arXiv subjects

Wolfgang König

Publications and source records attributed to Wolfgang König.

At least 19 recordsLinked to original sources

arXiv2026

Weakly self-avoiding walk in a pareto-distributed random potential

We investigate a model of continuous-time simple random walk paths in $\mathbb{Z}^d$ undergoing two competing interactions: an attractive one towards the large values of a random potential, and a self-repellent one in the spirit of the well-known weakly self-avoiding random walk. We take the potential to be i.i.d.~Pareto-distributed with parameter $α>d$, and we tune the strength of the interactions in such a way that they both contribute on the same scale as $t\to\infty$. Our main results are (1) the identification of the logarithmic asymptotics of the partition function of the model in terms of a random variational formula, and, (2) the identification of the path behaviour that gives the overwhelming contribution to the partition function for $α>2d$: the random-walk path follows an optimal trajectory that visits each of a finite number of random lattice sites for a positive random fraction of time. We prove a law of large numbers for this behaviour, i.e., that all other path behaviours give strictly less contribution to the partition function. The joint distribution of the variational problem and of the optimal path can be expressed in terms of a limiting Poisson point process arising by a rescaling of the random potential. The latter convergence is in distribution and is in the spirit of a standard extreme-value setting for a rescaling of an i.i.d. potential in large boxes, like in \cite{KLMS09}.

math.PR↗

arXiv2026

The free energy of the interacting Bose gas: a variational description with loops and interlacements

We consider the interacting Bose gas in the thermodynamic limit in a large box in $\R^d$ at positive temperature $1/β\in(0,\infty)$ with particle density $\simρ\in(0,\infty)$. We follow a path-integral approach and adopt from \cite {ACK10} a description of the free energy in terms of the {\it Brownian loop soup}, a Poisson point process consisting of Brownian bridges, also called loops or cycles. It is the objective of this paper to derive, for any values of $β$ and $ρ$, a formula for the limiting free energy with explicit control on the particle numbers in the short and in the long loops. The latter are presumed to play the role of the condensate, according to Feynman's \cite{F53} famous, vague suggestion, and they turn into {\it random interlacements} (bi-infinite, locally finite random processes in $\R^d$) in our formula. In \cite{ACK10} there was no concept that could describe the long loops; only small $ρ$ could be handled successfully. In the present paper we represent the limiting free energy in terms of a variational formula, ranging over the set of all stationary point processes with loops and with interlacements, having each a given particle density, and minimizing the sum of the interaction energy and a characteristic entropy term. The latter is a new kind of a {\it specific relative entropy density} with respect to the reference process of loops (the Brownian loop soup), together with an independent Markov kernel describing collections of path shreds in large boxes. In $d\geq 3$, the latter can be seen as a projection of the {\em Brownian interlacement Poisson point process with $β$-spacing}. Our proof tool box comes from large-deviation theory, both for the derivation of the formula for the free energy and for the proof of the existence of the specific relative entropy.

math.PR↗

arXiv2025

Off-diagonal long-range order for the free Bose gas via the Feynman--Kac formula

We consider the path-integral representation of the ideal Bose gas under various boundary conditions. We show that Bose--Einstein condensation occurs at the famous critical density threshold, by proving that its $1$-particle-reduced density matrix exhibits off-diagonal long-range order above that threshold, but not below. Our proofs are based on the well-known Feynman--Kac formula and a representation in terms of a crucial Poisson point process. Furthermore, in the condensation regime, we derive a law of large numbers with strong concentration for the number of particles in short loops. In contrast to the situation for free boundary conditions, where the entire condensate sits in just one loop, for all other boundary conditions we obtain the limiting Poisson--Dirichlet distribution for the collection of the lengths of all long loops. Our proofs are new and purely probabilistic (apart from a standard eigenvalue expansion), using elementary tools like Markov's inequality, Poisson point processes, combinatorial formulas for cardinalities of particular partition sets, and asymptotics for random walks with Pareto-distributed steps.

math.PR↗

arXiv2024

Proof of off-diagonal long-range order in a mean-field trapped Bose gas via the Feynman--Kac formula

We consider the non-interacting Bose gas of $N$ bosons in dimension $d\geq 3$ in a trap in a mean-field setting with a vanishing factor $a_N$ in front of the kinetic energy. The choice $a_N=N^{-2/d}$ is the semi-classical setting and was analysed in great detail in a special, interacting case in Deuchert and Seiringer (2021). Using a version of the well-known Feynman--Kac representation and a further representation in terms of a Poisson point process, we derive precise asymptotics for the reduced one-particle density matrix, implying off-diagonal long-range order (ODLRO, a well-known criterion for Bose--Einstein condensation) for $a_N$ above a certain threshold and non-occurrence of ODLRO for $a_N$ below that threshold. In particular, we relate the condensate and its total mass to the amount of particles in long loops in the Feynman--Kac formula, the order parameter that Feynman suggested in Feynman (1953). For $a_N\ll N^{-2/d}$, we prove that all loops have the minimal length one, and for $a_N\gg N^{-2/d}$ we prove 100 percent condensation and identify the distribution of the long-loop lengths as the Poisson--Dirichlet distribution.

math.PR↗

arXiv2024

Spatial particle processes with coagulation: Gibbs-measure approach, gelation and Smoluchowski equation

We study a spatial Markovian particle system with pairwise coagulation, a spatial version of the Marcus--Lushnikov process: according to a coagulation kernel $K$, particle pairs merge into a single particle, and their masses are united. We introduce a statistical-mechanics approach to the study of this process. We derive an explicit formula for the empirical process of the particle configuration at a given fixed time $T$ in terms of a reference Poisson point process, whose points are trajectories that coagulate into one particle by time $T$. The non-coagulation between any two of them induces an exponential pair-interaction, which turns the description into a many-body system with a Gibbsian pair-interaction. Based on this, we first give a large-deviation principle for the joint distribution of the particle histories (conditioning on an upper bound for particle sizes), in the limit as the number $N$ of initial atoms diverges and the kernel scales as $\frac 1N K$. We characterise the minimiser(s) of the rate function, we give criteria for its uniqueness and prove a law of large numbers (unconditioned). Furthermore, we use the unique minimiser to construct a solution of the Smoluchowski equation and give a criterion for the occurrence of a gelation phase transition.

math.PR↗

arXiv2023

A large-deviations principle for all the components in a sparse inhomogeneous random graph

We study an inhomogeneous sparse random graph on [N] = {1, . . . , N } as introduced in a seminal paper by Bollobas, Janson and Riordan (2007): vertices have a type (here in a compact metric space S), and edges between different vertices occur randomly and independently over all vertex pairs, with a probability depending on the two vertex types. In the limit N to infinity, we consider the sparse regime, where the average degree is O(1). We prove a large-deviations principle with explicit rate function for the statistics of the collection of all the connected components, registered according to their vertex type sets, and distinguished according to being microscopic (of finite size) or macroscopic (of size proportional to N). In doing so, we derive explicit logarithmic asymptotics for the probability that GN is connected. We present a full analysis of the rate function including its minimizers. From this analysis we deduce a number of limit laws, conditional and unconditional, which provide comprehensive information about all the microscopic and macroscopic components of the graph. In particular, we recover the criterion for the existence of the phase transition given in [5].

math.PR↗

arXiv2023

The throughput in multi-channel (slotted) ALOHA: large deviations and analysis of bad events

We consider ALOHA and slotted ALOHA protocols as medium access rules for a multi-channel message delivery system. Users decide randomly and independently with a minimal amount of knowledge about the system at random times to make a message emission attempt. We consider the two cases that the system has a fixed number of independent available channels, and that interference constraints make the delivery of too many messages at a time impossible. We derive probabilistic formulas for the most important quantities like the number of successfully delivered messages and the number of emission attempts, and we derive large-deviation principles for these quantities in the limit of many participants and many emission attempts. We analyse the rate functions and their minimizers and derive laws of large numbers for the throughput. We optimize it over the probability parameter. Furthermore, we are interested in questions like ``if the number of successfully delivered messages is significantly lower than the expectation, was the reason that too many or too few sending attempts were made?''. Our main tools are basic tools from probability and the theory of (the probabilities of) large deviations.

math.PR↗

arXiv2022

Multi-channel ALOHA and CSMA medium-access protocols: Markovian description and large deviations

We consider a multi-channel communication system under ALOHA and CSMA protocols, resepctively, in continuous time. We derive probabilistic formulas for the most important quantities: the numbers of sending attempts and the number of successfully delivered messages in a given time interval. We derive (1) explicit formulas for the large-time limiting throughput, (2) introduce an explicit and ergodic Markov chain for a deeper probabilistic analysis, and use this to (3) derive exponential asymptotics for rare events for these quantities in the limit of large time, via large-deviation principles.

math.PR↗

arXiv2022

The free energy of a box-version of the interacting Bose gas

The interacting quantum Bose gas is a random ensemble of many Brownian bridges (cycles) of various lengths with interactions between any pair of legs of the cycles. It is one of the standard mathematical models in which a proof for the famous Bose-Einstein condensation phase transition is sought for. We introduce a simplified version of the model with an organisation of the particles in deterministic boxes instead of Brownian cycles as the marks of a reference Poisson point process (for simplicity, in $\mathbb Z^d$ instead of $\mathbb R^d$). We derive an explicit and interpretable variational formula in the thermodynamic limit for the limiting free energy of the canonical ensemble for any value of the particle density. This formula features all relevant physical quantities of the model, like the microscopic and the macroscopic particle densities, together with their mutual and self-energies and their entropies. The proof method comprises a two-step large-deviation approach for marked Poisson point processes and an explicit distinction into small and large marks. In the characteristic formula, each of the microscopic particles and the statistics of the macroscopic part of the configuration are seen explicitly; the latter receives the interpretation of the condensate. The formula enables us to prove a number of properties of the limiting free energy as a function of the particle density, like differentiability and explicit upper and lower bounds, and a qualitative picture below and above the critical threshold (if it is finite). This proves a modified saturation nature of the phase transition. However, we have not yet succeeded in proving the existence of this phase transition.

math.PR↗

arXiv2021

Longtime asymptotics of the two-dimensional parabolic Anderson model with white-noise potential

We consider the parabolic Anderson model (PAM) $\partial_t u = \frac12 Δu + ξu$ in $\mathbb R^2$ with a Gaussian (space) white-noise potential $ξ$. We prove that the almost-sure large-time asymptotic behaviour of the total mass at time $t$, written $U(t)$, is given by $\log U(t)\sim χt \log t$ for $t \to \infty$, with the deterministic constant $χ$ identified in terms of a variational formula. In earlier work of one of the authors this constant was used to describe the asymptotic behaviour $\boldsymbol λ_1(Q_t)\simχ\log t$ of the principal eigenvalue $\boldsymbolλ_1(Q_t)$ of the Anderson operator with Dirichlet boundary conditions on the box $Q_t= [-\frac{t}{2},\frac{t}{2}]^2$.

math.PR↗

arXiv2021

A large-deviations principle for all the cluster sizes of a sparse Erdős-Rényi graph

Let $\mathcal{G}(N,\frac 1Nt_N)$ be the Erdős-Rényi graph with connection probability $\frac 1Nt_N\sim t/N$ as $N\to\infty$ for a fixed $t\in(0,\infty)$. We derive a large-deviations principle for the empirical measure of the sizes of all the connected components of $\mathcal{G}(N,\frac 1Nt_N)$, registered according to microscopic sizes (i.e., of finite order), macroscopic ones (i.e., of order $N$), and mesoscopic ones (everything in between). The rate function explicitly describes the microscopic and macroscopic components and the fraction of vertices in components of mesoscopic sizes. Moreover, it clearly captures the well known phase transition at $t=1$ as part of a comprehensive picture. The proofs rely on elementary combinatorics and on known estimates and asymptotics for the probability that subgraphs are connected. We also draw conclusions for the strongly related model of the multiplicative coalescent, the Marcus--Lushnikov coagulation model with monodisperse initial condition, and its gelation phase transition.

math.PR↗

arXiv2020

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↗

arXiv2020

Branching random walks in random environment: a survey

We consider branching particle processes on discrete structures like the hypercube in a random fitness landscape (i.e., random branching/killing rates). The main question is about the location where the main part of the population sits at a late time, if the state space is large. For answering this, we take the expectation with respect to the migration (mutation) and the branching/killing (selection) mechanisms, for fixed rates. This is intimately connected with the parabolic Anderson model, the heat equation with random potential, a model that is of interest in mathematical physics because of the observed prominent effect of intermittency (local concentration of the mass of the solution in small islands). We present several advances in the investigation of this effect, also related to questions inspired from biology.

math.PR↗

arXiv2020

The parabolic Anderson model on a Galton-Watson tree

We study the long-time asymptotics of the total mass of the solution to the parabolic Anderson model (PAM) on a supercritical Galton-Watson random tree with bounded degrees. We identify the second-order contribution to this asymptotics in terms of a variational formula that gives information about the local structure of the region where the solution is concentrated. The analysis behind this formula suggests that, under mild conditions on the model parameters, concentration takes place on a tree with minimal degree. Our approach can be applied to finite locally tree-like random graphs, in a coupled limit where both time and graph size tend to infinity. As an example, we consider the configuration model or, more precisely, the uniform simple random graph with a prescribed degree sequence.

math.PR↗

arXiv2019

Surface energy and boundary layers for a chain of atoms at low temperature

We analyze the surface energy and boundary layers for a chain of atoms at low temperature for an interaction potential of Lennard-Jones type. The pressure (stress) is assumed small but positive and bounded away from zero, while the temperature $β^{-1}$ goes to zero. Our main results are: (1) As $β\to \infty$ at fixed positive pressure $p>0$, the Gibbs measures $μ_β$ and $ν_β$ for infinite chains and semi-infinite chains satisfy path large deviations principles. The rate functions are bulk and surface energy functionals $\overline{\mathcal{E}}_{\mathrm{bulk}}$ and $\overline{\mathcal{E}}_\mathrm{surf}$. The minimizer of the surface functional corresponds to zero temperature boundary layers. (2) The surface correction to the Gibbs free energy converges to the zero temperature surface energy, characterized with the help of the minimum of $\overline{\mathcal{E}}_\mathrm{surf}$. (3) The bulk Gibbs measure and Gibbs free energy can be approximated by their Gaussian counterparts. (4) Bounds on the decay of correlations are provided, some of them uniform in $β$.

math.PR↗

arXiv2019

Routeing properties in a Gibbsian model for highly dense multihop networks

We investigate a probabilistic model for routeing in a multihop ad-hoc communication network, where each user sends a message to the base station. Messages travel in hops via other users, used as relays. Their trajectories are chosen at random according to a Gibbs distribution, which favours trajectories with low interference, measured in terms of signal-to-interference ratio. This model was introduced in our earlier paper [KT18], where we expressed, in the limit of a high density of users, the typical distribution of the family of trajectories in terms of a law of large numbers. In the present work, we derive its qualitative properties. We analytically identify the emerging typical scenarios in three extreme regimes. We analyse the typical number of hops and the typical length of a hop, and the deviation of the trajectory from the straight line, (1) in the limit of a large communication area and large distances, and (2) in the limit of a strong interference weight. In both regimes, the typical trajectory approaches a straight line quickly, in regime (1) with equal hop lengths. Interestingly, in regime (1), the typical length of a hop diverges logarithmically in the distance of the transmitter to the base station. We further analyse (3) local and global repulsive effects of a densely populated subarea on the trajectories.

math.OC↗

arXiv2018

A Gibbsian model for message routeing in highly dense multihop networks

We investigate a probabilistic model for routeing of messages in relay-augmented multihop ad-hoc networks, where each transmitter sends one message to the origin. Given the (random) transmitter locations, we weight the family of random, uniformly distributed message trajectories by an exponential probability weight, favouring trajectories with low interference (measured in terms of signal-to-interference ratio) and trajectory families with little congestion (measured in terms of the number of pairs of hops using the same relay). Under the resulting Gibbs measure, the system targets the best compromise between entropy, interference and congestion for a common welfare, instead of an optimization of the individual trajectories. In the limit of high spatial density of users, we describe the totality of all the message trajectories in terms of empirical measures. Employing large deviations arguments, we derive a characteristic variational formula for the limiting free energy and analyse the minimizer(s) of the formula, which describe the most likely shapes of the trajectory flow. The empirical measures of the message trajectories well describe the interference, but not the congestion; the latter requires introducing an additional empirical measure. Our results remain valid under replacing the two penalization terms by more general functionals of these two empirical measures.

math.PR↗

arXiv2016

Connection times in large ad-hoc mobile networks

We study connectivity properties in a probabilistic model for a large mobile ad-hoc network. We consider a large number of participants of the system moving randomly, independently and identically distributed in a large domain, with a space-dependent population density of finite, positive order and with a fixed time horizon. Messages are instantly transmitted according to a relay principle, that is, they are iteratively forwarded from participant to participant over distances smaller than the communication radius until they reach the recipient. In mathematical terms, this is a dynamic continuum percolation model. We consider the connection time of two sample participants, the amount of time over which these two are connected with each other. In the above thermodynamic limit, we find that the connectivity induced by the system can be described in terms of the counterplay of a local, random and a global, deterministic mechanism, and we give a formula for the limiting behaviour. A prime example of the movement schemes that we consider is the well-known random waypoint model. Here, we give a negative upper bound for the decay rate, in the limit of large time horizons, of the probability of the event that the portion of the connection time is less than the expectation.

math.PR↗