We examine crossing probabilities and free energies for conformally invariant critical 2-D systems in rectangular geometries, derived via conformal field theory and Stochastic Löwner Evolution methods. These quantities are shown to exhibit interesting modular behavior, although the physical meaning of modular transformations in this context is not clear. We show that in many cases these functions are completely characterized by very simple transformation properties. In particular, Cardy's function for the percolation crossing probability (including the conformal dimension 1/3), follows from a simple modular argument. A new type of "higher-order modular form" arises and its properties are discussed briefly.
Crossing probabilities for critical 2-D percolation on large but finite lattices have been derived via boundary conformal field theory. These predictions agree very well with numerical results. However, their derivation is heuristic and there is evidence of additional symmetries in the problem. This contribution gives a preliminary examination some unusual modular behavior of these quantities. In particular, the derivatives of the "horizontal" and "horizontal-vertical" crossing probabilities transform as a vector modular form, one component of which is an ordinary modular form and the other th…
The study of crossing probabilities - i.e. probabilities of existence of paths crossing rectangles - has been at the heart of the theory of two-dimensional percolation since its beginning. They may be used to prove a number of results on the model, including speed of mixing, tails of decay of the connectivity probabilities, scaling relations, etc. In this article, we develop a renormalization scheme for crossing probabilities in the two-dimensional random-cluster model. The outcome of the process is a precise description of an alternative between four behaviors: - Subcritical: Crossing probabi…
For the site percolation model on the triangular lattice and certain generalizations for which Cardy's Formula has been established we acquire a power law estimate for the \emph{rate} of convergence of the crossing probabilities to Cardy's Formula.
We consider the FK-Ising model in two dimensions at criticality. We obtain bounds on crossing probabilities of arbitrary topological rectangles, uniform with respect to the boundary conditions, generalizing results of [DCHN11] and [CS12]. Our result relies on new discrete complex analysis techniques, introduced in [Che12]. We detail some applications, in particular the computation of so-called universal exponents, the proof of quasi-multiplicativity properties of arm probabilities, and bounds on crossing probabilities for the classical Ising model.
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.
We consider the three new crossing probabilities for percolation recently found via conformal field theory by Simmons, Kleban and Ziff. We prove that all three of them (i) may be simply expressed in terms of Cardy's and Watts' crossing probabilities, (ii) are (weakly holomorphic) second-order modular forms of weight 0 (and a single particular type) on the congruence group $Γ(2)$, and (iii) under some technical assumptions (similar to those used by Kleban and Zagier, are completely determined by their transformation laws. The only physical input in (iii) is Cardy's crossing formula, which sugge…
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.
We prove that crossing probabilities for the critical planar Ising model with free boundary conditions are conformally invariant in the scaling limit, a phenomenon first investigated numerically by Langlands, Lewis and Saint-Aubin. We do so by establishing the convergence of certain exploration processes towards SLE$(3,\frac{-3}2,\frac{-3}2)$. We also construct an exploration tree for free boundary conditions, analogous to the one introduced by Sheffield.
We prove convergence results for variants of Smirnov's fermionic observable in the critical Ising model in presence of free boundary conditions. One application of our analysis is a simple proof of a theorem by Hongler and Kytölä on convergence of critical Ising interfaces with plus-minus-free boundary conditions to dipolar SLE(3), and generalization of this result to arbitrary number of arcs carrying plus, minus or free boundary conditions. Another application is a computation of scaling limits of crossing probabilities in FK-Ising model with arbitrary number of alternating wired/free boundar…
We consider fractal curves in two-dimensional $Z_N$ spin lattice models. These are N states spin models that undergo a continuous ferromagnetic-paramagnetic phase transition described by the ZN parafermionic field theory. The main motivation here is to investigate the correspondence between Schramm-Loewner evolutions (SLE) and conformal field theories with extended conformal algebras (ECFT). By using Monte-Carlo simulation, we compute the fractal dimension of different spin interfaces for the N=3 and N=4 spin models that correspond respectively to the 3 states Potts model and to the Ashkin-Tel…
We derive an exact solution of an explicitly time-dependent multichannel model of quantum mechanical nonadiabatic transitions. Our model corresponds to the case of a single linear diabatic energy level interacting with a band of an arbitrary N states, for which the diabatic energies decay with time according to the Coulomb law. We show that the time-dependent Schroedingier equation for this system can be solved in terms of Meijer functions whose asymptotics at a large time can be compactly written in terms of elementary functions that depend on the roots of an Nth order characteristic polynomi…
2D Percolation path exponents $x^{\cal P}_{\ell}$ describe probabilities for traversals of annuli by $\ell$ non-overlapping paths, each on either occupied or vacant clusters, with at least one of each type. We relate the probabilities rigorously to amplitudes of $O(N=1)$ models whose exponents, believed to be exact, yield $x^{\cal P}_{\ell}=({\ell}^2-1)/12$. This extends to half-integers the Saleur--Duplantier exponents for $k=\ell/2$ clusters, yields the exact fractal dimension of the external cluster perimeter, $D_{EP}=2-x^{\cal P}_3=4/3$, and also explains the absence of narrow gate fjords,…
We extend the previously introduced constructive modular method to nonperturbative QFT. In particular the relevance of the concept of ``quantum localization'' (via intersection of algebras) versus classical locality (via support properties of test functions) is explained in detail, the wedge algebras are constructed rigorously and the formal aspects of double cone algebras for d=1+1 factorizing theories are determined. The well-known on-shell crossing symmetry of the S-Matrix and of formfactors (cyclicity relation) in such theories is intimately related to the KMS properties of new quantum-loc…
We study Mandelbrot's percolation process in dimension $d \geq 2$. The process generates random fractal sets by an iterative procedure which starts by dividing the unit cube $[0,1]^d$ in $N^d$ subcubes, and independently retaining or discarding each subcube with probability $p$ or $1-p$ respectively. This step is then repeated within the retained subcubes at all scales. As $p$ is varied, there is a percolation phase transition in terms of paths for all $d \geq 2$, and in terms of $(d-1)$-dimensional "sheets" for all $d \geq 3$. For any $d \geq 2$, we consider the random fractal set produced at…
We consider the sub-sector of the $c=0$ logarithmic conformal field theory (LCFT) generated by the boundary condition changing (bcc) operator in two dimensional critical percolation. This operator is the zero weight Kac operator $ϕ_{1,2}$, identified with the growing hull of the SLE$_6$ process. We identify percolation configurations with the significant operators in the theory. We consider operators from the first four bcc operator fusions: the identity and bcc operator; the stress tensor and its logarithmic partner; the derivative of the bcc operator and its logarithmic partner; and the pre-…
This article pertains to the classification of multiple Schramm-Loewner evolutions (SLE). We construct the pure partition functions of multiple SLE$(κ)$ with $κ\in (0,4]$ and relate them to certain extremal multiple SLE measures, thus verifying a conjecture from [BBK05, KP16]. We prove that the two approaches to construct multiple SLEs - the global, configurational construction of [KL07, Law09a] and the local, growth process construction of [BBK05, Dub07, Gra07, KP16] - agree. The pure partition functions are closely related to crossing probabilities in critical statistical mechanics models. W…
Financial markets provide an ideal frame for the study of crossing or first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six futures markets are herein considered resulting in fat tailed first-passage time probabilities. The scaling of the return with the standard deviation collapses the probabilities of all markets examined, and also for different time horizons, into single curves, suggesting that first-passage statistics is market independent (at least for high-frequency data). On the other hand, a very closely rel…
