Space-time random walk loop measures

In this work, we investigate a novel setting of Markovian loop measures and introduce a new class of loop measures called Bosonic loop measures. Namely, we consider loop soups with varying intensity $\mu\le 0$ (chemical potential in physics terms), and secondly, we study Markovian loop measures on graphs with an additional "time" dimension leading to so-called space-time random walks and their loop measures and Poisson point loop processes. Interesting phenomena appear when the additional coordinate of the space-time process is on a discrete torus with non-symmetric jump rates. The projection of these space-time random walk loop measures onto the space dimensions is loop measures on the spatial graph, and in the scaling limit of the discrete torus, these loop measures converge to the so-called [Bosonic loop measures]. This provides a natural probabilistic definition of [Bosonic loop measures]. These novel loop measures have similarities with the standard Markovian loop measures only that they give weights to loops of certain lengths, namely any length which is multiple of a given length $\beta> 0$ which serves as an additional parameter. We complement our study with generalised versions of Dynkin's isomorphism theorem (including a version for the whole complex field) as well as Symanzik's moment formulae for complex Gaussian measures. Due to the lacking symmetry of our space-time random walks, the distributions of the occupation time fields are given in terms of complex Gaussian measures over complex-valued random fields ([B92,BIS09]. Our space-time setting allows obtaining quantum correlation functions as torus limits of space-time correlation functions.Comment: 3 figure

The Widom-Rowlinson Model on the Delaunay Graph

We establish phase transitions for continuum Delaunay multi-type particle systems (continuum Potts or Widom-Rowlinson models) with a repulsive interaction between particles of different types. Our interaction potential depends solely on the length of the Delaunay edges. We show that a phase transition occurs for sufficiently large activities and for sufficiently large potential parameter proving an old conjecture of Lebowitz and Lieb extended to the Delaunay structure. Our approach involves a Delaunay random-cluster representation analogous to the Fortuin-Kasteleyn representation of the Potts model. The phase transition manifests itself in the mixed site-bond percolation of the corresponding random-cluster model. Our proofs rely mainly on geometric properties of Delaunay tessellations in $\mathbb{R}^2$ and on recent studies [DDG12] of Gibbs measures for geometry-dependent interactions. The main tool is a uniform bound on the number of connected components in the Delaunay graph which provides a novel approach to Delaunay Widom Rowlinson models based on purely geometric arguments. The interaction potential ensures that shorter Delaunay edges are more likely to be open and thus offsets the possibility of having an unbounded number of connected components.Comment: 36 pages, 11 figure

Asymptotic Feynman-Kac formulae for large symmetrised systems of random walks

We study large deviations principles for $N$ random processes on the lattice $\Z^d$ with finite time horizon $[0,\beta]$ under a symmetrised measure where all initial and terminal points are uniformly given by a random permutation. That is, given a permutation $\sigma$ of $N$ elements and a vector $(x_1,...,x_N)$ of $N$ initial points we let the random processes terminate in the points $(x_{\sigma(1)},...,x_{\sigma(N)})$ and then sum over all possible permutations and initial points, weighted with an initial distribution. There is a two-level random mechanism and we prove two-level large deviations principles for the mean of empirical path measures, for the mean of paths and for the mean of occupation local times under this symmetrised measure. The symmetrised measure cannot be written as any product of single random process distributions. We show a couple of important applications of these results in quantum statistical mechanics using the Feynman-Kac formulae representing traces of certain trace class operators. In particular we prove a non-commutative Varadhan Lemma for quantum spin systems with Bose-Einstein statistics and mean field interactions. A special case of our large deviations principle for the mean of occupation local times of $N$ simple random walks has the Donsker-Varadhan rate function as the rate function for the limit $N\to\infty$ but for finite time $\beta$. We give an interpretation in quantum statistical mechanics for this surprising result

Phase transitions in Delaunay Potts models

We establish phase transitions for classes of continuum Delaunay multi-type particle systems (continuum Potts models) with infinite range repulsive interaction between particles of different type. In one class of the Delaunay Potts models studied the repulsive interaction is a triangle (multi-body) interaction whereas in the second class the interaction is between pairs (edges) of the Delaunay graph. The result for the edge model is an extension of finite range results in \cite{BBD04} for the Delaunay graph and in \cite{GH96} for continuum Potts models to an infinite range repulsion decaying with the edge length. This is a proof of an old conjecture of Lebowitz and Lieb. The repulsive triangle interactions have infinite range as well and depend on the underlying geometry and thus are a first step towards studying phase transitions for geometry-dependent multi-body systems. Our approach involves a Delaunay random-cluster representation analogous to the Fortuin-Kasteleyn representation of the Potts model. The phase transitions manifest themselves in the percolation of the corresponding random-cluster model. Our proofs rely on recent studies \cite{DDG12} of Gibbs measures for geometry-dependent interactions

Dissipative periodic and chaotic patterns to the KdV--Burgers and Gardner equations

We investigate the KdV-Burgers and Gardner equations with dissipation and external perturbation terms by the approach of dynamical systems and Shil'nikov's analysis. The stability of the equilibrium point is considered, and Hopf bifurcations are investigated after a certain scaling that reduces the parameter space of a three-mode dynamical system which now depends only on two parameters. The Hopf curve divides the two-dimensional space into two regions. On the left region the equilibrium point is stable leading to dissapative periodic orbits. While changing the bifurcation parameter given by the velocity of the traveling waves, the equilibrium point becomes unstable and a unique stable limit cycle bifurcates from the origin. This limit cycle is the result of a supercritical Hopf bifurcation which is proved using the Lyapunov coefficient together with the Routh-Hurwitz criterion. On the right side of the Hopf curve, in the case of the KdV-Burgers, we find homoclinic chaos by using Shil'nikov's theorem which requires the construction of a homoclinic orbit, while for the Gardner equation the supercritical Hopf bifurcation leads only to a stable periodic orbit.Comment: 13 pages, 12 figure