For two-dimensional percolation at criticality, we discuss the inequality $α_4 > 1$ for the polychromatic four-arm exponent (and stronger versions, the strongest so far being $α_4 \geq 1 + \frac{α_2}{2}$, where $α_2$ denotes the two-arm exponent). We first briefly discuss five proofs (some of them implicit and not self-contained) from the literature. Then we observe that, by combining two of them, one gets a completely self-contained (and yet quite short) proof.
Ever since J.M. Hammersley showed the existence of phase-transitions regarding independent bond percolation on general $d \geq 2$ dimensional integer-lattices in the late 50's, the continuity (or discontinuity) of which is perhaps the most prominent and long-standing basic open problem in the subsequently extensively developed theory of percolation.
We study the 2d-Ising model defined on finite boxes at temperatures that are below but very close from the critical point. When the temperature approaches the critical point and the size of the box grows fast enough, we establish large deviations estimates on FK-percolation events that concern the phenomenon of phase coexistence.
In this note we consider site percolation on a two dimensional sandwich of thickness two, the graph Z^2 x {0,1}. We prove that there is no percolation at the critical point. The same arguments are valid for a sandwich of thickness three with periodic boundary conditions. It remains an open problem to extend this result to other sandwiches.
Consider percolation on the triangular lattice. Let $κ(p)$ be the free energy at the zero field. We show that $$|κ'''(p)| \leq |p-p_c|^{-1/3+o(1)} \mbox{ if } p \neq p_c.$$ Furthermore, we show that there exists a sequence $ε_n\downarrow 0$ such that $$|κ'''(p_c\pm ε_n)|\geq ε_n^{-1/3+o(1)}.$$ This answers affirmatively a conjecture, asked by Sykes and Essam a half century ago, whether $κ(p)$ has a singularity at the criticality.
The understanding of site percolation on the triangular lattice progressed greatly in the last decade. Smirnov proved conformal invariance of critical percolation, thus paving the way for the construction of its scaling limit. Recently, the scaling limit of near-critical percolation was also constructed by Garban, Pete and Schramm. The aim of this very modest contribution is to explain how these results imply the convergence, as p tends to p_c, of the Wulff crystal to a Euclidean disk. The main ingredient of the proof is the rotational invariance of the scaling limit of near-critical percolati…
We consider the Bernoulli percolation model in a finite box and we introduce an automatic control of the percolation probability, which is a function of the percolation configuration. For a suitable choice of this automatic control, the model is self-critical, i.e., the percolation probability converges to the critical point $p_c$ when the size of the box tends to infinity. We study here three simple examples of such models, involving the size of the largest cluster, the number of vertices connected to the boundary of the box, or the distribution of the cluster sizes.
Using the randomized algorithm method developed by Duminil-Copin, Raoufi and Tassion (2019b), we exhibit sharp phase transition for the confetti percolation model. This provides an alternate proof, than that of Ahlberg, Tassion and Texeira (2018), for the critical parameter for percolation in this model to be $1/2$ when the radius of the underlying shapes for the distinct colours arise from the same distribution. In addition, we study the covered area fraction for this model, which is akin to the covered volume fraction in continuum percolation. Modulo a certain `transitivity condition', this …
We analyze the metastable states near criticality of the bootstrap percolation on Galton-Watson trees. We find that, depending on the exact choice of the offspring distribution, it is possible to have several distinct metastable states, with varying scaling of their duration while approaching criticality.
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 …
We prove that the standard Russo-Seymour-Welsh theory is valid for Voronoi percolation. This implies that at criticality the crossing probabilities for rectangles are bounded by constants depending only on their aspect ratio. This result has many consequences, such as the polynomial decay of the one-arm event at criticality.
We study frozen percolation on the (planar) triangular lattice, where connected components stop growing ("freeze") as soon as their "size" becomes at least $N$, for some parameter $N \geq 1$. The size of a connected component can be measured in several natural ways, and we consider the two particular cases of diameter and volume (i.e. number of sites). Diameter-frozen and volume-frozen percolation have been studied in previous works, and they display radically different behaviors. These works adopt the rule that the boundary of a frozen cluster stays vacant forever, and we investigate the infl…
We consider the first passage percolation model on the square lattice with an edge weight distribution F. In this paper, we consider the number of optimal paths for two points separated by a long distance. We show that there is a phase transition in the sub-criticality and the criticality.
In this work, we consider critical planar site percolation on the triangular lattice and derive sharp estimates on the asymptotics of the probability of half-plane $j$-arm events for $j \geq 1$ and planar (polychromatic) $j$-arm events for $j>1$. These estimates greatly improve previous results and in particular answer (a large part of) a question of Schramm (ICM Proc., 2006).
We investigate the so-called monochromatic arm exponents for critical percolation in two dimensions. These exponents, describing the probability of observing j disjoint macroscopic paths, are shown to exist and to form a different family from the (now well understood) polychromatic exponents. More specifically, our main result is that the monochromatic j-arm exponent is strictly between the polychromatic j-arm and (j+1)-arm exponents.
We prove that critical percolation has no infinite clusters almost surely on any unimodular quasi-transitive graph satisfying a return probability upper bound of the form $p_n(v,v) \leq \exp\left[-Ω(n^γ)\right]$ for some $γ>1/2$. The result is new in the case that the graph is of intermediate volume growth.
We study the size of the near-critical window for Bernoulli percolation on $\mathbb Z^d$. More precisely, we use a quantitative Grimmett-Marstrand theorem to prove that the correlation length, both below and above criticality, is bounded from above by $\exp(C/|p-p_c|^2)$. Improving on this bound would be a further step towards the conjecture that there is no infinite cluster at criticality on $\mathbb Z^d$ for every $d\ge2$.
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…
We study phase transition and percolation at criticality for three random graph models on the plane, viz., the homogeneous and inhomogeneous enhanced random connection models (RCM) and the Poisson stick model. These models are built on a homogeneous Poisson point process $\mathcal{P}_λ$ in $\mathbb{R}^2$ of intensity $λ$. In the homogenous RCM, the vertices at $x,y$ are connected with probability $g(|x-y|)$, independent of everything else, where $g:[0,\infty) \to [0,1]$ and $| \cdot |$ is the Euclidean norm. In the inhomogenous version of the model, points of $\mathcal{P}_λ$ are endowed with w…
Consider critical site percolation on $\mathbb{Z}^d$ with $d \geq 2$. Cerf (2015) pointed out that from classical work by Aizenman, Kesten and Newman (1987) and Gandolfi, Grimmett and Russo (1988) one can obtain that the two-arms exponent is at least $1/2$. The paper by Cerf slightly improves that lower bound. Except for $d=2$ and for high $d$, no upper bound for this exponent seems to be known in the literature so far (not even implicity). We show that the distance-$n$ two-arms probability is at least $c n^{-(d^2 + 4 d -2)}$ (with $c >0$ a constant which depends on $d$), thus giving an upper …
We prove that the probability of crossing a large square in quenched Voronoi percolation converges to 1/2 at criticality, confirming a conjecture of Benjamini, Kalai and Schramm from 1999. The main new tools are a quenched version of the box-crossing property for Voronoi percolation at criticality, and an Efron-Stein type bound on the variance of the probability of the crossing event in terms of the sum of the squares of the influences. As a corollary of the proof, we moreover obtain that the quenched crossing event at criticality is almost surely noise sensitive.
We consider the standard site percolation model on the $d$-dimensional lattice. A direct consequence of the proof of the uniqueness of the infinite cluster of Aizenman, Kesten and Newman [Comm. Math. Phys. 111 (1987) 505-531] is that the two-arms exponent is larger than or equal to $1/2$. We improve slightly this lower bound in any dimension $d\geq2$. Next, starting only with the hypothesis that $θ(p)>0$, without using the slab technology, we derive a quantitative estimate establishing long-range order in a finite box.
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.
In an investigation of percolation on isoradial graphs, we prove the criticality of canonical bond percolation on isoradial embeddings of planar graphs, thus extending celebrated earlier results for homogeneous and inhomogeneous square, triangular, and other lattices. This is achieved via the star-triangle transformation, by transporting the box-crossing property across the family of isoradial graphs. As a consequence, we obtain the universality of these models at the critical point, in the sense that the one-arm and 2j-alternating-arm critical exponents (and therefore also the connectivity an…
We consider 2d critical Bernoulli percolation on the square lattice. We prove an approximate color-switching lemma comparing k-arm probabilities for different polychromatic color sequences. This result is well-known for site percolation on the triangular lattice in [Nolin08]. To handle the complications arising from the dual lattice, we introduce a shifting transformation to convert arms between the primal and dual lattices.
Range convergence and sharp one-arm asymptotics for the critical percolation cluster in high dimensions
Facultad de Matemáticas, Pontificia Universidad Católica de Chile（智利天主教Pontificia大学数学学院）；Research Institute for Mathematical Sciences, Kyoto University（京都大学数学科学研究所）；Département de mathématiques et de statistique, Université de Montréal（蒙特利尔大学数学与统计系）；Department of Mathematics, Graduate School of Science, Kyoto University（京都大学理学研究科数学系）
We study the probability that the origin is connected to the sphere of radius r (an arm event) in critical percolation in high dimensions, namely when the dimension d is large enough or when d>6 and the lattice is sufficiently spread out. We prove that this probability decays like 1/r^2. Furthermore, we show that the probability of having k disjoint arms to distance r emanating from the vicinity of the origin is 1/r^2k.
Consider critical percolation in two dimensions. Under the condition that there are k disjoint alternating black and white arms crossing the annulus A(l,n), we prove a central limit theorem and variance estimates for the winding angles of the arms (as n\rightarrow \infty, l fixed). This result confirms a prediction of Beffara and Nolin (Ann. Probab. 39: 1286--1304, 2011). Using this theorem, we also get a CLT for the multiple-armed incipient infinite cluster (IIC) measures.
We study Bernoulli bond percolation on nonunimodular quasi-transitive graphs, and more generally graphs whose automorphism group has a nonunimodular quasi-transitive subgroup. We prove that percolation on any such graph has a non-empty phase in which there are infinite light clusters, which implies the existence of a non-empty phase in which there are infinitely many infinite clusters. That is, we show that $p_c<p_h \leq p_u$ for any such graph. This answers a question of Haggstrom, Peres, and Schonmann (1999), and verifies the nonunimodular case of a well-known conjecture of Benjamini and Sch…
The probability that the cluster of the origin in critical site percolation on the triangular grid has diameter larger than $R$ is proved to decay like $R^{-5/48}$ as $R\to\infty$.
We derive an estimate for the distance, measured in lattice spacings, inside two-dimensional critical percolation clusters from the origin to the boundary of the box of side length $2n$, conditioned on the existence of an open connection. The estimate we obtain is the radial analogue of the one found in the work of Damron, Hanson, and Sosoe. In the present case, however, there is no lowest crossing in the box to compare to, so we construct a path $γ$ from the origin to distance $n$ that consists of "three-arm" points, and whose volume can thus be estimated by $O(n^2π_3(n))$. Here, $π_3(n)$ is …
Consider a long-range percolation model on $\mathbb{Z}^d$ where the probability that an edge $\{x,y\} \in \mathbb{Z}^d \times \mathbb{Z}^d$ is open is proportional to $\|x-y\|_2^{-d-α}$ for some $α>0$ and where $d > 3 \min\{2,α\}$. We prove that in this case the one-arm exponent equals $ \min\{4,α\}/2$. We also prove that the maximal displacement for critical branching random walk scales with the same exponent. This establishes that both models undergo a phase transition in the parameter $α$ when $α=4$.
Consider critical site percolation on $\mathbb{Z}^d$ with $d \geq 2$. We prove a lower bound of order $n^{- d^2}$ for point-to-point connection probabilities, where $n$ is the distance between the points. Most of the work in our proof concerns a `construction' which finally reduces the problem to a topological one. This is then solved by applying a topological fact, which follows from Brouwer's fixed point theorem. Our bound improves the lower bound with exponent $2 d (d-1)$, used by Cerf in 2015 to obtain an upper bound for the so-called two-arm probabilities. Apart from being of interest in …
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 …
We prove upper bounds on the one-arm exponent $η_1$ for a class of dependent percolation models which generalise Bernoulli percolation; while our main interest is level set percolation of Gaussian fields, the arguments apply to other models in the Bernoulli percolation universality class, including Poisson-Voronoi and Poisson-Boolean percolation. More precisely, in dimension $d=2$ we prove that $η_1 \le 1/3$ for continuous Gaussian fields with rapid correlation decay (e.g. the Bargmann-Fock field), and in $d \ge 3$ we prove $η_1 \le d/3$ for finite-range fields, both discrete and continuous, a…
We study the alternating $k$-arm incipient infinite cluster (IIC) of site percolation on the triangular lattice $\mathbb{T}$. Using Camia and Newman's result that the scaling limit of critical site percolation on $\mathbb{T}$ is CLE$_6$, we prove the existence of the scaling limit of the $k$-arm IIC for $k=1,2,4$. Conditioned on the event that there are open and closed arms connecting the origin to $\partial \mathbb{D}_R$, we show that the winding number variance of the arms is $(3/2+o(1))\log R$ as $R\rightarrow \infty$, which confirms a prediction of Wieland and Wilson (2003). Our proof uses…
We continue our study of the chemical (graph) distance inside large critical percolation clusters in dimension two. We prove new estimates, which involve the three-arm probability, for the point-to-surface and point-to-point distances. We show that the point-to-point distance in $\mathbb{Z}^2$ between two points in the same critical percolation cluster has infinite second moment. We also give quantitative versions of our previous results comparing the length of the shortest crossing to that of the lowest crossing of a box.
Consider bond percolation on the square lattice. Let ${\cal C}$ be the incipient infinite cluster with the incipient measure $ν$. If a one-arm path exponent exists and equals $5/48$, it is well known that $E_ν|{\cal C}\cup [-n,n]^2| = n^{ 91/48+o(1)}$. In this paper, we focus on the variance of $|{\cal C}\cup [-n,n]^2|$ and show that $σ^2_ν(|{\cal C}\cup [-n,n]^2|)= n^{91/24+o(1)}$.
We derive three critical exponents for Bernoulli site percolation on the on the Uniform Infinite Planar Triangulation (UIPT). First we compute explicitly the probability that the root cluster is infinite. As a consequence, we show that the off-critical exponent for site percolation on the UIPT is $β= 1/2$. Then we establish an integral formula for the generating function of the number of vertices in the root cluster. We use this formula to prove that, at criticality, the probability that the root cluster has at least $n$ vertices decays like $n^{-1/7}$. Finally, we also derive an expression fo…
We are interested in the clusters formed by a Poisson ensemble of Markovian loops on infinite graphs. This model was introduced and studied in [LeJ12] and [LL12]. It is a model with long range correlations with two parameters $α$ and $κ$. The non-negative parameter $α$ measures the amount of loops, and $κ$ plays the role of killing on vertices penalizing ($κ>0$) or favoring ($κ<0$) appearance of large loops. It was shown in [LL12] that for any fixed $κ$ and large enough $α$, there exists an infinite cluster in the loop percolation on $\mathbb{Z}^d$. In the present article, we show a non-trivia…
The bulk one-arm exponent for the CLE$_{κ'}$ percolations
Peking University（北京大学）；Beijing International Center for Mathematical Research, Peking University（北京大学北京国际数学研究中心）；Courant Institute of Mathematical Sciences, New York University（纽约大学柯朗数学科学研究所）；University of Pennsylvania（宾夕法尼亚大学）
Ahlberg, Griffiths, Morris and Tassion have proved that, asymptotically almost surely, the quenched crossing probabilities for critical planar Voronoi percolation do not depend on the environment. We prove an analogous result for arm events. In particular, we prove that the variance of the quenched probability of an arm event is at most a constant times the square of the annealed probability. The fact that the arm events are degenerate and non-monotonic add two major difficulties. As an application, we prove that there exists $ε> 0$ such that the following holds for the annealed percolation fu…
One-arm probabilities for the two-dimensional metric-graph and discrete Gaussian free field
School of Mathematical Sciences, Peking University（北京大学数学科学学院）；Institute for Theoretical Sciences, Westlake University（西湖大学理论科学研究院）；Beijing International Center for Mathematical Research, Peking University（北京大学北京国际数学研究中心）
All (in)homogeneous bond percolation models on the square, triangular, and hexagonal lattices belong to the same universality class, in the sense that they have identical critical exponents at the critical point (assuming the exponents exist). This is proved using the star-triangle transformation and the box-crossing property. The exponents in question are the one-arm exponent $ρ$, the 2j-alternating-arms exponents $ρ_{2j}$ for $j\ge1$, the volume exponent $δ$, and the connectivity exponent $η$. By earlier results of Kesten, this implies universality also for the near-critical exponents $β$, $…
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.
Recently, Scullard and Ziff noticed that a broad class of planar percolation models are self-dual under a simple condition that, in a parametrized version of such a model, reduces to a single equation. They state that the solution of the resulting equation gives the critical point. However, just as in the classical case of bond percolation on the square lattice, self-duality is simply the starting point: the mathematical difficulty is precisely showing that self-duality implies criticality. Here we do so for a generalization of the models considered by Scullard and Ziff. In these models, the s…
The star-triangle transformation is used to obtain an equivalence extending over the set of all (in)homogeneous bond percolation models on the square, triangular and hexagonal lattices. Among the consequences are box-crossing (RSW) inequalities for such models with parameter-values at which the transformation is valid. This is a step toward proving the universality and conformality of these processes. It implies criticality of such values, thereby providing a new proof of the critical point of inhomogeneous systems. The proofs extend to certain isoradial models to which previous methods do not…
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…
We prove that Bernoulli bond percolation on any nonamenable, Gromov hyperbolic, quasi-transitive graph has a phase in which there are infinitely many infinite clusters, verifying a well-known conjecture of Benjamini and Schramm (1996) under the additional assumption of hyperbolicity. In other words, we show that $p_c<p_u$ for any such graph. Our proof also yields that the triangle condition $\nabla_{p_c}<\infty$ holds at criticality on any such graph, which is known to imply that several critical exponents exist and take their mean-field values. This gives the first family of examples of one-e…
