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The purpose of this note is to consider a number of straightforward generalizations of the Pirogov-Sinai theory which can be covered by minor additions to the canonical texts. These generalizations are well-known among the adepts of the Pirogov-Sinai theory but are lacking formal references.

We study the hard-core model of statistical mechanics on a unit cubic lattice $\mathbb{Z}^3$, which is intrinsically related to the sphere-packing problem for spheres with centers in $\mathbb{Z}^3$. The model is defined by the sphere diameter $D>0$ which is interpreted as a Euclidean exclusion distance between point particles located at spheres centers. The second parameter of the underlying model is the particle fugacity $u$. For $u>1$ the ground states of the model are given by the dense-packings of the spheres. The identification of such dense-packings is a considerable challenge, and we solve it for $D^2=2, 3, 4, 5, 6, 8, 9, 10, 11, 12$ as well as for $D^2=2\ell^2$, where $\ell\in\mathbb{N}$. For the former family of values of $D^2$ our proofs are self-contained. For $D^2=2\ell^2$ our results are based on the proof of Kepler's conjecture. Depending on the value of $D^2$, we encounter three physically distinct situations: (i) finitely many periodic ground states, (ii) countably many layered periodic ground states and (iii) countably many not necessarily layered periodic ground states. For the first two cases we use the Pirogov-Sinai theory and identify the corresponding periodic Gibbs distributions for $D^2=2,3,5,8,9,10,12$ and $D^2=2\ell^2$, $\ell\in\mathbb{N}$, in a high-density regime $u>u_*(D^2)$, where the system is ordered and tends to fluctuate around some ground states. In particular, for $D^2=5$ only a finite number out of countably many layered periodic ground states generate pure phases.

We present a new self-contained proof of the well-known fact that the minimal area of a Voronoi cell in a unit circle packing is equal to $2\sqrt{3}$, and the minimum is achieved only on a perfect hexagon. The proof is short and, in our opinion, instructive.

We perform a rigorous study of the identical sphere packing problem in $\mathbb{Z}^3$ and of phase transitions in the corresponding hard-core model. The sphere diameter $D>0$ and the fugacity $u\gg 1$ are the varying parameters of the model. We solve the sphere packing problem for values $D^2= 2, 3, 4, 5, 6, 8, 9, 10, 11, 12, 2\ell^2$, $\ell\in\mathbb{N}$. For values $D^2=2, 3, 5, 8, 9, 10, 12, 2\ell^2$, $\ell\in\mathbb{N}$ and $u>u^0(D)$ we establish the diagram of periodic pure phases, completely or partially. For the case $D^2=2\ell^2$, $\ell\in\mathbb{N}$ we use results from Hales' proof of Kepler's conjecture.

Birth-death processes form a natural class where ideas and results on large deviations can be tested. In this paper, we derive a large deviation principle under the assumption that the rate of a jump down (death) is growing asymptotically linearly with the population size, while the rate of a jump up (birth) is growing sub-linearly. We establish a large deviation principle under various forms of scaling of the underlying process and the corresponding normalization of the logarithm of the large deviation probabilities. The results show interesting features of dependence of the large deviation functional upon the parameters of the process and the forms of scaling and normalization., Comment: 27 pages, 0 figures

We study dense packings of disks and related Gibbs distributions representing high-density phases in the hard-core model on unit triangular, honeycomb and square lattices. The model is characterized by a Euclidean exclusion distance $D>0$ and a value of fugacity $u>0$. We use the Pirogov-Sinai theory to study the Gibbs distributions for a general $D$ when $u$ is large: $u>u_0(D)$. For infinite sequences of values $D$ we describe a complete high-density phase diagram: it exhibits a multitude of co-existing pure phases, and their number grows as $O(D^2)$. For the remaining values of $D$, except for those with sliding, the number of co-existing pure phases is still of the form $E(D)\geq O(D^2)$; however, the exact identification of the pure phases requires an additional analysis. Such an analysis is performed for a number of typical examples, which involves computer-assisted proofs. Consequently, for all values $D>0$ where sliding does not occur, we establish the existence of a phase transition. The crucial steps in the study are (i) the identification of periodic ground states and (ii) the verification of the Peierls bound. This is done by using connections with algebraic number theory. In particular, a complete list of so-called sliding values of $D$ has been specified. As a by-product, we solve the disk-packing problem on the lattices under consideration. The number and structure of maximally-dense packings depend on the disk-diameter $D$, unlike the case of $\mathbb{R}^2$.

This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic for the probability that a sample path of a normalized process lies in a neighborhood of a given nonnegative continuous function. We propose a variety of normalization schemes for which the large deviation functional preserves its natural integral form., Comment: 11 pages

We study the Gibbs statistics of high-density hard-core configurations on a unit square lattice $\mathbb{Z}^2$, for a general Euclidean exclusion distance $D$. As a by-product, we solve the disk-packing problem on $\mathbb{Z}^2$ for disks of diameter $D$. The key point is an analysis of solutions to norm equations in $\mathbb{Z}[{\sqrt[6]{-1}}]$. We describe the ground states in terms of M-triangles, i.e., non-obtuse $\mathbb{Z}^2$-triangles of a minimal area with the side-lengths $\geq D$. There is a finite class (Class S) formed by values $D^2$ generating sliding, a phenomenon leading to countable families of periodic ground states. We identify all $D^2$ with sliding. Each of the remaining classes is proven to be infinite; they are characterized by uniqueness or non-uniqueness of a minimal triangle for a given $D^2$, up to $\mathbb{Z}^2$-congruencies. For values of $D^2$ with uniqueness (Class A) we describe the periodic ground states as admissible sub-lattices in $\mathbb{Z}^2$ of maximum density. By using the Pirogov-Sinai theory, it allows us to identify the extreme Gibbs measures (pure phases) for large values of fugacity and describe symmetries between them. Next, we analyze the values $D^2$ with non-uniqueness. For some $D^2$ all M-triangles are ${\mathbb{R}}^2$-congruent but not $\mathbb{Z}^2$-congruent (Class B0). For other values of $D^2$ there exist non-${\mathbb{R}}^2$-congruent M-triangles, with different collections of side-lengths (Class B1). Moreover, there are values $D^2$ for which both cases occur (Class B2). The large-fugacity phase diagram for Classes B0, B1, B2 is determined by dominant ground states. Classes A, B0-B2 are described in terms of cosets in $\mathbb{Z}[{\sqrt[6]{-1}}]$ by the group of units., Comment: Ancillary files

The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotics for the probability of excursions of a re-scaled process contained within a neighborhood of a given continuous non-negative function., Comment: 22 pages

We perform a rigorous study of the Gibbs statistics of high-density hard-core random configurations on a unit triangular lattice $\mathbb{A}_2$ and a unit honeycomb graph $\mathbb{H}_2$, for any value of the (Euclidean) repulsion diameter $D>0$. Only attainable values of $D$ are relevant, for which $D^2=a^2+b^2+ab$, $a, b \in\mathbb{Z}$ (L\"oschian numbers). Depending on arithmetic properties of $D^2$, we identify, for large fugacities, the pure phases (extreme Gibbs measures) and specify their symmetries. The answers depend on the way(s) an equilateral triangle of side-length $D$ can be inscribed in $\mathbb{A}_2$ or $\mathbb{H}_2$. On $\mathbb{A}_2$, our approach works for all attainable $D^2$; on $\mathbb{H}_2$ we have to exclude $D^2 = 4, 7, 31, 133$, where a sliding phenomenon occurs, similar to that on a unit square lattice $\mathbb{Z}^2$. For all values $D^2$ apart from the excluded ones we prove the existence of a first-order phase transition where the number of co-existing pure phases grows at least as $O(D^2)$. The proof is based on the Pirogov--Sinai theory which requires non-trivial verifications of key assumptions: finiteness of the set of periodic ground states and the Peierls bound. To establish the Peierls bound, we develop a general method based on the concept of a re-distributed area for Delaunay triangles. Some of the presented proofs are computer-assisted. As a by-product of the ground state identification, we solve the disk-packing problem on $\mathbb{A}_2$ and $\mathbb{H}_2$ for any value of the disk diameter $D$., Comment: Analysis of the model on the hexagonal lattice has been added. Assisting programs are in Ancillary files

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing the combined process, where the generator is defined as a sum of two terms: one responsible for the evolution of the environment and the second representing generators of processes with a given state of environment. (The two operators are not assumed to commute.) The presentation includes fragments of a general theory and pays a particular attention to several types of examples: (1) a queueing system with a random change of parameters (including a Jackson network and, as a special case: a single-server queue with a diffusive behavior of arrival and service rates), (2) a simple-exclusion model in presence of a special `heavy` particle, (3) a diffusion with drift-switching, and (4) a diffusion with a randomly diffusion-type varying diffusion coefficient (including a modification of the Heston random volatility model)., Comment: 29 pages

We produce a series of results extending information-theoretical inequalities (discussed by Dembo--Cover--Thomas in 1989-1991) to a weighted version of entropy. The resulting inequalities involve the Gaussian weighted entropy; they imply a number of new relations for determinants of positive-definite matrices.

Following the paper by Algoet--Cover (1988), we analyse log-optimal portfolios where return evaluation includes `weights' of different outcomes. The results are twofold: (A) under certain conditions, logarithmic growth rate is a supermartingale, and (B) the optimal (martingale) investment strategy is a proportional betting; it does not depend on the form of the weight function, although the optimal rate does. The existence of an optimal investment strategy has been established earlier in a great generality by Kramkov--Schachermayer (2003) although our underlying assumptions are different.

We introduce quantum weighted entropy in analogy to an earlier notion of (classical) weighted entropy and derive many of its properties. These include the subadditivity, concavity and strong subadditivity property of quantum weighted entropy, as well as an analog of the Araki-Lieb inequality. Interesting byproducts of the proofs are a weighted analog of Klein's inequality and non-negativity of quantum weighted relative entropy. A main difficulty is the fact that the weights in general do not commute with the density matrices., Comment: 12 pages

We propose a class of models of random walks in a random environment where an exact solution can be given for a stationary distribution. The tool is the detailed balance equations., Comment: 15 pages

The paper extends earlier results from \cite{SK}, \cite{SKS} about infinite-volume quantum bosonic states (FK-DLR states) to the case of multi-type particles with non-negative interactions. (An example is a quantum Widom--Rowlinson model.) Following the strategy from \cite{SK}, \cite{SKS}, we establish that, for the values of fugacity $z\in (0,1)$ and inverse temperature $\beta >0$, finite-volume Gibbs states form a compact family in the thermodynamic limit. Next, in dimension two we show that any limit-point state (an FK-DLR state in the terminology adopted in \cite{SK}, \cite{SKS}) is translation-invariant.

This paper continues the work Y. Suhov, M. Kelbert. FK-DLR states of a quantum bose-gas, arXiv:1304.0782 [math-ph], and focuses on infinite-volume bosonic states for a quantum system (a quantum gas) in a plane. We work under similar assumptions upon the form of local Hamiltonians and the type of the (pair) interaction potential as in the reference above. The result of the paper is that any infinite-volume FK-DLR functional corresponding to the Hamiltonians is shift-invariant, regardless of whether this functional is unique or not., Comment: 31 pages

The paper focuses on infinite-volume bosonic states for a quantum particle system (a quantum gas) in a Euclidean space. The kinetic energy part of the Hamiltonian is the standard Laplacian (with a Dirichlet's boundary condition at the border of a `box'). The particles interact with each other through a two-body finite-range potential depending on the distance between them and featuring a hard core of a positive diameter. We introduce a class of so-called FK-DLR functionals containing all limiting Gibbs states of the system. In the next paper we will prove that any FK-DLR functional is shift-invariant, regardless of whether it is unique or not., Comment: 32 pages

We introduce a transfer matrix formalism for the (annealed) Ising model coupled to two-dimensional causal dynamical triangulations. Using the Krein-Rutman theory of positivity preserving operators we study several properties of the emerging transfer matrix. In particular, we determine regions in the quadrant of parameters beta, mu >0 where the infinite-volume free energy converges, yielding results on the convergence and asymptotic properties of the partition function and the Gibbs measure., Comment: 28 pages, 4 figures, minor changes in main text, title changed, as published

We introduce a prototype model in an attempt to capture some aspects of market dynamics simulating a trading mechanism. The model description starts with a discrete-space, continuous-time Markov process describing arrival and movement of orders with different prices. We then perform a re-scaling procedure leading to a deterministic dynamical system controlled by non-linear ordinary differential equations (ODEs). This allows us to introduce approximations for the equilibrium distribution of the model represented by fixed points of deterministic dynamics., Comment: 15 pages, 1 figure

This paper focuses on some simple models of limit order book dynamics which simulate market trading mechanisms. We start with a discrete time/space Markov process and then perform a re-scaling procedure leading to a deterministic dynamical system controlled by non-linear ODEs. This allows us to introduce approximants for the equilibrium distribution of the process represented by fixed points of deterministic dynamics., Comment: 5 pages

We establish exponential localization for a two-particle Anderson model in a Euclidean space ${\mathbb R}^{d}$, $d\ge 1$, in presence of a non-trivial short-range interaction and a random external potential of the alloy type. Specifically, we prove that all eigenfunctions with eigenvalues near the lower edge of the spectrum decay exponentially in $L^2$-norm., Comment: 2 figures

We consider a two-particle quantum systems in a d-dimensional Euclidean space with interaction and in presence of a random external potential (a continuous two-particle Anderson model). We establish Wegner-type estimates (inequalities) for such models, assessing the probability that random spectra of Hamiltonians in finite volumes intersect a given set.

We analyse a two-particle quantum system in $\R^d$ with interaction and in presence of a random external potential field with a continuous argument (an Anderson model in a continuous space). Our aim is to establish the so-called Wegner-type estimates for such a model, assessing the probability that random spectra of Hamiltonians in finite volumes intersect with a given set. For the lattice version of the two-particle model, a similar result was obtained in [8]

This paper has been withdrawn by the authors, due to the discovery of paper 0201028 which predates it and contains most of it's results., Comment: paper withdrawn