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Sabine Jansen

Publications and source records attributed to Sabine Jansen.

At least 19 recordsLinked to original sources

Markov Renewal Theory for Transfer Operators and Point Processes on the Line

We prove exponential decay of pair correlations for 1D stationary point processes when spacings satisfy a Markov condition, geometric ergodicity, and a condition on exponential moments. The conditions are phrased for stationary sequences of spacings (intervals between consecutive points) whose law comes from the Palm distribution of the point process. The key technical ingredient is a Markov renewal theorem with exponential convergence rate. The proofs combine classical regeneration techniques with the notion of geometric ergodicity for Markov chains with general state space. We apply the result to two models from statistical mechanics: (1) Gibbs point processes with a hard-core, finite-range pair potentials and (2) a harmonic chain of atoms, related to an autoregressive Gaussian process.

math.PR

Hierarchical Cubes: Gibbs Measures and Decay of Correlations

We study a hierarchical model of non-overlapping cubes of sidelengths $2^j$, $j \in \mathbb{Z}$. The model allows for cubes of arbitrarily small size and the activities need not be translationally invariant. It can also be recast as a spin system on a tree with long-range hard-core interaction. We prove necessary and sufficient conditions for the existence and uniqueness of Gibbs measures, discuss fragmentation and condensation, and prove bounds on the decay of two-point correlation functions.

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Large deviations for the maximum and reversed order statistics of Weibull-like variables

Motivated by metastability in the zero-range process, we consider i.i.d.\ random variables with values in $\N_0$ and Weibull-like (stretched exponential) law $\mathbb P(X_i =k) = c \exp( - k^\alpha)$, $\alpha \in (0,1)$. We condition on large values of the sum $S_n= \mu n + s n^\gamma$ and prove large deviation principles for the rescaled maximum $M_n /n^\gamma$ and for the reversed order statistics. The scale is $n^\gamma$ with $\gamma = 1/(2-\alpha)$; on that scale, the big-jump principle for heavy-tailed variables and a naive normal approximation for moderate deviations yield bounds of the same order $n^{\gamma \alpha} = n^{2\gamma-1}$, the speed of the large deviation principles. The rate function for $M_n/n^\gamma$ is non-convex and solves a recursive equation similar to a Bellman equation.

math.PR

Representations of the $su(1,1)$ current algebra and probabilistic perspectives

We construct three representations of the $su(1,1)$ current algebra: in extended Fock space, with Gamma random measures, and with negative binomial (Pascal) point processes. For the second and third representations, the lowering and neutral operators are generators of measure-valued branching processes (Dawson-Watanabe superprocesses) and spatial birth-death processes. The vacuum is the constant function $1$ and iterated application of raising operators yields Laguerre and Meixner polynomials. In addition, we prove a Baker-Campbell-Hausdorff formula and give an explicit formula for the action of unitaries $\exp( k^+(\xi) - k^-(\xi))\exp(2 \mathrm i k^0(\theta))$ on exponential vectors. We explain how the representations fit in with a general scheme proposed by Araki and with representations of the $SL(2,\mathbb{R})$ current group with Vershik, Gelfand and Graev's multiplicative measure.

math.PR

Intertwinings for Continuum Particle Systems: an Algebraic Approach

We develop the algebraic approach to duality, more precisely to intertwinings, within the context of particle systems in general spaces, focusing on the $\mathfrak{su}(1,1)$ current algebra. We introduce raising, lowering, and neutral operators indexed by test functions and we use them to construct unitary operators, which act as self-intertwiners for some Markov processes having the Pascal process's law as a reversible measure. We show that such unitaries relate to generalized Meixner polynomials. Our primary results are continuum counterparts of results in the discrete setting obtained by Carinci, Franceschini, Giardin\`a, Groenevelt, and Redig (2019).

math.PR

Logarithms of Catalan generating functions: A combinatorial approach

We analyze the combinatorics behind the operation of taking the logarithm of the generating function $G_k$ for $k^\text{th}$ generalized Catalan numbers. We provide combinatorial interpretations in terms of lattice paths and in terms of tree graphs. Using explicit bijections, we are able to recover known closed expressions for the coefficients of $\log G_k$ by purely combinatorial means of enumeration. The non-algebraic proof easily generalizes to higher powers $\log^a G_k$, $a\geq 2$.

math.CO

Geometric criteria for the absence of effective many-body interactions in nonadditive hard particle mixtures

We consider a mixture of small and big classical particles in arbitrary spatial dimensions interacting via hard-body potentials with non-additive excluded-volume interactions. In particular, we focus on variants of the Asakura--Oosawa (AO) model where the interaction between the small particles is neglected but the big-small and big-big interactions are present and can be condensed into an effective depletion interaction among the big particles alone. The original AO model involves hard spherical particles in three spatial dimensions with interaction diameters $\sigma_\text{pp}=0$, $\sigma_\text{cc}>0$ and $\sigma_\text{pc}>\sigma_\text{cc}/2$ respectively, where $\sigma_{ij}$ with $\{i,j\}=\{\text{p},\text{c}\}$ (indicating the physical interpretation of the small and big particles as polymers (p) and colloids (c), respectively) is the minimum possible center-to-center distance between particle $i$ and particle $j$ allowed by the excluded-volume constraints. It is common knowledge that there are only pairwise effective depletion interactions between the big particles if the geometric condition $\sigma_\text{pc}/\sigma_\text{cc} < 1/\sqrt{3}$ is fulfilled. In this case, triplet and higher-order many body interactions are vanishing and the equilibrium statistics of the binary mixture can exactly be mapped onto that of an effective one-component system with the effective depletion pair-potential. Here we prove this geometric criterion rigorously and generalize it to polydisperse mixtures and to anisotropic particle shapes in any dimension, providing geometric criteria sufficient to guarantee the absence of triplet and higher-order many body interactions. For an external hard wall confining the full mixture, we also give criteria which guarantee that the system can be mapped onto one with effective external one-body interactions.

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Cluster expansions: Necessary and sufficient convergence conditions

We prove a new convergence condition for the activity expansion of correlation functions in equilibrium statistical mechanics with possibly negative pair potentials. For non-negative pair potentials, the criterion is an if and only if condition. The condition is formulated with a sign-flipped Kirkwood-Salsburg operator and known conditions such as Koteck${\'y}$-Preiss and Fern${\'a}$ndez-Procacci are easily recovered. In addition, we deduce new sufficient convergence conditions for hard-core systems in $\mathbb R^d$ and $\mathbb Z^d$ as well as for abstract polymer systems. The latter improves on the Fern${\'a}$ndez-Procacci criterion.

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Intertwining and Duality for Consistent Markov Processes

In this paper we derive intertwining relations for a broad class of conservative particle systems both in discrete and continuous setting. Using the language of point process theory, we are able to derive a natural framework in which duality and intertwining can be formulated. We prove falling factorial and orthogonal polynomial intertwining relations in a general setting. These intertwinings unite the previously found classical and orthogonal self-dualities in the context of discrete particle systems and provide new dualities for several interacting systems in the continuum. We also introduce a new process, the symmetric inclusion process in the continuum, for which our general method applies and yields generalized Meixner polynomials as orthogonal self-intertwiners.

math.PR

The Method of Cumulants for the Normal Approximation

The survey is dedicated to a celebrated series of quantitave results, developed by the Lithuanian school of probability, on the normal approximation for a real-valued random variable. The key ingredient is a bound on cumulants of the type $|κ_j(X)| \leq j!^{1+γ} /Δ^{j-2}$, which is weaker than Cramér's condition of finite exponential moments. We give a self-contained proof of some of the "main lemmas" in a book by Saulis and Statulevičius (1989), and an accessible introduction to the Cramér-Petrov series. In addition, we explain relations with heavy-tailed Weibull variables, moderate deviations, and mod-phi convergence. We discuss some methods for bounding cumulants such as summability of mixed cumulants and dependency graphs, and briefly review a few recent applications of the method of cumulants for the normal approximation.

math.PR

Distribution of cracks in a chain of atoms at low temperature

We consider a one-dimensional classical many-body system with interaction potential of Lennard-Jones type in the thermodynamic limit at low temperature $1/β\in(0,\infty)$. The ground state is a periodic lattice. We show that when the density is strictly smaller than the density of the ground state lattice, the system with $N$ particles fills space by alternating approximately crystalline domains (clusters) with empty domains (voids) due to cracked bonds. The number of domains is of the order of $N\exp(- βe_\mathrm{surf}/2)$ with $e_\mathrm{surf}>0$ a surface energy. For the proof, the system is mapped to an effective model, which is a low-density lattice gas of defects. The results require conditions on the interactions between defects. We succeed in verifying these conditions for next-nearest neighbor interactions, applying recently derived uniform estimates of correlations.

math-ph

The Direct-Connectedness Function in the Random Connection Model

We investigate expansions for connectedness functions in the random connection model of continuum percolation in powers of the intensity. Precisely, we study the pair-connectedness and the direct-connectedness functions, related to each other via the Ornstein-Zernike equation. We exhibit the fact that the coefficients of the expansions consist of sums over connected and $2$-connected graphs. In the physics literature, this is known to be the case more generally for percolation models based on Gibbs point processes and stands in analogy to the formalism developed for correlation functions in liquid-state statistical mechanics. We find a representation of the direct-connectedness function and bounds on the intensity which allow us to pass to the thermodynamic limit. In some cases (e.g., in high dimensions), the results are valid in almost the entire subcritical regime. Moreover, we relate these expansions to the physics literature and we show how they coincide with the expression provided by the lace expansion.

math-ph

Large deviations in the quantum quasi-1D jellium

Wigner's jellium is a model for a gas of electrons. The model consists of $N$ unit negatively charged particles lying in a sea of neutralizing homogeneous positive charge spread out according to Lebesgue measure, and interactions are governed by the Coulomb potential. In this work we consider the quantum jellium on quasi-one-dimensional spaces with Maxwell-Boltzmann statistics. Using the Feynman-Kac representation, we replace particle locations with Brownian bridges. We then adapt the approach of Lebl\'e and Serfaty (2017) to prove a process-level large deviation principle for the empirical fields of the Brownian bridges.

math.PR

Revisiting Groeneveld's approach to the virial expansion

A generalized version of Groeneveld's convergence criterion for the virial expansion and generating functionals for weighted $2$-connected graphs is proven. The criterion works for inhomogeneous systems and yields bounds for the density expansions of the correlation functions $ρ_s$ (a.k.a. distribution functions or factorial moment measures) of grand-canonical Gibbs measures with pairwise interactions. The proof is based on recurrence relations for graph weights related to the Kirkwood-Salsburg integral equation for correlation functions. The proof does not use an inversion of the density-activity expansion, however a Moebius inversion on the lattice of set partitions enters the derivation of the recurrence relations.

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Lagrange inversion and combinatorial species with uncountable color palette

We prove a multivariate Lagrange-Good formula for functionals of uncountably many variables and investigate its relation with inversion formulas using trees. We clarify the cancellations that take place between the two aforementioned formulas and draw connections with similar approaches in a range of applications.

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Thermodynamics of a hierarchical mixture of cubes

We investigate a toy model for phase transitions in mixtures of incompressible droplets. The model consists of non-overlapping hypercubes in $\mathbb Z^d$ of sidelengths $2^j$, $j\in N_0$. Cubes belong to an admissible set $\mathbb B$ such that if two cubes overlap, then one is contained in the other. Cubes of sidelength $2^j$ have activity $z_j$ and density $ρ_j$. We prove explicit formulas for the pressure and entropy, prove a van-der-Waals type equation of state, and invert the density-activity relations. In addition we explore phase transitions for parameter-dependent activities $z_j(μ) = \exp( 2^{dj} μ- E_j)$. We prove a sufficient criterion for absence of phase transition, show that constant energies $E_j\equivλ$ lead to a continuous phase transition, and prove a necessary and sufficient condition for the existence of a first-order phase transition.

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Cluster expansions for Gibbs point processes

We provide a sufficient condition for the uniqueness in distribution of Gibbs point processes with non-negative pairwise interaction, together with convergent expansions of the log-Laplace functional, factorial moment densities and factorial cumulant densities (correlation functions and truncated correlation functions). The criterion is a continuum version of a convergence condition by Fern{á}ndez and Procacci (2007), the proof is based on the Kirkwood-Salsburg integral equations and is close in spirit to the approach by Bissacot, Fern{á}ndez and Procacci (2010). In addition, we provide formulas for cumulants of double stochastic integrals with respect to Poisson random measures (not compensated) in terms of multigraphs and pairs of partitions, explaining how to go from cluster expansions to some diagrammatic expansions (Peccati and Taqqu, 2011). We also discuss relations with generating functions for trees, branching processes, Boolean percolation and the random connection model. The presentation is self-contained and requires no preliminary knowledge of cluster expansions.

math.PR

Virial inversion and density functionals

We prove a novel inversion theorem for functionals given as power series in infinite-dimensional spaces and apply it to the inversion of the density-activity relation for inhomogeneous systems. This provides a rigorous framework to prove convergence for density functionals for inhomogeneous systems with applications in classical density function theory, liquid crystals, molecules with various shapes or other internal degrees of freedom. The key technical tool is the representation of the inverse via a fixed point equation and a combinatorial identity for trees, which allows us to obtain convergence estimates in situations where Banach inversion fails. Moreover, the new method for the inversion gives for the (homogeneous) hard sphere gas a significantly improved radius of convergence for the virial expansion improving the first and up to now best result by Lebowitz and Penrose (1964).

math-ph