This article focuses on the characterization of global multiple Schramm– Loewner evolutions (SLE). The chordal SLE describes the scaling limit of a single interface in various critical lattice models with Dobrushin boundary conditions, and similarly, global multiple SLEs describe scaling limits of collections of interfaces in critical lattice models with alternating boundary conditions. In this article, we give a minimal amount of characterizing properties for the global multiple SLEs: we prove that there exists a unique probability measure on collections of pairwise disjoint continuous simple curves with a certain conditional law property. As a consequence, we obtain the convergence of multiple interfaces in the critical Ising, FK-Ising and percolation models.

Suppose that $\eta$ is a Schramm-Loewner evolution ($\SLE_\kappa$) in a smoothly bounded simply connected domain $D \subset \C$ and that $\phi$ is a conformal map from $\D$ to a connected component of $D \setminus \eta([0,t])$ for some $t>0$. The multifractal spectrum of $\eta$ is the function $(-1,1) \to [0,\infty)$ which, for each $s \in (-1,1)$, gives the Hausdorff dimension of the set of points $x \in \partial \D$ such that $|\phi'( (1-\epsilon) x)| = \epsilon^{-s+o(1)}$ as $\epsilon \to 0$. We rigorously compute the a.s.\ multifractal spectrum of $\SLE$, confirming a prediction due to Duplantier. As corollaries, we confirm a conjecture made by Beliaev and Smirnov for the a.s.\ bulk integral means spectrum of $\SLE$, we obtain the optimal H\"older exponent for a conformal map which uniformizes the complement of an $\SLE$ curve, and we obtain a new derivation of the a.s.\ Hausdorff dimension of the $\SLE$ curve for $\kappa \leq 4$. Our results also hold for the $\SLE_\kappa(\ul\rho)$ processes with general vectors of weight $\ul\rho$.

The height fluctuations of the models in the KPZ class are expected to converge to a universal process. The spatial process at equal time is known to converge to the Airy process or its variations. However, the temporal process, or more generally the two-dimensional space-time fluctuation field, is less well understood. We consider this question for the periodic TASEP (totally asymmetric simple exclusion process). For a particular initial condition, we evaluate the multitime and multilocation distribution explicitly in terms of a multiple integral involving a Fredholm determinant. We then evaluate the large-time limit in the so-called relaxation time scale.

We develop a generic game platform that can be used to model various real-world systems with multiple intelligent cloud-computing pools and parallel-queues for resources-competing users. Inside the platform, the software structure is modelled as Blockchain. All the users are associated with Big Data arrival streams whose random dynamics is modelled by triply stochastic renewal reward processes (TSRRPs). Each user may be served simultaneously by multiple pools while each pool with parallel- servers may also serve multi-users at the same time via smart policies in the Blockchain, e.g. a Nash equilibrium point myopically at each fixed time to a game-theoretic scheduling problem. To illustrate the effectiveness of our game platform, we model the performance measures of its internal data flow dynamics (queue length and workload processes) as reflecting diffusion with regime-switchings (RDRSs) under our scheduling policies. By RDRS models, we can prove our myopic game-theoretic policy to be an asymptotic Pareto minimal-dual-cost Nash equilibrium one globally over the whole time horizon to a randomly evolving dynamic game problem. Iterative schemes for simulating our multi-dimensional RDRS models are also developed with the support of numerical comparisons.

We study the well-posedness of a unified system of coupled forward-backward stochastic differential equations (FB-SDEs) with Levy jumps and double completely-S skew reflections. Owing to the reflections, the solution to an embedded Skorohod problem may be not unique, i.e., bifurcations may occur at reflection boundaries, the well-known contraction mapping approach can not be extended directly to solve our problem. Thus, we develop a weak convergence method to prove the well-posedness of an adapted 6-tuple weak solution in the sense of distribution to the unified system. The proof heavily depends on newly established Malliavin calculus for vector-valued Levy processes together with a generalized linear growth and Lipschitz condition that guarantees the well-posedness of the unified system even under a random environment. Nevertheless, if a more strict boundary condition is imposed, i.e., the spectral radii in certain sense for the reflections are strictly less than the unity, a unique adapted 6-tuple strong solution in the sense of sample pathwise is concerned. In addition, as applications and economical studies of our unified system, we also develop new techniques including deriving a generalized mutual information formula for signal processing over possible non-Gaussian channels with multi-input multi-output (MIMO) antennas and dynamics driven by Levy processes.