Several formulas for crossing functions arising in the continuum limit of critical two-dimensional percolation models are studied. These include Watts's formula for the horizontal-vertical crossing probability and Cardy's new formula for the expected number of crossing clusters. It is shown that under the assumption of conformal invariance, they simplify when the spatial domain is taken to be the interior of an equilateral triangle. The two crossing functions can be expressed in terms of an equianharmonic elliptic function with a triangular rotational symmetry. This suggests that rigorous proofs of Watts's formula and Cardy's new formula will be easiest to construct if the underlying lattice is triangular. The simplification in a triangular domain of Schramm's `bulk Cardy's formula' is also studied.
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 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 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 answer a question of Ahlberg and Steif (2014) by finding the tail behaviour of the crossing probability in near-critical planar percolation. Interestingly, this superexponentially small behaviour is different from the case of dynamical percolation, where the analogous tail probability was proved to be at least exponential and at most superpolynomial by Hammond, Mossel and Pete (2012). The proof is simple, given the scale covariance established by Garban, Pete and Schramm (2013).
An exact formula is given for the probability that there exists a spanning cluster between opposite boundaries of an annulus, in the scaling limit of critical percolation. The entire distribution function for the number of distinct spanning clusters is also given. These results are found using Coulomb gas methods. Their forms are compared with the expectations of conformal field theory.
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 the following problem for critical site percolation on the triangular lattice. Let A and B be sites on a horizontal line e separated by distance n. Consider, in the half-plane above e, the lowest occupied crossing R from the half-line left of A to the half-line right of B. We show that the probability that R has a site at distance smaller than m from AB is of order (log (n/m))^{-1}, uniformly in 1 <= m < n/2. Much of our analysis can be carried out for other two-dimensional lattices as well.
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…
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 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 was argued by Schramm and Smirnov that the critical site percolation exploration path on the triangular lattice converges in distribution to the trace of chordal SLE(6). We provide here a detailed proof, which relies on Smirnov's theorem that crossing probabilities have a conformally invariant scaling limit (given by Cardy's formula). The version of convergence to SLE(6) that we prove suffices for the Smirnov-Werner derivation of certain critical percolation crossing exponents and for our analysis of the critical percolation full scaling limit as a process of continuum nonsimple loops.
We present an "ultimate" proof of Cardy's formula for the critical percolation on the hexagonal lattice \cite{Smirnov01criticalpercolation}, showing the existence of the universal and conformally invariant scaling limit of crossing probabilities. The new approach is more conceptual, less technically demanding, and is amenable to generalizations.
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…
Building on the identification of the scaling limit of the critical percolation exploration process as a Schramm-Loewner Evolution, we derive a PDE characterization for the crossing probability of an annulus.
We give mathematical proofs to a number of statements which appeared in the series of papers by Kleban, Simmons and Ziff where they computed the probabilities of several percolation crossing events.
We study scaling limits and conformal invariance of critical site percolation on triangular lattice. We show that some percolation-related quantities are harmonic conformal invariants, and calculate their values in the scaling limit. As a particular case we obtain conformal invariance of the crossing probabilities and Cardy's formula. Then we prove existence, uniqueness, and conformal invariance of the continuum scaling limit.
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-…
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 prove that near-critical percolation and dynamical percolation on the triangular lattice $η\mathbb{T}$ have a scaling limit as the mesh $η\to 0$, in the "quad-crossing" space $\mathcal{H}$ of percolation configurations introduced by Schramm and Smirnov. The proof essentially proceeds by "perturbing" the scaling limit of the critical model, using the pivotal measures studied in our earlier paper. Markovianity and conformal covariance of these new limiting objects are also established.
We present a review of the recent progress on percolation scaling limits in two dimensions. In particular, we will consider the convergence of critical crossing probabilities to Cardy's formula and of the critical exploration path to chordal SLE(6), the full scaling limit of critical cluster boundaries, and near-critical scaling limits.
This is an introductory account of the emergence of conformal invariance in the scaling limit of planar critical percolation. We give an exposition of Smirnov's theorem (2001) on the conformal invariance of crossing probabilities in site percolation on the triangular lattice. We also give an introductory account of Schramm-Loewner evolutions (SLE(k)), a one-parameter family of conformally invariant random curves discovered by Schramm (2000). The article is organized around the aim of proving the result, due to Smirnov (2001) and to Camia and Newman (2007), that the percolation exploration path…
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.
Consider the indicator function $f$ of a two-dimensional percolation crossing event. In this paper, the Fourier transform of $f$ is studied and sharp bounds are obtained for its lower tail in several situations. Various applications of these bounds are derived. In particular, we show that the set of exceptional times of dynamical critical site percolation on the triangular grid in which the origin percolates has dimension 31/36 a.s., and the corresponding dimension in the half-plane is 5/9. It is also proved that critical bond percolation on the square grid has exceptional times a.s. Also, the…
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.
It is shown that a large class of events in a product probability space are highly sensitive to noise, in the sense that with high probability, the configuration with an arbitrary small percent of random errors gives almost no prediction whether the event occurs. On the other hand, weighted majority functions are shown to be noise-stable. Several necessary and sufficient conditions for noise sensitivity and stability are given. Consider, for example, bond percolation on an $n+1$ by $n$ grid. A configuration is a function that assigns to every edge the value 0 or 1. Let $ω$ be a random configur…
The smallest deformation of the minimal model M(2,3) that can accommodate Cardy's derivation of the percolation crossing probability is presented. It is shown that this leads to a consistent logarithmic conformal field theory at c=0. A simple recipe for computing the associated fusion rules is given. The differences between this theory and the other recently proposed c=0 logarithmic conformal field theories are underlined. The discussion also emphasises the existence of invariant logarithmic couplings that generalise Gurarie's anomaly number.
G. M. T. Watts derived that in two dimensional critical percolation the crossing probability Pi_hv satisfies a fifth order differential equation which includes another one of third order whose independent solutions describe the physically relevant quantities 1, Pi_h, Pi_hv. We will show that this differential equation can be derived from a level three null vector condition of a rational c=-24 CFT and motivate how this solution may be fitted into known properties of percolation.
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.
We consider a type of dependent percolation introduced by Aizenman and Grimmett, who showed that certain "enhancements" of independent (Bernoulli) percolation, called essential, make the percolation critical probability strictly smaller. In this paper we first prove that, for two-dimensional enhancements with a natural monotonicity property, being essential is also a necessary condition to shift the critical point. We then show that (some) critical exponents and the scaling limit of crossing probabilities of a two-dimensional percolation process are unchanged if the process is subjected to a m…
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…
We introduce and study a family of 2D percolation systems which are based on the bond percolation model of the triangular lattice. The system under study has local correlations, however, bonds separated by a few lattice spacings act independently of one another. By avoiding explicit use of microscopic paths, it is first established that the model possesses the typical attributes which are indicative of critical behavior in 2D percolation problems. Subsequently, the so called Cardy-Carleson functions are demonstrated to satisfy, in the continuum limit, Cardy's formula for crossing probabilities…
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…
Let $A$ be an arc on the boundary of the unit disk $U$. We prove an asymptotic formula for the probability that there is a percolation cluster $K$ for critical site percolation on the triangular grid in $U$ which intersects $A$ and such that 0 is surrounded by $K\cup A$.
We use SLE(6) paths to construct a process of continuum nonsimple loops in the plane and prove that this process coincides with the full continuum scaling limit of 2D critical site percolation on the triangular lattice -- that is, the scaling limit of the set of all interfaces between different clusters. Some properties of the loop process, including conformal invariance, are also proved. In the main body of the paper these results are proved while assuming, as argued by Schramm and Smirnov, that the percolation exploration path converges in distribution to the trace of chordal SLE(6). Then, i…
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…
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…
Consider a cellular automaton with state space $\{0,1 \}^{{\mathbb Z}^2}$ where the initial configuration $ω_0$ is chosen according to a Bernoulli product measure, 1's are stable, and 0's become 1's if they are surrounded by at least three neighboring 1's. In this paper we show that the configuration $ω_n$ at time n converges exponentially fast to a final configuration $\barω$, and that the limiting measure corresponding to $\barω$ is in the universality class of Bernoulli (independent) percolation. More precisely, assuming the existence of the critical exponents $β$, $η$, $ν$ and $γ$, and of …
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 $β$, $…
The minimal spanning forest on $\mathbb{Z}^{d}$ is known to consist of a single tree for $d \leq 2$ and is conjectured to consist of infinitely many trees for large $d$. In this paper, we prove that there is a single tree for quasi-planar graphs such as $\mathbb{Z}^{2}\times {\{0,\ldots,k\}}^{d-2}$. Our method relies on generalizations of the "Gluing Lemma" of arXiv:1401.7130. A related result is that critical Bernoulli percolation on a slab satisfies the box-crossing property. Its proof is based on a new Russo-Seymour-Welsh type theorem for quasi-planar graphs. Thus, at criticality, the proba…
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 …
In this paper we consider an equilibrium last-passage percolation model on an environment given by a compound two-dimensional Poisson process. We prove an $\LL^2$-formula relating the initial measure with the last-passage percolation time. This formula turns out to be a useful tool to analyze the fluctuations of the last-passage times along non-characteristic directions.
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…
For a certain class of discrete metric spaces, we provide a formula for the density of states. This formula involves Dixmier traces and is proven using recent advances in operator theory. Various examples are given of metric spaces for which this formula holds, including crystals, quasicrystals and the infinite cluster resulting from super-critical bond percolation on $\mathbb{Z}^d$.
In last passage percolation models lying in the KPZ universality class, long maximizing paths have a typical deviation from the linear interpolation of their endpoints governed by the two-thirds power of the interpolating distance. This two-thirds power dictates a choice of scaled coordinates, in which these maximizers, now called polymers, cross unit distances with unit-order fluctuations. In this article, we consider Brownian last passage percolation in these scaled coordinates, and prove that the probability of the presence of $k$ disjoint polymers crossing a unit-order region while beginni…
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…
In this paper we propose definitions and examples of categorical enhancements of the data involved in the $2d$-$4d$ wall-crossing formulas which generalize both Cecotti-Vafa and Kontsevich-Soibelman motivic wall-crossing formulas.
In this paper we prove a wall-crossing formula, a crucial ingredient needed to prove that the correlation function of gauged linear sigma model is independent of the choice of perturbations.
By use of conformal field theory, we discover several exact factorizations of higher-order density correlation functions in critical two-dimensional percolation. Our formulas are valid in the upper half-plane, or any conformally equivalent region. We find excellent agreement of our results with high-precision computer simulations. There are indications that our formulas hold more generally.
Consider first passage percolation with identical and independent weight distributions and first passage time ${\rm T}$. In this paper, we study the upper tail large deviations $\mathbb{P}({\rm T}(0,nx)>n(μ+ξ))$, for $ξ>0$ and $x\neq 0$ with a time constant $μ$ and a dimension $d$, for weights that satisfy a tail assumption $ β_1\exp{(-αt^r)}\leq \mathbb P(τ_e>t)\leq β_2\exp{(-αt^r)}.$ When $r\leq 1$ (this includes the well-known Eden growth model), we show that the upper tail large deviation decays as $\exp{(-(2dξ+o(1))n)}$. When $1< r\leq d$, we find that the rate function can be naturally d…
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.
