We consider oriented percolation on Z^d times Z_+ whose bond-occupation probability is pD(...), where p is the percolation parameter and D is a probability distribution on Z^d. Suppose that D(x) decays as |x|^{-d-α} for some α>0. We prove that the two-point function obeys an infrared bound which implies that various critical exponents take on their respective mean-field values above the upper-critical dimension 2\min{α,2}. We also show that, for every k, the Fourier transform of the normalized two-point function at time n, with a proper spatial scaling, has a convergent subsequence to exp(-c|k|^{\min{α,2}}) for some c>0.
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.
We consider independent edge percolation models on Z, with edge occupation probabilities p_<x,y> = p if |x-y| = 1, 1 - exp{- beta / |x-y|^2} otherwise. We prove that oriented percolation occurs when beta > 1 provided p is chosen sufficiently close to 1, answering a question posed in [Commun. Math. Phys. 104, 547 (1986)]. The proof is based on multi-scale analysis.
We present a coupled decreasing sequence of random walks on $ \mathbb Z $ that dominates the edge process of oriented-bond percolation in two dimensions. Using the concept of "random walk in a strip ", we construct an algorithm that generates an increasing sequence of lower bounds that converges to the critical probability of oriented-bond percolation. Numerical calculations of the first ten lower bounds thereby generated lead to an improved,i.e. higher, rigorous lower bound to this critical probability, viz. $p_{c} \geq 0.63328 $. Finally a computer simulation technique is presented; the use …
We consider random walk and self-avoiding walk whose 1-step distribution is given by $D$, and oriented percolation whose bond-occupation probability is proportional to $D$. Suppose that $D(x)$ decays as $|x|^{-d-α}$ with $α>0$. For random walk in any dimension $d$ and for self-avoiding walk and critical/subcritical oriented percolation above the common upper-critical dimension $d_{\mathrm{c}}\equiv2(α\wedge2)$, we prove large-$t$ asymptotics of the gyration radius, which is the average end-to-end distance of random walk/self-avoiding walk of length $t$ or the average spatial size of an oriente…
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 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…
Consider nearest-neighbor oriented percolation in $d+1$ space-time dimensions. Let $ρ,η,ν$ be the critical exponents for the survival probability up to time $t$, the expected number of vertices at time $t$ connected from the space-time origin, and the gyration radius of those vertices, respectively. We prove that the hyperscaling inequality $dν\geη+2ρ$, which holds for all $d\ge1$ and is a strict inequality above the upper-critical dimension 4, becomes an equality for $d=1$, i.e., $ν=η+2ρ$, provided existence of at least two among $ρ,η,ν$. The key to the proof is the recent result on the criti…
Recently, Holmes and Perkins identified conditions which ensure that for a class of critical lattice models the scaling limit of the range is the range of super-Brownian motion. One of their conditions is an estimate on a spatial moment of order higher than four, which they verified for the sixth moment for spread-out lattice trees in dimensions $d>8$. Chen and Sakai have proved the required moment estimate for spread-out critical oriented percolation in dimensions $d+1>4+1$. We prove estimates on all moments for the spread-out critical contact process in dimensions $d>4$, which in particular …
We consider the following oriented percolation model of $\mathbb {N} \times \mathbb{Z}^d$: we equip $\mathbb {N}\times \mathbb{Z}^d$ with the edge set $\{[(n,x),(n+1,y)] | n\in \mathbb {N}, x,y\in \mathbb{Z}^d\}$, and we say that each edge is open with probability $p f(y-x)$ where $f(y-x)$ is a fixed non-negative compactly supported function on $\mathbb{Z}^d$ with $\sum_{z\in \mathbb{Z}^d} f(z)=1$ and $p\in [0,\inf f^{-1}]$ is the percolation parameter. Let $p_c$ denote the percolation threshold ans $Z_N$ the number of open oriented-paths of length $N$ starting from the origin, and study the g…
We give the first properties of independent Bernoulli percolation, for oriented graphs on the set of vertices $\Z^d$ that are translation-invariant and may contain loops. We exhibit some examples showing that the critical probability for the existence of an infinite cluster may be direction-dependent. Then, we prove that the phase transition in a given direction is sharp, and study the links between percolation and first-passage percolation on these oriented graphs.
We study the continuum percolation model, which is defined on $\mathbb{Z}^d\times \mathbb{R}$ so that the connections in the continuous directions are not oriented in time, with quasiperiodically disordered fields. The oriented version of the model is the contact process. We consider intermediate strengths of disorder of the fields and show stretched exponential decay of correlations.
We consider a generalised oriented site percolation model (GOSP) on $\mathbb Z^d$ with arbitrary neighbourhood. The key additional difficulties as compared to standard oriented percolation (OP) are the lack of symmetry and, in two dimensions, of planarity. We establish that, despite these deficiencies, in the supercritical regime GOSP behaves qualitatively like OP.
These notes fill in results about oriented percolation that are required for the paper [3] ("Forward clusters for degenerate random environments"). Since these are essentially modifications of results found in other sources (but adapted to the model we particularly need), there is no intention to publish these.
We show that oriented percolation occurs whenever a condition is satisfied called "exponential intersection tails". This condition says that a measure on paths exists for which the probability of two independent paths intersecting in more than k sites is exponentially small in k.
We study the number $N\_n$ of open paths of length $n$ in supercritical oriented percolation on $\Zd \times \N$, with $d \ge 1$. We prove that on the percolation event $\{\inf N\_n\textgreater{}0\}$, $N\_n^{1/n}$ almost surely converges to a positive deterministic constant. We also study the existence of directional limits. The proof relies on the introduction of adapted sequences of regenerating times, on subadditive arguments and on the properties of the coupled zone in supercritical oriented percolation.
We consider different problems within the general theme of long-range percolation on oriented graphs. Our aim is to settle the so-called truncation question, described as follows. We are given probabilities that certain long-range oriented bonds are open; assuming that the sum of these probabilities is infinite, we ask if the probability of percolation is positive when we truncate the graph, disallowing bonds of range above a possibly large but finite threshold. We give some conditions in which the answer is affirmative. We also translate some of our results on oriented percolation to the cont…
In Poisson percolation each edge becomes open after an independent exponentially distributed time with rate that decreases in the distance from the origin. As a sequel to our work on the square lattice, we describe the limiting shape of the component containing the origin in the oriented case. We show that the density of occupied sites at height $y$ in the cluster is close to the percolation probability in the corresponding homogeneous percolation process, and we study the fluctuations of the boundary.
Previously, Sarkar and Sun have shown that for supercritical oriented percolation in dimension $1+1$, the set of rightmost infinite open paths converges to the Brownian web after proper centering and scaling. In this note, we show that a pair of sticky Brownian webs arise naturally if one considers the set of right-most infinite open paths for two coupled percolation configurations with distinct (but close) percolation parameters. This leads to a natural conjecture on the convergence of the dynamical supercritical oriented percolation model to the so-called dynamical Brownian web.
A useful result about leftmost and rightmost paths in two dimensional bond percolation is proved. This result was introduced without proof in \cite{G} in the context of the contact process in continuous time. As discussed here, it also holds for several related models, including the discrete time contact process and two dimensional site percolation. Among the consequences are a natural monotonicity in the probability of percolation between different sites and a somewhat counter-intuitive correlation inequality.
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…
It is shown that oriented random walk on the Heisenberg group admits exponential intersection tail. As a corollary we get that on any transitive graph of polynomial volume growth, which is not a finite extension of $\mathbb{Z}, \mathbb{Z}^2$, the infinite cluster of percolation with retention parameter $p$, close enough to $1$, is transient.
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 prove that the free energy of directed polymer in Bernoulli environment converges to the growth rate for the number of open paths in super-critical oriented percolation as the temperature tends to zero. Our proof is based on rate of convergence results which hold uniformly in the temperature. We also prove that the convergence rate is locally uniform in the percolation parameter inside the super-critical phase, which implies that the growth rate depends continuously on the percolation parameter.
We consider a weighted random walk on the backbone of an oriented percolation cluster. We determine necessary conditions on the weights for Brownian scaling limits under the annealed and the quenched law. This model is a random walk in dynamic random environment (RWDRE), where the environment is mixing, non-Markovian and not elliptic. We provide a generalization of results obtained previously by Birkner et al. (2013).
In this paper we study anisotropic oriented percolation on $\mathbb{Z}^d$ for $d\geq 4$ and show that the local condition for phase transition is closely related to the mean-field condition. More precisely, we show that if the sum of the local probabilities is strictly greater than one and each probability is not too large, then percolation occurs.
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 consider Bernoulli bond percolation on oriented regular trees, where besides the usual short bonds, all bonds of a certain length are added. Independently, short bonds are open with probability $p$ and long bonds are open with probability $q$. We study properties of the critical curve which delimits the set of pairs $(p,q)$ for which there are almost surely no infinite paths. We also show that this curve decreases with respect to the length of the long bonds.
We consider the cardinality of supercritical oriented bond percolation in two dimensions. We show that, whenever the origin is conditioned to percolate, the process appropriately normalized converges asymptotically in distribution to the standard normal law. This resolves a longstanding open problem pointed out to in several instances in the literature. The result applies also to the continuous-time analog of the process, viz. the basic one-dimensional contact process. We also derive general random-indices central limit theorems for associated random variables as byproducts of our proof.
We study subcritical two-dimensional oriented percolation seen from its rightmost point on the set of infinite configurations which are bounded above. This a Feller process whose state space is not compact and has no invariant measures. We prove that it converges in distribution to a measure which charges only finite configurations.
On the lattice $\widetilde{\mathbb Z}^2_+:={(x,y)\in \mathbb Z \times \mathbb Z_+\colon x+y \text{is even}}$ we consider the following oriented (northwest-northeast) site percolation: the lines $H_i:={(x,y)\in \widetilde {\mathbb Z}^2_+ \colon y=i}$ are first declared to be bad or good with probabilities $\de$ and $1-\de$ respectively, independently of each other. Given the configuration of lines, sites on good lines are open with probability $p_{_G}>p_c$, the critical probability for the standard oriented site percolation on $\mathbb Z_+ \times \mathbb Z_+$, and sites on bad lines are open wi…
Grimmett's random-orientation percolation is formulated as follows. The square lattice is used to generate an oriented graph such that each edge is oriented rightwards (resp. upwards) with probability $p$ and leftwards (resp. downwards) otherwise. We consider a variation of Grimmett's model proposed by Hegarty, in which edges are oriented away from the origin with probability $p$, and towards it with probability $1-p$, which implies rotational instead of translational symmetry. We show that both models could be considered as special cases of random-oriented percolation in the NE-quadrant, prov…
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 consider oriented long-range percolation on a graph with vertex set $\mathbb{Z}^d \times \mathbb{Z}_+$ and directed edges of the form $\langle (x,t), (x+y,t+1)\rangle$, for $x,y$ in $\mathbb{Z}^d$ and $t \in \mathbb{Z}_+$. Any edge of this form is open with probability $p_y$, independently for all edges. Under the assumption that the values $p_y$ do not vanish at infinity, we show that there is percolation even if all edges of length more than $k$ are deleted, for $k$ large enough. We also state the analogous result for a long-range contact process on $\mathbb{Z}^d$.
We consider independent and $m$-dependent two-dimensional oriented site percolation with open-site density close to one started from Bernoulli product measures. We show that the probability of an occupied interval in the former process admits a lower bound which converges exponentially fast in time to the probability that the interval percolates. To this end, we derive sharp exponential bounds regarding the density of thinnings of the infinite cluster in this process started from the origin. Our approach offers a unified manner for deriving improvements to certain asymptotics invoked as auxili…
We consider a directed random walk on the backbone of the infinite cluster generated by supercritical oriented percolation, or equivalently the space-time embedding of the ``ancestral lineage'' of an individual in the stationary discrete-time contact process. We prove a law of large numbers and an annealed central limit theorem (i.e., averaged over the realisations of the cluster) using a regeneration approach. Furthermore, we obtain a quenched central limit theorem (i.e.\ for almost any realisation of the cluster) via an analysis of joint renewals of two independent walks on the same cluster.
We consider critical oriented Bernoulli percolation on the square lattice $\mathbb{Z}^2$. We prove a Russo-Seymour-Welsh type result which allows us to derive several new results concerning the critical behavior: - We establish that the probability that the origin is connected to distance $n$ decays polynomially fast in $n$. - We prove that the critical cluster of the origin conditioned to survive to distance $n$ has a typical width $w_n$ satisfying $εn^{2/5} < w_n < n^{1-ε}$ for some $ε> 0$. The sub-linear polynomial fluctuations contrast with the supercritical regime where $w_n$ is known to …
Accessibility percolation is a new type of percolation problem inspired by evolutionary biology: a random number, called its fitness, is assigned to each vertex of a graph, then a path in the graph is accessible if fitnesses are strictly increasing through it. In the Rough Mount Fuji (RMF) model the fitness function is defined on the graph as $ω(v)=η(v)+θ\cdot d(v)$, where $θ$ is a positive number called the drift, $d$ is the distance to the source of the graph and $η(v)$ are i.i.d. random variables. In this paper we determine values of $θ$ for having RMF accessibility percolation on the hyper…
We consider a directed random walk on the backbone of the supercritical oriented percolation cluster in dimensions $d+1$ with $d \ge 3$ being the spatial dimension. For this random walk we prove an annealed local central limit theorem and a quenched local limit theorem. The latter shows that the quenched transition probabilities of the random walk converge to the annealed transition probabilities reweighted by a function of the medium centred at the target site. This function is the density of the unique measure which is invariant for the point of view of the particle, is absolutely continuous…
This is the second, and last paper in which we address the behavior of oriented first passage percolation on the hypercube in the limit of large dimensions. We prove here that the extremal process converges to a Cox process with exponential intensity. This entails, in particular, that the first passage time converges weakly to a random shift of the Gumbel distribution. The random shift, which has an explicit, universal distribution related to modified Bessel functions of the second kind, is the sole manifestation of correlations ensuing from the geometry of Euclidean space in infinite dimensio…
We study the asymptotic properties of the number of open paths of length $n$ in an oriented $ρ$-percolation model. We show that this number is $e^{nα(ρ)(1+o(1))}$ as $n \to \infty$. The exponent $α$ is deterministic, it can be expressed in terms of the free energy of a polymer model, and it can be explicitely computed in some range of the parameters. Moreover, in a restricted range of the parameters, we even show that the number of such paths is $n^{-1/2} W e^{nα(ρ)}(1+o(1))$ for some nondegenerate random variable $W$. We build on connections with the model of directed polymers in random envir…
In this note we analyze an anisotropic, two-dimensional bootstrap percolation model introduced by Gravner and Griffeath. We present upper and lower bounds on the finite-size effects. We discuss the similarities with the semi-oriented model introduced by Duarte.
Critical oriented percolation enhanced along random supercritical horizontal lines
Institut Polytechnique de Paris, Université Paris-Saclay, ENSAE Paris（巴黎理工学院，巴黎萨克雷大学，巴黎国立经济统计学院）；Instituto de Matemática, Universidade Federal do Rio de Janeiro（里约热内卢联邦大学数学研究所）
Consider any fixed graph whose edges have been randomly and independently oriented, and write $\{S \leadsto i\}$ to indicate that there is an oriented path going from a vertex $s \in S$ to vertex $i$. Narayanan (2016) proved that for any set $S$ and any two vertices $i$ and $j$, $\{S \leadsto i\}$ and $\{S \leadsto j\}$ are positively correlated. His proof relies on the Ahlswede-Daykin inequality, a rather advanced tool of probabilistic combinatorics. In this short note, I give an elementary proof of the following, stronger result: writing $V$ for the vertex set of the graph, for any source se…
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.
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.
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.
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.
