Welcome to my personal homepage. I am a mathematician working in probability theory and its connections to statistical physics, combinatorics, and the theory of complex networks.
Until 2025 I was a researcher at the Stochastics Group, Institute of Mathematics, JGU Mainz, where I held two consecutive DFG individual grants within Priority Programme 2265 Random Geometric Systems — on inhomogeneous long-range percolation and on directed scale-free networks. In winter 2022/23 I held the acting professorship Stochastics and its Applications at the University of Augsburg. Earlier positions include a postdoc with Lisa Hartung (Mainz), several years in the group of Frank Aurzada at TU Darmstadt, and an interim lectureship in Mathematical Finance at the University of Mannheim. My PhD was supervised by Peter Mörters at the University of Bath.
Since January 2026 I am based in industry. I continue to pursue research in probability and complex networks and I remain actively engaged with the academic community.
You can reach me at cmoench25[at]gmail.com.
Profiles: zbMATH, MathSciNet, GoogleScholar, and ArXiv.
scale-free networks
spatially extendend networks
directed random graphs
stochastic processes on (random) graphs
Inhomogenous long-range networks: connectivity & dynamics. This project is a continuation of my work within the DFG-Priority Programme SPP 2265 Random Geometric Systems. The aim is to investigate the properties of infinite clusters in long-range percolation models with dependencies. This includes their topological properties, network metrics such as clustering coefficients etc. and the behaviour of stochastic process on them, for instance random walks or the contact process.
Structure and Dynamics of directed scale-free spatial networks (with Lukas Lüchtrath (WIAS Berlin)). The goal is to investigate directed scale-free network models and stochastic processes on such networks. Considering directed networks, instead of undirected ones, adds additional layers of complexity to the models. The description of networks becomes considerably more involved, even locally, due to the appearance of arbitrary indegree-outdegree correlations. More importantly, the dynamics on directed networks are inherently irreversible, which renders many tools commonly used for the analysis of processes on networks ineffective. Therefore, mathematical results for directed networks are scarce and the effects emerging from introducing directed edges are, in general, poorly understood.
Resolute voter model (with Lisa Hartung (JGU Mainz)). We study a variation of the classical voter model. The voters sit in the sites of a (large) graph and copy the opinion of a random neighbouring voter whenever their clock rings. However, unlike in the classical voter model, the distribution of the clock process depends on the voter: The rate at which a clock rings is itself the inverse of a heavy tailed random variable, i.e. there is an inhomogeneous population of irresolute voters changing their opinions all the time, and resolute voters who change their opinions very rarely. We investigate what effect this inhomogeneity has on the fixation of the system.
fractional Brownian motion
self-similar processes
long-range dependence
This area is concerned with questions of the following type: given a stochastic process whose range almost surely covers the real line, how rare is the event that it remains below a fixed threshold up to time T? For Markov processes the answer is classical, but for non-Markovian processes — in particular those with long-range dependence — the picture is far from complete. For an introduction to the field see this survey by Frank Aurzada & Thomas Simon.
My work on this topic departs from the standard fluctuation-theoretic approach. Using Palm calculus and the analysis of self-similar co-ascent processes, I established universality results for the persistence exponents of local times of self-similar processes with stationary increments: the exponent depends only on the self-similarity index, not on the fine structure of the process. A companion paper develops the Palm-calculus framework underlying these results.
Open question: strong asymptotics for fractional Brownian motion. Molchan's theorem gives the logarithmic order of the persistence probability P(T) of fractional Brownian motion with Hurst index H: log P(T)/log T → -(1−H). The finer question — does P(T) behave like a pure power function? — remains open for general H. I am actively working on this.
infection dynamics
random walk loop and trace models
voter models
A central theme in modern probability is understanding how the geometry of a random network shapes the behaviour of dynamical processes running on it. Phase transitions, critical phenomena, and metastability can look very different on sparse random graphs than on regular lattices, and many classical tools break down.
Contact processes on random networks (with Benedikt Jahnel (Braunschweig/WIAS Berlin) and Lukas Lüchtrath (WIAS Berlin)). The contact process is a simple model for the spread of an infection through a population. We study phase transitions and metastability for the contact process on sparse random graphs, exploiting local weak limits and the theory of metastable systems to transfer results from tree-like local structures to the global graph.
Activated random walks and self-organised criticality (with Antal A. Járai (Bath) and Lorenzo Taggi (Rome)). Activated random walk is a conservative particle system that exhibits self-organised criticality: without any parameter tuning, the system naturally settles near a critical point. We investigate the critical window and scaling limits in the mean-field (complete graph) setting.
Strict inequalities for percolation thresholds (with Stein Andreas Bethuelsen (Bergen) and with Andreas Klippel (Darmstadt) & Ben Lees (Leeds)). A recurring question in percolation theory is whether distinct models — say, loop percolation and Bernoulli percolation on a tree, or long-range percolation models with different kernels — have strictly ordered critical values, or whether they can coincide. We develop methods to establish such strict inequalities without relying on classical essential-enhancement arguments.
preferential attachment graphs
random recursive trees
depth and distance asymptotics
scale-free networks
Preferential attachment models (where new nodes connect preferentially to already well-connected nodes) are a canonical explanation for the emergence of scale-free degree distributions in real-world networks. Despite their simple recursive definition, the geometry of these trees and graphs is subtle and many basic questions about depths, distances, and subtree counts remain open.
My earlier work established the typical and large-deviation behaviour of distances in spatial and non-spatial preferential attachment models. More recently I have returned to the area, studying monotonicity of depth constants in general preferential attachment trees: as the attachment rule becomes more concentrated, do typical depths increase or decrease? The answer turns out to depend delicately on the shape of the attachment function, and proving monotonicity requires developing new comparison techniques for recursive distributional equations.
Frank Aurzada (Darmstadt), Stein Andreas Bethuelsen (Bergen), Steffen Dereich (Münster), Peter Gracar (Leeds), Lisa Hartung (Mainz), Markus Heydenreich (Augsburg), Christian Hirsch (Aarhus), Benedikt Jahnel (Braunschweig/WIAS Berlin), Antal A. Járai (Bath), Andreas Klippel (Darmstadt), Vaios Laschos (WIAS Berlin), Ben Lees (Leeds), Lukas Lüchtrath (WIAS Berlin), Peter Mörters (Cologne), Amr Rizk (Hannover), Lorenzo Taggi (Rome), and Florian Völlering
Maximising homomorphism counts between digraphs, with Lukas Lüchtrath. arXiv:2603.18847
Age-dependent random connection models with arc reciprocity: clustering and connectivity, with Lukas Lüchtrath. arXiv:2603.16824
Monotonicity of depth constants in general preferential attachment trees. arXiv:2602.14741
Extremes of the zero-average Gaussian Free Field on random regular graphs, with Lisa Hartung and Andreas Klippel. arXiv:2511.14026
Strict monotonicity of critical points in independent long-range percolation models, with Stein Andreas Bethuelsen. arXiv:2510.26314
Phase transitions for contact processes on sparse random graphs via metastability and local limits, with Benedikt Jahnel and Lukas Lüchtrath. arXiv:2505.22471
Loop vs. Bernoulli percolation on trees: strict inequality of critical values, with Andreas Klippel and Ben Lees. arXiv:2503.03319
Phase transitions for contact processes on one-dimensional networks, with Benedikt Jahnel and Lukas Lüchtrath. arXiv:2501.16858
Inhomogeneous long-range percolation in the strong decay regime: recurrence in one dimension. arXiv:2408.06918
The mean field stubborn voter model, with Lisa Hartung and Florian Völlering. arXiv:2405.08202
The critical window in activated random walk on the complete graph, with Antal A. Járai and Lorenzo Taggi. arXiv:2304.10169
Finiteness of the percolation threshold for inhomogeneous long-range models in one dimension, with Peter Gracar and Lukas Lüchtrath, Electronic Journal of Probability 30 (2025), paper no. 134, 29 pp.
A very short proof of Sidorenko’s inequality for counts of homomorphism between graphs, with Lukas Lüchtrath, Bulletin of the Australian Mathematical Society 113.1 (2026), pp.10-14.
Inhomogeneous long-range percolation in the weak decay regime. Probability Theory and Related Fields 189, 3-4 (2024), pp. 1129–1160. MR4771112
Self-similar co-ascent processes and Palm calculus. Stochastic Processes and their Applications 174, (2024) paper no. 104378, 10 pp. MR4746578
DAG-type Distributed Ledgers via Young-age Preferential Attachment, with Amr Rizk. Stochastic Systems 13.3 (2023), pp. 377-397. MR4650338
Recurrence versus transience for Weight-dependent Random Connection Models, with Peter Gracar, Markus Heydenreich, and Peter Mörters. Electronic Journal of Probability 27 (2022), paper no. 60, 31 pp. MR4417198
Universality for persistence exponents of local times of self-similar processes with stationary increments. Journal of Theoretical Probability, 35 (2022), pp. 1842–1862. MR4488560
Quenched invariance principle for random walks on dynamically averaging random conductances, with Stein Andreas Bethuelsen and Christian Hirsch. Electronic Communications in Probability 26 (2021), paper no. 69, 13 pp. MR4346873
Distances and large deviations in the spatial preferential attachment model, with Christian Hirsch. Bernoulli 26.2 (2020), pp. 927--947. MR4058356
Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes, with Frank Aurzada. Теория вероятностей и ее применения 63 (2018), pp. 817-826 and Theory of Probability and its Applications 63.4 (2019), pp. 664-670. MR3869634
Distances in scale-free networks at criticality, with Steffen Dereich and Peter Mörters. Electronic Journal of Probability 22 (2017), paper no. 77, 38 pp. MR3710797
Relations between L^p- and pointwise convergence of families of functions indexed by the unit interval, with Vaios Laschos. Real Analysis Exchange, 38.1 (2012/13) pp. 177–192. MR3083205
Typical distances in ultrasmall random networks, with Steffen Dereich and Peter Mörters. Advances in Applied Probability, 44.2 (2012), pp. 583–601. MR2977409
The directed Age-dependent Random Connection Model with arc reciprocity, with Lukas Lüchtrath. Modelling and Mining Networks. 19th International Workshop, WAW 2024, Warsaw, Poland, June 3–6, 2024, Proceedings. Lecture Notes in Computer Science, vol 14671, 2024.
The emergence of a giant component in one-dimensional inhomogeneous networks with long-range effects, with Peter Gracar and Lukas Lüchtrath. Algorithms and Models for the Web Graph. 18th International Workshop, WAW 2023, Toronto, ON, Canada, May 23–26, 2023, Proceedings. Lecture Notes in Computer Science, vol 13894, 2023.
Transience Versus Recurrence for Scale-Free Spatial Networks, with Peter Gracar, Markus Heydenreich and Peter Mörters. Algorithms and Models for the Web Graph. 17th International Workshop, WAW 2020, Warsaw, Poland, September 21–22, 2020, Proceedings. Lecture Notes in Computer Science, vol 12091, 2020.
Law of Large Numbers for an elementary model of Self-organised Criticality, with Antal A. Járai and Lorenzo Taggi. Working paper, 2023.
Conditionally Poissonian random digraphs. Working paper, 2017.
Persistence of activity in critical scale free Boolean networks. Tagungsbericht/ extended abstract, Oberwolfach Report 12 (2015), pp. 2020–2023.
Distances in preferential attachment networks. PhD thesis, December 2013, supervised by Prof. Peter Mörters, University of Bath.
Large deviations for the empirical pair measure of tree indexed Markov chains. Diploma thesis, April 2009, supervised by Prof. Heinrich von Weizsäcker, Technische Universität Kaiserslautern.