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.
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.
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 use SLE(6) paths to construct a process of continuum nonsimple loops in the plane and prove that this process coincides with the full continuum scaling limit of 2D critical site percolation on the triangular lattice -- that is, the scaling limit of the set of all interfaces between different clusters. Some properties of the loop process, including conformal invariance, are also proved. In the main body of the paper these results are proved while assuming, as argued by Schramm and Smirnov, that the percolation exploration path converges in distribution to the trace of chordal SLE(6). Then, i…
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…
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 set the foundation for a series of works aimed at proving strong relations between uniform random planar maps and Liouville quantum gravity (LQG). Our method relies on a bijective encoding of site-percolated planar triangulations by certain 2D lattice paths. Our bijection parallels in the discrete setting the \emph{mating-of-trees} framework of LQG and Schramm-Loewner evolutions (SLE) introduced by Duplantier, Miller, and Sheffield. Combining these two correspondences allows us to relate uniform site-percolated triangulations to $\sqrt{8/3}$-LQG and SLE$_6$. In particular, we establish the …
We present a review of the recent progress on percolation scaling limits in two dimensions. In particular, we will consider the convergence of critical crossing probabilities to Cardy's formula and of the critical exploration path to chordal SLE(6), the full scaling limit of critical cluster boundaries, and near-critical scaling limits.
This is an introductory account of the emergence of conformal invariance in the scaling limit of planar critical percolation. We give an exposition of Smirnov's theorem (2001) on the conformal invariance of crossing probabilities in site percolation on the triangular lattice. We also give an introductory account of Schramm-Loewner evolutions (SLE(k)), a one-parameter family of conformally invariant random curves discovered by Schramm (2000). The article is organized around the aim of proving the result, due to Smirnov (2001) and to Camia and Newman (2007), that the percolation exploration path…
We 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.
Following the approach outlined in [26], convergence to SLE$_6$ of the Exploration Processes for the correlated bond-triangular type models studied in [11] is established. This puts the said models in the same universality class as the standard site percolation model on the triangular lattice [27]. In the context of these models, the result is proven for all domains with boundary Minkowski dimension less than two. Moreover, the proof of convergence applies in the context of general critical 2D percolation models and for general domains, under the stipulation that Cardy's Formula can be establi…
We show that when observing the range of a chordal SLE$_κ$ curve for $κ\in (4,8)$, it is not possible to recover the order in which the points have been visited. We also derive related results about conformal loop ensembles (CLE): (i) The loops in a CLE$_κ$ for $κ\in (4,8)$ are not determined by the CLE$_κ$ gasket. (ii) The continuum percolation interfaces defined in the fractal carpets of conformal loop ensembles CLE$_κ$ for $κ\in (8/3, 4)$ (we defined these percolation interfaces in previous work, and showed there that they are SLE$_{16/κ}$ curves) are not determined by the CLE$_κ$ carpet th…
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 …
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.
We show how to connect together the loops of a simple Conformal Loop Ensemble (CLE) in order to construct samples of chordal SLE(κ) processes and their SLE(κ,ρ) variants, and we discuss some consequences of this construction.
We give a simplified and complete proof of the convergence of the chordal exploration process in critical FK-Ising percolation to chordal SLE$_κ( κ-6)$ with $κ=16/3$. Our proof follows the classical excursion-construction of SLE$_κ(κ-6)$ processes in the continuum and we are thus led to introduce suitable cut-off stopping times in order to analyse the behaviour of the driving function of the discrete system when Dobrushin boundary condition collapses to a single point. Our proof is very different from [KS15, KS16] as it only relies on the convergence to the chordal SLE$_κ$ process in Dobrushin…
We prove that the interface of critical site percolation on the triangular lattice converges to SLE$_6$ in its natural parametrization, where the discrete interface is parametrized such that each edge is crossed in one unit of time, while the limiting curve is parametrized by the $7/4$-dimensional Minkowski content. We also prove that the scaling limit of counting measure on the pivotal points, which was proved to exist by Garban, Pete, and Schramm (2013), is the $3/4$-dimensional Minkowski content up to a deterministic multiplicative constant.
We study the diffusion front for a natural two-dimensional model where many particles starting at the origin diffuse independently. It turns out that this model can be described using properties of near-critical percolation, and provides a natural example where critical fractal geometries spontaneously arise.
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 …
By analogy with Carleson's observation on Cardy's formula describing crossing probabilities for the scaling limit of critical percolation, we exhibit ``privileged geometries'' for Stochastic Loewner Evolutions with various parameters, for which certain hitting distributions are uniformly distributed. Consequences for limiting probabilities of events concerning various critical plane discrete models are then examined.
The bulk one-arm exponent for the CLE$_{κ'}$ percolations
Peking University（北京大学）；Beijing International Center for Mathematical Research, Peking University（北京大学北京国际数学研究中心）；Courant Institute of Mathematical Sciences, New York University（纽约大学柯朗数学科学研究所）；University of Pennsylvania（宾夕法尼亚大学）
Lawler, Schramm and Werner showed that the scaling limit of the loop-erased random walk on $\mathbb{Z}^2$ is $\mathrm{SLE}_2$. We consider scaling limits of the loop-erasure of random walks on other planar graphs (graphs embedded into $\mathbb{C}$ so that edges do not cross one another). We show that if the scaling limit of the random walk is planar Brownian motion, then the scaling limit of its loop-erasure is $\mathrm{SLE}_2$. Our main contribution is showing that for such graphs, the discrete Poisson kernel can be approximated by the continuous one. One example is the infinite component of …
We review some of the results that have been derived in the last years on conformal invariance, scaling limits and properties of some two-dimensional random curves. In particular, we describe the intuitive ideas that lead to the definition of the Schramm-Loewner evolutions SLE, we define these objects, study its various properties, show how to compute (probabilities, critical exponents) using SLE, relate SLE to planar Brownian motions (i.e. the determination of the critical exponents), planar self-avoiding walks, critical percolation, loop-erased random walks and uniform spanning trees.
The Ising model at inverse temperature $β$ and zero external field can be obtained via the Fortuin-Kasteleyn (FK) random-cluster model with $q=2$ and density of open edges $p=1-e^{-β}$ by assigning spin +1 or -1 to each vertex in such a way that (1) all the vertices in the same FK cluster get the same spin and (2) +1 and -1 have equal probability. We generalize the above procedure by assigning spin +1 with probability $r$ and -1 with probability $1-r$, with $r \in [0,1]$, while keeping condition (1). For fixed $β$, this generates a dependent (spin) percolation model with parameter $r$. We show…
We study the structure of the Liouville quantum gravity (LQG) surfaces that are cut out as one explores a conformal loop-ensemble CLE$_{κ'}$ for $κ'$ in $(4,8)$ that is drawn on an independent $γ$-LQG surface for $γ^2=16/κ'$. The results are similar in flavor to the ones from our paper dealing with CLE$_κ$ for $κ$ in $(8/3,4)$, where the loops of the CLE are disjoint and simple. In particular, we encode the combined structure of the LQG surface and the CLE$_{κ'}$ in terms of stable growth-fragmentation trees or their variants, which also appear in the asymptotic study of peeling processes on d…
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…
In this paper, we construct and then prove the up-to constants uniqueness of the natural measure on several random fractals, namely the SLE cut points, SLE boundary touching points, CLE pivotal points and the CLE carpet/gasket. As an application, we also show the equivalence between our natural measures defined in this paper (i.e. CLE pivotal and gasket measures) and their discrete analogs of counting measures in critical continuum planar Bernoulli percolation in [Garban-Pete-Schramm, J. Amer. Math. Soc.,2013]. Although the existence and uniqueness for the natural measure for CLE carpet/gasket…
SLE is a random growth process based on Loewner's equation with driving parameter a one-dimensional Brownian motion running with speed $κ$. This process is intimately connected with scaling limits of percolation clusters and with the outer boundary of Brownian motion, and is conjectured to correspond to scaling limits of several other discrete processes in two dimensions. The present paper attempts a first systematic study of SLE. It is proved that for all $κ\ne 8$ the SLE trace is a path; for $κ\in[0,4]$ it is a simple path; for $κ\in(4,8)$ it is a self-intersecting path; and for $κ>8$ it is …
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…
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）
Conformal loop ensembles are random collections of loops in a simply connected domain, whose laws are characterized by a natural conformal invariance property. The set of points not surrounded by any CLE loop is a natural random and conformally invariant analog of the Sierpinski gasket or carpet. In the present paper, we derive a direct relationship between each CLE consisting of simple disjoint loops (CLE($κ$) with $κ$ between 8/3 and 4) and the corresponding CLE($κ'$) where $κ':=16/κ$, a CLE consisting of non-disjoint loops. This is the continuum analog of the Edwards-Sokal coupling (between…
This work is the first in a series of papers devoted to the construction and study of scaling limits of dynamical and near-critical planar percolation and related objects like invasion percolation and the Minimal Spanning Tree. We show here that the counting measure on the set of pivotal points of critical site percolation on the triangular grid, normalized appropriately, has a scaling limit, which is a function of the scaling limit of the percolation configuration. We also show that this limit measure is conformally covariant, with exponent 3/4. Similar results hold for the counting measure o…
The smart kinetic self-avoiding walk (SKSAW) is a random walk which never intersects itself and grows forever when run in the full-plane. At each time step the walk chooses the next step uniformly from among the allowable nearest neighbors of the current endpoint of the walk. In the full-plane a nearest neighbor is allowable if it has not been visited before and there is a path from the nearest neighbor to infinity through sites that have not been visited before. It is well known that on the hexagonal lattice the SKSAW in a bounded domain between two boundary points is equivalent to an interfa…
In the second article of this series, we establish the convergence of the loop ensemble of interfaces in the random cluster Ising model to a conformal loop ensemble (CLE) --- thus completely describing the scaling limit of the model in terms of the random geometry of interfaces. The central tool of the present article is the convergence of an exploration tree of the discrete loop ensemble to a branching SLE$(16/3,-2/3)$. Such branching version of the Schramm's SLE not only enjoys the locality property, but also arises logically from the Ising model observables.
In this paper we present the proof of the convergence of the critical bond percolation exploration process on the square lattice to the trace of SLE$_{6}$. This is an important conjecture in mathematical physics and probability. The case of critical site percolation on the hexagonal lattice was established in the seminal work of Smirnov via proving Cardy's formula. Our proof uses a series of transformations and conditioning to construct a pair of paths: the $+\partial$CBP and the $-\partial$CBP. The convergence in the site percolation case on the hexagonal lattice allows us to obtain certain e…
Let L_n denote the lowest crossing of the 2n \times 2n square box B(n) centered at the origin for critical site percolation on Z^2 or critical site percolation on the triangular lattice imbedded in Z^2, and denote by Q_n the set of pivotal sites along this crossing. On the event that a pivotal site exists, denote the minimum height that a pivotal site attains above the bottom of B(n) by M_n:= min{m:(x,-n+m)\in Q_n for some -n\le x\le n}. Else, define M_n = 2n. We prove that P(M_n < m) \asymp m/n, uniformly for 1\le m\le n. This relation extends Theorem 1 of van den Berg and Jarai (2003) who ha…
We consider metric graph Gaussian free field (GFF) defined on polygons of $δ\mathbb{Z}^2$ with alternating boundary data. The crossing probabilities for level-set percolation of metric graph GFF have scaling limits. When the boundary data is well-chosen, the scaling limits of crossing probabilities can be explicitly constructed as "fusion" of multiple SLE$_4$ pure partition functions.
Making use of a recent complete calculation of a chiral six-point correlation function C(z) in a rectangle we calculate various quantities of interest for percolation (SLE parameter κ= 6) and many other two-dimensional critical points. In particular, we specify the density at z of critical clusters conditioned to touch either or both vertical sides of the rectangle, with these sides 'wired,' i.e. constrained to be in a single cluster, and the horizontal sides free. These quantities probe the structure of various cluster configurations, including those that contribute to the crossing probabilit…
Over the past few decades, two natural random surface models have emerged within physics and mathematics. The first is Liouville quantum gravity, which has its roots in string theory and conformal field theory from the 1980s and 1990s. The second is the Brownian map, which has its roots in planar map combinatorics from the 1960s together with recent scaling limit results. This article surveys a series of works with Sheffield in which it is shown that Liouville quantum gravity (LQG) with parameter $γ=\sqrt{8/3}$ is equivalent to the Brownian map. We also briefly describe a series of works with …
In a groundbreaking work, Duplantier, Miller and Sheffield showed that subcritical Liouville quantum gravity (LQG) coupled with Schramm-Loewner evolutions (SLE) can be described by the mating of two continuum random trees. In this paper, we consider the counterpart of their result for critical LQG and SLE, i.e., for the case when $γ^2=κ=16/κ=4$. We prove that as one sends $κ\downarrow 4$ in the subcritical setting, the space-filling SLE$_κ$ in a disk degenerates to the CLE$_4$ exploration introduced by Werner and Wu, along with a collection of i.i.d.\ coin tosses indexed by the branch points o…
We study the alternating $k$-arm incipient infinite cluster (IIC) of site percolation on the triangular lattice $\mathbb{T}$. Using Camia and Newman's result that the scaling limit of critical site percolation on $\mathbb{T}$ is CLE$_6$, we prove the existence of the scaling limit of the $k$-arm IIC for $k=1,2,4$. Conditioned on the event that there are open and closed arms connecting the origin to $\partial \mathbb{D}_R$, we show that the winding number variance of the arms is $(3/2+o(1))\log R$ as $R\rightarrow \infty$, which confirms a prediction of Wieland and Wilson (2003). Our proof uses…
We study Bernoulli first-passage percolation (FPP) on the triangular lattice $\mathbb{T}$ in which sites have 0 and 1 passage times with probability $p$ and $1-p$, respectively. Denote by $\mathcal {C}_{\infty}$ the infinite cluster with 0-time sites when $p>p_c$, where $p_c=1/2$ is the critical probability. Denote by $T(0,\mathcal {C}_{\infty})$ the passage time from the origin 0 to $\mathcal {C}_{\infty}$. First we obtain explicit limit theorem for $T(0,\mathcal {C}_{\infty})$ as $p\searrow p_c$. The proof relies on the limit theorem in the critical case, the critical exponent for correlatio…
