We study invasion percolation in two dimensions. We compare connectivity properties of the origin's invaded region to those of (a) the critical percolation cluster of the origin and (b) the incipient infinite cluster. To exhibit similarities, we show that for any $k\geq1$, the $k$-point function of the first so-called pond has the same asymptotic behavior as the probability that $k$ points are in the critical cluster of the origin. More prominent, though, are the differences. We show that there are infinitely many ponds that contain many large disjoint $p_c$-open clusters. Further, for $k>1$, we compute the exact decay rate of the distribution of the radius of the $k$th pond and see that it differs from that of the radius of the critical cluster of the origin. We finish by showing that the invasion percolation measure and the incipient infinite cluster measure are mutually singular.
We state and prove a version for invasion percolation of Schramm and Smirnov's (2001) discrete gluing theorem for critical planar percolation. The result is a first step toward establishing factorization and characterizing noise sensitivity for invasion percolation.
We consider invasion percolation on Galton-Watson trees. On almost every Galton-Watson tree, the invasion cluster almost surely contains only one infinite path. This means that for almost every Galton-Watson tree, invasion percolation induces a probability measure on infinite paths from the root. We show that under certain conditions of the progeny distribution, this measure is absolutely continuous with respect to the limit uniform measure. This confirms that invasion percolation, an efficient self-tuning algorithm, may be used to sample approximately from the limit uniform distribution. Addi…
We compare the probabilities of arm events in two-dimensional invasion percolation to those in critical percolation. Arm events are defined by the existence of a prescribed color sequence of invaded and non-invaded connections from the origin to distance n. We find that, for sequences of a particular form, arm probabilities in invasion percolation and critical percolation are comparable, uniformly in n, while they differ by a power of n for all others. A corollary of our results is the existence, on the triangular lattice, of arm exponents for invasion percolation, for any color sequence with …
In invasion percolation, the edges of successively maximal weight (the outlets) divide the invasion cluster into a chain of ponds separated by outlets. On the regular tree, the ponds are shown to grow exponentially, with law of large numbers, central limit theorem and large deviation results. The tail asymptotics for a fixed pond are also studied and are shown to be related to the asymptotics of a critical percolation cluster, with a logarithmic correction.
We consider invasion percolation on the randomly-weighted complete graph $K_n$, started from some number $k(n)$ of distinct source vertices. The outcome of the process is a forest consisting of $k(n)$ trees, each containing exactly one source. Let $M_n$ be the size of the largest tree in this forest. Logan, Molloy and Pralat (arXiv:1806.10975) proved that if $k(n)/n^{1/3} \to 0$ then $M_n/n \to 1$ in probability. In this paper we prove a complementary result: if $k(n)/n^{1/3} \to \infty$ then $M_n/n \to 0$ in probability. This establishes the existence of a phase transition in the structure of…
We consider invasion percolation on the square lattice. It has been proved by van den Berg, Peres, Sidoravicius and Vares, that the probability that the radius of a so-called pond is larger than n, differs at most a factor of order log n from the probability that in critical Bernoulli percolation the radius of an open cluster is larger than n. We show that these two probabilities are, in fact, of the same order. Moreover, we prove an analogous result for the volume of a pond.
This note is motivated by results in arXiv:math/0608132 and arXiv:0806.2425 about global relations between the invasion percolation cluster (IPC) and the incipient infinite cluster (IIC) on regular trees and on two dimensional lattices, respectively. Namely, that the laws of the two objects are mutually singular, and, in the case of regular trees, that the IIC stochastically dominates the IPC. We prove that on two dimensional lattices, the IIC does not stochastically dominate the IPC. This is the first example showing that the relation between the IIC and IPC is significantly different on tree…
We study invasion percolation in two dimensions, focusing on properties of the outlets of the invasion and their relation to critical percolation and to incipient infinite clusters (IIC's). First we compute the exact decay rate of the distribution of both the weight of the kth outlet and the volume of the kth pond. Next we prove bounds for all moments of the distribution of the number of outlets in an annulus. This result leads to almost sure bounds for the number of outlets in a box B(2^n) and for the decay rate of the weight of the kth outlet to p_c. We then prove existence of multiple-armed…
We prove existence of the scaling limit of the invasion percolation cluster (IPC) on a regular tree. The limit is a random real tree with a single end. The contour and height functions of the limit are described as certain diffusive stochastic processes. This convergence allows us to recover and make precise certain asymptotic results for the IPC. In particular, we relate the limit of the rescaled level sets of the IPC to the local time of the scaled height function.
We derive "quenched" subdiffusive lower bounds for the exit time tau(n) from a box of size n for the simple random walk on the planar invasion percolation cluster. The first part of the paper is devoted to proving an almost sure analog of H. Kesten's subdiffusivity theorem for the random walk on the incipient infinite cluster and the invasion percolation cluster using ideas of M. Aizenman, A. Burchard and A. Pisztora. The proof combines lower bounds on the instrinsic distance in these graphs and general inequalities for reversible Markov chains. In the second part of the paper, we present a sh…
Invasion percolation is a stochastic growth model that follows a greedy algorithm. After assigning i.i.d. uniform random variables (weights) to all edges of $\mathbb{Z}^d$, the growth starts at the origin. At each step, we adjoin to the current cluster the edge of minimal weight from its boundary. In '85, Chayes-Chayes-Newman studied the `acceptance profile' of the invasion: for a given $p \in [0,1]$, it is the ratio of the expected number of invaded edges until time $n$ with weight in $[p,p+\text{d}p]$ to the expected number of observed edges (those in the cluster or its boundary) with weight…
We prove limit theorems and variance estimates for quantities related to ponds and outlets for 2D invasion percolation. We first exhibit several properties of a sequence $({\mathbf{O}}(n))$ of outlet variables, the $n$th of which gives the number of outlets in the box centered at the origin of side length $2^n$. The most important of these properties describes the sequence's renewal structure and exponentially fast mixing behavior. We use these to prove a central limit theorem and strong law of large numbers for $({\mathbf{O}}(n))$. We then show consequences of these limit theorems for the pon…
We study invasion percolation on Aldous' Poisson-weighted infinite tree, and derive two distinct Markovian representations of the resulting process. One of these is the $σ\to\infty$ limit of a representation discovered by Angel et al. [Ann. Appl. Probab. 36 (2008) 420-466]. We also introduce an exploration process of a randomly weighted Poisson incipient infinite cluster. The dynamics of the new process are much more straightforward to describe than those of invasion percolation, but it turns out that the two processes have extremely similar behavior. Finally, we introduce two new "stationary"…
We prove that the Minimal Spanning Tree and the Invasion Percolation Tree on a version of the triangular lattice in the complex plane have unique scaling limits, which are invariant under rotations, scalings, and, in the case of the MST, also under translations. However, they are not expected to be conformally invariant. We also prove some geometric properties of the limiting MST. The topology of convergence is the space of spanning trees introduced by Aizenman, Burchard, Newman & Wilson (1999), and the proof relies on the existence and conformal covariance of the scaling limit of the near-cri…
We consider invasion percolation on a rooted regular tree. For the infinite cluster invaded from the root, we identify the scaling behavior of its $r$-point function for any $r\geq2$ and of its volume both at a given height and below a given height. We find that while the power laws of the scaling are the same as for the incipient infinite cluster for ordinary percolation, the scaling functions differ. Thus, somewhat surprisingly, the two clusters behave differently; in fact, we prove that their laws are mutually singular. In addition, we derive scaling estimates for simple random walk on the …
We consider first-passage percolation on $\mathbb{Z}^2$ with i.i.d. weights, whose distribution function satisfies $F(0) = p_c = 1/2$. This is sometimes known as the "critical case" because large clusters of zero-weight edges force passage times to grow at most logarithmically, giving zero time constant. Denote $T(\mathbf{0}, \partial B(n))$ as the passage time from the origin to the boundary of the box $[-n,n] \times [-n,n]$. We characterize the limit behavior of $T(\mathbf{0}, \partial B(n))$ by conditions on the distribution function $F$. We also give exact conditions under which $T(\mathbf…
We study the critical case of first-passage percolation in two dimensions. Letting $(t_e)$ be i.i.d. nonnegative weights assigned to the edges of $\mathbb{Z}^2$ with $\mathbb{P}(t_e=0)=1/2$, consider the induced pseudometric (passage time) $T(x,y)$ for vertices $x,y$. It was shown in [2] that the growth of the sequence $\mathbb{E}T(0,\partial B(n))$ (where $B(n) = [-n,n]^2$) has the same order (up to a constant factor) as the sequence $\mathbb{E}T^{\text{inv}}(0,\partial B(n))$. This second passage time is the minimal total weight of any path from 0 to $\partial B(n)$ that resides in a certain…
We introduce spatially explicit stochastic processes to model multispecies host-symbiont interactions. The host environment is static, modeled by the infinite percolation cluster of site percolation. Symbionts evolve on the infinite cluster through contact or voter type interactions, where each host may be infected by a colony of symbionts. In the presence of a single symbiont species, the condition for invasion as a function of the density of the habitat of hosts and the maximal size of the colonies is investigated in details. In the presence of multiple symbiont species, it is proved that th…
Understanding models which represent the invasion of network-based systems by infectious agents can give important insights into many real-world situations, including the prevention and control of infectious diseases and computer viruses. Here we consider Markovian susceptible-infectious-susceptible (SIS) dynamics on finite strongly connected networks, applicable to several sexually transmitted diseases and computer viruses. In this context, a theoretical definition of endemic prevalence is easily obtained via the quasi-stationary distribution (QSD). By representing the model as a percolation …
We prove the existence of scaling limits for the projection on the backbone of the random walks on the Incipient Infinite Cluster and the Invasion Percolation Cluster on a regular tree. We treat these projected random walks as randomly trapped random walks (as defined in [BCČR15]) and thus describe these scaling limits as spatially subordinated Brownian motions
We construct a measure valued Markov process which we call infinite canonical super-Brownian motion, and which corresponds to the canonical measure of super-Brownian motion conditioned on non-extinction. Infinite canonical super-Brownian motion is a natural candidate for the scaling limit of various random branching objects on $\Z^d$ when these objects are (a) critical; (b) mean-field and (c) infinite. We prove that ICSBM is the scaling limit of the spread-out oriented percolation incipient infinite cluster above 4 dimensions and of incipient infinite branching random walk in any dimension. We…
We postulate the existence of a natural Poissonian marking of the double (touching) points of SLE(6) and hence of the related continuum nonsimple loop process that describes macroscopic cluster boundaries in 2D critical percolation. We explain how these marked loops should yield continuum versions of near-critical percolation, dynamical percolation, minimal spanning trees and related plane filling curves, and invasion percolation. We show that this yields for some of the continuum objects a conformal covariance property that generalizes the conformal invariance of critical systems. It is an op…
We use invasion percolation to compute numerical values for bond and site percolation thresholds $p_c$ (existence of an infinite cluster) and $p_u$ (uniqueness of the infinite cluster) of tesselations $\{P,Q\}$ of the hyperbolic plane, where $Q$ faces meet at each vertex and each face is a $P$-gon. Our values are accurate to six or seven decimal places, allowing us to explore their functional dependency on $P$ and $Q$ and to numerically compute critical exponents. We also prove rigorous upper and lower bounds for $p_c$ and $p_u$ that can be used to find the scaling of both thresholds as a func…
We consider the percolation problem in the high-temperature Ising model on the two-dimensional square lattice at/near critical external fields. We show that all scaling relations, except a single hyperscaling relation, hold under the power law assumptions for the one-arm path and four-arm paths.
We consider random walks on the infinite cluster of a conditional bond percolation model on the infinite ladder graph. In a companion paper, we have shown that if the random walk is pulled to the right by a positive bias $λ> 0$, then its asymptotic linear speed $\overline{\mathrm{v}}$ is continuous in the variable $λ> 0$ and differentiable for all sufficiently small $λ> 0$. In the paper at hand, we complement this result by proving that $\overline{\mathrm{v}}$ is differentiable at $λ= 0$. Further, we show the Einstein relation for the model, i.e., that the derivative of the speed at $λ= 0$ equ…
In a recent breakthrough work, Chatterjee [Ann. of Math. (2) 177 (2013) 663-697] proved a long standing conjecture that relates the transversal exponent $ξ$ and the fluctuation exponent $χ$ in first-passage percolation on $\mathbb{Z}^d$. The purpose of this paper is to replace the main argument of Chatterjee (2013) and give an alternative proof of this relation. Specifically, we show that under the assumption that exponents defined in Chatterjee (2013) exist, one has the relation $χ\leq2ξ-1$. One advantage of our argument is that it does not require the "nearly Gamma" assumption of Chatterjee …
We study models of spatial growth processes where initially there are sources of growth (indicated by the colour green) and sources of a growth-stopping (paralyzing) substance (indicated by red). The green sources expand and may merge with others (there is no `inter-green' competition). The red substance remains passive as long as it is isolated. However, when a green cluster comes in touch with the red substance, it is immediately invaded by the latter, stops growing and starts to act as red substance itself. In our main model space is represented by a graph, of which initially each vertex is…
This work is the first in a series of papers devoted to the construction and study of scaling limits of dynamical and near-critical planar percolation and related objects like invasion percolation and the Minimal Spanning Tree. We show here that the counting measure on the set of pivotal points of critical site percolation on the triangular grid, normalized appropriately, has a scaling limit, which is a function of the scaling limit of the percolation configuration. We also show that this limit measure is conformally covariant, with exponent 3/4. Similar results hold for the counting measure o…
We propose a numerical approach to study the invasion fitness of a mutant and to determine evolutionary singular strategies in evolutionary structured models in which the competitive exclusion principle holds. Our approach is based on a dual representation, which consists of the modelling of the small size mutant population by a stochastic model and the computation of its corresponding deterministic model. The use of the deterministic model greatly facilitates the numerical determination of the feasibility of invasion as well as the convergence-stability of the evolutionary singular strategy. …
We consider the simple random walk on the infinite cluster of the Bernoulli bond percolation of trees, and investigate the relation between the speed of the simple random walk and the retaining probability p by studying three classes of trees. A sufficient condition is established for Galton-Watson trees.
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.
The goal of this note is to announce certain results in orbit equivalence theory, especially concerning the approximation of p.m.p. standard equivalence relations by increasing sequence of sub-relations, with applications to the behavior of the Bernoulli percolation on graphs at the threshold pu. Résumé en Français. Approximations de relations d'équivalence standards et percolation de Bernoulli à p\_u.
Large deviations in the context of first-passage percolation was first studied in the early 1980s by Grimmett and Kesten, and has since been revisited in a variety of studies. However, none of these studies provides a precise relation between the existence of moments of polynomial order and the decay of probability tails. Such a relation is derived in this paper, and is used to strengthen the conclusion of the shape theorem. In contrast to its one-dimensional counterpart - the Hsu-Robbins-Erdős strong law - this strengthening is obtained without imposing a higher-order moment condition.
We prove the scaling relation chi = 2 xi - 1 between the transversal exponent xi and the fluctuation exponent chi for directed polymers in a random environment in d dimensions. The definition of these exponents is similar to that proposed by S. Chatterjee in first-passage percolation. The proof presented here also establishes the relation in the zero temperature version of the model, known as last-passage percolation.
This paper explores the link between the ergodicity of the clus-ter equivalence relation restricted to its infinite locus and the indis-tinguishability of infinite clusters. It is an important element of the dictionary connecting orbit equivalence and percolation theory. This note starts with a short exposition of some standard material of these theories. Then, the classic correspondence between ergodicity and in-distinguishability is presented. Finally, we introduce a notion of strong indistinguishability that corresponds to strong ergodicity, and obtain that this strong indistinguishability …
We prove annealed scaling relations for planar Voronoi percolation. To our knowledge, this is the first result of this kind for a continuum percolation model. We are mostly inspired by the proof of scaling relations for Bernoulli percolation by Kesten [Kes87]. Along the way, we show an annealed quasi-multiplicativity property by relying on the quenched box-crossing property proved by Ahlberg, Griffiths, Morris and Tassion [AGMT16]. Intermediate results also include the study of quenched and annealed notions of pivotal events and the extension of the quenched box-crossing property of [AGMT16] t…
It has been conjectured in numerous physics papers that in ordinary first-passage percolation on integer lattices, the fluctuation exponent $χ$ and the wandering exponent $ξ$ are related through the universal relation $χ=2ξ-1$, irrespective of the dimension. This is sometimes called the KPZ relation between the two exponents. This article gives a rigorous proof of this conjecture assuming that the exponents exist in a certain sense.
We provide a new proof of the near-critical scaling relation $β=ξ_1ν$ for Bernoulli percolation on the square lattice already proved by Kesten in 1987. We rely on a novel approach that does not invoke Russo's formula, but rather relates differences in crossing probabilities at different scales. The argument is shorter and more robust than previous ones and is more likely to be adapted to other models. The same approach may be used to prove the other scaling relations appearing in Kesten's work.
Minimal spanning forests on infinite graphs are weak limits of minimal spanning trees from finite subgraphs. These limits can be taken with free or wired boundary conditions and are denoted FMSF (free minimal spanning forest) and WMSF (wired minimal spanning forest), respectively. The WMSF is also the union of the trees that arise from invasion percolation started at all vertices. We show that on any Cayley graph where critical percolation has no infinite clusters, all the component trees in the WMSF have one end a.s. In $\mathbb{Z}^d$ this was proved by Alexander [Ann. Probab. 23 (1995) 87--1…
We examine the percolation model in $\mathbb{Z}^d$ by an approach involving lattice animals, in which their relevant characteristic is surface-area-to-volume ratio. Two critical exponents are introduced. The first is related to the growth rate in size of the number of lattice animals up to translation whose surface-area-to-volume ratio is marginally greater than $1/p_c -1$. The second describes how unusually large clusters form in the percolation model at parameter values slightly below $p_c$. Certain inequalities on the pair of exponents cannot be satisfied, while others imply the continuity …
We study the relation between the performance of the randomized rumor spreading (push model) in a d-regular graph G and the performance of the same algorithm in the percolated graph G_p. We show that if the push model successfully broadcast the rumor within T rounds in the graph G then only (1 + ε)T rounds are needed to spread the rumor in the graph G_p when T = o(pd).
In dynamical critical site percolation on the triangular lattice or bond percolation on \Z^2, we define and study a local time measure on the exceptional times at which the origin is in an infinite cluster. We show that at a typical time with respect to this measure, the percolation configuration has the law of Kesten's Incipient Infinite Cluster. In the most technical result of this paper, we show that, on the other hand, at the first exceptional time, the law of the configuration is different. We also study the collapse of the infinite cluster near typical exceptional times, and establish a …
We show how to combine Kesten's scaling relations, the determination of critical exponents associated to the stochastic Loewner evolution process by Lawler, Schramm, and Werner, and Smirnov's proof of Cardy's formula, in order to determine the existence and value of critical exponents associated to percolation on the triangular lattice.
Consider critical Bernoulli percolation in the plane. We give a new proof of the sharp noise sensitivity theorem shown by Garban, Pete and Schramm. Contrary to the previous approaches, we do not use any spectral tool. We rather study differential inequalities satisfied by a dynamical four-arm event, in the spirit of Kesten's proof of scaling relations. We also obtain new results in dynamical percolation. In particular, we prove that the Hausdorff dimension of the set of times with both primal and dual percolation equals $2/3$ a.s.
Suppose each site independently and randomly chooses some sites around it, and it is weakly (strongly) connected with them (if there choose each other). What is the probability that the weak (strong) connected cluster is infinite? We investigate a percolation model for this problem, which is a generalization of site percolation. We give a relation between the probability of the number of chosen sites around a site and the size of clusters. We also see the expected number of infinite clusters, and the exponential tail decay of the radius and the size of a cluster.
We consider several aspects of the scaling limit of percolation on random planar triangulations, both finite and infinite. The equivalents for random maps of Cardy's formula for the limit under scaling of various crossing probabilities are given. The limit probabilities are expressed in terms of simple events regarding Airy-Levy processes. Some explicit formulas for limit probabilities follow from this relation by applying known results on stable processes. Conversely, natural symmetries of the random maps imply identities concerning the Airy-Levy processes.
