Cardy boundary crossing formula 2026-10-14
For critical planar percolation in a conformal quadrilateral, Cardy's boundary-crossing probability is , where is its conformal cross-ratio and is the regularized incomplete beta function. This conformally invariant crossing law is associated with Schramm–Loewner evolution at parameter six.
The conformally invariant critical percolation crossing probability can be expressed in an appropriate ordered boundary cross ratio asFor the corresponding SLE exploration at parameter six, it arises from the beta integral for strict ordering of coupled Bessel lifetimes with . In the upper-half-plane configuration , the strict-swallowing probability is this function at . Exchanging the two relevant boundary arcs exchanges the probability with its complement. This is a crossing probability, not the probability of visiting a fixed boundary point.
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 27 3 Solution 2026-10-14
The common Brownian motion cancels from the difference . Before either lifetime,Hence and : if reached zero first, the positive smaller solution could not persist beyond that time. WriteUsing the Itô formula for givesThe difference has finite variation, so there is no cross-variation term in the Itô product rule for . Since ,For , the Itô formula therefore makes its drift vanish exactly whenA nonconstant increasing scale function of a one-dimensional diffusion satisfiesThe assumptions and are precisely the integrability conditions at zero and one. Normalize the scale function by its endpoints:Here is the regularized incomplete beta function. The normalized function is continuous and strictly increasing on , with and . We have obtained the local martingale
The terminal identification needs care; mere boundedness does not by itself say what happens when both lifetimes coincide. Stop first on compact subsets of , and then exhaust the interval . The bounded local martingale criterion makes a bounded martingale with a limit , and optional sampling theorem gives . For completeness, applying the Itô formula to each stopped bounds the expected quadratic variation by one. Monotone convergence over the localization sequence impliesSince is continuous on , itself has a limit .
On , while , so and . On , the supplied divergent clock isIf , then eventually is bounded below by a positive constant. This remains true if its limit is one: diverges there, rather than tending to zero. The divergent clock would then force , contradicting the finite quadratic variation. Thus and on the simultaneous-lifetime event. We have provedTaking expectations yields the complete probability formulaThis is the beta integral for strict ordering of coupled Bessel lifetimes; the complementary probability is the probability of simultaneous swallowing, not of the larger initial point dying first.
To connect the calculation to SLE, let its driver be . For a positive boundary point before its boundary swallowing time, put . The Chordal Loewner equation givesThus two positive boundary points give exactly the coupled Bessel processes above, with and . The interval corresponds to . Their boundary swallowing times obeyThe formula quantifies whether the growing hull separates one boundary point from infinity before the other, or swallows them together inside the same boundary interval. It does not identify swallowing with visiting each point. At , the two beta parameters are and this becomes the Cardy boundary crossing formula in the corresponding cross-ratio coordinate, explaining its role in the conformal invariance of planar percolation.