Let $p_c(\mathbb{Q}_n)$ and $p_c(\mathbb{Z}^n)$ denote the critical values for nearest-neighbour bond percolation on the $n$-cube $\mathbb{Q}_n = \{0,1\}^n$ and on $\Z^n$, respectively. Let $Ω= n$ for $\mathbb{G} = \mathbb{Q}_n$ and $Ω= 2n$ for $\mathbb{G} = \mathbb{Z}^n$ denote the degree of $\mathbb{G}$. We use the lace expansion to prove that for both $\mathbb{G} = \mathbb{Q}_n$ and $\mathbb{G} = \mathbb{Z}^n$,
$p_c(\mathbb{G}) & = \cn^{-1} + \cn^{-2} + {7/2} \cn^{-3} + O(\cn^{-4}).$
This extends by two terms the result $p_c(\mathbb{Q}_n) = \cn^{-1} + O(\cn^{-2})$ of Borgs, Chayes, van der Hofstad, Slade and Spencer, and provides a simplified proof of a previous result of Hara and Slade for $\mathbb{Z}^n$.
We use the lace expansion to prove that the critical values for nearest-neighbour bond percolation on the $n$-cube $\{0,1\}^n$ and on $\mathbb{Z}^n$ have asymptotic expansions, with rational coefficients, to all orders in powers of $n^{-1}$.
Percolation with edge-passage probability p and first-passage percolation are studied for the n-cube B_n ={0,1}^n with nearest neighbor edges. For oriented and unoriented percolation, p=e/n and p=1/n are the respective critical probabilities. For oriented first-passage percolation with i.i.d. edge-passage times having a density of 1 near the origin, the percolation time (time to reach the opposite corner of the cube) converges in probability to 1 as n->infty. This resolves a conjecture of David Aldous. When the edge-passage distribution is standard exponential, the (smaller) percolation time f…
We consider two variations on the Mandelbrot fractal percolation model. In the k-fractal percolation model, the d-dimensional unit cube is divided in N^d equal subcubes, k of which are retained while the others are discarded. The procedure is then iterated inside the retained cubes at all smaller scales. We show that the (properly rescaled) percolation critical value of this model converges to the critical value of ordinary site percolation on a particular d-dimensional lattice as N tends to infinity. This is analogous to the result of Falconer and Grimmett that the critical value for Mandelbr…
The $n$-dimensional binary hypercube is the graph whose vertices are the binary $n$-tuples $\{0, 1\}^n$ and where two vertices are connected by an edge if they differ at exactly one coordinate. We prove that if the edges are assigned independent mean 1 exponential costs, the minimum length $T_n$ of a path from $(0, 0, \dots, 0)$ to $(1, 1, \dots, 1)$ converges in probability to $\ln(1+\sqrt{2}) \approx 0.881$. It has previously been shown by Fill and Pemantle (1993) that this so-called first-passage time asymptotically almost surely satisfies $\ln(1+\sqrt{2}) - o(1) \leq T_n \leq 1+o(1)$, and …
We expand the critical point for site percolation on the $d$-dimensional hypercubic lattice in terms of inverse powers of $2d$, and we obtain the first three terms rigorously. This is achieved using the lace expansion.
In the modified bootstrap percolation model, sites in the cube {1,...,L}^d are initially declared active independently with probability p. At subsequent steps, an inactive site becomes active if it has at least one active nearest neighbour in each of the d dimensions, while an active site remains active forever. We study the probability that the entire cube is eventually active. For all d>=2 we prove that as L\to\infty and p\to 0 simultaneously, this probability converges to 1 if L=exp^{d-1} (lambda+epsilon)/p, and converges to 0 if L=exp^{d-1} (lambda-epsilon)/p, for any epsilon>0. Here exp^n…
In a previous paper, we defined a version of the percolation triangle condition that is suitable for the analysis of bond percolation on a finite connected transitive graph, and showed that this triangle condition implies that the percolation phase transition has many features in common with the phase transition on the complete graph. In this paper, we use a new and simplified approach to the lace expansion to prove quite generally that for finite graphs that are tori the triangle condition for percolation is implied by a certain triangle condition for simple random walks on the graph. The lat…
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 study the time constant $μ(e_{1})$ in first passage percolation on $\mathbb Z^{d}$ as a function of the dimension. We prove that if the passage times have finite mean, $$\lim_{d \to \infty} \frac{μ(e_{1}) d}{\log d} = \frac{1}{2a},$$ where $a \in [0,\infty]$ is a constant that depends only on the behavior of the distribution of the passage times at $0$. For the same class of distributions, we also prove that the limit shape is not an Euclidean ball, nor a $d$-dimensional cube or diamond, provided that $d$ is large enough.
We provide a complete proof of the diagrammatic bounds on the lace-expansion coefficients for oriented percolation, which are used in [arXiv:math/0703455] to investigate critical behavior for long-range oriented percolation above 2\min{α,2} spatial dimensions.
A solid wooden cube fragments into pieces as we sequentially drill holes through it randomly. This seemingly straightforward observation encompasses deep and nontrivial geometrical and probabilistic behavior that is discussed here. Combining numerical simulations and rigorous results, we find off-critical scale-free behavior and a continuous transition at a critical density of holes that significantly differs from classical percolation.
In this note we study the geometry of the largest component C_1 of critical percolation on a finite graph G which satisfies the finite triangle condition, defined by Borgs et al. There it is shown that this component is of size n^{2/3}, and here we show that its diameter is n^{1/3} and that the simple random walk takes n steps to mix on it. Our results apply to critical percolation on several high-dimensional finite graphs such as the finite torus Z_n^d (with d large and n tending to infinity) and the Hamming cube {0,1}^n.
Consider a $p$-random subset $A$ of initially infected vertices in the discrete cube $[L]^3$, and assume that the neighbourhood of each vertex consists of the $a_i$ nearest neighbours in the $\pm e_i$-directions for each $i \in \{1,2,3\}$, where $a_1\le a_2\le a_3$. Suppose we infect any healthy vertex $x\in [L]^3$ already having $a_3+1$ infected neighbours, and that infected sites remain infected forever. In this paper we determine the critical length for percolation up to a constant factor in the exponent, for all triples $(a_1,a_2,a_3)$. To do so, we introduce a new algorithm called the bea…
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…
Consider a $p$-random subset $A$ of initially infected vertices in the discrete cube $[L]^3$, and assume that the neighbourhood of each vertex consists of the $a_i$ nearest neighbours in the $\pm e_i$-directions for each $i \in \{1,2,3\}$, where $a_1\le a_2\le a_3$. Suppose we infect any healthy vertex $v\in [L]^3$ already having $r$ infected neighbours, and that infected sites remain infected forever. In this paper we determine $\log$ of the critical length for percolation up to a constant factor, for all $r\in \{a_3+1, \dots, a_3+a_2\}$ with $a_3\ge a_1+a_2$. We moreover give upper bounds fo…
The lace expansion is a powerful tool for analysing the critical behaviour of self-avoiding walks and percolation. It gives rise to a recursion relation which we abstract and study using an adaptation of the inductive method introduced by den Hollander and the authors. We give conditions under which the solution to the recursion relation behaves as a Gaussian, both in Fourier space and in terms of a local central limit theorem. These conditions are shown elsewhere to hold for sufficiently spread-out models of networks of self-avoiding walks in dimensions $d>4$, and for critical oriented percol…
Continuing the program begun by the authors in a previous paper, we develop an exact low-density expansion for the random minimum spanning tree (MST) on a finite graph, and use it to develop a continuum perturbation expansion for the MST on critical percolation clusters in space dimension d. The perturbation expansion is proved to be renormalizable in d=6 dimensions. We consider the fractal dimension D_p of paths on the latter MST; our previous results lead us to predict that D_p=2 for d>d_c=6. Using a renormalization-group approach, we confirm the result for d>6, and calculate D_p to first or…
The purpose of this note is twofold. First, we survey the study of the percolation phase transition on the Hamming hypercube {0,1}^m obtained in the series of papers [9,10,11,24]. Secondly, we explain how this study can be performed without the use of the so-called "lace-expansion" technique. To that aim, we provide a novel simple proof that the triangle condition holds at the critical probability. We hope that some of these techniques will be useful to obtain non-perturbative proofs in the analogous, yet much more difficult study on high-dimensional tori.
The Hamming graph $H(d,n)$ is the Cartesian product of $d$ complete graphs on $n$ vertices. Let $m=d(n-1)$ be the degree and $V = n^d$ be the number of vertices of $H(d,n)$. Let $p_c^{(d)}$ be the critical point for bond percolation on $H(d,n)$. We show that, for $d \in \mathbb N$ fixed and $n \to \infty$, \begin{equation*} p_c^{(d)}= \dfrac{1}{m} + \dfrac{2d^2-1}{2(d-1)^2}\dfrac{1}{m^2} + O(m^{-3}) + O(m^{-1}V^{-1/3}), \end{equation*} which extends the asymptotics found in \cite{BorChaHofSlaSpe05b} by one order. The term $O(m^{-1}V^{-1/3})$ is the width of the critical window. For $d=4,5,6$ w…
We use the lace expansion to prove an infra-red bound for site percolation on the hypercubic lattice in high dimension. This implies the triangle condition and allows us to derive several critical exponents that characterize mean-field behavior in high dimensions.
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 percolat…
Consider a $p$-random subset $A$ of initially infected vertices in the discrete cube $[L]^d$, and assume that the neighbourhood of each vertex consists of the $a_i$ nearest neighbours in the $\pm e_i$-directions for each $i \in \{1,2,\dots, d\}$, where $a_1\le a_2\le \dots \le a_d$. Suppose we infect any healthy vertex $v\in [L]^d$ already having $r$ infected neighbours, and that infected sites remain infected forever. In this paper we determine the $(d-1)$-times iterated logarithm of the critical length for percolation up to a constant factor, for all $d$-tuples $(a_1,\dots ,a_d)$ and all $r\…
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…
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.
The main objective of this paper is to study the size of a typical cluster of bond percolation on each of the five Platonic solids: the tetrahedron, the cube, the octahedron, the dodecahedron and the icosahedron. Looking at the clusters from a dynamical point of view, i.e., comparing the clusters with birth processes, we first prove that the first and second moments of the cluster size are bounded by their counterparts in a certain branching process, which results in explicit upper bounds that are accurate when the density of open edges is small. Using that vertices surrounded by closed edges …
In the past years, many properties of the largest connected components of critical percolation on the high-dimensional torus, such as their sizes and diameter, have been established. The order of magnitude of these quantities equals the one for percolation on the complete graph or Erdos-Renyi random graph, raising the question whether the scaling limits of the largest connected components, as identified by Aldous (1997), are also equal. In this paper, we investigate the cycle structure of the largest critical components for high-dimensional percolation on the torus (Z/rZ)^d. While percolation …
The lace expansion is a powerful perturbative technique to analyze the critical behavior of random spatial processes such as the self-avoiding walk, percolation and lattice trees and animals. The non-backtracking lace expansion (NoBLE) is a modification that allows us to improve its applicability in the nearest-neighbor setting on the $\mathbb Z^d$-lattice for percolation, lattice trees and lattice animals. The NoBLE gives rise to a recursive formula that we study in this paper at a general level. We state assumptions that guarantee that the solution of this recursive formula satisfies the inf…
We consider self-avoiding walk, percolation and the Ising model with long and finite range. By means of the lace expansion we prove mean-field behavior for these models if $d>2(α\wedge2)$ for self-avoiding walk and the Ising model, and $d>3(α\wedge2)$ for percolation, where $d$ denotes the dimension and $α$ the power-law decay exponent of the coupling function. We provide a simplified analysis of the lace expansion based on the trigonometric approach in Borgs et al. (2007)
In the zero temperature Brownian semi-discrete directed polymer we study the joint distribution of two last-passage times at positions ordered in the time-like direction. This is the situation when we have the slow de-correlation phenomenon. We compute the limiting joint distribution function in a scaling limit. This limiting distribution is given by an expansion in determinants which is not a Fredholm expansion. A somewhat similar looking formula was derived non-rigorously in a related model by Dotsenko.
We prove that nearest-neighbor percolation in dimensions $d\geq 11$ displays mean-field behavior by proving that the infrared bound holds, in turn implying the finiteness of the percolation triangle diagram. The finiteness of the triangle implies the existence and mean-field values of various critical exponents, such as $γ=1, β=1, δ=2$. We also prove sharp $x$-space asymptotics for the two-point function and the existence of various arm exponents. Such results had previously been obtained in unpublished work by Hara and Slade for nearest-neighbor percolation in dimension $d\geq 19$, so that we…
We consider an inhomogeneous oriented percolation model introduced by de Lima, Rolla and Valesin. In this model, the underlying graph is an oriented rooted tree in which each vertex points to each of its $d$ children with `short' edges, and in addition, each vertex points to each of its $d^k$ descendant at a fixed distance $k$ with `long' edges. A bond percolation process is then considered on this graph, with the prescription that independently, short edges are open with probability $p$ and long edges are open with probability $q$. We study the behavior of the critical curve $q_c(p)$: we find…
We prove that the Fourier transform of the properly-scaled normalized two-point function for sufficiently spread-out long-range oriented percolation with index α>0 converges to e^{-C|k|^{α\wedge2}} for some C\in(0,\infty) above the upper-critical dimension 2(α\wedge2). This answers the open question remained in the previous paper [arXiv:math/0703455]. Moreover, we show that the constant C exhibits crossover at α=2, which is a result of interactions among occupied paths. The proof is based on a new method of estimating fractional moments for the spatial variable of the lace-expansion coefficien…
We consider self-avoiding walk and percolation in $\Zd$, oriented percolation in $\Zd\times\Zp$, and the contact process in $\Zd$, with $p D(\cdot)$ being the coupling function whose range is denoted by $L<\infty$. For percolation, for example, each bond $\{x,y\}$ is occupied with probability $p D(y-x)$. The above models are known to exhibit a phase transition when the parameter $p$ varies around a model-dependent critical point $\pc$. We investigate the value of $\pc$ when $d>6$ for percolation and $d>4$ for the other models, and $L\gg1$. We prove in a unified way that $\pc=1+C(D)+O(L^{-2d})$…
The aim of this survey is to explain, in a self-contained and relatively beginner-friendly manner, the lace expansion for the nearest-neighbor models of self-avoiding walk and percolation that converges in all dimensions above 6 and 9, respectively. To achieve this, we consider a $d$-dimensional version of the body-centered cubic (BCC) lattice, on which it is extremely easy to enumerate various random-walk quantities. Also, we choose a particular set of bootstrapping functions, by which a notoriously complicated part of the lace-expansion analysis becomes rather transparent.
We investigate expansions for connectedness functions in the random connection model of continuum percolation in powers of the intensity. Precisely, we study the pair-connectedness and the direct-connectedness functions, related to each other via the Ornstein-Zernike equation. We exhibit the fact that the coefficients of the expansions consist of sums over connected and $2$-connected graphs. In the physics literature, this is known to be the case more generally for percolation models based on Gibbs point processes and stands in analogy to the formalism developed for correlation functions in li…
In this paper, we consider nearest-neighbor oriented percolation with independent Bernoulli bond-occupation probability on the $d$-dimensional body-centered cubic (BCC) lattice $\mathbb{L}^d$ and the set of non-negative integers $\mathbb{Z}_+$. Thanks to the orderly structure of the BCC lattice, we prove that the infrared bound holds on $\mathbb{L}^d\times\mathbb{Z}_+$ in all dimensions $d\geq 9$. As opposed to ordinary percolation, we have to deal with complex numbers due to asymmetry induced by time-orientation, which makes it hard to bound the bootstrap functions in the lace-expansion analy…
We consider percolation on $\mathbb{Z}^d$ and on the $d$-dimensional discrete torus, in dimensions $d \ge 11$ for the nearest-neighbour model and in dimensions $d>6$ for spread-out models. For $\mathbb{Z}^d$, we employ a wide range of techniques and previous results to prove that there exist positive constants $c$ and $C$ such that the slightly subcritical two-point function and one-arm probabilities satisfy \[ \mathbb{P}_{p_c-\varepsilon}(0 \leftrightarrow x) \leq \frac{C}{\|x\|^{d-2}} e^{-c\varepsilon^{1/2} \|x\|} \quad \text{ and } \quad \frac{c}{r^{2}} e^{-C \varepsilon^{1/2}r} \leq \mathb…
The lace expansion has been a powerful tool for investigating mean-field behavior for various stochastic-geometrical models, such as self-avoiding walk and percolation, above their respective upper-critical dimension. In this paper, we prove the lace expansion for the Ising model that is valid for any spin-spin coupling. For the ferromagnetic case, we also prove that the expansion coefficients obey certain diagrammatic bounds that are similar to the diagrammatic bounds on the lace-expansion coefficients for self-avoiding walk. As a result, we obtain Gaussian asymptotics of the critical two-poi…
In critical percolation models, in a large cube there will typically be more than one cluster of comparable diameter. In 2D, the probability of $k>>1$ spanning clusters is of the order $e^{-αk^{2}}$. In dimensions d>6, when $η= 0$ the spanning clusters proliferate: for $L\to \infty$ the spanning probability tends to one, and there typically are $ \approx L^{d-6}$ spanning clusters of size comparable to $|\C_{max}| \approx L^4$. The rigorous results confirm a generally accepted picture for d>6, but also correct some misconceptions concerning the uniqueness of the dominant cluster. We distinguis…
We develop a cluster expansion for the probability of full connectivity of high density random networks in confined geometries. In contrast to percolation phenomena at lower densities, boundary effects, which have previously been largely neglected, are not only relevant but dominant. We derive general analytical formulas that show a persistence of universality in a different form to percolation theory, and provide numerical confirmation. We also demonstrate the simplicity of our approach in three simple but instructive examples and discuss the practical benefits of its application to different…
