We investigate the maximal non-critical cluster in a big box in various percolation-type models. We investigate its typical size, and the fluctuations around this typical size. The limit law of these fluctuations are related to maxima of independent random variable with law described by a single cluster.
We prove that critical percolation on any quasi-transitive graph of exponential volume growth does not have a unique infinite cluster. This allows us to deduce from earlier results that critical percolation on any graph in this class does not have any infinite clusters. The result is new when the graph in question is either amenable or nonunimodular.
We show that the number of maximal paths in directed last-passage percolation on the hypercubic lattice ${\mathbb Z}^d$ $(d\geq2)$ in which weights take finitely many values is typically exponentially large.
We prove that for Bernoulli percolation on a graph $\mathbb{Z}^2\times\{0,\dots,k\}$ ($k\ge 0$), there is no infinite cluster at criticality, almost surely. The proof extends to finite range Bernoulli percolation models on $\mathbb{Z}^2$ which are invariant under $π/2$-rotation and reflection.
In this paper, we study the maximal edge-traversal time (simply we call maximal weight hereafter) on the optimal paths in the first passage percolation for several edge distributions, including the Pareto and Weibull distributions. It is known to be unbounded when the edge distribution has unbounded support [J. van den Berg and H. Kesten. Inequalities for the time constant in first-passage percolation. Ann. Appl. Probab. 56-80, 1993]. We determine the order of the growth up to a multiplicative constant.
We show that when percolation produces infinitely many infinite clusters on a Cayley graph, one cannot distinguish the clusters from each other by any invariantly defined property. This implies that uniqueness of the infinite cluster is equivalent to non-decay of connectivity (a.k.a. long-range order). We then derive applications concerning uniqueness in Kazhdan groups and in wreath products, and inequalities for $p_u$.
We announce our recent proof that, for independent bond percolation in high dimensions, the scaling limits of the incipient infinite cluster's two-point and three-point functions are those of integrated super-Brownian excursion (ISE). The proof uses an extension of the lace expansion for percolation.
We apply a variation on the methods of Duminil-Copin, Raoufi, and Tassion to establish a new differential inequality applying to both Bernoulli percolation and the Fortuin-Kasteleyn random cluster model. This differential inequality has a similar form to that derived for Bernoulli percolation by Menshikov but with the important difference that it describes the distribution of the volume of a cluster rather than of its radius. We apply this differential inequality to prove the following: The critical exponent inequalities $γ\leq δ-1$ and $Δ\leq γ+1$ hold for percolation and the random cluster m…
We consider the internal diffusion limited aggregation (IDLA) process on the infinite cluster in supercritical Bernoulli bond percolation on Euclidean lattices. It is shown that the process on the cluster behaves like it does on the Euclidean lattice, in that the aggregate covers all the vertices in a Euclidean ball around the origin, such that the ratio of vertices in this ball to the total number of particles sent out approaches one almost surely.
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 show that for any Cayley graph, the probability (at any $p$) that the cluster of the origin has size n decays at a well-defined exponential rate (possibly 0). For general graphs, we relate this rate being positive in the supercritical regime with the amenability/nonamenability of the underlying graph.
We consider the simple random walk on the (unique) infinite cluster of super-critical bond percolation in $\Z^d$ with $d\ge2$. We prove that, for almost every percolation configuration, the path distribution of the walk converges weakly to that of non-degenerate, isotropic Brownian motion. Our analysis is based on the consideration of a harmonic deformation of the infinite cluster on which the random walk becomes a square-integrable martingale. The size of the deformation, expressed by the so called corrector, is estimated by means of ergodicity arguments.
We study conditioned random-cluster measures with edge-parameter p and cluster-weighting factor q satisfying q \ge 1. The conditioning corresponds to mixed boundary conditions for a spin model. Interfaces may be defined in the sense of Dobrushin, and these are proved to be `rigid' in the thermodynamic limit, in three dimensions and for sufficiently large values of p. This implies the existence of non-translation-invariant (conditioned) random-cluster measures in three dimensions. The results are valid in the special case q=1, thus indicating a property of three-dimensional percolation not prev…
In dynamical critical site percolation on the triangular lattice or bond percolation on \Z^2, we define and study a local time measure on the exceptional times at which the origin is in an infinite cluster. We show that at a typical time with respect to this measure, the percolation configuration has the law of Kesten's Incipient Infinite Cluster. In the most technical result of this paper, we show that, on the other hand, at the first exceptional time, the law of the configuration is different. We also study the collapse of the infinite cluster near typical exceptional times, and establish a …
We consider the standard first passage percolation on $\mathbb{Z}^{d}$: with each edge of the lattice we associate a random capacity. We are interested in the maximal flow through a cylinder in this graph. Under some assumptions Kesten proved in 1987 a law of large numbers for the rescaled flow. Chayes and Chayes established that the large deviations far away below its typical value are of surface order, at least for the Bernoulli percolation and cylinders of certain height. Thanks to another approach we extend here their result to higher cylinders, and we transport this result to the model of…
We consider invasion percolation on a rooted regular tree. For the infinite cluster invaded from the root, we identify the scaling behavior of its $r$-point function for any $r\geq2$ and of its volume both at a given height and below a given height. We find that while the power laws of the scaling are the same as for the incipient infinite cluster for ordinary percolation, the scaling functions differ. Thus, somewhat surprisingly, the two clusters behave differently; in fact, we prove that their laws are mutually singular. In addition, we derive scaling estimates for simple random walk on the …
Two vertices are said to be finitely connected if they belong to the same cluster and this cluster is finite. We derive sharp asymptotics for finite connection probabilities for supercritical Bernoulli bond percolation on Z^2.
In this paper, we derive upper bounds for the heat kernel of the simple random walk on the infinite cluster of a supercritical long range percolation process. For any $d \geq 1$ and for any exponent $s \in (d, (d+2) \wedge 2d)$ giving the rate of decay of the percolation process, we show that the return probability decays like $t^{-\ffrac{d}{s-d}}$ up to logarithmic corrections, where $t$ denotes the time the walk is run. Moreover, our methods also yield generalized bounds on the spectral gap of the dynamics and on the diameter of the largest component in a box. Besides its intrinsic interest,…
We consider simple random walk on the incipient infinite cluster for the spread-out model of oriented percolation on $Z^d \times Z_+$. In dimensions $d>6$, we obtain bounds on exit times, transition probabilities, and the range of the random walk, which establish that the spectral dimension of the incipient infinite cluster is 4/3, and thereby prove a version of the Alexander--Orbach conjecture in this setting. The proof divides into two parts. One part establishes general estimates for simple random walk on an arbitrary infinite random graph, given suitable bounds on volume and effective resi…
We show that for critical site percolation on the triangular lattice two new observables have conformally invariant scaling limits. In particular the expected number of clusters separating two pairs of points converges to an explicit conformal invariant. Our proof is independent of earlier results and $SLE$ techniques, and in principle should provide a new approach to establishing conformal invariance of percolation.
In this note, we study the directed first passage percolation introduced in [F. Comets, R. Fukushima, S. Nakajima and N. Yoshida: Journal of Statistical Physics, 161-(3), 577-597 (2015)]. It is proved that the shortest path from the origin to the $n$-th hyperplane makes a jump larger than a small power of $\log n$. Some numerical results are also provided, which indicates that the maximal jump size is much larger in a certain parameter region.
We consider the standard first passage percolation model on Z^d with a distribution G on R+ that admits an exponential moment. We study the maximal flow between a compact convex subset A of R^d and infinity. The study of maximal flow is associated with the study of sets of edges of minimal capacity that cut A from infinity. We prove that the rescaled maximal flow between nA and infinity $ϕ$(nA)/n^ (d--1) almost surely converges towards a deterministic constant depending on A. This constant corresponds to the capacity of the boundary $\partial$A of A and is the integral of a deterministic funct…
Equip the edges of the lattice $\mathbb{Z}^2$ with i.i.d. random capacities. A law of large numbers is known for the maximal flow crossing a rectangle in $\mathbb{R}^2$ when the side lengths of the rectangle go to infinity. We prove that the lower large deviations are of surface order, and we prove the corresponding large deviation principle from below. This extends and improves previous large deviations results of Grimmett and Kesten (1984) obtained for boxes of particular orientation.
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 study homogeneous, independent percolation on general quasi-transitive graphs. We prove that in the disorder regime where all clusters are finite almost surely, in fact the expectation of the cluster size is finite. This extends a well-known theorem by Menshikov and Aizenman & Barsky to all quasi-transitive graphs. Moreover we deduce that in this disorder regime the cluster size distribution decays exponentially, extending a result of Aizenman & Newman. Our results apply to both edge and site percolation, as well as long range (edge) percolation. The proof is based on a modification of the …
Equip the edges of the lattice $\mathbb{Z}^2$ with i.i.d. random capacities. We prove a law of large numbers for the maximal flow crossing a rectangle in $\mathbb{R}^2$ when the side lengths of the rectangle go to infinity. The value of the limit depends on the asymptotic behaviour of the ratio of the height of the cylinder over the length of its basis. This law of large numbers extends the law of large numbers obtained by Grimmett and Kesten (1984) for rectangles of particular orientation.
We consider the standard first passage percolation model in the rescaled lattice $\mathbb{Z}^d$ for $d\geq 2$ and a bounded domain $Ω$ in $\mathbb R ^d$. We denote by $Γ^1$ and $Γ^2$ two disjoint subsets of $\partial Ω$ representing respectively the source and the sink, i.e., where the water can enter in $Ω$ and escape from $Ω$. A maximal stream is a vector measure $\overrightarrowμ_n^{max}$ that describes how the maximal amount of fluid can enter through $Γ^1$ and spreads in $Ω$. Under some assumptions on $Ω$ and $G$, we already know a law of large number for $\overrightarrowμ_n^{max}$. The s…
We consider the standard first passage percolation in $\mathbb{Z}^{d}$ for $d\geq 2$ and we denote by $ϕ_{n^{d-1},h(n)}$ the maximal flow through the cylinder $]0,n]^{d-1} \times ]0,h(n)]$ from its bottom to its top. Kesten proved a law of large numbers for the maximal flow in dimension three: under some assumptions, $ϕ_{n^{d-1},h(n)} / n^{d-1}$ converges towards a constant $ν$. We look now at the probability that $ϕ_{n^{d-1},h(n)} / n^{d-1}$ is greater than $ν+ ε$ for some $ε>0$, and we show under some assumptions that this probability decays exponentially fast with the volume of the cylinder…
We consider the standard first passage percolation model in the rescaled graph $\mathbb{Z}^d/n$ for $d\geq 2$, and a domain $Ω$ of boundary $Γ$ in $\mathbb{R}^d$. Let $Γ^1$ and $Γ^2$ be two disjoint open subsets of $Γ$, representing the parts of $Γ$ through which some water can enter and escape from $Ω$. We investigate the asymptotic behaviour of the flow $ϕ_n$ through a discrete version $Ω_n$ of $Ω$ between the corresponding discrete sets $Γ^1_n$ and $Γ^2_n$. We prove that under some conditions on the regularity of the domain and on the law of the capacity of the edges, the lower large deviat…
We prove that the heavy clusters are indistinguishable for Bernoulli percolation on quasi-transitive nonunimodular graphs. As an application, we show that the uniqueness threshold of any quasi-transitive graph is also the threshold for connectivity decay. This resolves a question of Lyons and Schramm (1999) in the Bernoulli percolation case and confirms a conjecture of Schonmann (2001). We also prove that every infinite cluster of Bernoulli percolation on a nonamenable quasi-transitive graph is transient almost surely.
We prove that the density fluctuations for a zero-range process evolving on the supercritical percolation cluster are given by a generalized Ornstein-Uhlenbeck process in the space of distributions $\mc S'(\bb R^d)$.
We study random walks on supercritical percolation clusters on wedges in $\Z^3$, and show that the infinite percolation cluster is (a.s.) transient whenever the wedge is transient. This solves a question raised by O. Haggstrom and E. Mossel. We also show that for convex gauge functions satisfying a mild regularity condition, the existence of a finite energy flow on $Z^2$ is equivalent to the (a.s.) existence of a finite energy flow on the supercritical percolation cluster. This solves a question of C. Hoffman.
This text is based on a lecture for the Sheffield Probability Day; its main purpose is to survey some recent asymptotic results about Bernoulli bond percolation on certain large random trees with logarithmic height. We also provide a general criterion for the existence of giant percolation clusters in large trees, which answers a question raised by David Croydon.
Consider Bernoulli bond percolation on a graph nicely embedded in hyperbolic space $\mathbb H^d$ in such a way that it admits a transitive action by isometries of $\mathbb H^d$. Let $p_0$ be the supremum of such percolation parameters that no point at infinity of $\mathbb H^d$ lies in the boundary of the cluster of a fixed vertex with positive probability. Then for any parameter $p < p_0$, a.s. every percolation cluster has only one-point boundaries of ends.
We consider a critical Bernoulli site percolation on the uniform infinite planar triangulation. We study the tail distributions of the peeling time, perimeter, and volume of the hull of a critical cluster. The exponents obtained here differs by a factor 2 from those computed previously by Angel and Curien (2015) in the case of critical site percolation on the uniform infinite half-plane triangulation.
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 the standard first passage percolation model in the rescaled lattice $\mathbb Z^d/n$ for $d\geq 2$ and a bounded domain $Ω$ in $\mathbb R^d$. We denote by $Γ^1$ and $Γ^2$ two disjoint subsets of $\partial Ω$ representing respectively the sources and the sinks, \textit{i.e.}, where the water can enter in $Ω$ and escape from $Ω$. A cutset is a set of edges that separates $Γ^1$ from $Γ^2$ in $Ω$, it has a capacity given by the sum of the capacities of its edges. Under some assumptions on $Ω$ and the distribution of the capacities of the edges, we already know a law of large numbers fo…
On the supercritical percolation cluster with parameter p, the distances between two distant points of the axis are asymptotically increased by a factor 1+(1-p)/2+o(1-p) with respect to the usual distance. The proof is based on an apparently new connection with the TASEP (totally asymmetric simple exclusion process).
We consider the standard first passage percolation model in the rescaled graph $\mathbb{Z}^d/n$ for $d\geq 2$, and a domain $Ω$ of boundary $Γ$ in $\mathbb{R}^d$. Let $Γ^1$ and $Γ^2$ be two disjoint open subsets of $Γ$, representing the parts of $Γ$ through which some water can enter and escape from $Ω$. We investigate the asymptotic behaviour of the flow $ϕ_n$ through a discrete version $Ω_n$ of $Ω$ between the corresponding discrete sets $Γ^1_n$ and $Γ^2_n$. We prove that under some conditions on the regularity of the domain and on the law of the capacity of the edges, $ϕ_n$ converges almost…
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.
We prove that the heat kernel on the infinite Bernoulli percolation cluster in Z^d almost surely decays faster than t^{-d/2}. We also derive estimates on the mixing time for the random walk confined to a finite box. Our approach is based on local isoperimetric inequalities.
We show that random walks on the infinite supercritical percolation clusters in Z^d satisfy the usual Law of the Iterated Logarithm. The proof combines Barlow's Gaussian heat kernel estimates and the ergodicity of the random walk on the environment viewed from the random walker as derived by Berger and Biskup.
We consider the percolation problem in the high-temperature Ising model on the two-dimensional square lattice at or near critical external fields. The incipient infinite cluster (IIC) measure in the sense of Kesten is constructed. As a consequence, we can obtain some geometric properties of IIC. The result holds also for the triangular lattice.
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 prove the almost sure ('quenched') invariance principle for a random walker on an infinite Bernoulli percolation cluster in $\Z^d$ where $d$ is larger or equal than 2.
We consider the Cheeger constant $ϕ(n)$ of the giant component of supercritical bond percolation on $\mathbb{Z}^d/n\mathbb{Z}^d$. We show that the variance of $ϕ(n)$ is bounded by $\fracξ{n^d}$, where $ξ$ is a positive constant that depends only on the dimension $d$ and the percolation parameter.
We consider the standard first passage percolation model in $\mathbb{Z}^d$ for $d\geq 2$. We are interested in two quantities, the maximal flow $τ$ between the lower half and the upper half of the box, and the maximal flow $ϕ$ between the top and the bottom of the box. A standard subadditive argument yields the law of large numbers for $τ$ in rational directions. Kesten and Zhang have proved the law of large numbers for $τ$ and $ϕ$ when the sides of the box are parallel to the coordinate hyperplanes: the two variables grow linearly with the surface $s$ of the basis of the box, with the same de…
We study a percolation process on the planted binary tree, where clusters freeze as soon as they become larger than some fixed parameter N. We show that as N goes to infinity, the process converges in some sense to the frozen percolation process introduced by Aldous. In particular, our results show that the asymptotic behaviour differs substantially from that on the square lattice, on which a similar process has been studied recently by van den Berg, de Lima and Nolin.
This note is motivated by results in arXiv:math/0608132 and arXiv:0806.2425 about global relations between the invasion percolation cluster (IPC) and the incipient infinite cluster (IIC) on regular trees and on two dimensional lattices, respectively. Namely, that the laws of the two objects are mutually singular, and, in the case of regular trees, that the IIC stochastically dominates the IPC. We prove that on two dimensional lattices, the IIC does not stochastically dominate the IPC. This is the first example showing that the relation between the IIC and IPC is significantly different on tree…
We present an efficient algorithm to solve elliptic Dirichlet problems defined on the cluster of $\mathbb{Z}^d$ supercritical Bernoulli percolation, as a generalization of the iterative method proposed by S. Armstrong, A. Hannukainen, T. Kuusi and J.-C. Mourrat. We also explore the two-scale expansion on the infinite cluster of percolation, and use it to give a rigorous analysis of the algorithm.
In this paper we are concerned with contact processes on open clusters of oriented percolation in $Z^d$, where the disease spreads along the direction of open edges. We show that the two critical infection rates in the quenched and annealed cases are equal with probability one and are asymptotically equal to $(dp)^{-1}$ as the dimension $d$ grows to infinity, where $p$ is the probability of edge `open'.
We consider the random walk on supercritical percolation clusters in the d-dimensional Euclidean lattice. Previous papers have obtained Gaussian heat kernel bounds, and a.s. invariance principles for this process. We show how this information leads to a parabolic Harnack inequality, a local limit theorem and estimates on the Green's function.
We consider the model of random trees introduced by Devroye (1999), the so-called random split trees. The model encompasses many important randomized algorithms and data structures. We then perform supercritical Bernoulli bond-percolation on those trees and obtain a precise weak limit theorem for the sizes of the largest clusters. We also show that the approach developed in this work may be useful for studying percolation on other classes of trees with logarithmic height, for instance, we study also the case of $d$-regular trees.
We consider Bernoulli percolation on a locally finite quasi-transitive unimodular graph and prove that two infinite clusters cannot have infinitely many pairs of vertices at distance 1 from one another or, in other words, that such graphs exhibit ``cluster repulsion.'' This partially answers a question of Häggström, Peres and Schonmann.