Benjamini, Lyons and Schramm [Random Walks and Discrete Potential Theory (1999) 56-84] considered properties of an infinite graph G, and the simple random walk on it, that are preserved by random perturbations. In this paper we solve several problems raised by those authors. The anchored expansion constant is a variant of the Cheeger constant; its positivity implies positive lower speed for the simple random walk, as shown by Virag [Geom. Funct. Anal. 10 (2000) 1588-1605]. We prove that if G has a positive anchored expansion constant, then so does every infinite cluster of independent percolation with parameter p sufficiently close to 1; a better estimate for the parameters p where this holds is in the Appendix. We also show that positivity of the anchored expansion constant is preserved under a random stretch if and only if the stretching law has an exponential tail. We then study a simple random walk in the infinite percolation cluster in Cayley graphs of certain amenable groups known as ``lamplighter groups.'' We prove that zero speed for a random walk on a lamplighter group implies zero speed for random walk on an infinite cluster, for any supercritical percolation parameter p. For p large enough, we also establish the converse.
We consider the anchored isoperimetric profile of the infinite open cluster, defined for $p > p\_c$, whose existence has been recently proved in [3]. We extend adequately the definition for $p = p\_c$, in finite boxes. We prove a partial result which implies that, if the limit defining the anchored isoperimetric profile at $p\_c$ exists, it has to vanish.
We establish several equivalent characterisations of the anchored isoperimetric dimension of supercritical clusters in Bernoulli bond percolation on transitive graphs. We deduce from these characterisations together with a theorem of Duminil-Copin, Goswami, Raoufi, Severo, and Yadin that if $G$ is a transient transitive graph then the infinite clusters of Bernoulli percolation on $G$ are transient for $p$ sufficiently close to $1$. It remains open to extend this result down to the critical probability. Along the way we establish two new cluster repulsion inequalities that are of independent in…
We consider an i.i.d. supercritical bond percolation on $\mathbb{Z}^d$, every edge is open with a probability $p > p_c (d)$, where $p_c (d)$ denotes the critical parameter for this percolation. We know that there exists almost surely a unique infinite open cluster $C_p$ [7]. We are interested in the regularity properties in p of the anchored isoperimetric profile of the infinite cluster $C_p$. For $d\ge2$, we prove that the anchored isoperimetric profile defined in [4] is Lipschitz continuous on all intervals $[p_0 , p_1 ] \subset (p_c (d), 1)$.
Let $d\geq 2$. We consider an i.i.d. supercritical bond percolation on $\mathbb{Z}^d$, every edge is open with a probability $p>p_c(d)$, where $p_c(d)$ denotes the critical point. We condition on the event that $0$ belongs to the infinite cluster $\mathcal{C}_\infty$ and we consider connected subgraphs of $\mathcal{C}_\infty$ having at most $n^d$ vertices and containing $0$. Among these subgraphs, we are interested in the ones that minimize the open edge boundary size to volume ratio. These minimizers properly rescaled converge towards a translate of a deterministic shape and their open edge b…
We consider the densities of clusters, at the percolation point of a two-dimensional system, which are anchored in various ways to an edge. These quantities are calculated by use of conformal field theory and computer simulations. We find that they are given by simple functions of the potentials of 2-D electrostatic dipoles, and that a kind of superposition {\it cum} factorization applies. Our results broaden this connection, already known from previous studies, and we present evidence that it is more generally valid. An exact result similar to the Kirkwood superposition approximation emerges.
Hermon and Hutchcroft have recently proved the long-standing conjecture that in Bernoulli(p) bond percolation on any nonamenable transitive graph G, at any p > p_c(G), the probability that the cluster of the origin is finite but has a large volume n decays exponentially in n. A corollary is that all infinite clusters have anchored expansion almost surely. They have asked if these results could hold more generally, for any finite energy ergodic invariant percolation. We give a counterexample, an invariant percolation on the 4-regular tree.
We show that random walk on a stationary random graph with positive anchored expansion and exponential volume growth has positive speed. We also show that two families of random triangulations of the hyperbolic plane, the hyperbolic Poisson Voronoi tessellation and the hyperbolic Poisson Delaunay triangulation, have 1-skeletons with positive anchored expansion. As a consequence, we show that the simple random walks on these graphs have positive speed. We include a section of open problems and conjectures on the topics of stationary geometric random graphs and the hyperbolic Poisson Voronoi tes…
We study the speed of a biased random walk on a percolation cluster on $\Z^d$ in function of the percolation parameter $p$. We obtain a first order expansion of the speed at $p=1$ which proves that percolating slows down the random walk at least in the case where the drift is along a component of the lattice.
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.
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…
This paper studies anchored expansion, a non-uniform version of the strong isoperimetric inequality. We show that every graph with i-anchored expansion contains a subgraph with isoperimetric (Cheeger) constant at least i. We prove a conjecture by Benjamini, Lyons and Schramm (1999) that in such graphs the random walk escapes with a positive lim inf speed. We also show that anchored expansion implies a heat-kernel decay bound of order exp(-c n^1/3).
We give an elementary proof that Talagrand's sub-Gaussian concentration inequality implies a limit shape theorem for first passage percolation on any Cayley graph of Z^d, with a bound on the speed of convergence that slightly improves Alexander's bounds. Our approach, which does not use the subadditive theorem, is based on proving that the average distance is close to being geodesic. Our key observation, of independent interest, is that the problem of estimating the rate of convergence for the average distance is equivalent (in a precise sense) to estimating its "level of geodesicity".
We consider biased random walk on supercritical percolation clusters in $\Z^2$. We show that the random walk is transient and that there are two speed regimes: If the bias is large enough, the random walk has speed zero, while if the bias is small enough, the speed of the random walk is positive.
We consider the unique infinite connected component of supercritical bond percolation on the square lattice and study the geometric properties of isoperimetric sets, i.e., sets with minimal boundary for a given volume. For almost every realization of the infinite connected component we prove that, as the volume of the isoperimetric set tends to infinity, its asymptotic shape can be characterized by an isoperimetric problem in the plane with respect to a particular norm. As an application we then show that the anchored isoperimetric profile with respect to a given point as well as the Cheeger c…
We consider biased random walks in a one-dimensional percolation model. This model goes back to Axelson-Fisk and Häggström and exhibits the same phase transition as biased random walk on the infinite cluster of supercritical Bernoulli bond percolation on $\mathbb{Z}^d$, namely, for some critical value $λ_{\mathrm{c}} >0$ of the bias, it holds that the asymptotic linear speed $\overline{\mathrm{v}}$ of the walk is strictly positive if the bias $λ$ is strictly smaller than $λ_{\mathrm{c}}$, whereas $\overline{\mathrm{v}}=0$ if $λ\geq λ_{\mathrm{c}}$. We show that at the critical bias $λ= λ_{\mat…
We consider biased random walks on the infinite cluster of a conditional bond percolation model on the infinite ladder graph. Axelsson-Fisk and Häggström established for this model a phase transition for the asymptotic linear speed $\overline{\mathrm{v}}$ of the walk. Namely, there exists some critical value $λ_{\mathrm{c}}>0$ such that $\overline{\mathrm{v}}>0$ if $λ\in (0,λ_{\mathrm{c}})$ and $\overline{\mathrm{v}}=0$ if $λ>λ_{\mathrm{c}}$. We show that the speed $\overline{\mathrm{v}}$ is continuous in $λ$ on the interval $(0,λ_{\mathrm{c}})$ and differentiable on $(0,λ_{\mathrm{c}}/2)$. Mo…
We determine the asymptotic speed of the first-passage percolation process on some ladder-like graphs (or width-2 stretches) when the times associated with different edges are independent and exponentially distributed but not necessarily all with the same mean. The method uses a particular Markov chain associated with the first-passage percolation process and properties of its stationary distribution.
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…
We prove the sharpness of the phase transition for speed in the biased random walk on the supercritical percolation cluster on Z^d. That is, for each d at least 2, and for any supercritical parameter p > p_c, we prove the existence of a critical strength for the bias, such that, below this value, the speed is positive, and, above the value, it is zero. We identify the value of the critical bias explicitly, and, in the sub-ballistic regime, we find the polynomial order of the distance moved by the particle. Each of these conclusions is obtained by investigating the geometry of the traps that ar…
First passage percolation on $\mathbb{Z}^2$ is a model for describing the spread of an infection on the sites of the square lattice. The infection is spread via nearest neighbor sites and the time dynamic is specified by random passage times attached to the edges. In this paper, the speed of the growth and the shape of the infected set is studied by aid of large-scale computer simulations, with focus on continuous passage time distributions. It is found that the most important quantity for determining the value of the time constant, which indicates the inverse asymptotic speed of the growth, i…
We consider a non trivial Boolean model $Σ$ on ${\mathbb R}^d$ for $d\geq 2$. For every $x,y \in {\mathbb R}^d$ we define $T(x,y)$ as the minimum time needed to travel from $x$ to $y$ by a traveler that walks at speed $1$ outside $Σ$ and at infinite speed inside $Σ$. By a standard application of Kingman sub-additive theorem, one easily shows that $T(0,x)$ behaves like $μ\|x\|$ when $\|x\|$ goes to infinity, where $μ$ is a constant named the time constant in classical first passage percolation. In this paper we investigate the positivity of $μ$. More precisely, under an almost optimal moment as…
We study a continuous time random walk on the $d$-dimensional lattice, subject to a drift and an attraction to large clusters of a subcritical Bernoulli site percolation. We find two distinct regimes: a ballistic one, and a subballistic one taking place when the attraction is strong enough. We identify the speed in the former case, and the algebraic rate of escape in the latter case. Finally, we discuss the diffusive behavior in the case of zero drift and weak attraction.
We show that for all p>p_c(\Z^d) percolation parameters, the probability that the cluster of the origin is finite but has at least t vertices at distance one from the infinite cluster is exponentially small in t. We use this to give a short proof of the strongest version of the important fact that the isoperimetric profile of the infinite cluster basically coincides with the profile of the original lattice. This implies, e.g., that simple random walk on the largest cluster of a finite box [-n,n]^d with high probability has L^\infty-mixing time Θ(n^2), and that the heat kernel (return probabili…
We study the growth and isoperimetry of infinite clusters in slightly supercritical Bernoulli bond percolation on transitive nonamenable graphs under the $L^2$ boundedness condition ($p_c<p_{2\to 2}$). Surprisingly, we find that the volume growth of infinite clusters is always purely exponential (that is, the subexponential corrections to growth are bounded) in the regime $p_c<p<p_{2\to 2}$, even when the ambient graph has unbounded corrections to exponential growth. For $p$ slightly larger than $p_c$, we establish the precise estimates \begin{align*} \mathbf{E}_p \left[ \# B_\mathrm{int}(v,r)…
We consider first-passage percolation on a ladder, i.e. the graph {0,1,...}*{0,1} where nodes at distance 1 are joined by an edge, and the times are exponentially i.i.d. with mean 1. We find an appropriate Markov chain to calculate an explicit expression for the time constant whose numerical value is approximately 0.6827. This time constant is the long-term average inverse speed of the process. We also calculate the average residual time.
Let C_n be the origin-containing cluster in subcritical percolation on the lattice (1/n) Z^d, viewed as a random variable in the space Omega of compact, connected, origin-containing subsets of R^d, endowed with the Hausdorff metric delta. When d >= 2, and Gamma is any open subset of Omega, we prove: lim_{n \to \infty}(1/n) \log P(C_n \in Γ) = -\inf_{S \in Γ} λ(S) where lambda(S) is the one-dimensional Hausdorff measure of S defined using the {\em correlation norm}: ||u|| := \lim_{n \to \infty} - \frac{1}{n} \log P (u_n \in C_n) where u_n is u rounded to the nearest element of (1/n)Z^d. Given p…
For a given dimension d $\ge$ 2 and a finite measure $ν$ on (0, +$\infty$), we consider $ξ$ a Poisson point process on R d x (0, +$\infty$) with intensity measure dc $\otimes$ $ν$ where dc denotes the Lebesgue measure on R d. We consider the Boolean model $Σ$ = $\cup$ (c,r)$\in$$ξ$ B(c, r) where B(c, r) denotes the open ball centered at c with radius r. For every x, y $\in$ R d we define T (x, y) as the minimum time needed to travel from x to y by a traveler that walks at speed 1 outside $Σ$ and at infinite speed inside $Σ$. By a standard application of Kingman sub-additive theorem, one easily…
In this paper we will show how the results found in Cator and Pimentel 2009, about the Busemann functions in last-passage percolation, can be used to calculate the asymptotic distribution of the speed of a single second class particle starting from an arbitrary deterministic configuration which has a rarefaction fan, in either the totally asymetric exclusion process, or the Hammersley interacting particle process. The method will be to use the well known last-passage percolation description of the exclusion process and of the Hammersley process, and then the well known connection between secon…
We study biased random walk on the infinite connected component of supercritical percolation on the integer lattice $\mathbb{Z}^d$ for $d\geq 2$. For this model, Fribergh and Hammond showed the existence of an exponent $γ$ such that: for $γ<1$, the random walk is sub-ballistic (i.e. has zero velocity asymptotically), with polynomial escape rate described by $γ$; whereas for $γ>1$, the random walk is ballistic, with non-zero speed in the direction of the bias. They moreover established, under the usual diffusive scaling about the mean distance travelled by the random walk in the direction of th…
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…
There are various models of first passage percolation (FPP) in $\mathbb R^d$. We want to start a very general study of this topic. To this end we generalize the first passage percolation model on the lattice $\mathbb Z^d$ to $\mathbb R^d$ and adapt the results of \cite{boivin1990first} to prove a shape theorem for ergodic random pseudometrics on $\mathbb R^d$. A natural application of this result will be the study of FPP on random tessellations where a fluid starts in the zero cell and takes a random time to pass through the boundary of a cell into a neighbouring cell. We find that a tame rand…
Geometric inhomogeneous random graphs (GIRGs) are a model for scale-free networks with underlying geometry. We study bootstrap percolation on these graphs, which is a process modelling the spread of an infection of vertices starting within a (small) local region. We show that the process exhibits a phase transition in terms of the initial infection rate in this region. We determine the speed of the process in the supercritical case, up to lower order terms, and show that its evolution is fundamentally influenced by the underlying geometry. For vertices with given position and expected degree, …
In this note we show that percolation on non-amenable Cayley graphs of high girth has a phase of non-uniqueness, i.e., p_c < p_u. Furthermore, we show that percolation and self-avoiding walk on such graphs have mean-field critical exponents. In particular, the self-avoiding walk has positive speed.
Critical oriented percolation enhanced along random supercritical horizontal lines
Institut Polytechnique de Paris, Université Paris-Saclay, ENSAE Paris（巴黎理工学院，巴黎萨克雷大学，巴黎国立经济统计学院）；Instituto de Matemática, Universidade Federal do Rio de Janeiro（里约热内卢联邦大学数学研究所）
We show that on a Cayley graph of a nonamenable group, almost surely the infinite clusters of Bernoulli percolation are transient for simple random walk, that simple random walk on these clusters has positive speed, and that these clusters admit bounded harmonic functions. A principal new finding on which these results are based is that such clusters admit invariant random subgraphs with positive isoperimetric constant. We also show that percolation clusters in any amenable Cayley graph almost surely admit no nonconstant harmonic Dirichlet functions. Conversely, on a Cayley graph admitting non…
Consider the graph induced by $\mathbb{Z}^d$, equipped with uniformly elliptic random conductances. At time $0$, place a Poisson point process of particles on $\mathbb{Z}^d$ and let them perform independent simple random walks. Tessellate the graph into cubes indexed by $i\in\mathbb{Z}^d$ and tessellate time into intervals indexed by $τ$. Given a local event $E(i,τ)$ that depends only on the particles inside the space time region given by the cube $i$ and the time interval $τ$, we prove the existence of a Lipschitz connected surface of cells $(i,τ)$ that separates the origin from infinity on w…
We prove a formula for the speed of distance stationary random sequences generalizing the law of large numbers of Karlsson and Ledrappier. A particular case is the classical formula for the largest Lyapunov exponent of i.i.d.\ matrix products, but our result has applications in various different contexts. In many situations it gives a method to estimate the speed, and in others it allows to obtain results of dimension drop for escape measures related to random walks. We show applications to stationary reversible random trees with conductances, Bernoulli bond percolation of Cayley graphs, and r…
Let $(G,μ)$ be a uniformly elliptic random conductance graph on $\mathbb{Z}^d$ with a Poisson point process of particles at time $t=0$ that perform independent simple random walks. We show that inside a cube $Q_K$ of side length $K$, if all subcubes of side length $\ell<K$ inside $Q_K$ have sufficiently many particles, the particles return to stationarity after $c\ell^2$ time with a probability close to $1$. We also show this result for percolation clusters on locally finite graphs. Using this mixing result, we show that in this setup, an infection spreads with positive speed in any direction.…
A Barak-Erdős graph is a directed acyclic version of the Erdős-Rényi random graph. It is obtained by performing independent bond percolation with parameter $p$ on the complete graph with vertices $\{1,...,n\}$, in which the edge between two vertices $i<j$ is directed from $i$ to $j$. The length of the longest path in this graph grows linearly with the number of vertices, at rate $C(p)$. In this article, we use a coupling between Barak-Erdős graphs and infinite-bin models to provide explicit estimates on $C(p)$. More precisely, we prove that the front of an infinite-bin model grows at linear sp…
