The Gaussian free field is a random distribution, so its purported level curve cannot be defined by evaluating its height at every point. A coupling must instead be stated using conditional means and covariances. The SLE4 coupling with a Gaussian free field does exactly this.
Choose the Green-function normalization
A Zero-boundary Gaussian free field is characterized on real compactly supported smooth test functions by
Equivalently its energy normalization is the Dirichlet inner product . This fixes the otherwise convention-dependent height constant.
Set and
The field has prescribed Dirichlet values on the negative half-line and on the positive half-line. Subtracting recovers the zero-Dirichlet field . It is the shifted field , rather than an unshifted zero-boundary field, whose zero-height interface has ordinary chordal law.
Let be chordal from to , with Chordal Loewner equation and . Write and . The coupling statement is:
where, conditionally on the curve, is an independent zero-boundary field in the slit domain. The equality is for restrictions to test functions in that domain, and extends to suitable stopping times. Its covariance is by conformal invariance. The two sides of the revealed slit have heights and , in the order specified by their real images under . This is the continuum meaning of a Gaussian free field level line.
The fundamental calculations explain why the parameter is four. For , the Itô formula gives
At the drift vanishes. Thus
Each harmonic mean is a bounded martingale before approaching its point. Differentiating the explicit conformally transformed Green function gives the Loewner variation of the Dirichlet Green function
Therefore
In words, the variance learned from the evolving mean exactly equals the covariance lost when the slit is removed. For a Green kernel the same calculation gives ; using a different Green normalization changes the height constant, not the SLE parameter.
To construct the coupling, first sample the SLE curve. In the two components to its left and right, sample independent zero-boundary fields and add the corresponding constant heights. Extend these as distributions to obtain the candidate full field. The following martingale identity proves its marginal law rather than merely matching its first two moments.
For a real test function , put and
Localization permits integration of the pointwise identities. They yield . Hence
is a complex local martingale: the drift cancels the Itô correction. Since , , making it a true martingale. At the complete-curve limit, becomes the constant height in each component and the remaining Green kernel becomes that of those components. Thus is the conditional characteristic function of the sampled candidate field. Taking expectations gives
Applying this to every linear combination of test functions proves the entire Gaussian law, not only its covariance. The conditional version proves the displayed conditional-field statement. Exhaustion by compact test supports justifies passage across the slit and the limiting distributional extensions.
This revealed curve is a local set of a Gaussian free field: conditionally on it, the remaining field is a zero-boundary field plus a specified harmonic function. The spatial Markov property is thereby preserved at random domains, a property not available for arbitrary field-dependent sets. One can strengthen the coupling to a curve measurable from the field. The proof explores compatible interfaces in small subdomains and uses the conditional boundary heights and monotonicity to show that two such interfaces for the same field cannot separate; a countable exhaustion gives uniqueness. This supplies a rigorous replacement for the informal phrase “draw the zero contour.” It does not assert that the distribution has pointwise values.
The coupling is useful in both directions: SLE martingales give exact conditional Gaussian free field data, while the Gaussian Markov structure explains the SLE domain Markov property and its distinguished parameter. With the above normalization, the height jump is , and the corresponding interface is chordal SLE4.
For parameter four, the SLE4 angle martingale is bounded, so the Continuous-time martingale convergence theorem gives an almost sure limit. The imaginary part of the Chordal Loewner equation gives
For a point off the full simple Loewner trace the flow exists at every finite time. If the limiting angle lay strictly between and , the last derivative would eventually be bounded above by a strictly negative constant. That would make negative, a contradiction. Hence the terminal angle is either zero or .
The simple transient chordal Loewner trace from to infinity splits the complex upper half-plane into a left component , adjacent to the negative real boundary, and a right component , adjacent to the positive real boundary. The Dirichlet boundary values of the SLE angle process identify which terminal value occurs. Indeed, run an independent planar Brownian motion from until it first hits the full Loewner trace or the real axis. This time is finite. The Brownian path up to that time is bounded, and Transience of chordal SLE ensures that any Loewner trace point it meets belongs to a finite initial segment. Thus its exit side for the truncated domains eventually agrees with its exit side for the full component. In every such exit is through the left bank or negative real boundary; in every exit is through the right bank or positive real boundary. Dominated convergence in the harmonic-measure representation therefore gives
This is a random side indicator, not the deterministic value . Uniform integrability also gives , so the SLE4 left-passage probability is
Use the Chordal Loewner equation with Loewner driving function , and set . Before the Loewner swallowing time,
The upper-half-plane branch of the logarithm has imaginary part . The Itô formula gives
and therefore the SLE angle process satisfies
At the drift vanishes. Since , the stopped local martingale is a true bounded martingale, and the SLE4 angle martingale is global for each fixed point almost surely, using fixed-interior-point avoidance of SLE4 for the simple parameter-four Loewner trace.
Conversely, take . If this semimartingale were a local martingale, uniqueness of its finite-variation decomposition would force throughout every compact interval before swallowing. Because , for this would force to be identically zero on such an interval. Its Brownian component has quadratic variation , which makes that impossible. Thus for positive , the martingale parameter is exactly four.
If the degenerate value is admitted, there is one exception to a fixed-point reading of the assertion: for on the positive imaginary axis the deterministic flow stays on that axis until swallowing, and is constant. For all starting points simultaneously, the unique parameter giving the martingale property is still four.
The complex form of the Chordal Loewner equation, driven by a continuous real Loewner driving function, is
For this is an ordinary differential equation up to its maximal lifetime, when the solution reaches the driving singularity. The coefficients respect complex conjugation, so the lower-half-plane flow is the conjugate of the upper-half-plane flow. On surviving real points it is the real boundary flow. The hydrodynamic normalization at infinity and factor two correspond to half-plane-capacity parameterization .
Take increasing to mean strict growth on every nonempty time interval; otherwise a constant family has no uniquely determined driving point. The half-plane-capacity parameterization imposed below guarantees strict growth. For , define the increment hull in the mapped domain by
This definition includes filling and boundary conventions automatically. Its mapping-out function is . The Loewner local growth property means
for every finite within the parameter range. Equivalently, the mapped increments have uniformly vanishing diameter on compact time intervals.
For fixed , the nonempty compact Euclidean closures are nested as decreases. Their diameters tend to zero, so their intersection is a singleton. Its point lies on the real axis: the imaginary part of any point in a hull is at most its enclosing radius. Define the Loewner transform by
Since lies in each closure, every point of is at distance at most from it.
To prove continuity, choose and write , . Then , and . The continuity estimate from part (i) gives
The right-hand side tends to zero uniformly on compact time intervals. Applying the same inequality with the earlier time as the base proves left continuity as well. Thus the Loewner transform is continuous.
Now impose . The half-plane-capacity composition rule follows by composing Laurent expansions at infinity and gives
For a point not yet swallowed, put and . The increment is contained in the half-disc of radius centred at . The continuity estimate first proves continuity of : its increment is bounded by . The differentiability estimate for a mapping-out function then gives, when is small enough,
On a compact interval before swallowing the denominator stays away from zero. Divide by and let . The local-growth property makes the error tend to zero. The analogous backward quotient has the same limit, using continuity of and . Thus the Chordal Loewner equation follows:
The initial value follows from , hence . Without the capacity parameterization, the same argument gives , interpreted with the capacity clock.
A compact H-hull is a bounded set that is closed relative to the complex upper half-plane and whose complement is a simply connected domain. Its Euclidean closure is compact in ; “compact” here does not require separation from the real axis. One may equivalently describe the closed hull in , with its real-boundary convention understood. Its mapping-out function is the unique conformal map to with hydrodynamic normalization at infinity.
Use the capacity convention . A chordal Schramm–Loewner evolution from to infinity is the hull family of the Chordal Loewner equation
where is a real standard Brownian motion and . The points with interior-point swallowing time for a Loewner chain at most constitute . For each , maps conformally onto and has expansion . The case is the deterministic vertical-slit chain.
First identify the relevant transformed Loewner driving functions directly. For , define
Differentiation gives . Its initial value is , its domain is , and its expansion is . Thus its driving function is , by uniqueness of the differential equation and of the hydrodynamically normalized map. Brownian scaling proves
This is capacity-parametrized scale invariance of a Loewner chain.
For a fixed time , map the future remaining domains by . The corresponding hulls are specified without any boundary-image ambiguity by
Their mapping-out functions are
At this is the identity. Differentiating at a point in its domain yields
The Laurent series is . Hence the transformed Loewner driver is exactly , with the original capacity clock unchanged. This proves the composition rule for chordal Loewner driving functions, rather than assuming an identification of transforms.
The Brownian motion increments after are independent of its past and have the original law. Since past hulls are measurable functions of the past Loewner driver, conditionally on the past, the centered mapped future is an independent copy of the original chain. This is the domain Markov property of a chordal Loewner chain. At an almost surely finite stopping time it follows likewise from the Strong Markov property.
For the converse, a precise class is essential: take capacity-parametrized Loewner chains generated by a continuous real Loewner driving function , with , and require the two displayed hull properties, including independence from the entire hull past in the domain Markov property. Within this class they characterize , for some .
To see why the hull assertions determine the Loewner driver assertions, the hull domains determine their normalized maps uniquely. For any surviving point,
The left time derivative suffices for , since is continuous. A sufficiently high point survives up to any given finite time, so points , , suffice to reconstruct the Loewner driver locally and measurably from the hull past. Thus the driving-function reconstruction for a chordal Loewner chain identifies the two past filtrations and makes the preceding scale and composition computations reversible.
The domain Markov property therefore gives stationary independent increments for . Its continuity makes it a continuous Lévy process. Its classification gives : in the Lévy–Khintchine formula continuity removes the jump measure, leaving characteristic function . Driver scaling would turn the drift into , so invariance for every forces . The diffusion coefficient is unchanged. This proves the scale-and-domain-Markov characterization of SLE with its regularity and parametrization hypotheses stated explicitly.
The half-plane capacity is the Laurent coefficient
It is real and nonnegative. For planar Brownian motion starting at , let be its first exit from . The Brownian representation of half-plane capacity is
One may also state the underlying harmonic identity, valid throughout ,
The process is killed at the hull or real boundary; real-boundary exits contribute zero. These are the Brownian characterizations, with the normalization that a Chordal Loewner equation at speed produces capacity .
Use and write up to its interior-point swallowing time for a Loewner chain . The Chordal Loewner equation gives
The branch of the complex logarithm with argument in is well-defined while . The Itô formula yields the crucial cancellation
The drift is cancelled by the quadratic variation term, because . Thus both and are continuous local martingales, with
This is the logarithmic martingale for SLE4.
We justify absence of a finite swallowing time rather than presuming that the logarithm survives forever. On a finite horizon , . Also is bounded pathwise before . Indeed, while its drift has absolute value at most ; on each excursion outside , integrate from its starting point and bound the Brownian oscillation on . For example,
Therefore is bounded above pathwise on this interval.
Suppose . By the Dambis-Dubins-Schwarz theorem, is a Brownian motion run at its own quadratic variation. If that clock diverged as , Brownian oscillation would make unbounded above, contradicting the preceding bound. The one-sided bound criterion for a martingale clock therefore gives a finite clock limit and a finite real limit for . Hence is bounded away from zero near .
Now has a strictly positive limit at . The drift in is integrable there, so continuity of gives a finite limit for as well. The limiting point is in and away from the Loewner driver singularity, and the differential equation extends past , a contradiction. Thus almost surely. A point of the Loewner trace at a finite time belongs to that time's hull, so
This proves the fixed-interior-point avoidance of SLE4 without using simplicity as an input.
The angle remains in at all finite times. The bounded local martingale criterion upgrades its local martingale equation to a genuine martingale:
In particular this is the SLE4 angle martingale, and it converges almost surely and in by bounded martingale convergence theorem.
It remains to identify the limiting angle using the assumed simple path tending to infinity. Orient that path from to infinity. Its left component is the one adjacent to the negative real half-axis. Under , the left boundary of the slit domain maps to and the right boundary to . The harmonic measure of the former as seen from is
This follows by conformal invariance of planar Brownian motion: in the upper half-plane, is the bounded harmonic function with values on the left half-axis and on the right.
To justify the limiting boundary classification, condition on a simple proper realization of the path and use an independent planar Brownian motion from . It exits the upper half-plane in finite time almost surely, so its path up to that time is compact. The curve tends to infinity, so its intersection with this compact set is contained in a finite initial curve segment. Once that segment has been drawn, the Brownian path exits the slit domain through its left boundary exactly when is in the final left component: a path from that component cannot reach the right boundary without crossing the curve, and the reverse assertion holds on the right. Endpoints have zero harmonic measure. Bounded convergence of these exit indicators proves
Taking expectations in the bounded angle martingale gives the SLE4 left-passage probability
For the imaginary axis it is ; near the negative real axis it tends to , fixing the orientation of “left”.
In the half-plane-capacity parameterization, let be standard real Brownian motion and put . Solve the Chordal Loewner equation
The points for which this flow ceases to exist form the growing compact H-hulls , with half-plane capacity . The process is an SLE trace when its initial segments generate these hulls and
The limit is the continuous trace of a Loewner chain started at zero. If the curve disconnects a region from infinity, that region is included in ; the hull is not generally just the visited curve. For the driver is identically zero and the trace is the deterministic vertical slit .
Use the following deterministic boundary fact from the Chordal Loewner equation. For a continuous trace of a Loewner chain started at zero and generating its hulls, the real flow at has a boundary swallowing time . Until that time it is the reflected boundary value of , and
A finite is its first collision with the driver, as . Topologically, the boundary point is then visited or separated from infinity precisely when the trace has reached some point in . A boundary crosscut can swallow an interval, so this is not a claim that the trace visits the particular point .
Consequently the SLE boundary swallowing criterion is
For the SLE driver this real flow obeys
up to its first hit of zero. This is the Boundary-point Bessel flow for SLE.
Put and . The given conformal change of half-plane capacity makes the image mapping-out equation
Indeed its capacity speed is , and the stated Loewner local growth property identifies the indicated single driver. For , differentiate the conjugacy identity
at a fixed original point. The Chordal Loewner equation then gives the conformal conjugacy derivative for the chordal Loewner equation
The change of variable covers the whole upper half-plane. The conformal automorphism of the upper half-plane is a real Möbius transformation. Its pole is the image of the still-unswallowed boundary point , so it is holomorphic in a neighbourhood of before .
To evaluate the apparent singularity, write , and . The Taylor series is
Thus the first term in the derivative is , while the second is . Their poles cancel and their constant terms differ by . Therefore
For the SLE driver , apply the Itô formula to . At a fixed spatial point, has finite variation locally in time by the derivative formula in part (c); there is no extra spatial martingale term. Consequently
This exact cancellation is the target-change locality of SLE6. For a general parameter the transformed SLE driving function would have drift .
Define the increasing clock and its inverse by
The derivative is real and strictly positive before , so this is a valid continuous time change of a continuous process. The driver is a continuous local martingale with quadratic variation and initial value zero. The Dambis-Dubins-Schwarz theorem gives a standard Brownian motion such that
If the terminal clock is finite, the Brownian motion may be extended beyond that stopping time; only its stopped part is used here. Reparameterizing the image maps gives
These are exactly the defining Chordal Loewner equation and half-plane-capacity parameterization for . The trace is . Hence the image curve is also ordinary chordal after this time change, up to the specified stopping time:
With the normalization used in the Chordal Loewner equation, half-plane-capacity parameterization means
Thus is empty and the half-plane-capacity composition rule gives . The factor two produces . A convention using half-plane capacity instead changes that coefficient to one and rescales time; the convention must be kept consistent.
Use the Chordal Loewner equation with . For a fixed , let be its Loewner swallowing time, and write and before that time. The Loewner conformal radius is , half of the conformal radius of at . The Koebe quarter theorem bounds the conformal radius above by four times the distance to the boundary. For the reverse comparison, if maps zero to , apply the Schwarz lemma to on the unit disc, where ; it gives . Thus
We use the basic trace theorems that, for , the Loewner trace is continuous and Transience of chordal SLE gives . These facts make its image relatively closed in ; they do not assume the space-filling conclusion. The continuity and transience statements are available in Rohde and Schramm's basic trace theorems.
Take in the supplied SLE interior-point martingale. The derivative exponent vanishes, leaving
A nonnegative local martingale is a supermartingale. Applying the optional stopping theorem after localization at its first hit of a level gives the maximal inequality for a nonnegative supermartingale
Thus almost surely.
Suppose the Loewner trace avoids some open ball whose closure is inside . Before , the whole open ball is in : a connected open ball disjoint from the trace cannot be partly in the unbounded connected component. Hence . The bound on forces throughout this interval, for a positive random constant .
The Chordal Loewner equation and its derivative yield
The first identity forces , since otherwise becomes negative. At a finite maximal lifetime, ; otherwise the continuous Loewner driving function and the ordinary differential equation continue past that time. Integrating the last identity, using , gives
contradicting . Thus every fixed rational ball inside is hit almost surely. A countable intersection makes the trace a dense subset almost surely, and its relatively closed image, established by continuity and transience, then contains all of :
This proves space-filling SLE above parameter eight. It rules out unvisited open regions, rather than inferring visits merely from membership in the filled compact H-hulls. The choice does not address the critical value eight.
The scaling rule for the Chordal Loewner equation shows that , because . To identify the shape, rather than infer it from scaling alone, construct the inverse map explicitly. Put
Then , , and . Define
using logarithms whose arguments lie in on . Its Laurent series is , so it has the inverse hydrodynamic normalization at infinity.
On the real interval , the first factor has argument and the second has argument zero. The image therefore lies on one straight ray. Its modulus increases from zero to a maximum at , and then decreases to zero. The complementary real intervals map to the negative and positive real axes. The argument principle, or the usual conformal slit-map construction, shows that maps conformally onto the half-plane minus that segment; the interval traverses its two sides.
The boundary walk has winding number one around every point of the half-plane off the segment: the two traversals of the slit cancel, leaving the real boundary and a large semicircle. The argument principle therefore gives exactly one preimage of each such point.
It remains to check that this is the correct Loewner chain. For ,
Together with , this gives
the inverse form of the Chordal Loewner equation. Uniqueness therefore identifies its slit with . Its endpoint is , where lies in . This proves that the square-root Loewner driving function generates a straight slit and that
a straight ray from the boundary point to infinity.
For and , before the boundary point is swallowed, put . The Chordal Loewner equation and give
Since is again a standard Brownian motion, this is the Boundary-point Bessel flow for SLE with
For , it is that is the nonnegative Bessel process, with the same dimension; the formula without this sign convention is a signed Bessel flow.
When , one has , and the Hitting-zero classification for a Bessel process says that never reaches zero. The borderline uses the scale function of a one-dimensional diffusion : for ,
Thus the critical case also cannot hit zero in finite time, though its all-time infimum is zero.
Apply the non-swallowing assertion simultaneously to all nonzero rational boundary points. The order-preserving real Loewner flow then keeps every compact real interval away from the origin in the surviving boundary. A boundary contact away from the starting point would cut off a nonempty real interval, swallowing a rational point, so the trace avoids .
The same argument can be applied to the future after every rational time, using the Conformal Markov property of SLE. If the trace revisited an earlier point, choose a rational time strictly between the two visits. In the domain with that initial segment removed, the later visit would be a contact with an old boundary point away from the current growing tip. Under the mapping-out map, such a contact cuts off a real interval and contradicts the preceding non-swallowing result. This is the usual crosscut argument converting boundary non-swallowing into absence of self-intersections. Taking the countable intersection over rational restart times proves
For , the equation is deterministic and gives the simple slit . The division by is unnecessary in that case.
Interpret the printed as the empty initial hull. Write and . Conformal maps preserve inclusion and simple connectedness of the complementary domains, so the image sets form an increasing hull family. Boundedness of on bounded sets ensures that these image hulls are bounded. The Loewner local growth property is preserved under conformal transport: after mapping out the hull at time , the small new hull is transported by near its single boundary growth point. The Schwarz reflection principle extends analytically across that point, with real positive derivative. The image diameters therefore tend to zero as the original ones do. These statements use the usual hull closures and prime ends; the initial image hull is empty.
For completeness, the infinitesimal capacity rule underlying this argument is that a shrinking hull attached near , transported by a map analytic there, has
One obtains this by rescaling at : the transported map tends to its linear part, and half-plane capacity scales by the square of the dilation. Uniform analytic distortion near the growth point controls the error. Applying it to the mapped-out increments gives local absolute continuity of and .
The coefficient can also be read directly from the Chordal Loewner equation. The image driver is . Differentiate , at a fixed point , to obtain
The left side is regular at . On the right, the coefficient of is , so it must vanish. This proves the conformal change of half-plane capacity rule and its integrated version:
If the derivative at the initial boundary point is singular, the formula is interpreted by integrating from a positive time and taking the lower limit to zero; finite image capacity and kernel continuity give this limit. The duplicated incomplete normalization sentence in the TeX is absent from the PDF.
If is driven by , then the mapping-out functions of
are
and their driver is . By Brownian scaling, is Brownian. Thus has the same law as , and uniqueness of the Chordal Loewner equation proves
This is the Scaling invariance of SLE.