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A self-avoiding walk of length $n$ is a sequence of $n+1$ distinct graph vertices joined consecutively by edges. Split a rooted self-avoiding walk of length $m+n$ after $m$ steps. There are ${\kappa }_m$ possible prefixes; each remaining segment is a self-avoiding $n$-step walk from its current graph vertex, and forbidding intersections with the prefix can only reduce its count below ${\kappa }_n$. Translation invariance therefore givesApply the Fekete lemma, proved in Question 4(a), to $\log {\kappa }_n$. It gives $\log \mu ={\inf }_n{n}^{-1}\log {\kappa }_n$ and hence existence of the connective constant. Walks using only the $d$ positive coordinate directions never revisit a graph vertex, so there are at least $d^n$. A walk has $2d$ choices for its first step and at most $2d-1$ subsequently because immediate reversal is forbidden. Thus

For independent bond percolation, let $C(0)$ be the percolation cluster of the origin, $\theta (p)=P_p(|C(0)|=\infty )$, and $p_c=\inf \{p:\theta (p)>0\}$. An infinite percolation cluster in a locally finite graph contains an open self-avoiding path of every length. The union bound givesWhen $p\mu <1$, the right-hand side tends to zero, since its $n$th root tends to $p\mu$. Hence the connective-constant lower bound for percolation is

For the upper bound in two dimensions, use the square planar dual graph. Call a dual edge available when its crossing primal edge is closed. Each dual edge is available with probability $q=1-p$, independently. The planar graph boundary lemma says that a finite primal percolation cluster is enclosed by a graph cycle consisting of such edges: its external edge boundary gives this graph cycle. We show that $q\mu <1$ guarantees positive percolation probability.

Let $N_n$ count enclosing graph cycles of length $n$. Because the origin lies inside their coordinate bounding box and their diameter is at most $n$, every such graph cycle has a graph vertex within a box of side $2n+3$. From each possible root, the first $n-1$ edges give a self-avoiding walk; the final closing edge is then determined. Dropping the closure restriction gives the convenient boundChoose $\rho$ with $q\mu <\rho <1$. The connective-constant limit of a sequence implies ${\kappa }_{n-1}{q}^n\le C{\rho }^n$. Consequently the large-circuit tailis summable.

Condition all primal edges inside a large square $[-L,L{]}^2$ to be open; this event has positive probability. The origin percolation cluster then contains that square. If it is finite, its enclosing graph cycle has length at least $L$. A proposed graph cycle using a pinned-open edge now has conditional probability zero; every other proposed graph cycle still has probability $q^n$ by independence of random variables. For $L$ large enough the union bound for the remaining graph cycles is less than one. There is therefore positive conditional probability that the origin percolation cluster is infinite. This proves the connective-constant Peierls bound without needing the exact value of $p_c$:

Let $B$ be a standard planar Brownian motion started at $z$. Neighbourhood recurrence means that, with probability one, every nonempty open subset of ${\mathbb{R}}^2$ is visited at arbitrarily large times. Not hitting points means that for each fixed $w\ne z$, ${\mathbb{P}}_z(\exists t\ge 0:B_t=w)=0$. If $w=z$, time zero must be excluded, and there is still no return at any positive time. This assertion concerns each prescribed point; it does not say that the path contains no points.

We prove both claims from the planar Brownian annulus hitting probability. Fix a center $w$ and radii $0<r<\rho =|z-w|<R$, and define the stopping times ${\tau }_r=\inf \{t:|B_t-w|=r\}$ and ${\tau }_R=\inf \{t:|B_t-w|=R\}$. Their minimum $\sigma$ is finite almost surely: a coordinate of Brownian motion cannot stay forever in a bounded interval, by the Brownian reflection principle, so exit from the outer disk is finite. On the annulus,The Itô formula therefore makes $\log |B_{t\wedge \sigma }-w|$ a local martingale. It is bounded between $\log r$ and $\log R$, hence is a genuine martingale. The optional stopping theorem at $t\wedge \sigma$, followed by the bounded convergence theorem, givesThusThe exit can only be at one of the two distinct boundaries by path continuity.

For a fixed $r$, let $R\to \infty$. These events increase to $\{{\tau }_r<\infty \}$: any path up to a finite hitting time is bounded and so avoids some sufficiently large outer circle. The ratio tends to one, proving that any closed disk of positive radius is hit almost surely from any starting point outside it. An initial point inside it already counts as a hit.

To prove the stronger recurrence statement, take a closed disk contained in any prescribed nonempty open set. At each integer time $n$, the Markov property and the preceding disk-hitting result imply that some time $t\ge n$ visits this disk with probability one. Intersecting these events over all $n$ proves visits at arbitrarily large times. A countable basis of disks with rational centers and rational radii makes this simultaneous for all nonempty open sets. This is recurrence of planar Brownian motion, or equivalently neighbourhood recurrence.

For point avoidance, keep $R>\rho$ fixed and let $r\downarrow 0$. Hitting $w$ before ${\tau }_R$ requires hitting every inner circle first. The displayed ratio tends to zero, so this point-hitting event has probability zero. Any finite hit of $w$ would occur before exit from some outer circle with integer radius, again because the preceding path is bounded. A countable union now gives $\boxed{{\mathbb{P}}_z(T_w<\infty )=0(z\ne w)}$, the polar point for planar Brownian motion assertion.

Finally, even if the process starts at $w$, for each deterministic $s>0$ its normal distribution has a density, so $\mathbb{P}(B_s=w)=0$. The Markov property at $s$ and the result from other starting points exclude any visit to $w$ at or after $s$. Taking $s=1/n$ excludes all positive-time returns. Thus planar Brownian motion repeatedly approaches every point, while almost surely never hitting any prescribed point at positive time.

A convenient precise version is the almost sure submartingale convergence theorem: if $(S_n)$ is a real submartingale and ${\sup }_n\mathbb{E}{S}_n^{+}<\infty$, then $S_n$ converges almost surely to a finite integrable random variable. In particular the martingale convergence theorem applies to any martingale with ${\sup }_n\mathbb{E}|S_n|<\infty$. It asserts neither convergence in L1 nor preservation of the initial expected value without additional uniform integrability.

Here is a proof including the crossing estimate. Fix real $a<b$, and let $U_n[a,b]$ count completed upcrossings by time $n$. Use a predictable indicator $H_k$ which holds one unit during each crossing attempt: enter when $S_k\le a$, exit when $S_k\ge b$. Witheach completed trade gains at least $b-a$, while the possible unfinished trade loses no more than $(S_n-a{)}^{-}$. Hence $G_n\ge (b-a)U_n[a,b]-(S_n-a{)}^{-}$. The submartingale property and $0\le H_k\le 1$ give $\mathbb{E}{G}_n\le \mathbb{E}(S_n-S_0)$: the complementary predictable gains have nonnegative expected value. ThereforeThe right side is uniformly bounded, since $(S_n-a{)}^{+}\le S_n^{+}+|a|$. By the monotone convergence theorem, every rational interval has finitely many upcrossings almost surely. A real sequence whose lower and upper limits differ crosses some rational interval infinitely often, so the countable intersection of these events gives an extended-real limit. Furthermoreso ${\sup }_n\mathbb{E}|S_n|<\infty$. The Fatou lemma makes the limit finite and integrable, completing the proof. Applying this theorem to $-Z_n$ gives the almost sure supermartingale convergence theorem for nonnegative supermartingales.

For the given adapted multiplicative drift, putThe next denominator $P_{n+1}$ is ${\mathcal{F}}_n$-measurable, and $P_n\ge 1$ makes $Z_n$ integrable. ThusThe nonnegative supermartingale $Z_n$ has a finite almost sure convergence limit $Z_{\infty }$. On the probability-one event where the specified series is finite,Consequently $P_n\uparrow P_{\infty }\in [1,\infty )$ and the multiplicative correction for summable adapted drift givesThe argument does not require a finite expected value for the infinite product or for the total drift.

For a connected smooth Riemannian manifold $(M,g)$ without boundary, let $I(M)$ be the group of all global diffeomorphisms $f$ with $f^{\ast }g=g$, endowed with its compact-open topology. Equivalently these maps preserve the intrinsic distance; the Myers-Steenrod theorem supplies smoothness of distance-preserving bijections and makes $I(M)$ a finite-dimensional Lie group acting smoothly. The group is metric-dependent: a topological manifold can carry a very symmetric metric or one with no continuous symmetries. Connectedness matters here. With infinitely many identical disconnected components, permutations of those components can produce a group which is not a finite-dimensional Lie group.

An isometry is determined by its value and derivative at one point. To prove this, suppose $f(p)=p$ and $d{f}_p=I$. Preservation of the Levi-Civita connection giveswhere the exponential map is defined locally. Thus $f$ is the identity in a normal neighborhood of $p$. The set where its value and derivative agree with the identity is both closed and, by the same argument, open. Connectedness makes it all of $M$. No completeness is needed for this determination argument.

The stabilizer $I(M{)}_p$ consequently acts faithfully and orthogonally on $T_{p}M$, so embeds in $O(n)$. More generally an isometry takes a chosen orthonormal frame at $p$ to one at its image point, providing an injective map into the orthonormal frame bundle. It is a smooth embedding, and the full isometry action is proper. The orbit-stabilizer dimension formula therefore givesIsotropy is compact. If $M$ is compact then $I(M)$ itself is compact, by the same frame description or Arzela-Ascoli applied to isometries and their inverses. Properness also means that the quotient by isometries has well-controlled local orbit structure, even though orbit dimensions may vary.

The infinitesimal equation is the Killing equation. Differentiating $f_t^{\ast }g=g$ at zero givesConversely a vector field satisfying this equation has local flows preserving the metric. A global one-parameter subgroup requires the field to be complete. On a geodesically complete manifold every Killing field is complete: its length is constant along each of its own trajectories, so a finite-time trajectory has bounded speed and stays in a closed bounded ball. The Hopf-Rinow theorem makes that ball compact, and the ordinary differential equation can then be continued. The caveat is real: on the Euclidean interval $(0,1)$, the field ${\partial }_x$ is Killing but its translations are not globally defined for all time. This illustrates Killing fields on incomplete manifolds need not generate global isometries.

The Killing transport identities determine a Killing field from $X(p)$ and the skew-adjoint map $(\nabla X{)}_p$. Along a geodesic the field is a Jacobi field, so uniqueness for its second-order differential equation propagates these initial data. They have $n+n(n-1)/2$ components, reproducing the dimension bound infinitesimally. The important distinction on an incomplete manifold is between all local Killing solutions and the Lie algebra of complete global isometry flows.

In dimension three the bound is six, and rotational isotropy gives stronger information. The Lie subalgebras of $\mathfrak{so}(3)$ have dimensions zero, one or three: identifying the bracket with the cross product, a two-plane is not closed under brackets. Suppose $\dim I(M)=5$. Since an orbit has dimension at most three, its stabilizer would have dimension at least two, and hence exactly three. Its connected isotropy acts as all of $SO(3)$ on the tangent space. But the orbit tangent space is invariant under that action and would have dimension $5-3=2$, impossible because the standard rotational representation is irreducible. Therefore dimension five cannot occur.

If the dimension is six, each orbit has dimension three and each stabilizer dimension three. All orbits are open, so connectedness makes the action transitive. At each point the isotropy is transitive on tangent two-planes, forcing sectional curvature to be independent of the plane; transitivity makes its value independent of the point. Thus a maximally symmetric connected three-manifold has constant sectional curvature. Homogeneous Riemannian manifolds are complete, so its simply connected cover is the round sphere, Euclidean space or hyperbolic space after normalization. Conversely these three simply connected metrics attain dimension six:Here $O^{+}(3,1)$ preserves the chosen sheet of the hyperboloid; it includes orientation-reversing hyperbolic isometries. Constant curvature alone does not imply that a quotient retains six-dimensional global symmetry.

Dimension four likewise forces transitivity: stabilizer dimension three would give a one-dimensional invariant orbit tangent space, again impossible for full rotational isotropy. The stabilizer thus has dimension one and the orbits are three-dimensional. Typical four-dimensional isometry groups occur for $S^2\times \mathbb{R}$ and ${\mathbb{H}}^2\times \mathbb{R}$, where the factor groups have dimensions three and one. The usual Nil metric has three translation symmetries and one rotational isotropy symmetry. In centred Heisenberg coordinates it iswhich exhibits the horizontal rotations. Its distinct vertical and horizontal Ricci eigenvalues bound continuous isotropy by that rotation group, so its full isometry dimension is four. Standard metrics on $\widetilde{S{L}_2(\mathbb{R})}$ and nonround Berger spheres also have dimension four. The standard Sol geometry has a three-dimensional translation group and only finite isotropy, giving dimension three. These examples show how a preferred vertical direction reduces rotational symmetry.

The isometry dimensions in dimension three are precisely $0,1,2,3,4,6$, all realizable. A compact hyperbolic three-manifold gives zero; the product of a circle and a closed hyperbolic surface gives one. For dimension two take $T^2\times (0,1)$ withIts scalar curvature is the constant $-14$, but its Ricci eigenvalues are the distinct constants $-3,-6,-5$ in the two horizontal directions and the vertical direction. Hence connected isotropy is trivial and possible isometries preserve these line distributions. A local isometry preserving them has $t^{\prime }=t+c$ and would require constant dilations $e^{-c}$ and $e^{-2c}$ of the two circle coordinates. A global circle diffeomorphism with such a constant dilation has degree $\pm 1$, forcing $c=0$. The identity component is therefore exactly the two circle translations. A flat three-torus gives dimension three; $S^2\times \mathbb{R}$ gives four; a simply connected constant-curvature model gives six. This construction distinguishes local homogeneity from the smaller global isometry group.

For quotients, let a complete simply connected Riemannian manifold $X$ cover $M=X/\Gamma$. Every isometry of $M$ lifts to an isometry of $X$ which normalizes the deck transformation group. Conversely, every normalizing isometry descends. Two lifts differ by a deck transformation, giving the isometry group of a Riemannian quotient formulaThus one should not replace the isometry group of a quotient by that of its model geometry. For a flat torus, for example,The second factor is finite, whereas translations give the three-dimensional identity component.

There is a useful curvature test for compact manifolds. Contracting and differentiating the Killing equation gives ${\nabla }^{\ast }\nabla X=\mathrm{Ric}(X)$, with the nonnegative rough-Laplacian convention. Integration yields the integrated Bochner identity for Killing fieldsIf Ricci curvature is negative definite, no nonzero Killing field exists. The compact isometry group then has dimension zero and is finite. This explains why closed hyperbolic manifolds have finite global symmetry, despite the six-dimensional isometry group of their universal cover. Compactness is essential to this conclusion.

For a compact flat Riemannian manifold, the same identity makes every Killing field parallel. Parallel fields are exactly the vectors fixed by linear holonomy. ThereforeApplied to the six flat types of Question 1, this gives dimensions three for the torus, one for each of the four nontrivial cyclic types, and zero for the Hantzsche-Wendt manifold. These are identity-component dimensions; disconnected finite symmetries can still be present. Local curvature symmetry, global deck-group constraints, and completeness thus play different roles in determining the isometry group.

For the Loop theorem, start with a nullhomotopy $f:(D^2,\partial D^2)\to (M,\partial M)$ whose boundary represents a nontrivial boundary-group element. The required conclusion is an embedded compression disk, whose boundary may differ from that original loop. A tower proof proceeds as follows.

Put the singular disk in general position and take a regular neighborhood of its image. Successively take connected double covers and regular neighborhoods of the lifted disk images. Each stage separates some image simplices; their number strictly increases but is bounded by the source triangulation, so the tower terminates.

At the top there is no connected double cover, hence $H^1(-;\mathbb{Z}/2)=0$. Poincare-Lefschetz duality makes every boundary component a sphere. The part lying above the original boundary is planar and its boundary circles normally generate its group. Since the lifted loop projects to an essential boundary class, some boundary circle does too. Cap that circle on the sphere and push the disk inward.

Descend each double cover. The projected embedded disk has only double arcs and circles. Innermost disk exchanges and cut-and-paste surgeries remove these. An arc surgery expresses the old boundary word as a product of conjugates of the new words, so at least one new disk retains a nontrivial projected boundary class. Circle surgery retains that class. Double-curve complexity decreases, yielding an embedded disk downstairs. Iterating reaches the required compression disk in $M$.

Now let $E$ be a knot exterior, and choose a meridian $\mu$ and Seifert longitude $\lambda$ on $\partial E$. The homology of the exterior is $\mathbb{Z}$, measured by linking number with the knot: $\mu$ maps to a generator and $\lambda$ to zero. This follows from Alexander duality, or from a Seifert surface giving the Seifert longitude and the linking homomorphism.

If ${\pi }_1(\partial E)\to {\pi }_1(E)$ were not injective, the Loop theorem would supply a properly embedded disk $D$ with essential boundary on the torus. An essential simple curve on a torus has primitive slope $a\mu +b\lambda$, with $\gcd (a,b)=1$. Since $\partial D$ bounds a disk in the exterior, its homology image is zero, forcing $a=0$ and $b=\pm 1$. Thus $\partial D$ is a Seifert longitude. Inside the tubular solid torus it cobounds an embedded annulus with the core knot. Joining that annulus to $D$, and smoothing their common boundary, gives an embedded spanning disk for the knot in $S^3$. A knot bounding such a disk is the unknot. Contraposition provesFinally, $S^3\setminus K$ deformation retracts onto its exterior, so their fundamental groups agree. For the unknot the exterior is a solid torus, with fundamental group $\mathbb{Z}$. Conversely, if the knot-complement group were $\mathbb{Z}$, it could not contain an injected subgroup ${\pi }_1(\partial E)={\mathbb{Z}}^2$. The preceding result therefore forces the knot to be trivial. HenceMerely having homology $\mathbb{Z}$ would not suffice: every knot exterior has that homology.