimed form (A.2). The general formula follows inductively. ∎

Appendix B Examples of partition functions β\mathcal{F}_{\beta}

As examples, let us discuss β\mathcal{F}_{\beta} for the special cases of N=1N=1 and N=2N=2.

Lemma B.1.

Take N=1N=1 in (2.19). For [Uncaptioned image]={{1,2}}\vbox{\hbox{\includegraphics[scale={0.3}]{figures/link-0.pdf}}}=\{\{1,2\}\} and x1<x2x_{1}<x_{2}, we have

[Uncaptioned image](x1,x2)=π(x2x1)1/4.\displaystyle\mathcal{F}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-0.pdf}}}}(x_{1},x_{2})=\pi\,(x_{2}-x_{1})^{1/4}.
Proof.

By the branch choice for fβf_{\beta}, setting v=(ux1)/(x2x1)v=(u-x_{1})/(x_{2}-x_{1}), we have

[Uncaptioned image](x1,x2)=\displaystyle\mathcal{F}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-0.pdf}}}}(x_{1},x_{2})=\; (x2x1)1/4x1x2du|ux1|1/2|ux2|1/2\displaystyle(x_{2}-x_{1})^{1/4}\int_{x_{1}}^{x_{2}}\frac{\mathrm{d}u}{|u-x_{1}|^{1/2}|u-x_{2}|^{1/2}}
=\displaystyle=\; (x2x1)1/401dvv(1v)=π(x2x1)1/4,\displaystyle(x_{2}-x_{1})^{1/4}\int_{0}^{1}\frac{\mathrm{d}v}{\sqrt{v(1-v)}}=\pi\,(x_{2}-x_{1})^{1/4},

where \sqrt{\cdot} denotes the principal branch of the square root. ∎

Lemma B.2.

Take N=2N=2 in (2.19). For [Uncaptioned image]={{1,2},{3,4}}\vbox{\hbox{\includegraphics[scale={0.3}]{figures/link-1.pdf}}}=\{\{1,2\},\{3,4\}\} and [Uncaptioned image]={{1,4},{2,3}}\vbox{\hbox{\includegraphics[scale={0.3}]{figures/link-2.pdf}}}=\{\{1,4\},\{2,3\}\}, and x1<x2<x3<x4x_{1}<x_{2}<x_{3}<x_{4}, we have

[Uncaptioned image](x1,x2,x3,x4)=\displaystyle\mathcal{F}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-1.pdf}}}}(x_{1},x_{2},x_{3},x_{4})=\; π2(x4x1)1/4(x3x2)1/4z1/42F1(1/2,1/2,1;z),\displaystyle\pi^{2}\,(x_{4}-x_{1})^{1/4}(x_{3}-x_{2})^{1/4}z^{1/4}\;{}_{2}\mathrm{F}_{1}\big{(}1/2,1/2,1;z\big{)}, (B.1)
[Uncaptioned image](x1,x2,x3,x4)=\displaystyle\mathcal{F}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-2.pdf}}}}(x_{1},x_{2},x_{3},x_{4})=\; π2(x2x1)1/4(x4x3)1/4(1z)1/42F1(1/2,1/2,1;1z),\displaystyle\pi^{2}\,(x_{2}-x_{1})^{1/4}(x_{4}-x_{3})^{1/4}(1-z)^{1/4}\;{}_{2}\mathrm{F}_{1}\big{(}1/2,1/2,1;1-z\big{)}, (B.2)

where 2F1{}_{2}\mathrm{F}_{1} is the hypergeometric function [AS92, Eq. (15.1.1)] and

z=(x2x1)(x4x3)(x3x1)(x4x2).\displaystyle z=\frac{(x_{2}-x_{1})(x_{4}-x_{3})}{(x_{3}-x_{1})(x_{4}-x_{2})}.

Note also that π22F1(1/2,1/2,1;)\frac{\pi}{2}\,{}_{2}\mathrm{F}_{1}\big{(}1/2,1/2,1;\cdot\big{)} is the elliptic integral of the first kind, which is not a surprise given the relation (2.23) of [Uncaptioned image]\mathcal{F}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-1.pdf}}}} and [Uncaptioned image]\mathcal{F}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-2.pdf}}}} to the aa-cycles in Section 2.3.

Proof.

We first show (B.1). Proposition 2.4 gives

[Uncaptioned image](x1,x2,x3,x4)=14[Uncaptioned image](x1,x2,x3,x4)=π2ϑ[Uncaptioned image]1du1f[Uncaptioned image](x1,x2,x3,x4;u1),\displaystyle\mathcal{F}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-1.pdf}}}}(x_{1},x_{2},x_{3},x_{4})=\frac{1}{4}\,\mathcal{F}^{\circ}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-1.pdf}}}}(x_{1},x_{2},x_{3},x_{4})=\frac{\pi}{2}\,\ointclockwise_{\vartheta^{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-1.pdf}}}}_{1}}\mathrm{d}u_{1}\;f^{\circ}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-1.pdf}}}}(x_{1},x_{2},x_{3},x_{4};u_{1}),

where ϑ[Uncaptioned image]1\vartheta^{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-1.pdf}}}}_{1} is the loop surrounding x1x_{1} and x2x_{2}. Using (A.1) and the branch choice of f[Uncaptioned image]f^{\circ}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-1.pdf}}}}, we obtain

[Uncaptioned image](x1,x2,x3,x4)f(0)(x1,x2,x3,x4)=\displaystyle\frac{\mathcal{F}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-1.pdf}}}}(x_{1},x_{2},x_{3},x_{4})}{f^{(0)}(x_{1},x_{2},x_{3},x_{4})}=\; πf(0)(x1,x2,x3,x4)x1x2du1f[Uncaptioned image](x1,x2,x3,x4;u1)\displaystyle\frac{\pi}{f^{(0)}(x_{1},x_{2},x_{3},x_{4})}\int_{x_{1}}^{x_{2}}\mathrm{d}u_{1}\;f^{\circ}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-1.pdf}}}}(x_{1},x_{2},x_{3},x_{4};u_{1})
=\displaystyle=\; πx1x2du|ux1|1/2|ux2|1/2|ux3|1/2|ux4|1/2,\displaystyle\pi\,\int_{x_{1}}^{x_{2}}\frac{\mathrm{d}u}{|u-x_{1}|^{1/2}|u-x_{2}|^{1/2}|u-x_{3}|^{1/2}|u-x_{4}|^{1/2}},

where f(0)f^{(0)} is defined in (2.4). To simplify this, writing xji=xjxix_{ji}=x_{j}-x_{i} and setting w=(ux1x21)(x42x4u)w=\big{(}\frac{u-x_{1}}{x_{21}}\big{)}\big{(}\frac{x_{42}}{x_{4}-u}\big{)}, we have u=x4x41(1+wx21/x42)1u=x_{4}-x_{41}(1+wx_{21}/x_{42})^{-1}, and using also [AS92, Eq. (17.2.6), Eq. (17.3.9)], we obtain

[Uncaptioned image](x1,x2,x3,x4)f(0)(x1,x2,x3,x4)=\displaystyle\frac{\mathcal{F}_{\vbox{\hbox{\includegraphics[scale={0.2}]{figures/link-1.pdf}}}}(x_{1},x_{2},x_{3},x_{4})}{f^{(0)}(x_{1},x_{2},x_{3},x_{4})}= πx311/2x421/201dww(1w)(1zw)\displaystyle\;\frac{\pi}{x_{31}^{1/2}x_{42}^{1/2}}\int_{0}^{1}\frac{\mathrm{d}w}{\sqrt{w(1-w)(1-zw)}}
=\displaystyle= 2πx311/2x421/20π/2dθ1zsin2θ=π2x311/2x421/22F1(1/2,1/2,1;z),\displaystyle\;\frac{2\pi}{x_{31}^{1/2}x_{42}^{1/2}}\int_{0}^{\pi/2}\frac{\mathrm{d}\theta}{\sqrt{1-z\sin^{2}\theta}}=\frac{\pi^{2}}{x_{31}^{1/2}x_{42}^{1/2}}\;{}_{2}\mathrm{F}_{1}\big{(}1/2,1/2,1;z\big{)},

which gives (B.1). The identity (B.2) then follows from (B.1) and Propositions 2.6 and 2.14. ∎

Appendix C Schwarz-Christoffel type conformal mappings

The goal of this appendix is to derive another explicit expression for the observable ϕβ\phi_{\beta} on Ω=\Omega=\mathbb{H}, compared to the one (3.10) found in the proof of Lemma 3.5. For definiteness and without loss of generality (by the full Möbius covariance from Proposition 2.6 and duality for the UST model), we consider the case where {2N1,2N}β\{2N-1,2N\}\in\beta.

Proposition C.1.

On Ω=\Omega=\mathbb{H}, the holomorphic function ϕβ\phi_{\beta} with boundary data (3.1) (cf. Proposition 3.4) has the explicit formula252525Note that (C.1) is the same for any branch choice, since the multiplicative phase factors from the numerator and denominator cancel out.

ϕβ(z)=ϕβ(z;𝒙)=-◠-x1zQ~β(u)du\scaleobj0.75+(u;𝒙)(-◠-x1xb1Q~β(u)du\scaleobj0.75+(u;𝒙))1,z¯,\displaystyle\phi_{\beta}(z)=\phi_{\beta}(z;\boldsymbol{x})=\landupint_{x_{1}}^{z}\frac{\tilde{Q}_{\beta}(u)\,\mathrm{d}u}{\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x})}\bigg{(}\landupint_{x_{1}}^{x_{b_{1}}}\frac{\tilde{Q}_{\beta}(u)\,\mathrm{d}u}{\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x})}\bigg{)}^{-1},\qquad z\in\overline{\mathbb{H}}, (C.1)

where \scaleobj0.75+(u;𝐱)\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x}) is the meromorphic function (2.9) on Σ=Σx1,,x2N\Sigma=\Sigma_{x_{1},\ldots,x_{2N}}, and

Q~β(u)=Q~β(u;𝒙):==1N2(uμ)=uN2+s=0N3ν~sus\displaystyle\tilde{Q}_{\beta}(u)=\tilde{Q}_{\beta}(u;\boldsymbol{x}):=\prod_{\ell=1}^{N-2}(u-\mu_{\ell})=u^{N-2}+\sum_{s=0}^{N-3}\tilde{\nu}_{s}\,u^{s}

is a monic polynomial with roots μ1,,μN2\mu_{1},\ldots,\mu_{N-2}\in\mathbb{R} and coefficients ν~0,,ν~N3\tilde{\nu}_{0},\ldots,\tilde{\nu}_{N-3}\in\mathbb{R} determined as the unique solution 𝛎~=(ν~0,ν~1,,ν~N3,1)N1\boldsymbol{\tilde{\nu}}=(\tilde{\nu}_{0},\tilde{\nu}_{1},\ldots,\tilde{\nu}_{N-3},1)\in\mathbb{R}^{N-1} to the linear system

Mβ𝝂~t=(0,0,,0)t,whereMβ:=(-◠-xar+1xbr+1ωs1)r{1,2,,N2}s{1,2,,N1}\displaystyle M_{\beta}\boldsymbol{\tilde{\nu}}^{t}=(0,0,\ldots,0)^{t},\qquad\textnormal{where}\qquad M_{\beta}:=\Big{(}\landupint_{x_{a_{r+1}}}^{x_{b_{r+1}}}\omega_{s-1}\Big{)}_{\begin{subarray}{c}r\in\{1,2,\ldots,N-2\}\\ s\in\{1,2,\ldots,N-1\}\end{subarray}} (C.2)

is a line integral counterpart of a matrix involving aa-periods of holomorphic one-forms (2.10). Here, Mβ:=(A^β)N1,M_{\beta}:=(\hat{A}_{\beta})_{N-1,\emptyset} is the submatrix of AβA_{\beta} obtained by removing the last row.

Note that ϕβ\phi_{\beta} is a Schwarz-Christoffel map [Ahl78, Chapter 6, Section 2.2], conformal from \mathbb{H} onto a slit rectangle. The accessory parameters μ1,,μN2\mu_{1},\ldots,\mu_{N-2}\in\mathbb{R} are those points xar+1<μr<xbr+1x_{a_{r+1}}<\mu_{r}<x_{b_{r+1}} on the real line which are mapped to the tips of the slits in the image of ϕβ\phi_{\beta}. See Figure 1.2 for an illustration.

Proof.

Let Rβ:=(A^β)N1,N1R_{\beta}:=(\hat{A}_{\beta})_{N-1,N-1} be the principal submatrix of AβA_{\beta} obtained by removing the last row and the last column. Expanding detAβ\det A_{\beta} according to the cofactors along the last row, we have

detAβ=\displaystyle\det A_{\beta}=\; s=1N1(1)N1+s(det(A^β)N1,s)-◠-x2N1x2Nωs1,\displaystyle\sum_{s=1}^{N-1}(-1)^{N-1+s}\,(\det(\hat{A}_{\beta})_{N-1,s})\,\landupint_{x_{2N-1}}^{x_{2N}}\omega_{s-1},

where det(A^β)N1,s\det(\hat{A}_{\beta})_{N-1,s} is the minor obtained from AβA_{\beta} by removing the last row and ss:th column. Thus, we see that

detAβ=(-◠-x2N1x2NQ~β(u)du\scaleobj0.75+(u;𝒙))×detRβ,\displaystyle\det A_{\beta}=\left(\landupint_{x_{2N-1}}^{x_{2N}}\frac{\tilde{Q}_{\beta}(u)\,\mathrm{d}u}{\aleph_{\scaleobj{0.75}{+}}(u;\boldsymbol{x})}\right)\times\det R_{\beta},

which implies by Lemma 2.1 that RβR_{\beta} is invertible and the linear system (C.2) has a unique solution. It remains to note by (C.2) that the function (C.1) satisfies the boundary data (3.1) from Proposition 3.4, which determines ϕβ\phi_{\beta} uniquely. ∎

Appendix D Identifying Peano curves with given connectivity

The main purpose of this appendix is to verify the following property, needed in the proof of Theorem 1.4 in Section 4.1. We shall use the notations from Section 4.

Proposition D.1.

For all α,β,γLPN\alpha,\beta,\gamma\in\mathrm{LP}_{N} such that α,β=α,γ=1\mathcal{M}_{\alpha,\beta}=\mathcal{M}_{\alpha,\gamma}=1, we have

𝒵α=pαββ=pαγγ.\displaystyle\mathcal{Z}_{\alpha}=p^{\alpha}_{\beta}\;\mathcal{F}_{\beta}=p^{\alpha}_{\gamma}\;\mathcal{F}_{\gamma}.

This quantity also describes the conditional laws of the scaling limit curves for each connectivity αLPN\alpha\in\mathrm{LP}_{N} (in the spirit of Doob’s transform), as stated in the following result. As in the proof of Theorem 1.3, we will fix a sequence of conformal maps φδ:Ωδ,\varphi_{\delta}\colon\Omega^{\delta,\diamond}\to\mathbb{H} and φ:Ω\varphi\colon\Omega\to\mathbb{H} such that φ(x1)<<φ(x2N)\varphi(x_{1})<\cdots<\varphi(x_{2N}) and, as δ0\delta\to 0, the maps φδ1\varphi_{\delta}^{-1} converge to φ1\varphi^{-1} locally uniformly on \mathbb{H}, and φδ(xjδ,)φ(xj)\smash{\varphi_{\delta}(x_{j}^{\delta,\diamond})\to\varphi(x_{j})} for all 1j2N1\leq j\leq 2N. We consider the Peano curve ηiδ\eta_{i}^{\delta} started from xiδ,\smash{x_{i}^{\delta,\diamond}} in the scaling limit.

Proposition D.2.

Assume the same setup as in Theorems 1.3 and 1.4. Fix α,βLPN\alpha,\beta\in\mathrm{LP}_{N} such that α,β=1\mathcal{M}_{\alpha,\beta}=1. The conditional law of ηiδ\eta_{i}^{\delta} given {ϑUSTδ=α}\{\vartheta_{\mathrm{UST}}^{\delta}=\alpha\} converges weakly to the image under φ1\varphi^{-1} of the Loewner chain with driving function solving the following SDEs, up to the first time when φ(xi1)\varphi(x_{i-1}) or φ(xi+1)\varphi(x_{i+1}) is swallowed:

{dWt=8dBt+8(ilog(pαββ))(Vt1,,Vti1,Wt,Vti+1,,Vt2N)dt,dVtj=2dtVtjWt,W0=φ(xi),V0j=φ(xj),j{1,,i1,i+1,,2N}.\displaystyle\begin{cases}\mathrm{d}W_{t}=\sqrt{8}\,\mathrm{d}B_{t}+8\,(\partial_{i}\log(p^{\alpha}_{\beta}\;\mathcal{F}_{\beta}))(V_{t}^{1},\ldots,V_{t}^{i-1},W_{t},V_{t}^{i+1},\ldots,V_{t}^{2N})\,\mathrm{d}t,\\ \mathrm{d}V_{t}^{j}=\frac{2\,\mathrm{d}t}{V_{t}^{j}-W_{t}},\\ W_{0}=\varphi(x_{i}),\\ V_{0}^{j}=\varphi(x_{j}),\quad j\in\{1,\ldots,i-1,i+1,\ldots,2N\}.\end{cases}

In particular, combining Propositions D.1 & D.2, we see that the marginal law in the latter is given by the Loewner chain associated to the pure partition function 𝒵α\mathcal{Z}_{\alpha}.

We prove Proposition D.2 in Section D.1 and Proposition D.1 in Section D.3.

D.1 Marginal law — proof of Proposition D.2

When α,β=1\mathcal{M}_{\alpha,\beta}=1, we denote by

β(ηiδ|ϑUSTδ=α)\displaystyle\mathcal{L}_{\beta}(\eta_{i}^{\delta}\,|\,\vartheta_{\mathrm{UST}}^{\delta}=\alpha)

the conditional law of ηiδ\eta_{i}^{\delta} given the event that the planar link pattern ϑUSTδ\vartheta_{\mathrm{UST}}^{\delta} induced by the Peano curves equals α\alpha.

Lemma D.3.

The following properties hold for the conditional law β(ηδi|ϑUSTδ=α)\mathcal{L}_{\beta}(\eta^{\delta}_{i}\,|\,\vartheta_{\mathrm{UST}}^{\delta}=\alpha).

  1. 1.

    The family {β(ηδi|ϑUSTδ=α)}δ>0\{\mathcal{L}_{\beta}(\eta^{\delta}_{i}\,|\,\vartheta_{\mathrm{UST}}^{\delta}=\alpha)\}_{\delta>0} of laws is precompact in the curve space (1.9).

  2. 2.

    The law β(ηiδ|ϑUSTδ=α)\mathcal{L}_{\beta}(\eta_{i}^{\delta}\,|\,\vartheta_{\mathrm{UST}}^{\delta}=\alpha) does not depend on the choice of the b.c. β\beta.

Proof.

Property 1 is a consequence of Lemma 3.1 and (4.3). For Property 2, recall that each grove induces NN Peano curves whose endpoints form a planar link pattern, and note that the conditional law of the grove Peano curve started from xiδ,x_{i}^{\delta,\diamond} given the event {ϑGRVδ=π(α)}\{\vartheta_{\mathrm{GRV}}^{\delta}=\pi(\alpha)\} is the same as β(ηiδ|ϑUSTδ=α)\mathcal{L}_{\beta}(\eta_{i}^{\delta}\,|\,\vartheta_{\mathrm{UST}}^{\delta}=\alpha). The former is independent of β\beta, as claimed. ∎

Next, we focus on the Peano curve η1δ\eta_{1}^{\delta} started from x1δ,x_{1}^{\delta,\diamond} and study its scaling limit (i=1i=1). In the continuum, we can relate the setup on Ω\Omega to the setup on \mathbb{H} via conformal invariance. In =φ(Ω)\mathbb{H}=\varphi(\Omega), we denote pβα(;)=pβα()p_{\beta}^{\alpha}(\mathbb{H};\cdot)=p_{\beta}^{\alpha}(\cdot). From Theorem 1.3, we already know that the scaling limit of the Peano curve η1δ\eta_{1}^{\delta} is given by φ1(η~1)\varphi^{-1}(\tilde{\eta}_{1}), where η~1\tilde{\eta}_{1} is the Loewner chain associated to the partition function β\mathcal{F}_{\beta} started from φ(x1)\varphi(x_{1}), i.e., the driving function of η~1\tilde{\eta}_{1} is the solution to the following system of SDEs:

{dWt=8dBt+8(1logβ)(Wt,Vt2,,Vt2N)dt,dVtj=2dtVtjWt,W0=φ(x1),V0j=φ(xj),j{2,,2N}.\displaystyle\begin{cases}\mathrm{d}W_{t}=\sqrt{8}\,\mathrm{d}B_{t}+8\,(\partial_{1}\log\mathcal{F}_{\beta})(W_{t},V_{t}^{2},\ldots,V_{t}^{2N})\,\mathrm{d}t,\\ \mathrm{d}V_{t}^{j}=\frac{2\,\mathrm{d}t}{V_{t}^{j}-W_{t}},\\ W_{0}=\varphi(x_{1}),\\ V_{0}^{j}=\varphi(x_{j}),\quad j\in\{2,\ldots,2N\}.\end{cases} (D.1)

Let T=Tφ(x2)T=T_{\varphi(x_{2})} be the first time when φ(x2)\varphi(x_{2}) is swallowed.

Lemma D.4.

Assume the same setup as in Theorems 1.3 and 1.4. Fix α,βLPN\alpha,\beta\in\mathrm{LP}_{N} such that α,β=1\mathcal{M}_{\alpha,\beta}=1. The following process is a positive martingale with respect to the filtration generated by η~1\tilde{\eta}_{1}:

Mt:=pβα(Wt,Vt2,,Vt2N),t<T.\displaystyle M_{t}:=p_{\beta}^{\alpha}(W_{t},V_{t}^{2},\ldots,V_{t}^{2N}),\qquad t<T. (D.2)

Moreover, the law β(φδ(η1δ)|ϑUSTδ=α)\mathcal{L}_{\beta}(\varphi_{\delta}(\eta_{1}^{\delta})\,|\,\vartheta_{\mathrm{UST}}^{\delta}=\alpha) converges weakly to the law of η~1\tilde{\eta}_{1} weighted by MtM_{t}. In particular, it converges weakly to the Loewner chain associated to pβαβp_{\beta}^{\alpha}\,\mathcal{F}_{\beta} started from φ(x1)\varphi(x_{1}) up to time TT.

The proof follows a routine argument, which we outline below.

Proof.

Let τδ\tau^{\delta} be the first time when η1δ\eta_{1}^{\delta} hits (x2δ,x2Nδ,)(x_{2}^{\delta,\diamond}\,x_{2N}^{\delta,\diamond}). For every t<τδt<\tau^{\delta}, define Ωδ,(t)\smash{\Omega^{\delta,\diamond}(t)} to be the component of Ωδ,η1δ[0,t]\smash{\Omega^{\delta,\diamond}\setminus\eta_{1}^{\delta}[0,t]} with x2δ,\smash{x_{2}^{\delta,\diamond}} and x2Nδ,\smash{x_{2N}^{\delta,\diamond}} on its boundary. Define also Ωδ(t)\Omega^{\delta}(t) to be the primal graph associated to Ωδ,(t)\Omega^{\delta,\diamond}(t) and define x1δ(t)x_{1}^{\delta}(t) to be the primal vertex of Ωδ(t)\Omega^{\delta}(t) nearest to η1δ(t)\eta_{1}^{\delta}(t). Thanks to the domain Markov property of our model, the conditional crossing probability associated to the interface η1δ\eta_{1}^{\delta} gives a tautological martingale (with respect to the filtration generated by η1δ\eta_{1}^{\delta}):

Mtδ:=\displaystyle M_{t}^{\delta}:=\; βδ(Ωδ(t);x1δ(t),x2δ,,x2Nδ)[ϑUSTδ=α]\displaystyle\mathbb{P}_{\beta}^{\delta}(\Omega^{\delta}(t);x_{1}^{\delta}(t),x_{2}^{\delta},\ldots,x_{2N}^{\delta})[\vartheta_{\mathrm{UST}}^{\delta}=\alpha]
=\displaystyle=\; βδ(Ωδ;x1δ,x2δ,,x2Nδ)[ϑUSTδ=α|η1δ[0,t]],t<τδ,\displaystyle\mathbb{P}_{\beta}^{\delta}(\Omega^{\delta};x_{1}^{\delta},x_{2}^{\delta},\ldots,x_{2N}^{\delta})[\vartheta_{\mathrm{UST}}^{\delta}=\alpha\,|\,\eta_{1}^{\delta}[0,t]],\quad t<\tau^{\delta},

where we denote262626We also denote by 𝔼βδ=𝔼βδ(Ωδ;x1δ,,x2Nδ)\mathbb{E}_{\beta}^{\delta}=\mathbb{E}_{\beta}^{\delta}(\Omega^{\delta};x_{1}^{\delta},\ldots,x_{2N}^{\delta}) the corresponding expectation. by βδ=βδ(Ωδ;x1δ,,x2Nδ)\mathbb{P}_{\beta}^{\delta}=\mathbb{P}_{\beta}^{\delta}(\Omega^{\delta};x_{1}^{\delta},\ldots,x_{2N}^{\delta}) the law of the UST on the primal polygon (Ωδ;x1δ,,x2Nδ)(\Omega^{\delta};x_{1}^{\delta},\ldots,x_{2N}^{\delta}) with b.c. βLPN\beta\in\mathrm{LP}_{N}. We define the stopping times

τϵδ:=inf{t0:min2j2N|η1δ(t)xjδ,|=ϵ},ϵ>0,\displaystyle\tau_{\epsilon}^{\delta}:=\inf\Big{\{}t\geq 0\colon\min_{2\leq j\leq 2N}|\eta_{1}^{\delta}(t)-x_{j}^{\delta,\diamond}|=\epsilon\Big{\}},\qquad\epsilon>0,

and we similarly define the stopping times τϵ\tau_{\epsilon} for φ1(η~1)\varphi^{-1}(\tilde{\eta}_{1}). We may assume that τϵδτϵ\tau_{\epsilon}^{\delta}\to\tau_{\epsilon} almost surely, by considering continuous modifications (see more details in [Kar19, Appendix B]). Now, we find

𝔼δβ[f(φδ(η1δ[0,tτϵδ]))𝟙{ϑUSTδ=α}]=\displaystyle\mathbb{E}^{\delta}_{\beta}\Big{[}f\big{(}\varphi_{\delta}(\eta_{1}^{\delta}[0,t\wedge\tau_{\epsilon}^{\delta}])\big{)}\,\mathbb{1}\{\vartheta_{\mathrm{UST}}^{\delta}=\alpha\}\Big{]}\;= 𝔼βδ[f(φδ(η1δ[0,tτδϵ]))Mtτϵδδ]\displaystyle\;\;\mathbb{E}_{\beta}^{\delta}\Big{[}f\big{(}\varphi_{\delta}(\eta_{1}^{\delta}[0,t\wedge\tau^{\delta}_{\epsilon}])\big{)}\,M_{t\wedge\tau_{\epsilon}^{\delta}}^{\delta}\Big{]} (D.3)

for any bounded continuous function ff. Let us consider the two sides of (D.3) separately.

  • LHS of (D.3): By the precompactness from Item 1 of Lemma D.3, we find a subsequential limit β(η1δn|ϑUSTδn=α)\mathcal{L}_{\beta}(\eta_{1}^{\delta_{n}}\,|\,\vartheta_{\mathrm{UST}}^{\delta_{n}}=\alpha) converging weakly to the law of some γ1\gamma_{1} as δn0\delta_{n}\to 0. Combining this with (4.34.4) from Proposition 4.1, we obtain

    𝔼δnβ[f(φδn(η1δn[0,tτϵδn]))𝟙{ϑUSTδn=α}]δn0\displaystyle\mathbb{E}^{\delta_{n}}_{\beta}\big{[}f\big{(}\varphi_{\delta_{n}}(\eta_{1}^{\delta_{n}}[0,t\wedge\tau_{\epsilon}^{\delta_{n}}])\big{)}\,\mathbb{1}\{\vartheta_{\mathrm{UST}}^{\delta_{n}}=\alpha\}\big{]}\;\overset{\delta_{n}\to 0}{\longrightarrow}\; 𝔼[f(φ(γ1[0,tτϵ]))]pβα(Ω;x1,,x2N)\displaystyle\;\mathbb{E}\big{[}f\big{(}\varphi(\gamma_{1}[0,t\wedge\tau_{\epsilon}])\big{)}\big{]}\;p_{\beta}^{\alpha}(\Omega;x_{1},\ldots,x_{2N})
    =\displaystyle= 𝔼[f(φ(γ1[0,tτϵ]))]M0.\displaystyle\;\mathbb{E}\big{[}f\big{(}\varphi(\gamma_{1}[0,t\wedge\tau_{\epsilon}])\big{)}\big{]}\;M_{0}.
  • RHS of (D.3): As φδ(η1δ)\varphi_{\delta}(\eta_{1}^{\delta}) converges weakly to η~1\tilde{\eta}_{1} by Theorem 1.3, it follows that the discrete polygon (Ωδ(tτϵδ);x1δ(tτϵ),x2δ,,x2Nδ)(\Omega^{\delta}(t\wedge\tau_{\epsilon}^{\delta});x_{1}^{\delta}(t\wedge\tau_{\epsilon}),x_{2}^{\delta},\ldots,x_{2N}^{\delta}) is convergent in the Carathéodory sense (see [HLW24, Proof of Theorem 4.2]). Combining with (4.34.4) from Proposition 4.1, we find

    𝔼βδ[f(φδ(η1δ[0,tτδϵ]))Mtτϵδδ]δ0\displaystyle\mathbb{E}_{\beta}^{\delta}\big{[}f\big{(}\varphi_{\delta}(\eta_{1}^{\delta}[0,t\wedge\tau^{\delta}_{\epsilon}])\big{)}\,M_{t\wedge\tau_{\epsilon}^{\delta}}^{\delta}\big{]}\;\overset{\delta\to 0}{\longrightarrow}\; 𝔼[f(η~1[0,tτϵ])pβα(Wtτϵ,Vtτϵ2,,Vtτϵ2N)]\displaystyle\;\mathbb{E}\big{[}f\big{(}\tilde{\eta}_{1}[0,t\wedge\tau_{\epsilon}]\big{)}\,p_{\beta}^{\alpha}(W_{t\wedge\tau_{\epsilon}},V_{t\wedge\tau_{\epsilon}}^{2},\ldots,V_{t\wedge\tau_{\epsilon}}^{2N})\big{]}
    =\displaystyle= 𝔼[f(η~1[0,tτϵ])Mtτϵ].\displaystyle\;\mathbb{E}\big{[}f\big{(}\tilde{\eta}_{1}[0,t\wedge\tau_{\epsilon}]\big{)}\,M_{t\wedge\tau_{\epsilon}}\big{]}.

In conclusion, for any ϵ>0\epsilon>0, we have

𝔼[f(φ(γ1[0,tτϵ]))]=𝔼[f(η~1[0,tτϵ])MtτϵM0]\displaystyle\mathbb{E}\big{[}f\big{(}\varphi(\gamma_{1}[0,t\wedge\tau_{\epsilon}])\big{)}\big{]}=\mathbb{E}\Big{[}f\big{(}\tilde{\eta}_{1}[0,t\wedge\tau_{\epsilon}]\big{)}\,\frac{M_{t\wedge\tau_{\epsilon}}}{M_{0}}\Big{]}
ϵ0\displaystyle\quad\overset{\epsilon\to 0}{\Longrightarrow}\quad\; 𝔼[f(φ(γ1[0,tT]))]=𝔼[f(η~1[0,tT])MtTM0],wherelimϵ0τϵT.\displaystyle\mathbb{E}\big{[}f\big{(}\varphi(\gamma_{1}[0,t\wedge T])\big{)}\big{]}=\mathbb{E}\Big{[}f\big{(}\tilde{\eta}_{1}[0,t\wedge T]\big{)}\,\frac{M_{t\wedge T}}{M_{0}}\Big{]},\quad\textnormal{where}\quad\underset{\epsilon\to 0}{\lim}\,\tau_{\epsilon}\,\geq T.

Indeed, a similar argument272727Here, it is important that the limit of η1δ\eta_{1}^{\delta} does not hit any points in {x2,,x2N}\{x_{2},\ldots,x_{2N}\} except at its endpoint (Lemma 3.1). as in [HLW24, Proof of Theorem 4.2] shows that τϵ\tau_{\epsilon} converge almost surely to a time at least TT. By the Radon-Nikodym theorem, this implies that up to time TT, the process MtM_{t} defined in (D.2) is a martingale for η~1\tilde{\eta}_{1}, and the limit of β(φδ(η1δ)|ϑUSTδ=α)\mathcal{L}_{\beta}(\varphi_{\delta}(\eta_{1}^{\delta})\,|\,\vartheta_{\mathrm{UST}}^{\delta}=\alpha) is the same as η~1\tilde{\eta}_{1} weighted by MtM_{t}. Furthermore, as the driving function of η~1\tilde{\eta}_{1} satisfies (D.1), Girsanov’s theorem yields

dBt=dGt+8(1logpβα)(Wt,Vt2,,Vt2N)dt,\displaystyle\mathrm{d}B_{t}=\mathrm{d}G_{t}+\sqrt{8}\,\big{(}\partial_{1}\log p_{\beta}^{\alpha}\big{)}(W_{t},V_{t}^{2},\ldots,V_{t}^{2N})\mathrm{d}t,

where GtG_{t} is a Brownian motion under the law of γ1\gamma_{1}. Combining this with (D.1), we see that φ(γ1)\varphi(\gamma_{1}) has the same law as the Loewner chain associated to pαββp^{\alpha}_{\beta}\,\mathcal{F}_{\beta}. ∎

D.2 Asymptotics of crossing probabilities

In the proof of Proposition D.1, we will need the following asymptotics property of the limit crossing probabilities.

Lemma D.5.

Fix N2N\geq 2 and a polygon (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) whose boundary is a C1C^{1}-Jordan curve. Fix j{1,2,,2N1}j\in\{1,2,\ldots,2N-1\} and suppose {j,j+1}α\{j,j+1\}\in\alpha and α,β=1\mathcal{M}_{\alpha,\beta}=1. Then, the function pαβp^{\alpha}_{\beta} defined in Proposition 4.1 has the following asymptotics: for all j{1,2,,2N}j\in\{1,2,\ldots,2N\} and ξ(xjxj+1)\xi\in(x_{j}\,x_{j+1}), we have

limxj,xj+1ξpαβ(Ω;𝒙)=\displaystyle\lim_{x_{j},x_{j+1}\to\xi}\;p^{\alpha}_{\beta}(\Omega;\boldsymbol{x})=\; pϱ^j(α)^j(β)(Ω;𝒙¨j),\displaystyle p^{\hat{\varrho}_{j}(\alpha)}_{\hat{\wp}_{j}(\beta)}(\Omega;\boldsymbol{\ddot{x}}_{j}), (D.4)

where 𝐱=(x1,,x2N)\boldsymbol{x}=(x_{1},\ldots,x_{2N}) and 𝐱¨j=(x1,,xj1,xj+2,,x2N)\boldsymbol{\ddot{x}}_{j}=(x_{1},\ldots,x_{j-1},x_{j+2},\ldots,x_{2N}).

Proof.

To facilitate notation, we take j=2N1j=2N-1 without loss of generality. So we assume {2N1,2N}α\{2N-1,2N\}\in\alpha and write 𝒙¨=(x1,,x2N2)\ddot{\boldsymbol{x}}=(x_{1},\ldots,x_{2N-2}). To prove (D.4), we approximate (Ω;x1,,x2N)(\Omega;x_{1},\ldots,x_{2N}) by discrete polygons in the same setup as in Theorem 1.3, i.e., in the sense of (1.10). Note that at this point, the results of Theorem 1.3 and Proposition 4.1 are already at our disposal. In particular, (4.3) immediately gives

limδ0βδ[ϑUSTδ=α]=pαβ(Ω;𝒙).\displaystyle\lim_{\delta\to 0}\mathbb{P}_{\beta}^{\delta}[\vartheta_{\mathrm{UST}}^{\delta}=\alpha]=p^{\alpha}_{\beta}(\Omega;\boldsymbol{x}).

To prove (D.4), we shall consider the double-limit of βδ[ϑUSTδ=α]\mathbb{P}_{\beta}^{\delta}[\vartheta_{\mathrm{UST}}^{\delta}=\alpha] as δ0\delta\to 0 and x2N1,x2Nξx_{2N-1},x_{2N}\to\xi.

Let ηδN\eta^{\delta}_{N} denote the Peano curve starting from x2N1δ,x_{2N-1}^{\delta,\diamond}. Pick ϵ>0\epsilon>0 much larger than the diameter of the arc (x2N1x2N)(x_{2N-1}x_{2N}) but much smaller than the distance between (x2N1x2N)(x_{2N-1}\,x_{2N}) and (x1x2N2)(x_{1}\,x_{2N-2}). With ϵ\epsilon fixed, write

βδ[ϑUSTδ=α]=\displaystyle\mathbb{P}_{\beta}^{\delta}[\vartheta_{\mathrm{UST}}^{\delta}=\alpha]=\; βδ[ϑUSTδ=α,ηδNB(ξ,ϵ)]+βδ[ϑUSTδ=α,ηδNB(ξ,ϵ)].\displaystyle\mathbb{P}_{\beta}^{\delta}\big{[}\vartheta_{\mathrm{UST}}^{\delta}=\alpha,\;\eta^{\delta}_{N}\not\subset B(\xi,\epsilon)\big{]}\,+\,\mathbb{P}_{\beta}^{\delta}\big{[}\vartheta_{\mathrm{UST}}^{\delta}=\alpha,\;\eta^{\delta}_{N}\subset B(\xi,\epsilon)\big{]}. (D.5)

We consider the two terms on the right-hand side separately.

  • First term on RHS of (D.5): A sample of the UST can be generated using loop-erased random walks (LERW) via Wilson’s algorithm [Wil96] (see also [Sch00, Section 2]). Note that, on the event {ϑUSTδ=α}\{\vartheta_{\mathrm{UST}}^{\delta}=\alpha\}, if ηδNB(ξ,ϵ)\eta^{\delta}_{N}\not\subset B(\xi,\epsilon), then the LERW branch in the dual tree connecting the arcs (x2N2δ,x2N1δ,)(x_{2N-2}^{\delta,*}\,x_{2N-1}^{\delta,*}) and (x2Nδ,x1δ,)(x_{2N}^{\delta,*}\,x_{1}^{\delta,*}) goes outside of B(ξ,ϵ)B(\xi,\epsilon). Thus, it follows from the Beurling estimate for simple random walk (see, e.g., [Sch00, Lemma 2.1]) that

    βδ[ϑUSTδ=α,ηNδB(ξ,ϵ)]C0(diam(x2N1x2N)ϵ)C1,for δ>0 small enough,\displaystyle\mathbb{P}_{\beta}^{\delta}\big{[}\vartheta_{\mathrm{UST}}^{\delta}=\alpha,\;\eta_{N}^{\delta}\not\subset B(\xi,\epsilon)\big{]}\leq C_{0}\,\Big{(}\frac{\mathrm{diam}(x_{2N-1}\,x_{2N})}{\epsilon}\Big{)}^{C_{1}},\quad\textnormal{for $\delta>0$ small enough},

    where C0,C1>0C_{0},C_{1}>0 are universal constants and the right-hand side is uniform in δ\delta.

  • Second term on RHS of (D.5): By our choice of ϵ\epsilon, we have

    βδ[ϑUSTδ=α,ηδNB(ξ,ϵ)]=\displaystyle\mathbb{P}_{\beta}^{\delta}\big{[}\vartheta_{\mathrm{UST}}^{\delta}=\alpha,\;\eta^{\delta}_{N}\subset B(\xi,\epsilon)\big{]}=\; 𝔼βδ[𝟙{ηδNB(ξ,ϵ)}βδ[ϑUSTδ=α|ηδN]].\displaystyle\mathbb{E}_{\beta}^{\delta}\Big{[}\mathbb{1}\{\eta^{\delta}_{N}\subset B(\xi,\epsilon)\}\,\mathbb{P}_{\beta}^{\delta}\big{[}\vartheta_{\mathrm{UST}}^{\delta}=\alpha\,|\,\eta^{\delta}_{N}\big{]}\Big{]}.

    By precompactness (Lemma 3.1), ηδN\eta^{\delta}_{N} has a subsequential weak scaling limit η\eta, and we may couple the convergent subsequence so that it converges almost surely. Note that the connected component of ΩδηNδ\Omega^{\delta}\setminus\eta_{N}^{\delta} with x1δ,,x2N2δx_{1}^{\delta},\ldots,x_{2N-2}^{\delta} on its boundary converges in the Carathéodory sense to the connected component of Ωη\Omega\setminus\eta with x1,,x2N2x_{1},\ldots,x_{2N-2} on its boundary (by a standard argument, see, e.g. [GW20]). Therefore, Proposition 4.1 shows that, almost surely,

    limδ0βδ[ϑUSTδ=α|ηδN]=pϱ^2N1(α)^2N1(β)(Ωη;𝒙¨)=pϱ^2N1(α)^2N1(β)(Ω;ψη(𝒙¨)),\displaystyle\lim_{\delta\to 0}\mathbb{P}_{\beta}^{\delta}\big{[}\vartheta_{\mathrm{UST}}^{\delta}=\alpha\,|\,\eta^{\delta}_{N}\big{]}=p^{\hat{\varrho}_{2N-1}(\alpha)}_{\hat{\wp}_{2N-1}(\beta)}(\Omega\setminus\eta;\ddot{\boldsymbol{x}})=p^{\hat{\varrho}_{2N-1}(\alpha)}_{\hat{\wp}_{2N-1}(\beta)}(\Omega;\psi_{\eta}(\ddot{\boldsymbol{x}})),

    where ψη\psi_{\eta} is the conformal map from the connected component of Ωη\Omega\setminus\eta with x1,,x2N2x_{1},\ldots,x_{2N-2} on its boundary onto Ω\Omega fixing x1,x2x_{1},x_{2} and x2N2x_{2N-2}, and we write ψη(𝒙¨)=(ψη(x1),,ψη(x2N2))\psi_{\eta}(\ddot{\boldsymbol{x}})=(\psi_{\eta}(x_{1}),\ldots,\psi_{\eta}(x_{2N-2})). In conclusion, as δ0\delta\to 0 we obtain the following bounds for the second term on the RHS of (D.5):

    𝔼[𝟙{ηB(ξ,ϵ)}pϱ^2N1(α)^2N1(β)(Ω;ψη(𝒙¨))]\displaystyle\mathbb{E}\Big{[}\mathbb{1}\{\eta\subset B(\xi,\epsilon)\}\,p^{\hat{\varrho}_{2N-1}(\alpha)}_{\hat{\wp}_{2N-1}(\beta)}(\Omega;\psi_{\eta}(\ddot{\boldsymbol{x}}))\Big{]}\leq\; lim infδ0βδ[ϑUSTδ=α,ηδNB(ξ,ϵ)]\displaystyle\liminf_{\delta\to 0}\mathbb{P}_{\beta}^{\delta}\big{[}\vartheta_{\mathrm{UST}}^{\delta}=\alpha,\;\eta^{\delta}_{N}\subset B(\xi,\epsilon)\big{]}
    \displaystyle\leq\; lim supδ0βδ[ϑUSTδ=α,ηδNB(ξ,ϵ)]\displaystyle\limsup_{\delta\to 0}\mathbb{P}_{\beta}^{\delta}\big{[}\vartheta_{\mathrm{UST}}^{\delta}=\alpha,\;\eta^{\delta}_{N}\subset B(\xi,\epsilon)\big{]}
    \displaystyle\leq\; 𝔼[𝟙{ηB(ξ,ϵ)¯}pϱ^2N1(α)^2N1(β)(Ω;ψη(𝒙¨))].\displaystyle\mathbb{E}\Big{[}\mathbb{1}\{\eta\subset\overline{B(\xi,\epsilon)}\}\,p^{\hat{\varrho}_{2N-1}(\alpha)}_{\hat{\wp}_{2N-1}(\beta)}(\Omega;\psi_{\eta}(\ddot{\boldsymbol{x}}))\Big{]}.

Collecting these estimates and taking “lim infδ0\underset{\delta\to 0}{\liminf}”, resp. “lim supδ0\underset{\delta\to 0}{\limsup}”, we obtain

pαβ(Ω;𝒙)\displaystyle p^{\alpha}_{\beta}(\Omega;\boldsymbol{x})\geq\; 𝔼[𝟙{ηB(ξ,ϵ)}pϱ^2N1(α)^2N1(β)(Ω;ψη(𝒙¨))],\displaystyle\mathbb{E}\Big{[}\mathbb{1}\{\eta\subset B(\xi,\epsilon)\}\,p^{\hat{\varrho}_{2N-1}(\alpha)}_{\hat{\wp}_{2N-1}(\beta)}(\Omega;\psi_{\eta}(\ddot{\boldsymbol{x}}))\Big{]},
pαβ(Ω;𝒙)\displaystyle p^{\alpha}_{\beta}(\Omega;\boldsymbol{x})\leq\; 𝔼[𝟙{ηB(ξ,ϵ)¯}pϱ^2N1(α)^2N1(β)(Ω;ψη(𝒙¨))]+C0(diam(x2N1x2N)ϵ)C1.\displaystyle\mathbb{E}\Big{[}\mathbb{1}\{\eta\subset\overline{B(\xi,\epsilon)}\}\,p^{\hat{\varrho}_{2N-1}(\alpha)}_{\hat{\wp}_{2N-1}(\beta)}(\Omega;\psi_{\eta}(\ddot{\boldsymbol{x}}))\Big{]}\,+\,C_{0}\,\Big{(}\frac{\mathrm{diam}(x_{2N-1}\,x_{2N})}{\epsilon}\Big{)}^{C_{1}}.

To finish, after taking first the limit x2N1,x2Nξx_{2N-1},x_{2N}\to\xi (note that pαβ(𝒙)p^{\alpha}_{\beta}(\boldsymbol{x}) is a smooth function of the marked points by Item 2 of Proposition 4.1) and then the limit ϵ0\epsilon\to 0, we obtain

limx2N1,x2Nξpαβ(Ω;𝒙)=\displaystyle\lim_{x_{2N-1},x_{2N}\to\xi}p^{\alpha}_{\beta}(\Omega;\boldsymbol{x})= limϵ0limx2N1,x2Nξ𝔼[𝟙{ηB(ξ,ϵ)}pϱ^2N1(α)^2N1(β)(Ω;ψη(𝒙¨))]\displaystyle\;\lim_{\epsilon\to 0}\lim_{x_{2N-1},x_{2N}\to\xi}\mathbb{E}\Big{[}\mathbb{1}\{\eta\subset B(\xi,\epsilon)\}\,p^{\hat{\varrho}_{2N-1}(\alpha)}_{\hat{\wp}_{2N-1}(\beta)}(\Omega;\psi_{\eta}(\ddot{\boldsymbol{x}}))\Big{]}
=\displaystyle= limϵ0limx2N1,x2Nξ𝔼[𝟙{ηB¯(ξ,ϵ)}pϱ^2N1(α)^2N1(β)(Ω;ψη(𝒙¨))]\displaystyle\;\lim_{\epsilon\to 0}\lim_{x_{2N-1},x_{2N}\to\xi}\mathbb{E}\Big{[}\mathbb{1}\{\eta\subset\overline{B}(\xi,\epsilon)\}\,p^{\hat{\varrho}_{2N-1}(\alpha)}_{\hat{\wp}_{2N-1}(\beta)}(\Omega;\psi_{\eta}(\ddot{\boldsymbol{x}}))\Big{]}
=\displaystyle= pϱ^2N1(α)^2N1(β)(Ω;𝒙¨),\displaystyle\;p^{\hat{\varrho}_{2N-1}(\alpha)}_{\hat{\wp}_{2N-1}(\beta)}(\Omega;\ddot{\boldsymbol{x}}),

which gives (D.4) and concludes the proof. ∎

Lemma D.6.

Fix N2N\geq 2 and j{1,2,,2N1}j\in\{1,2,\ldots,2N-1\} and suppose {j,j+1}α\{j,j+1\}\in\alpha and α,β=1\mathcal{M}_{\alpha,\beta}=1. Then, for all ξ(xj1,xj+2)\xi\in(x_{j-1},x_{j+2}), we have

limxj,xj+1ξα,βpαβ(𝒙)β(𝒙)(xj+1xj)1/4|log(xj+1xj)|=ϱ^j(α),^j(β)pϱ^j(α)^j(β)(𝒙¨j)^j(β)(𝒙¨j),\displaystyle\lim_{x_{j},x_{j+1}\to\xi}\frac{\mathcal{M}_{\alpha,\beta}\;p^{\alpha}_{\beta}(\boldsymbol{x})\;\mathcal{F}_{\beta}(\boldsymbol{x})}{(x_{j+1}-x_{j})^{1/4}|\log(x_{j+1}-x_{j})|}=\mathcal{M}_{\hat{\varrho}_{j}(\alpha),\hat{\wp}_{j}(\beta)}\;p^{\hat{\varrho}_{j}(\alpha)}_{\hat{\wp}_{j}(\beta)}(\boldsymbol{\ddot{x}}_{j})\;\mathcal{F}_{\hat{\wp}_{j}(\beta)}(\boldsymbol{\ddot{x}}_{j}), (D.6)

where 𝐱=(x1,,x2N)\boldsymbol{x}=(x_{1},\ldots,x_{2N}) and 𝐱¨j=(x1,,xj1,xj+2,,x2N)\boldsymbol{\ddot{x}}_{j}=(x_{1},\ldots,x_{j-1},x_{j+2},\ldots,x_{2N}).

Proof.

By Item 1 of Lemma 4.2 we have α,β=ϱ^j(α),^j(β)\mathcal{M}_{\alpha,\beta}=\mathcal{M}_{\hat{\varrho}_{j}(\alpha),\hat{\wp}_{j}(\beta)}. Thus, the claim follows using the asymptotics properties (β\mathcal{F}_{\beta}-ASY1,3) and (D.4). ∎

D.3 Proof of Proposition D.1

Proof of Proposition D.1.

We denote the quantity of interest as

Xαβ(𝒙):=pαβ(𝒙)β(𝒙),𝒙𝔛2N.\displaystyle X^{\alpha}_{\beta}(\boldsymbol{x}):=p^{\alpha}_{\beta}(\boldsymbol{x})\;\mathcal{F}_{\beta}(\boldsymbol{x}),\qquad\boldsymbol{x}\in\mathfrak{X}_{2N}.

On the one hand, by Lemma D.3 the limit of β(φδ(η1δ)|ϑUSTδ=α)\mathcal{L}_{\beta}(\varphi_{\delta}(\eta_{1}^{\delta})\,|\,\vartheta_{\mathrm{UST}}^{\delta}=\alpha) is independent of β\beta, while on the other hand, by Lemma D.4 it is the same as the law of the Loewner chain associated to pαββp^{\alpha}_{\beta}\mathcal{F}_{\beta}. This implies that 1log(pαββ)\partial_{1}\log(p^{\alpha}_{\beta}\mathcal{F}_{\beta}) is independent of β\beta (note that pαβ(𝒙)p^{\alpha}_{\beta}(\boldsymbol{x}) is a smooth function of the marked points by Item 2 of Proposition 4.1). Moreover, by rotation symmetry of the UST model, we see that ilog(pαββ)\partial_{i}\log(p^{\alpha}_{\beta}\mathcal{F}_{\beta}) is independent of β\beta for all i{1,2,,2N}i\in\{1,2,\ldots,2N\}. Thus, for any 𝒙,𝒚𝔛2N\boldsymbol{x},\boldsymbol{y}\in\mathfrak{X}_{2N}, the quantity log(pαβ(𝒙)β(𝒙))log(pαβ(𝒚)β(𝒚))\log(p^{\alpha}_{\beta}(\boldsymbol{x})\mathcal{F}_{\beta}(\boldsymbol{x}))-\log(p^{\alpha}_{\beta}(\boldsymbol{y})\mathcal{F}_{\beta}(\boldsymbol{y})) is independent of β\beta. This shows that the following ratio is a constant:

C(α,β,γ):=Xαβ(𝒙)Xαγ(𝒙),𝒙𝔛2N.\displaystyle C(\alpha,\beta,\gamma):=\frac{X^{\alpha}_{\beta}(\boldsymbol{x})}{X^{\alpha}_{\gamma}(\boldsymbol{x})},\qquad\boldsymbol{x}\in\mathfrak{X}_{2N}.

It suffices to show that C(α,β,γ)=1C(\alpha,\beta,\gamma)=1. We prove this by induction on N2N\geq 2. The case of N=2N=2 being trivial, we assume that N3N\geq 3, and pick jj such that {j,j+1}α\{j,j+1\}\in\alpha. Then, for all ξ(xj1,xj+2)\xi\in(x_{j-1},x_{j+2}), from the asymptotics (D.6) in Lemma D.6 and the induction hypothesis, we find that

C(α,β,γ)=limxj,xj+1ξXαβ(𝒙)Xαγ(𝒙)=Xϱ^j(α)^j(β)(𝒙¨j)Xϱ^j(α)^j(γ)(𝒙¨j)=C(ϱ^j(α),^j(β),^j(γ))=1.\displaystyle C(\alpha,\beta,\gamma)=\lim_{x_{j},x_{j+1}\to\xi}\frac{X^{\alpha}_{\beta}(\boldsymbol{x})}{X^{\alpha}_{\gamma}(\boldsymbol{x})}=\frac{X^{\hat{\varrho}_{j}(\alpha)}_{\hat{\wp}_{j}(\beta)}(\boldsymbol{\ddot{x}}_{j})}{X^{\hat{\varrho}_{j}(\alpha)}_{\hat{\wp}_{j}(\gamma)}(\boldsymbol{\ddot{x}}_{j})}=C(\hat{\varrho}_{j}(\alpha),\hat{\wp}_{j}(\beta),\hat{\wp}_{j}(\gamma))=1.

This shows that the quantity Xαβ=pαββ=XαX^{\alpha}_{\beta}=p^{\alpha}_{\beta}\;\mathcal{F}_{\beta}=X^{\alpha} is independent of β\beta as long as α,β=1\mathcal{M}_{\alpha,\beta}=1. It remains to identify it with the pure partition function 𝒵α\mathcal{Z}_{\alpha} defined in (1.7). By Proposition 4.1, as a sum of total probability, we have αα,βpβα=1\sum_{\alpha}\mathcal{M}_{\alpha,\beta}\,p_{\beta}^{\alpha}=1, so

β=\displaystyle\mathcal{F}_{\beta}=\; αLPNα,βpβαβ=αLPNα,βXα.\displaystyle\sum_{\alpha\in\mathrm{LP}_{N}}\mathcal{M}_{\alpha,\beta}\,p_{\beta}^{\alpha}\,\mathcal{F}_{\beta}=\sum_{\alpha\in\mathrm{LP}_{N}}\mathcal{M}_{\alpha,\beta}\,X^{\alpha}.

Inverting the matrix \mathcal{M} and recalling the definition (1.7), we obtain 𝒵α=pβαβ=Xα\mathcal{Z}_{\alpha}=p_{\beta}^{\alpha}\mathcal{F}_{\beta}=X^{\alpha}. ∎


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