The contact model for the spread of disease may be viewed as a directed percolation model on $\ZZ \times \RR$ in which the continuum axis is oriented in the direction of increasing time. Techniques from percolation have enabled a fairly complete analysis of the contact model at and near its critical point. The corresponding process when the time-axis is unoriented is an undirected percolation model to which now standard techniques may be applied. One may construct in similar vein a random-cluster model on $\ZZ \times \RR$, with associated continuum Ising and Potts models. These models are of independent interest, in addition to providing a path-integral representation of the quantum Ising model with transverse field. This representation may be used to obtain a bound on the entanglement of a finite set of spins in the quantum Ising model on $\ZZ$, where this entanglement is measured via the entropy of the reduced density matrix. The mean-field version of the quantum Ising model gives rise to a random-cluster model on $K_n \times \RR$, thereby extending the Erdos-Renyi random graph on the complete graph $K_n$.
We study percolation on the hierarchical lattice of order $N$ where the probability of connection between two points separated by distance $k$ is of the form $c_k/N^{k(1+δ)},\; δ>-1$. Since the distance is an ultrametric, there are significant differences with percolation on the Euclidean lattice. There are two non-critical regimes: $δ<1$, where percolation occurs, and $δ>1$, where it does not occur. In the critical case, $δ=1$, we use an approach in the spirit of the renormalization group method of statistical physics and connectivity results of Erdős-Renyi random graphs play a key role. We f…
In this paper, we consider Voronoi percolation in the hyperbolic space $\mathbb{H}^d$ ($d\ge 2$) and show that the phase transition is sharp. More precisely, we show that for Voronoi percolation with parameter $p$ generated by a homogeneous Poisson point process with intensity $λ$, there exists $p_c:=p_c(λ,d)$ such that the probability of a monochromatic path from the origin reaching a distance of $n$ decays exponentially fast in $n$. We also prove the mean-field lower bound $\mathbb{P}_{λ,p}(0\leftrightarrow \infty)\ge c(p-p_c)$ for $p>p_c$.
The study of real-life network modeling has become very popular in recent years. An attractive model is the scale-free percolation model on the lattice $\mathbb{Z}^d$, $d\ge1$, because it fulfills several stylized facts observed in large real-life networks. We adopt this model to continuum space which leads to a heterogeneous random-connection model on $\mathbb{R}^d$: particles are generated by a homogeneous marked Poisson point process on $\mathbb{R}^d$, and the probability of an edge between two particles is determined by their marks and their distance. In this model we study several propert…
In this work we study the Poisson Boolean model of percolation in locally compact Polish metric spaces and we prove the invariance of subcritical and supercritical phases under mm-quasi-isometries. In other words, we prove that if the Poisson Boolean model of percolation is subcritical or supercritical (or exhibits phase transition) in a metric space M which is mm-quasi-isometric to a metric space N, then these phases also exist for the Poisson Boolean model of percolation in N. Then we apply these results to understand the phenomenon of phase transition in a large family of metric spaces. Ind…
We consider the Poisson Boolean model of continuum percolation on a homogeneous Riemannian manifold $M$. Let $lambda$ be intensity of the Poisson process in the model and let $lambda_u$ be the infimum of the set of intensities that a.s. produce a unique unbounded component. We show that above $λ_u$ there is a.s. a unique unbounded component. We also study what happens at $λ_u$ for some spaces. In particular, if $M$ is the product of the hyperbolic disc and the real line, then at $λ_u$ there is a.s. not a unique unbounded component. The results are inspired by results for Bernoulli bond percola…
We study existence of percolation in the hierarchical group of order $N$, which is an ultrametric space, and transience and recurrence of random walks on the percolation clusters. The connection probability on the hierarchical group for two points separated by distance $k$ is of the form $c_k/N^{k(1+δ)}, δ>-1$, with $c_k=C_0+C_1\log k+C_2k^α$, non-negative constants $C_0, C_1, C_2$, and $α>0$. Percolation was proved in Dawson and Gorostiza (2013) for $δ<1$, and for the critical case, $δ=1,C_2>0$, with $α>2$. In this paper we improve the result for the critical case by showing percolation for $…
Percolation with edge-passage probability p and first-passage percolation are studied for the n-cube B_n ={0,1}^n with nearest neighbor edges. For oriented and unoriented percolation, p=e/n and p=1/n are the respective critical probabilities. For oriented first-passage percolation with i.i.d. edge-passage times having a density of 1 near the origin, the percolation time (time to reach the opposite corner of the cube) converges in probability to 1 as n->infty. This resolves a conjecture of David Aldous. When the edge-passage distribution is standard exponential, the (smaller) percolation time f…
We consider two-dimensional dependent dynamical site percolation where sites perform majority dynamics. We introduce the critical percolation function at time t as the infimum density with which one needs to begin in order to obtain an infinite open component at time t. We prove that, for any fixed time t, there is no percolation at criticality and that the critical percolation function is continuous. We also prove that, for any positive time, the percolation threshold is strictly smaller than the critical probability for independent site percolation.
We prove that, after centering and diffusively rescaling space and time, the collection of rightmost infinite open paths in a supercritical oriented percolation configuration on the space-time lattice Z^2_{even}:={(x,i) in Z^2: x+i is even} converges in distribution to the Brownian web. This proves a conjecture of Wu and Zhang. Our key observation is that each rightmost infinite open path can be approximated by a percolation exploration cluster, and different exploration clusters evolve independently before they intersect.
We pursue the study of a random coloring first passage percolation model introduced by Fontes and Newman. We prove that the asymptotic shape of this first passage percolation model continuously depends on the law of the coloring. The proof uses several couplings, particularly with greedy lattice animals.
We consider a continuum percolation model on $\R^d$, $d\geq 1$.For $t,λ\in (0,\infty)$ and $d\in\{1,2,3\}$, the occupied set is given by the union of independent Brownian paths running up to time $t$ whoseinitial points form a Poisson point process with intensity $λ\textgreater{}0$.When $d\geq 4$, the Brownian paths are replaced by Wiener sausageswith radius $r\textgreater{}0$.We establish that, for $d=1$ and all choices of $t$, no percolation occurs,whereas for $d\geq 2$, there is a non-trivial percolation transitionin $t$, provided $λ$ and $r$ are chosen properly.The last statement means tha…
We study a general class of percolation models in Euclidean space including long-range percolation, scale-free percolation, the weight-dependent random connection model and several other previously investigated models. Our focus is on the weak decay regime, in which inter-cluster long-range connection probabilities fall off polynomially with small exponent, and for which we establish several structural properties. Chief among them are the continuity of the bond percolation function and the transience of infinite clusters.
We consider random walk on dynamical percolation on the discrete torus $\mathbb{Z}_n^d$. In previous work, mixing times of this process for $p<p_c(\mathbb{Z}^d)$ were obtained in the annealed setting where one averages over the dynamical percolation environment. Here we study exit times in the quenched setting, where we condition on a typical dynamical percolation environment. We obtain an upper bound for all $p$ which for $p<p_c$ matches the known lower bound.
We determine the asymptotic speed of the first-passage percolation process on some ladder-like graphs (or width-2 stretches) when the times associated with different edges are independent and exponentially distributed but not necessarily all with the same mean. The method uses a particular Markov chain associated with the first-passage percolation process and properties of its stationary distribution.
We prove a Russo-Seymour-Welsch percolation theorem for nodal domains and nodal lines associated to a natural infinite dimensional space of real analytic functions on the real plane. More precisely, let $U$ be a smooth connected bounded open set in $\mathbb R^2$ and $γ, γ'$ two disjoint arcs of positive length in the boundary of $U$. We prove that there exists a positive constant $c$, such that for any positive scale $s$, with probability at least $c$ there exists a connected component of $\{x\in \bar U, \, f(sx) \textgreater{} 0\} $ intersecting both $γ$ and $γ'$, where $f$ is a random analyt…
We consider two different objects on super-critical Bernoulli percolation on $\mathbb{Z}^d$ : the time constant for i.i.d. first-passage percolation (for $d\geq 2$) and the isoperimetric constant (for $d=2$). We prove that both objects are continuous with respect to the law of the environment. More precisely we prove that the isoperimetric constant of supercritical percolation in $\mathbb{Z}^2$ is continuous in the percolation parameter. As a corollary we prove that normalized sets achieving the isoperimetric constant are continuous with respect to the Hausdroff metric. Concerning first-passag…
A simple lemma bounds $\mathrm{s.d.}(T)/\mathbb{E} T$ for hitting times $T$ in Markov chains with a certain strong monotonicity property. We show how this lemma may be applied to several increasing set-valued processes. Our main result concerns a model of first passage percolation on a finite graph, where the traversal times of edges are independent Exponentials with arbitrary rates. Consider the percolation time $X$ between two arbitrary vertices. We prove that $\mathrm{s.d.}(X)/\mathbb{E} X$ is small if and only if $Ξ/\mathbb{E} X$ is small, where $Ξ$ is the maximal edge-traversal time in th…
In this paper, we study the maximal edge-traversal time (simply we call maximal weight hereafter) on the optimal paths in the first passage percolation for several edge distributions, including the Pareto and Weibull distributions. It is known to be unbounded when the edge distribution has unbounded support [J. van den Berg and H. Kesten. Inequalities for the time constant in first-passage percolation. Ann. Appl. Probab. 56-80, 1993]. We determine the order of the growth up to a multiplicative constant.
Spatial random graphs capture several important properties of real-world networks. We prove quenched results for the continuum space version of scale-free percolation introduced in [DW18]. This is an undirected inhomogeneous random graph whose vertices are given by a Poisson point process in $\mathbb R^d$. Each vertex is equipped with a random weight and the probability that two vertices are connected by an edge depends on their weights and on their distance. Under suitable conditions on the parameters of the model, we show that, for almost all realizations of the point process, the degree dis…
There are various models of first passage percolation (FPP) in $\mathbb R^d$. We want to start a very general study of this topic. To this end we generalize the first passage percolation model on the lattice $\mathbb Z^d$ to $\mathbb R^d$ and adapt the results of \cite{boivin1990first} to prove a shape theorem for ergodic random pseudometrics on $\mathbb R^d$. A natural application of this result will be the study of FPP on random tessellations where a fluid starts in the zero cell and takes a random time to pass through the boundary of a cell into a neighbouring cell. We find that a tame rand…
In this paper we prove a duality relation between coalescence times and exit points in last-passage percolation models with exponential weights. As a consequence, we get lower bounds for coalescence times with scaling exponent 3/2, and we relate its distribution with variational problems involving the Brownian motion process and the Airy process.
We consider the model of i.i.d. first passage percolation on $\mathbb{Z}^d$ : we associate with each edge $e$ of the graph a passage time $t(e)$ taking values in $[0,+\infty]$, such that $\mathbb{P}[t(e)<+\infty] >p_c(d)$. Equivalently, we consider a standard (finite) i.i.d. first passage percolation model on a super-critical Bernoulli percolation performed independently. We prove a weak shape theorem without any moment assumption. We also prove that the corresponding time constant is positive if and only if $\mathbb{P}[t(e)=0]<p_c(d)$.
Häggström, Peres, and Steif (1997) have introduced a dynamical version of percolation on a graph $G$. When $G$ is a tree they derived a necessary and sufficient condition for percolation to exist at some time $t$. In the case that $G$ is a spherically symmetric tree, Häggström, Peres, and Steif (1997) derived a necessary and sufficient condition for percolation to exist at some time $t$ in a given target set $D$. The main result of the present paper is a necessary and sufficient condition for the existence of percolation, at some time $t\in D$, in the case that the underlying tree is not neces…
A useful result about leftmost and rightmost paths in two dimensional bond percolation is proved. This result was introduced without proof in \cite{G} in the context of the contact process in continuous time. As discussed here, it also holds for several related models, including the discrete time contact process and two dimensional site percolation. Among the consequences are a natural monotonicity in the probability of percolation between different sites and a somewhat counter-intuitive correlation inequality.
We consider the standard site percolation model on the three dimensional cubic lattice. Starting solely with the hypothesis that $θ(p)>0$, we prove that, for any $α>0$, there exists $κ>0$ such that, with probability larger than $1-1/n^α$, every pair of vertices inside the box $Λ(n)$ are joined by a path having at most $κ(\ln n)^2$ closed sites.
We consider the directed first passage percolation model on ${\bf Z}^2$. In this model, we assign independently to each edge $e$ a passage time $t(e)$ with a common distribution $F$. We denote by $\vec{T}({\bf 0}, (r,θ))$ the passage time from the origin to $(r, θ)$ by a northeast path for $(r, θ)\in {\bf R}^+\times [0,π/2]$. It is known that $\vec{T}({\bf 0}, (r, θ))/r$ converges to a time constant $\vecμ_F (θ)$. Let $\vec{p}_c$ denote the critical probability for oriented percolation. In this paper, we show that the time constant has a phase transition divided by $\vec{p}_c$, as follows: (1)…
We consider first-passage percolation on a ladder, i.e. the graph {0,1,...}*{0,1} where nodes at distance 1 are joined by an edge, and the times are exponentially i.i.d. with mean 1. We find an appropriate Markov chain to calculate an explicit expression for the time constant whose numerical value is approximately 0.6827. This time constant is the long-term average inverse speed of the process. We also calculate the average residual time.
In this thesis, I am going to consider Bernoulli percolation on graphs admitting vertex-transitive actions of groups of isometries of d-dimensional hyperbolic spaces H^d. In the first chapter, I give an overview concerning percolation and its terminology. In the separate introduction to each of the other chapters, I explain its contents more precisely, giving also some preliminaries needed therein. In the second chapter, I prove the existence of a non-trivial non-uniqueness phase of Bernoulli percolation on Cayley graphs for a wide class of Coxeter reflection groups of finite type polyhedra in…
We consider standard first-passage percolation on $\Z^d$. Let $e_1$ be the first coordinate vector. Let $a(n)$ be the expected passage time from the origin to $ne_1$. In this short paper, we note that $a(n)$ is increasing under some strong condition on the support of the law of the passage times on the edges.
Percolation is one of the simplest and nicest models in probability theory/statistical mechanics which exhibits critical phenomena. Dynamical percolation is a model where a simple time dynamics is added to the (ordinary) percolation model. This dynamical model exhibits very interesting behavior. Our goal in thissurvey is to give an overview of the work in dynamical percolation that has been done (and some of which is in the process of being written up).
We provide a new exponential concentration inequality for First Passage Percolation valid for a wide class of edge times distributions. This improves and extends a result by Benjamini, Kalai and Schramm which gave a variance bound for Bernoulli edge times. Our approach is based on some functional inequalities extending the work of Rossignol and Falik and Samorodnitsky.
We study the number $N\_n$ of open paths of length $n$ in supercritical oriented percolation on $\Zd \times \N$, with $d \ge 1$. We prove that on the percolation event $\{\inf N\_n\textgreater{}0\}$, $N\_n^{1/n}$ almost surely converges to a positive deterministic constant. We also study the existence of directional limits. The proof relies on the introduction of adapted sequences of regenerating times, on subadditive arguments and on the properties of the coupled zone in supercritical oriented percolation.
We consider an i.i.d. supercritical bond percolation on Z^d , every edge is open with a probability p > p\_c (d), where p\_c (d) denotes the critical parameter for this percolation. We know that there exists almost surely a unique infinite open cluster C\_p [11]. We are interested in the regularity properties of the chemical distance for supercritical Bernoulli percolation. The chemical distance between two points x, y $\in$ C\_p corresponds to the length of the shortest path in C\_p joining the two points. The chemical distance between 0 and nx grows asymptotically like n$μ$\_p (x). We aim to…
Information percolation is a new method for analyzing stochastic spin systems through classifying and controlling the clusters of information-flow in the space-time slab. It yielded sharp mixing estimates (cutoff with an $O(1)$-window) for the Ising model on $Z^d$ up to the critical temperature, as well as results on the effect of initial conditions on mixing. In this expository note we demonstrate the method on lattices (more generally, on any locally-finite transitive graph) at very high temperatures.
We consider directed first passage percolation on the integer lattice, with time constant $μ$ and passage time $a_{0n}$ from the origin to $(n,0,...,0)$. It is shown that under certain conditions on the passage time distribution, $Ea_{0n} - nμ= O(n^{1/2}(\log\log n)/\log n)$.
We consider planar stationary exponential Last Passage Percolation in the positive quadrant with boundary weights. For $ρ\in (0,1)$ and points $v_N=((1-ρ)^2 N,ρ^2 N)$ going to infinity along the characteristic direction, we establish right tail estimates with the optimal exponent for the exit time of the geodesic, along with optimal exponent estimates for the upper tail moderate deviations for the passage time. For the case $ρ=\frac{1}{2}$ in the stationary model, we establish the lower bound estimate with the optimal exponent for the lower tail of the passage time. Our arguments are based on …
We consider first-passage percolation on the edges of $\mathbb{Z}^2 \times \{1, \cdots, k\},$ namely the slab $\mathbb{S}_k$ of width $k$. Each edge is assigned independently a passage time of either 0 (with probability $p_c(\mathbb{S}_k)$) or 1 ( with probability $1-p_c(\mathbb{S}_k)$) where $p_c$ is the critical probability for Bernouilli percolation. We prove central limit theorems for point-to-point and point-to-line passage times. These generalize the results of Kesten and Zhang \cite{kestenzhang} to non-planar graphs.
We study the time constant $μ(e_{1})$ in first passage percolation on $\mathbb Z^{d}$ as a function of the dimension. We prove that if the passage times have finite mean, $$\lim_{d \to \infty} \frac{μ(e_{1}) d}{\log d} = \frac{1}{2a},$$ where $a \in [0,\infty]$ is a constant that depends only on the behavior of the distribution of the passage times at $0$. For the same class of distributions, we also prove that the limit shape is not an Euclidean ball, nor a $d$-dimensional cube or diamond, provided that $d$ is large enough.
On a large finite connected graph let edges $e$ become "open" at independent random Exponential times of arbitrary rates $w_e$. Under minimal assumptions, the time at which a giant component starts to emerge is weakly concentrated around its mean.
We consider the first-passage percolation problem on effectively one-dimensional graphs with vertex set {1,...,n}\times{0,1} and translation-invariant edge-structure. For three of six non-trivial cases we obtain exact expressions for the asymptotic percolation rate χ by solving certain recursive distributional equations and invoking results from ergodic theory to identify χ as the expected asymptotic one-step growth of the first-passage time from (0,0) to (n,0).
We study Bernoulli bond percolation on a random recursive tree of size $n$ with percolation parameter $p(n)$ converging to $1$ as $n$ tends to infinity. The sizes of the percolation clusters are naturally stored in a tree. We prove convergence in distribution of this tree to the genealogical tree of a continuous-state branching process in discrete time. As a corollary we obtain the asymptotic sizes of the largest and next largest percolation clusters, extending thereby a recent work of Bertoin (2014) which deals with cluster sizes in the supercritical regime. In a second part, we show that the…
We consider the standard model of i.i.d. first passage percolation on $\mathbb{Z}^d$ given a distribution $G$ on $[0,+\infty]$ ($+\infty$ is allowed). When $G([0,+\infty]) < p_c(d)$, it is known that the time constant $μ_G$ exists. We are interested in the regularity properties of the map $G\mapstoμ_G$. We first study the specific case of distributions of the form $G_p=pδ_1+(1-p)δ_\infty$ for $p>p_c(d)$. In this case, the travel time between two points is equal to the length of the shortest path between the two points in a bond percolation of parameter $p$. We show that the function $p\mapsto …
We study the behavior of random walk on dynamical percolation. In this model, the edges of a graph G are either open or closed and refresh their status at rate μ while at the same time a random walker moves on G at rate 1 but only along edges which are open. On the d-dimensional torus with side length n, we prove that in the subcritical regime, the mixing times for both the full system and the random walker are n^2/μ up to constants. We also obtain results concerning mean squared displacement and hitting times. Finally, we show that the usual recurrence transience dichotomy for the lattice Z^d…
In first-passage percolation, one places nonnegative i.i.d. random variables (T (e)) on the edges of Z d. A geodesic is an optimal path for the passage times T (e). Consider a local property of the time environment. We call it a pattern. We investigate the number of times a geodesic crosses a translate of this pattern. Under mild conditions, we show that, apart from an event with exponentially small probability, this number is linear in the distance between the extremities of the geodesic.
We consider first-passage percolation on the edges of $\mathbb{Z}^2 \times k,$ namely the slab of width $k$. Each edge is assigned independently a passage time of either 0 (with probability $1-p_c(\mathbb{S}_k)$) or 1 ((with probability $p_c(\mathbb{S}_k)$) where $p_c$ is the critical probability. We prove central limit theorems for point-to-point and point-to-line passage times. These generalize the results of [Kesten and Zhang] to non-planar graphs.
In this paper we consider first passage percolation on the square lattice \(\mathbb{Z}^d\) with passage times that are independent and have bounded \(p^{th}\) moment for some \(p > 6(1+d),\) but not necessarily identically distributed. For integer \(n \geq 1,\) let \(T(0,n)\) be the minimum time needed to reach the point \((n,\mathbf{0})\) from the origin. We prove that \(\frac{1}{n}\left(T(0,n) - \mathbb{E}T(0,n)\right)\) converges to zero in \(L^2\) and use a subsequence argument to obtain almost sure convergence. As a corollary, for i.i.d. passage times, we also obtain the usual almost sure…
We study subcritical two-dimensional oriented percolation seen from its rightmost point on the set of infinite configurations which are bounded above. This a Feller process whose state space is not compact and has no invariant measures. We prove that it converges in distribution to a measure which charges only finite configurations.
We study the problem of coexistence in a two-type competition model governed by first-passage percolation on $\Zd$ or on the infinite cluster in Bernoulli percolation. Actually, we prove for a large class of ergodic stationary passage times that for distinct points $x,y\in\Zd$, there is a strictly positive probability that $\{z\in\Zd;d(y,z)<d(x,z)\}$ and $\{z\in\Zd;d(y,z)>d(x,z)\}$ are both infinite sets. We also show that there is a strictly positive probability that the graph of time-minimizing path from the origin in first-passage percolation has at least two topological ends. This generali…
