We show that for critical site percolation on the triangular lattice two new observables have conformally invariant scaling limits. In particular the expected number of clusters separating two pairs of points converges to an explicit conformal invariant. Our proof is independent of earlier results and $SLE$ techniques, and in principle should provide a new approach to establishing conformal invariance of percolation.
In directed last passage site percolation with i.i.d.~random weights with finite support over a $n\times\lfloor n^α\rfloor$ grid, we prove that for $n$ large enough, the order of the $r$-th central moment, $1\le r<+\infty$, of the last passage time is lower bounded by $n^{r(1-α)/2}$, $0<α<1/3$.
We prove a general Russo-Seymour-Welsh result valid for any invariant planar percolation process satisfying positive association. This means that the probability of crossing a rectangle in the long direction is related by a homeomorphism to the probability of crossing it in the short direction. This homeomorphism is universal in the sense that it depends only on the aspect ratio of the rectangle, and is uniform in the scale and the considered model.
Following the recent investigations of Baik and Suidan in \cite{baik2005gcl} and Bodineau and Martin in \cite{bodineau2005upl}, we prove large deviation properties for a last-passage percolation model in $\mathbb{Z}^{2}_{+}$ whose paths are close to the axis. The results are mainly obtained when the random weights are Gaussian or have a finite moment-generating function and rely, as in \cite{baik2005gcl} and \cite{bodineau2005upl}, on an embedding in Brownian paths and the KMT approximation. The study of the subexponential case completes the exposition.
We prove that in the critical Bernoulli percolation on two dimensional lattice slabs the probabilities of open left-right crossings of rectangles with any given aspect ratio are uniformly positive.
Equip the edges of the lattice $\mathbb{Z}^2$ with i.i.d. random capacities. We prove a law of large numbers for the maximal flow crossing a rectangle in $\mathbb{R}^2$ when the side lengths of the rectangle go to infinity. The value of the limit depends on the asymptotic behaviour of the ratio of the height of the cylinder over the length of its basis. This law of large numbers extends the law of large numbers obtained by Grimmett and Kesten (1984) for rectangles of particular orientation.
Equip the edges of the lattice $\mathbb{Z}^2$ with i.i.d. random capacities. A law of large numbers is known for the maximal flow crossing a rectangle in $\mathbb{R}^2$ when the side lengths of the rectangle go to infinity. We prove that the lower large deviations are of surface order, and we prove the corresponding large deviation principle from below. This extends and improves previous large deviations results of Grimmett and Kesten (1984) obtained for boxes of particular orientation.
We prove a GUE central limit theorem for random variables with finite fourth moment. We apply this theorem to prove that the directed first and last passage percolation problems in thin rectangles exhibit universal fluctuations given by the Tracy-Widom law.
Making use of a recent complete calculation of a chiral six-point correlation function C(z) in a rectangle we calculate various quantities of interest for percolation (SLE parameter κ= 6) and many other two-dimensional critical points. In particular, we specify the density at z of critical clusters conditioned to touch either or both vertical sides of the rectangle, with these sides 'wired,' i.e. constrained to be in a single cluster, and the horizontal sides free. These quantities probe the structure of various cluster configurations, including those that contribute to the crossing probabilit…
In this paper we consider a connected planar graph $G$ and impose conditions that results in $G$ having a percolation lattice-like cellular structure. Assigning each cell of $G$ to be either occupied or vacant, we describe the outermost boundaries of star and plus connected components in $G$. We then consider the dual graph of $G$ and impose conditions under which the dual is also a percolation lattice. Finally, using $G$ and its dual, we construct vacant cell cycles surrounding occupied components and study left right crossings and bond percolation in rectangles.
We consider two-dimensional critical bond percolation. Conditioned on the existence of an open circuit in an annulus, we show that the ratio of the expected size of the shortest open circuit to the expected size of the innermost circuit tends to zero as the side length of the annulus tends to infinity, the aspect ratio remaining fixed. The same proof yields a similar result for the lowest open crossing of a rectangle. In this last case, we answer a question of Kesten and Zhang by showing in addition that the ratio of the length of the shortest crossing to the length of the lowest tends to zero…
In a statistical cluster or loop model such as percolation, or more generally the Potts models or O(n) models, a pinch point is a single bulk point where several distinct clusters or loops touch. In a polygon P harboring such a model in its interior and with 2N sides exhibiting free/fixed side-alternating boundary conditions, "boundary" clusters anchor to the fixed sides of P. At the critical point and in the continuum limit, the density (i.e., frequency of occurrence) of pinch-point events between s distinct boundary clusters at a bulk point w in P is proportional to <psi_1^c(w_1)psi_1^c(w_2)…
The Russo-Seymour-Welsh Theorem for Z^2 bond or T (triangular lattice) site percolation states that at criticality, for all fixed real λ, the probability of the existence of a horizontal occupied crossing of each rectangle with size n*λn is not degenerated when n tends to infinity. Turning to site percolation on Z^2, where the self duality does not hold anymore, we prove that the analogue statement of the RSW Theorem will still be true in this case. The proof uses appropriate finite size criteria and a result of Kesten which allows us to extend existing crossings without losing too much probab…
In this paper we study the connection between the phenomenon of homological percolation (the formation of "giant" cycles in persistent homology), and the zeros of the expected Euler characteristic curve. We perform an experimental study that covers four different models: site-percolation on the cubical and permutahedral lattices, the Poisson-Boolean model, and Gaussian random fields. All the models are generated on the flat torus $T^d$, for $d=2,3,4$. The simulation results strongly indicate that the zeros of the expected Euler characteristic curve approximate the critical values for homologic…
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 study critical percolation on a regular planar lattice. Let $E_G(n)$ be the expected number of open clusters intersecting or hitting the line segment $[0,n]$. (For the subscript $G$ we either take $\mathbb{H}$, when we restrict to the upper halfplane, or $\mathbb{C}$, when we consider the full lattice). Cardy (2001) (see also Yu, Saleur and Haas (2008)) derived heuristically that $E_{\mathbb{H}}(n) = An + \frac{\sqrt{3}}{4π}\log(n) + o(\log(n))$, where $A$ is some constant. Recently Kovács, Iglói and Cardy (2012) derived heuristically (as a special case of a more general formula) that a sim…
Consider nearest-neighbor oriented percolation in $d+1$ space-time dimensions. Let $ρ,η,ν$ be the critical exponents for the survival probability up to time $t$, the expected number of vertices at time $t$ connected from the space-time origin, and the gyration radius of those vertices, respectively. We prove that the hyperscaling inequality $dν\geη+2ρ$, which holds for all $d\ge1$ and is a strict inequality above the upper-critical dimension 4, becomes an equality for $d=1$, i.e., $ν=η+2ρ$, provided existence of at least two among $ρ,η,ν$. The key to the proof is the recent result on the criti…
Bounds for the expected return probability of the delayed random walk on finite clusters of an invariant percolation on transitive unimodular graphs are derived. They are particularly suited for the case of critical Bernoulli percolation and the associated heavy-tailed cluster size distributions. The upper bound relies on the fact that cartesian products of finite graphs with cycles of a certain minimal size are Hamiltonian. For critical Bernoulli bond percolation on the homogeneous tree this bound is sharp. The asymptotic type of the expected return probability for large times t in this case …
We give a new derivation of mean-field percolation critical behaviour from the triangle condition that is quantitatively much better than previous proofs when the triangle diagram $\nabla_{p_c}$ is large. In contrast to earlier methods, our approach continues to yield bounds of reasonable order when the triangle diagram $\nabla_p$ is unbounded but diverges slowly as $p \uparrow p_c$, as is expected to occur in percolation on $\mathbb{Z}^d$ at the upper-critical dimension $d=6$. Indeed, we show in particular that if the triangle diagram diverges polylogarithmically as $p \uparrow p_c$ then mean…
Bootstrap percolation is a wide class of monotone cellular automata with random initial state. In this work we develop tools for studying in full generality one of the three `universality' classes of bootstrap percolation models in two dimensions, termed subcritical. We introduce the new notion of `critical densities' serving the role of `difficulties' for critical models, but adapted to subcritical ones. We characterise the critical probability in terms of these quantities and successfully apply this link to prove new and old results for concrete models such as DTBP and Spiral as well as a ge…
In this paper, we study the abundance of self-avoiding paths of a given length on a supercritical percolation cluster on $\bbZ^d$. More precisely, we count $Z_N$ the number of self-avoiding paths of length $N$ on the infinite cluster, starting from the origin (that we condition to be in the cluster). We are interested in estimating the upper growth rate of $Z_N$, $\limsup_{N\to \infty} Z_N^{1/N}$, that we call the connective constant of the dilute lattice. After proving that this connective constant is a.s.\ non-random, we focus on the two-dimensional case and show that for every percolation p…
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 show that the Plancherel measure of the lamplighter random walk on a graph coincides with the expected spectral measure of the absorbing random walk on the Bernoulli percolation clusters. In the subcritical regime the spectrum is pure point and we construct a complete orthonormal basis of finitely supported eigenfunctions.
We study gradient percolation for site percolation on the triangular lattice. This is a percolation model where the percolation probability depends linearly on the location of the site. We prove the results predicted by physicists for this model. More precisely, we describe the fluctuations of the interfaces around their (straight) scaling limits, and the expected and typical lengths of these interfaces. These results build on the recent results for critical percolation on this lattice by Smirnov, Lawler, Schramm and Werner, and on the scaling ideas developed by Kesten.
Using conformal field theory, we derive several new crossing formulas at the two-dimensional percolation point. High-precision simulation confirms these results. Integrating them gives a unified derivation of Cardy's formula for the horizontal crossing probability $Π_h(r)$, Watts' formula for the horizontal-vertical crossing probability $Π_{hv}(r)$, and Cardy's formula for the expected number of clusters crossing horizontally $\mathcal{N}_h(r)$. The main step in our approach implies the identification of the derivative of one primary operator with another. We present operator identities that s…
We study long-range Bernoulli percolation on $\mathbb{Z}^d$ in which each two vertices $x$ and $y$ are connected by an edge with probability $1-\exp(-β\|x-y\|^{-d-α})$. It is a theorem of Noam Berger (CMP, 2002) that if $0<α<d$ then there is no infinite cluster at the critical parameter $β_c$. We give a new, quantitative proof of this theorem establishing the power-law upper bound \[ \mathbf{P}_{β_c}\bigl(|K|\geq n\bigr) \leq C n^{-(d-α)/(2d+α)} \] for every $n\geq 1$, where $K$ is the cluster of the origin. We believe that this is the first rigorous power-law upper bound for a Bernoulli perco…
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.
Let $G$ be a finitely generated group and $X$ its Cayley graph with respect to a finite, symmetric generating set $S$. Furthermore, let $H$ be a finite group and $H \wr G$ the lamplighter group (wreath product) over $G$ with group of "lamps" $H$. We show that the spectral measure (Plancherel measure) of any symmetric "switch--walk--switch" random walk on $H \wr G$ coincides with the expected spectral measure (integrated density of states) of the random walk with absorbing boundary on the cluster of the group identity for Bernoulli site percolation on $X$ with parameter $p = 1/|H|$. The return …
Let $\{η_{N, v}: v\in V_N\}$ be a discrete Gaussian free field in a two-dimensional box $V_N$ of side length $N$ with Dirichlet boundary conditions. We study the Liouville first passage percolation, i.e., the shortest path metric where each vertex is given a weight of $e^{γη_{N, v}}$ for some $γ>0$. We show that for sufficiently small but fixed $γ>0$, the expected Liouville FPP distance between any pair of vertices is $O(N^{1-γ^2/10^3})$.
We study the locality of critical percolation on finite graphs: let $G_n$ be a sequence of finite graphs, converging locally weakly to a (random, rooted) infinite graph $G$. Consider Bernoulli edge percolation: does the critical probability for the emergence of an infinite component on $G$ coincide with the critical probability for the emergence of a linear-sized component on $G_n$? In this short article we give a positive answer provided the graphs $G_n$ satisfy an expansion condition, and the limiting graph $G$ has finite expected root degree. The main result of Benjamini, Nachmias, and Pere…
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 consider the branching random walk $\{\mathcal R^N_z: z\in V_N\}$ with Gaussian increments indexed over a two-dimensional box $V_N$ of side length $N$, and we study the first passage percolation where each vertex is assigned weight $e^{γ\mathcal R^N_z}$ for $γ>0$. We show that for $γ>0$ sufficiently small but fixed, the expected FPP distance between the left and right boundaries is at most $O(N^{1 - γ^2/10})$.
A comparison technique for finite random walks on finite graphs is introduced, using the well-known interlacing method. It yields improved return probability bounds. A key feature is the incorporation of parts of the spectrum of the transition matrix other than just the principal eigenvalue. As an application, an upper bound of the expected return probability of a random walk with symmetric transition probabilities is found. In this case, the state space is a random partial graph of a regular graph of bounded geometry and transitive automorphism group. The law of the random edge-set is assumed…
Heuristics indicate that point processes exhibiting clustering of points have larger critical radius $r_c$ for the percolation of their continuum percolation models than spatially homogeneous point processes. It has already been shown, and we reaffirm it in this paper, that the $dcx$ ordering of point processes is suitable to compare their clustering tendencies. Hence, it was tempting to conjecture that $r_c$ is increasing in $dcx$ order. Some numerical evidences support this conjecture for a special class of point processes, called perturbed lattices, which are "toy models" for determinantal …
For biased random walk on the infinite cluster in supercritical i.i.d.\ percolation on $\Z^2$, where the bias of the walk is quantified by a parameter $β>1$, it has been conjectured (and partly proved) that there exists a critical value $β_c>1$ such that the walk has positive speed when $β<β_c$ and speed zero when $β>β_c$. In this paper, biased random walk on the infinite cluster of a certain translation invariant percolation process on $\Z^2$ is considered. The example is shown to exhibit the opposite behavior to what is expected for i.i.d.\ percolation, in the sense that it has a critical va…
We provide the first nontrivial upper bound for the chemical distance exponent in two-dimensional critical percolation. Specifically, we prove that the expected length of the shortest horizontal crossing path of a box of side length $n$ in critical percolation on $\mathbb{Z}^2$ is bounded by $Cn^{2-δ}π_3(n)$, for some $δ>0$, where $π_3(n)$ is the "three-arm probability to distance $n$." This implies that the ratio of this length to the length of the lowest crossing is bounded by an inverse power of $n$ with high probability. In the case of site percolation on the triangular lattice, we obtain …
In this note, we describe some of the progress recently made on questions regarding the chemical distance in two-dimensional critical percolation by the author, J. Hanson, and P. Sosoe [6, 7]. It is expected that the distance between points in critical percolation clusters scales as $\|\cdot \|^{1+s}$, where $\|\cdot \|$ is the Euclidean distance and $s>0$. First, we review previous work of Aizenman-Burchard and Morrow-Zhang, which together establish a version of $0 < s \leq 1/3$. The main results of our work are in the direction of proving upper bounds on $s$, answering in [6] a question from…
We consider Bernoulli first-passage percolation on the $d$-dimensional hypercubic lattice with $d \geq 2$. The passage time of edge $e$ is $0$ with probability $p$ and $1$ with probability $1-p$, independently of each other. Let $p_c$ be the critical probability for percolation of edges with passage time $0$. When $0\leq p<p_c$, there exists a nonrandom, nonempty compact convex set $\mathcal{B}_p$ such that the set of vertices to which the first-passage time from the origin is within $t$ is well-approximated by $t\mathcal{B}_p$ for all large $t$, with probability one. The aim of this paper is …
In this article we study percolation on the Cayley graph of a free product of groups. The critical probability $p_c$ of a free product $G_1*G_2*...*G_n$ of groups is found as a solution of an equation involving only the expected subcritical cluster size of factor groups $G_1,G_2,...,G_n$. For finite groups these equations are polynomial and can be explicitly written down. The expected subcritical cluster size of the free product is also found in terms of the subcritical cluster sizes of the factors. In particular, we prove that $p_c$ for the Cayley graph of the modular group $\hbox{PSL}_2(\mat…
First-passage percolation is the study of the metric space $(\mathbb{Z}^d,T)$, where $T$ is a random metric defined as the weighted graph metric using random edge-weights $(t_e)_{e\in \mathcal{E}^d}$ assigned to the nearest-neighbor edges $\mathcal{E}^d$ of the $d$-dimensional cubic lattice. We study the so-called critical case in two dimensions, in which $\mathbb{P}(t_e=0)=p_c$, where $p_c$ is the threshold for two-dimensional bond percolation. In contrast to the standard case $(<p_c)$, the distance $T(0,x)$ in the critical case grows sub linearly in $x$ and geodesics are expected to have Euc…
This article presents a method for finding the critical probability $p_c$ for the Bernoulli bond percolation on graphs with the so-called tree-like structure. Such a graph can be decomposed into a tree of pieces, each of which has finitely many isomorphism classes. This class of graphs includes the Cayley graphs of amalgamated products, HNN extensions or general groups acting on trees. It also includes all transitive graphs with more than one end. The idea of the method is to find a multi-type Galton--Watson branching process (with a parameter $p$) which has finite expected population size if …
We introduce a new percolation model to describe and analyze the spread of an epidemic on a general directed and locally finite graph. We assign a two-dimensional random weight vector to each vertex of the graph in such a way that the weights of different vertices are i.i.d., but the two entries of the vector assigned to a vertex need not be independent. The probability for an edge to be open depends on the weights of its end vertices, but conditionally on the weights, the states of the edges are independent of each other. In an epidemiological setting, the vertices of a graph represent the in…
One model of real-life spreading processes is First Passage Percolation (also called SI model) on random graphs. Social interactions often follow bursty patterns, which are usually modelled with i.i.d.~heavy-tailed passage times on edges. On the other hand, random graphs are often locally tree-like, and spreading on trees with leaves might be very slow, because of bottleneck edges with huge passage times. Here we consider the SI model with passage times following a power law distribution $\mathbb{P}(ξ>t)\sim t^{-α}$, with infinite mean. For any finite connected graph $G$ with a root $s$, we fi…
In dynamical percolation, the status of every bond is refreshed according to an independent Poisson clock. For graphs which do not percolate at criticality, the dynamical sensitivity of this property was analyzed extensively in the last decade. Here we focus on graphs which percolate at criticality, and investigate the dynamical sensitivity of the infinite cluster. We first give two examples of bounded degree graphs, one which percolates for all times at criticality and one which has exceptional times of nonpercolation. We then make a nearly complete analysis of this question for spherically s…
Critical points and singularities are encountered in the study of critical phenomena in probability and physics. We present recent results concerning the values of such critical points and the nature of the singularities for two prominent probabilistic models, namely percolation and the more general random-cluster model. The main topic is the statement and proof of the criticality and universality of the canonical measure of bond percolation on isoradial graphs (due to the author and Ioan Manolescu). The key technique used in this work is the star--triangle transformation, known also as the Ya…
