[{"publication_identifier":{"issn":["0304-4149"]},"author":[{"last_name":"Jalowy","first_name":"Jonas","orcid":"0000-0001-9624-2685","full_name":"Jalowy, Jonas","id":"113768"},{"last_name":"Stange","first_name":"Hanna","full_name":"Stange, Hanna"}],"status":"public","title":"Box-covariances of hyperuniform point processes","year":"2026","intvolume":"       199","publication_status":"published","date_updated":"2026-08-04T06:07:59Z","_id":"66641","language":[{"iso":"eng"}],"publisher":"Elsevier BV","article_number":"104996","volume":199,"user_id":"113768","doi":"10.1016/j.spa.2026.104996","citation":{"bibtex":"@article{Jalowy_Stange_2026, title={Box-covariances of hyperuniform point processes}, volume={199}, DOI={<a href=\"https://doi.org/10.1016/j.spa.2026.104996\">10.1016/j.spa.2026.104996</a>}, number={104996}, journal={Stochastic Processes and their Applications}, publisher={Elsevier BV}, author={Jalowy, Jonas and Stange, Hanna}, year={2026} }","ama":"Jalowy J, Stange H. Box-covariances of hyperuniform point processes. <i>Stochastic Processes and their Applications</i>. 2026;199. doi:<a href=\"https://doi.org/10.1016/j.spa.2026.104996\">10.1016/j.spa.2026.104996</a>","mla":"Jalowy, Jonas, and Hanna Stange. “Box-Covariances of Hyperuniform Point Processes.” <i>Stochastic Processes and Their Applications</i>, vol. 199, 104996, Elsevier BV, 2026, doi:<a href=\"https://doi.org/10.1016/j.spa.2026.104996\">10.1016/j.spa.2026.104996</a>.","chicago":"Jalowy, Jonas, and Hanna Stange. “Box-Covariances of Hyperuniform Point Processes.” <i>Stochastic Processes and Their Applications</i> 199 (2026). <a href=\"https://doi.org/10.1016/j.spa.2026.104996\">https://doi.org/10.1016/j.spa.2026.104996</a>.","short":"J. Jalowy, H. Stange, Stochastic Processes and Their Applications 199 (2026).","ieee":"J. Jalowy and H. Stange, “Box-covariances of hyperuniform point processes,” <i>Stochastic Processes and their Applications</i>, vol. 199, Art. no. 104996, 2026, doi: <a href=\"https://doi.org/10.1016/j.spa.2026.104996\">10.1016/j.spa.2026.104996</a>.","apa":"Jalowy, J., &#38; Stange, H. (2026). Box-covariances of hyperuniform point processes. <i>Stochastic Processes and Their Applications</i>, <i>199</i>, Article 104996. <a href=\"https://doi.org/10.1016/j.spa.2026.104996\">https://doi.org/10.1016/j.spa.2026.104996</a>"},"publication":"Stochastic Processes and their Applications","date_created":"2026-08-04T06:06:09Z","department":[{"_id":"94"}],"type":"journal_article"},{"year":"2024","title":"Monotonicity properties for Bernoulli percolation on layered graphs— A Markov chain approach","status":"public","publication_identifier":{"issn":["0304-4149"]},"author":[{"last_name":"König","first_name":"Philipp","full_name":"König, Philipp"},{"full_name":"Richthammer, Thomas","first_name":"Thomas","last_name":"Richthammer","id":"62054"}],"date_updated":"2026-02-18T12:32:13Z","publication_status":"published","intvolume":"       181","article_number":"104549","_id":"64213","language":[{"iso":"eng"}],"publisher":"Elsevier BV","doi":"10.1016/j.spa.2024.104549","user_id":"62054","volume":181,"publication":"Stochastic Processes and their Applications","citation":{"apa":"König, P., &#38; Richthammer, T. (2024). Monotonicity properties for Bernoulli percolation on layered graphs— A Markov chain approach. <i>Stochastic Processes and Their Applications</i>, <i>181</i>, Article 104549. <a href=\"https://doi.org/10.1016/j.spa.2024.104549\">https://doi.org/10.1016/j.spa.2024.104549</a>","ieee":"P. König and T. Richthammer, “Monotonicity properties for Bernoulli percolation on layered graphs— A Markov chain approach,” <i>Stochastic Processes and their Applications</i>, vol. 181, Art. no. 104549, 2024, doi: <a href=\"https://doi.org/10.1016/j.spa.2024.104549\">10.1016/j.spa.2024.104549</a>.","chicago":"König, Philipp, and Thomas Richthammer. “Monotonicity Properties for Bernoulli Percolation on Layered Graphs— A Markov Chain Approach.” <i>Stochastic Processes and Their Applications</i> 181 (2024). <a href=\"https://doi.org/10.1016/j.spa.2024.104549\">https://doi.org/10.1016/j.spa.2024.104549</a>.","short":"P. König, T. Richthammer, Stochastic Processes and Their Applications 181 (2024).","mla":"König, Philipp, and Thomas Richthammer. “Monotonicity Properties for Bernoulli Percolation on Layered Graphs— A Markov Chain Approach.” <i>Stochastic Processes and Their Applications</i>, vol. 181, 104549, Elsevier BV, 2024, doi:<a href=\"https://doi.org/10.1016/j.spa.2024.104549\">10.1016/j.spa.2024.104549</a>.","ama":"König P, Richthammer T. Monotonicity properties for Bernoulli percolation on layered graphs— A Markov chain approach. <i>Stochastic Processes and their Applications</i>. 2024;181. doi:<a href=\"https://doi.org/10.1016/j.spa.2024.104549\">10.1016/j.spa.2024.104549</a>","bibtex":"@article{König_Richthammer_2024, title={Monotonicity properties for Bernoulli percolation on layered graphs— A Markov chain approach}, volume={181}, DOI={<a href=\"https://doi.org/10.1016/j.spa.2024.104549\">10.1016/j.spa.2024.104549</a>}, number={104549}, journal={Stochastic Processes and their Applications}, publisher={Elsevier BV}, author={König, Philipp and Richthammer, Thomas}, year={2024} }"},"abstract":[{"text":"A layered graph G^× is the Cartesian product of a graph G = (V, E) with the linear graph Z, e.g. Z^× is the 2D square lattice Z^2. For Bernoulli percolation with parameter p ∈ [0, 1] on G^× one intuitively would expect that P_p((o, 0) ↔ (v, n)) ≥ P_p((o, 0) ↔ (v, n + 1)) for all o, v ∈ V and n ≥ 0. This is reminiscent of the better known bunkbed conjecture. Here\r\nwe introduce an approach to the above monotonicity conjecture that makes use of a Markov chain building the percolation pattern layer by layer. In case of finite G we thus can show that for some N ≥ 0 the above holds\r\nfor all n ≥ N o, v ∈ V and p ∈ [0, 1]. One might hope that this Markov chain approach could be useful for other problems concerning Bernoulli percolation on layered graphs","lang":"eng"}],"date_created":"2026-02-18T12:06:28Z","type":"journal_article"},{"page":"60-79","_id":"43493","publisher":"Elsevier BV","user_id":"99427","volume":146,"status":"public","external_id":{"arxiv":["2104.03013 "]},"oa":"1","citation":{"short":"D. Hasler, B. Hinrichs, O. Siebert, Stochastic Processes and Their Applications 146 (2021) 60–79.","chicago":"Hasler, David, Benjamin Hinrichs, and Oliver Siebert. “Correlation Bound for a One-Dimensional Continuous Long-Range Ising Model.” <i>Stochastic Processes and Their Applications</i> 146 (2021): 60–79. <a href=\"https://doi.org/10.1016/j.spa.2021.12.010\">https://doi.org/10.1016/j.spa.2021.12.010</a>.","apa":"Hasler, D., Hinrichs, B., &#38; Siebert, O. (2021). Correlation bound for a one-dimensional continuous long-range Ising model. <i>Stochastic Processes and Their Applications</i>, <i>146</i>, 60–79. <a href=\"https://doi.org/10.1016/j.spa.2021.12.010\">https://doi.org/10.1016/j.spa.2021.12.010</a>","ieee":"D. Hasler, B. Hinrichs, and O. Siebert, “Correlation bound for a one-dimensional continuous long-range Ising model,” <i>Stochastic Processes and their Applications</i>, vol. 146, pp. 60–79, 2021, doi: <a href=\"https://doi.org/10.1016/j.spa.2021.12.010\">10.1016/j.spa.2021.12.010</a>.","ama":"Hasler D, Hinrichs B, Siebert O. Correlation bound for a one-dimensional continuous long-range Ising model. <i>Stochastic Processes and their Applications</i>. 2021;146:60-79. doi:<a href=\"https://doi.org/10.1016/j.spa.2021.12.010\">10.1016/j.spa.2021.12.010</a>","bibtex":"@article{Hasler_Hinrichs_Siebert_2021, title={Correlation bound for a one-dimensional continuous long-range Ising model}, volume={146}, DOI={<a href=\"https://doi.org/10.1016/j.spa.2021.12.010\">10.1016/j.spa.2021.12.010</a>}, journal={Stochastic Processes and their Applications}, publisher={Elsevier BV}, author={Hasler, David and Hinrichs, Benjamin and Siebert, Oliver}, year={2021}, pages={60–79} }","mla":"Hasler, David, et al. “Correlation Bound for a One-Dimensional Continuous Long-Range Ising Model.” <i>Stochastic Processes and Their Applications</i>, vol. 146, Elsevier BV, 2021, pp. 60–79, doi:<a href=\"https://doi.org/10.1016/j.spa.2021.12.010\">10.1016/j.spa.2021.12.010</a>."},"main_file_link":[{"open_access":"1"}],"language":[{"iso":"eng"}],"doi":"10.1016/j.spa.2021.12.010","title":"Correlation bound for a one-dimensional continuous long-range Ising model","year":"2021","author":[{"first_name":"David","last_name":"Hasler","full_name":"Hasler, David"},{"full_name":"Hinrichs, Benjamin","last_name":"Hinrichs","first_name":"Benjamin","orcid":"0000-0001-9074-1205","id":"99427"},{"full_name":"Siebert, Oliver","first_name":"Oliver","last_name":"Siebert"}],"publication_identifier":{"issn":["0304-4149"]},"publication_status":"published","date_updated":"2026-01-16T09:03:28Z","article_type":"original","intvolume":"       146","date_created":"2023-04-14T04:50:01Z","type":"journal_article","publication":"Stochastic Processes and their Applications","extern":"1","abstract":[{"lang":"eng","text":"We consider a measure given as the continuum limit of a one-dimensional Ising model with long-range translationally invariant interactions. Mathematically, the measure can be described by a self-interacting Poisson driven jump process. We prove a correlation inequality, estimating the magnetic susceptibility of this model, which holds for small norm of the interaction function. The bound on the magnetic susceptibility has applications in quantum field theory and can be used to prove existence of ground states for the spin boson model."}]},{"author":[{"last_name":"Lasser","first_name":"R.","full_name":"Lasser, R."},{"full_name":"Rösler, Margit","first_name":"Margit","last_name":"Rösler","id":"37390"}],"publication_identifier":{"issn":["0304-4149"]},"title":"Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality","year":"1991","intvolume":"        38","publication_status":"published","date_updated":"2023-01-26T17:29:03Z","language":[{"iso":"eng"}],"doi":"10.1016/0304-4149(91)90095-t","issue":"2","publication":"Stochastic Processes and their Applications","extern":"1","date_created":"2023-01-26T09:09:22Z","department":[{"_id":"555"}],"keyword":["Applied Mathematics","Modeling and Simulation","Statistics and Probability"],"type":"journal_article","status":"public","_id":"40218","publisher":"Elsevier BV","page":"279-293","volume":38,"user_id":"93826","citation":{"chicago":"Lasser, R., and Margit Rösler. “Linear Mean Estimation of Weakly Stationary Stochastic Processes under the Aspects of Optimality and Asymptotic Optimality.” <i>Stochastic Processes and Their Applications</i> 38, no. 2 (1991): 279–93. <a href=\"https://doi.org/10.1016/0304-4149(91)90095-t\">https://doi.org/10.1016/0304-4149(91)90095-t</a>.","short":"R. Lasser, M. Rösler, Stochastic Processes and Their Applications 38 (1991) 279–293.","ieee":"R. Lasser and M. Rösler, “Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality,” <i>Stochastic Processes and their Applications</i>, vol. 38, no. 2, pp. 279–293, 1991, doi: <a href=\"https://doi.org/10.1016/0304-4149(91)90095-t\">10.1016/0304-4149(91)90095-t</a>.","apa":"Lasser, R., &#38; Rösler, M. (1991). Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality. <i>Stochastic Processes and Their Applications</i>, <i>38</i>(2), 279–293. <a href=\"https://doi.org/10.1016/0304-4149(91)90095-t\">https://doi.org/10.1016/0304-4149(91)90095-t</a>","bibtex":"@article{Lasser_Rösler_1991, title={Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality}, volume={38}, DOI={<a href=\"https://doi.org/10.1016/0304-4149(91)90095-t\">10.1016/0304-4149(91)90095-t</a>}, number={2}, journal={Stochastic Processes and their Applications}, publisher={Elsevier BV}, author={Lasser, R. and Rösler, Margit}, year={1991}, pages={279–293} }","ama":"Lasser R, Rösler M. Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality. <i>Stochastic Processes and their Applications</i>. 1991;38(2):279-293. doi:<a href=\"https://doi.org/10.1016/0304-4149(91)90095-t\">10.1016/0304-4149(91)90095-t</a>","mla":"Lasser, R., and Margit Rösler. “Linear Mean Estimation of Weakly Stationary Stochastic Processes under the Aspects of Optimality and Asymptotic Optimality.” <i>Stochastic Processes and Their Applications</i>, vol. 38, no. 2, Elsevier BV, 1991, pp. 279–93, doi:<a href=\"https://doi.org/10.1016/0304-4149(91)90095-t\">10.1016/0304-4149(91)90095-t</a>."}}]