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, in a lengthy appendix, a detailed proof is provided for this convergence to SLE(6), which itself relies on Smirnov's result that crossing probabilities converge to Cardy's formula.
In bootstrap percolation it is known that the critical percolation threshold tends to converge slowly to zero with increasing system size, or, inversely, the critical size diverges fast when the percolation probability goes to zero. To obtain higher-order terms (that is, sharp and sharper thresholds) for the percolation threshold in general is a hard question. In the case of two-dimensional anisotropic models, sometimes correction terms can be obtained from inversion in a relatively simple manner.
We study families of dependent site percolation models on the triangular lattice ${\mathbb T}$ and hexagonal lattice ${\mathbb H}$ that arise by applying certain cellular automata to independent percolation configurations. We analyze the scaling limit of such models and show that the distance between macroscopic portions of cluster boundaries of any two percolation models within one of our families goes to zero almost surely in the scaling limit. It follows that each of these cellular automaton generated dependent percolation models has the same scaling limit (in the sense of Aizenman-Burchard…
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.
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.
We prove Tsirelson's conjecture that any scaling limit of the critical planar percolation is a black noise. Our theorems apply to a number of percolation models, including site percolation on the triangular grid and any subsequential scaling limit of bond percolation on the square grid. We also suggest a natural construction for the scaling limit of planar percolation, and more generally of any discrete planar model describing connectivity properties.
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 …
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 review some of the recent progress on the scaling limit of two-dimensional critical percolation; in particular, the convergence of the exploration path to chordal SLE(6) and the "full" scaling limit of cluster interface loops. The results given here on the full scaling limit and its conformal invariance extend those presented previously. For site percolation on the triangular lattice, the results are fully rigorous. We explain some of the main ideas, skipping most technical details.
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…
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.
We prove that the Minimal Spanning Tree and the Invasion Percolation Tree on a version of the triangular lattice in the complex plane have unique scaling limits, which are invariant under rotations, scalings, and, in the case of the MST, also under translations. However, they are not expected to be conformally invariant. We also prove some geometric properties of the limiting MST. The topology of convergence is the space of spanning trees introduced by Aizenman, Burchard, Newman & Wilson (1999), and the proof relies on the existence and conformal covariance of the scaling limit of the near-cri…
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.
It has been conjectured in numerous physics papers that in ordinary first-passage percolation on integer lattices, the fluctuation exponent $χ$ and the wandering exponent $ξ$ are related through the universal relation $χ=2ξ-1$, irrespective of the dimension. This is sometimes called the KPZ relation between the two exponents. This article gives a rigorous proof of this conjecture assuming that the exponents exist in a certain sense.
Substantial progress has been made in recent years on the 2D critical percolation scaling limit and its conformal invariance properties. In particular, chordal SLE6 (the Stochastic Loewner Evolution with parameter k=6) was, in the work of Schramm and of Smirnov, identified as the scaling limit of the critical percolation ``exploration process.'' In this paper we use that and other results to construct what we argue is the full scaling limit of the collection of all closed contours surrounding the critical percolation clusters on the 2D triangular lattice. This random process or gas of continuu…
We report on the exact treatment of a random-matrix representation of bond percolation model on a square lattice in two dimensions with occupation probability $p$. The percolation problem is mapped onto a random complex matrix composed of two random real-valued matrices of elements $+1$ and $-1$ with probability $p$ and $1-p$, respectively. We find that the onset of percolation transition can be detected by the emergence of power-law divergences due to the coalescence of the first two extreme eigenvalues in the thermodynamic limit. We develop a universal finite-size scaling law that fully char…
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 full scaling limits of planar nearcritical percolation in the Quad-Crossing-Topology introduced by Schramm and Smirnov. We show that two nearcritical scaling limits with different parameters are singular with respect to each other. The results hold for percolation models on rather general lattices, including bond percolation on the square lattice and site percolation on the triangular lattice.
We study limit laws for simple random walks on supercritical long range percolation clusters on $\Z^d, d \geq 1$. For the long range percolation model, the probability that two vertices $x, y$ are connected behaves asymptotically as $\|x-y\|_2^{-s}$. When $s\in(d, d+1)$, we prove that the scaling limit of simple random walk on the infinite component converges to an $α$-stable Lévy process with $α= s-d$ establishing a conjecture of Berger and Biskup. The convergence holds in both the quenched and annealed senses. In the case where $d=1$ and $s>2$ we show that the simple random walk converges to…
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 study site percolation on Angel & Schramm's uniform infinite planar triangulation. We compute several critical and near-critical exponents, and describe the scaling limit of the boundary of large percolation clusters in all regimes (subcritical, critical and supercritical). We prove in particular that the scaling limit of the boundary of large critical percolation clusters is the random stable looptree of index 3/2, which was introduced in a companion paper. We also give a conjecture linking looptrees of any index in (1,2) with scaling limits of cluster boundaries in random triangulations d…
The scaling limit of random walk and the intrinsic metric on planar critical percolation
Department of Pure Mathematics and Mathematical Statistics, University of Cambridge（剑桥大学纯数学与数理统计系）；Faculty of Mathematics, University of Vienna（维也纳大学数学学院）
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 …
It is natural to expect that there are only three possible types of scaling limits for the collection of all percolation interfaces in the plane: (1) a trivial one, consisting of no curves at all, (2) a critical one, in which all points of the plane are surrounded by arbitrarily large loops and every deterministic point is almost surely surrounded by a countably infinite family of nested loops with radii going to zero, and (3) an intermediate one, in which every deterministic point of the plane is almost surely surrounded by a largest loop and by a countably infinite family of nested loops wit…
We consider the percolation problem in the high-temperature Ising model on the two-dimensional square lattice at/near critical external fields. We show that all scaling relations, except a single hyperscaling relation, hold under the power law assumptions for the one-arm path and four-arm paths.
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 analyze the geometry of scaling limits of near-critical 2D percolation, i.e., for $p=p_c+λδ^{1/ν}$, with $ν=4/3$, as the lattice spacing $δ\to 0$. Our proposed framework extends previous analyses for $p=p_c$, based on $SLE_6$. It combines the continuum nonsimple loop process describing the full scaling limit at criticality with a Poissonian process for marking double (touching) points of that (critical) loop process. The double points are exactly the continuum limits of "macroscopically pivotal" lattice sites and the marked ones are those that actually change state as $λ$ varies. This struc…
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…
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.
In the mean field (or random link) model there are $n$ points and inter-point distances are independent random variables. For $0 < \ell < \infty$ and in the $n \to \infty$ limit, let $δ(\ell) = 1/n \times$ (maximum number of steps in a path whose average step-length is $\leq \ell$). The function $δ(\ell)$ is analogous to the percolation function in percolation theory: there is a critical value $\ell_* = e^{-1}$ at which $δ(\cdot)$ becomes non-zero, and (presumably) a scaling exponent $β$ in the sense $δ(\ell) \asymp (\ell - \ell_*)^β$. Recently developed probabilistic methodology (in some sens…
We prove that, after centering and diffusively rescaling space and time, the collection of rightmost infinite open paths in a supercritical oriented percolation configuration on the space-time lattice Z^2_{even}:={(x,i) in Z^2: x+i is even} converges in distribution to the Brownian web. This proves a conjecture of Wu and Zhang. Our key observation is that each rightmost infinite open path can be approximated by a percolation exploration cluster, and different exploration clusters evolve independently before they intersect.
We postulate the existence of a natural Poissonian marking of the double (touching) points of SLE(6) and hence of the related continuum nonsimple loop process that describes macroscopic cluster boundaries in 2D critical percolation. We explain how these marked loops should yield continuum versions of near-critical percolation, dynamical percolation, minimal spanning trees and related plane filling curves, and invasion percolation. We show that this yields for some of the continuum objects a conformal covariance property that generalizes the conformal invariance of critical systems. It is an op…
Recent works have shown that random triangulations decorated by critical ($p=1/2$) Bernoulli site percolation converge in the scaling limit to a $\sqrt{8/3}$-Liouville quantum gravity (LQG) surface (equivalently, a Brownian surface) decorated by SLE$_6$ in two different ways: 1. The triangulation, viewed as a curve-decorated metric measure space equipped with its graph distance, the counting measure on vertices, and a single percolation interface converges with respect to a version of the Gromov-Hausdorff topology. 2. There is a bijective encoding of the site-percolated triangulation by means …
The understanding of site percolation on the triangular lattice progressed greatly in the last decade. Smirnov proved conformal invariance of critical percolation, thus paving the way for the construction of its scaling limit. Recently, the scaling limit of near-critical percolation was also constructed by Garban, Pete and Schramm. The aim of this very modest contribution is to explain how these results imply the convergence, as p tends to p_c, of the Wulff crystal to a Euclidean disk. The main ingredient of the proof is the rotational invariance of the scaling limit of near-critical percolati…
We introduce a generalization of the extended Airy kernel with two sets of real parameters. We show that this kernel arises in the edge scaling limit of correlation kernels of determinantal processes related to a directed percolation model and to an ensemble of random matrices.
Under some general assumptions, we construct the scaling limit of open clusters and their associated counting measures in a class of two dimensional percolation models. Our results apply, in particular, to critical Bernoulli site percolation on the triangular lattice and to the critical FK-Ising model on the square lattice. Fundamental properties of the scaling limit, such as conformal covariance, are explored. As an application to Bernoulli percolation, we obtain the scaling limit of the largest cluster in a bounded domain. We also apply our results to the critical, two-dimensional Ising mode…
We show that the laws of scaling limits of nearcritical percolation exploration paths with different parameters are singular with respect to each other. This generalises a result of Nolin and Werner, using a similar technique. As a corollary, the singularity can even be detected from an infinitesimal initial segment. Moreover, nearcritical scaling limits of exploration paths are mutually singular under scaling maps.
We prove existence of the scaling limit of the invasion percolation cluster (IPC) on a regular tree. The limit is a random real tree with a single end. The contour and height functions of the limit are described as certain diffusive stochastic processes. This convergence allows us to recover and make precise certain asymptotic results for the IPC. In particular, we relate the limit of the rescaled level sets of the IPC to the local time of the scaled height function.
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 extend Smirnov's proof of the existence and conformal invariance of the scaling limit of critical site-percolation on the triangular lattice to particular sequences of periodic graphs with more arbitrary large-scale structure, obtained by piecing together triangular regions of the triangular lattice. While not formally speaking a scaling limit statement (as the graphs are not rescaled versions of each other), the result is a weak form of universality for critical percolation.
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.
Let $Q$ be a free Boltzmann quadrangulation with simple boundary decorated by a critical ($p=3/4$) face percolation configuration. We prove that the chordal percolation exploration path on $Q$ between two marked boundary edges converges in the scaling limit to chordal SLE$_6$ on an independent $\sqrt{8/3}$-Liouville quantum gravity disk (equivalently, a Brownian disk). The topology of convergence is the Gromov-Hausdorff-Prokhorov-uniform topology, the natural analog of the Gromov-Hausdorff topology for curve-decorated metric measure spaces. We also obtain analogous scaling limit results for fa…
Let $\{Y_{\mathfrak{B}}(x)\,:\,x\in\mathfrak{B}\}$ be a discrete Gaussian free field in a two-dimensional box $\mathfrak{B}$ of side length $S$ with Dirichlet boundary conditions. We study Liouville first-passage percolation: the shortest-path metric in which each vertex $x$ is given a weight of $e^{γY_{\mathfrak{B}}(x)}$ for some $γ>0$. We show that for sufficiently small but fixed $γ>0$, for any sequence of scales $\{S_{k}\}$ there exists a subsequence along which the appropriately scaled and interpolated Liouville FPP metric converges in the Gromov--Hausdorff sense to a random metric on the…
We study the possible scaling limits of percolation interfaces in two dimensions on the triangular lattice. When one lets the percolation parameter p(N) vary with the size N of the box that one is considering, three possibilities arise in the large-scale limit. It is known that when p(N) does not converge to 1/2 fast enough, then the scaling limits are degenerate, whereas if p(N) - 1 / 2 goes to zero quickly, the scaling limits are SLE(6) as when p=1/2. We study some properties of the (non-void) intermediate regime where the large scale behavior is neither SLE(6) nor degenerate. We prove that …
Jigsaw percolation is a nonlocal process that iteratively merges connected clusters in a deterministic "puzzle graph" by using connectivity properties of a random "people graph" on the same set of vertices. We presume the Erdos--Renyi people graph with edge probability p and investigate the probability that the puzzle is solved, that is, that the process eventually produces a single cluster. In some generality, for puzzle graphs with N vertices of degrees about D (in the appropriate sense), this probability is close to 1 or small depending on whether pD(log N) is large or small. The one dimens…
We study gradient percolation for site percolation on the triangular lattice. This is a percolation model where the percolation probability depends linearly on the location of the site. We prove the results predicted by physicists for this model. More precisely, we describe the fluctuations of the interfaces around their (straight) scaling limits, and the expected and typical lengths of these interfaces. These results build on the recent results for critical percolation on this lattice by Smirnov, Lawler, Schramm and Werner, and on the scaling ideas developed by Kesten.
In exponential last passage percolation, we consider the rescaled Busemann process $x\mapsto N^{-1/3}B^ρ_{0,[xN^{2/3}]e_1} \,\, (x\in\mathbb{R})$, as a process parametrized by the scaled density $ρ=1/2+\fracμ{4} N^{-1/3}$, and taking values in $C(\mathbb{R})$. We show that these processes, as $N\rightarrow \infty$, have a càdlàg scaling limit $G=(G_μ)_{μ\in \mathbb{R}}$, parametrized by $μ$ and taking values in $C(\mathbb{R})$. The limiting process $G$, which can be thought of as the Busemann process under the KPZ scaling, can be described as an ensemble of "sticky" lines of Brownian regularit…
In a recent breakthrough work, Chatterjee [Ann. of Math. (2) 177 (2013) 663-697] proved a long standing conjecture that relates the transversal exponent $ξ$ and the fluctuation exponent $χ$ in first-passage percolation on $\mathbb{Z}^d$. The purpose of this paper is to replace the main argument of Chatterjee (2013) and give an alternative proof of this relation. Specifically, we show that under the assumption that exponents defined in Chatterjee (2013) exist, one has the relation $χ\leq2ξ-1$. One advantage of our argument is that it does not require the "nearly Gamma" assumption of Chatterjee …
We study first passage percolation (FPP) with stationary edge weights on Cayley graphs of finitely generated virtually nilpotent groups. Previous works of Benjamini-Tessera and Cantrell-Furman show that scaling limits of such FPP are given by Carnot-Carathéodory metrics on the associated graded nilpotent Lie group. We show a converse, i.e. that for any Cayley graph of a finitely generated nilpotent group, any Carnot-Carathéodory metric on the associated graded nilpotent Lie group is the scaling limit of some FPP with stationary edge weights on that graph. Moreover, for any Cayley graph of any …
The scaling limit of the critical percolation, is it a black noise? The answer depends on stability to perturbations concentrated along a line. This text, containing no proofs, reports experimental results that suggest the affirmative answer.
