Independent bond percolation turns a deterministic graph into a random network: each edge is open with probability , independently, and a percolation cluster is a connected component of its open subgraph. Site percolation instead randomizes vertices. On the cubic lattice the percolation probability is the order parameter and is the critical probability. A monotone coupling, using independent uniform edge labels and opening labels below , makes the growth of connectivity with transparent.
For , : self-avoiding walk counting gives , and the planar bound proved above gives an upper bound below one. Below , clusters are finite and connection probabilities decay exponentially, a percolation sharpness theorem rather than a consequence of the threshold definition alone. Above there is almost surely a unique infinite percolation cluster. At criticality, the presence of an infinite percolation cluster must be addressed for the particular model. In two dimensions there is none. The transition replaces a finite characteristic length by scale-free geometry, followed by a macroscopic connected component.
Percolation critical exponents quantify different aspects of this change. Use power-law notation for leading exponents; it may suppress amplitudes and logarithmic corrections. From the subcritical side, define the percolation susceptibility and an exponential correlation length , using a fixed norm for the one-arm rate. Above criticality the unrestricted expectation is infinite, so a finite-cluster percolation susceptibility must exclude the infinite percolation cluster. The principal observables are:
Exponent | Observable and convention | from above | from below | for a finite-cluster correlation length | | Critical two-point connectivity has leading power | The expected number per lattice site of size- clusters has leading power
The last distribution is not the distribution seen from a uniformly chosen site: the latter is weighted by cluster size. In the scaling description this accounts for . Under the usual below-upper-critical-dimension scaling hypotheses, further scaling relations for critical exponents include
They organize the exponents into a small number of independent quantities; they are not automatic identities following only from their definitions. A percolation cluster fractal dimension describes the mass of a large critical cluster of radius as roughly , with the scaling relation for critical exponents in this regime.
The percolation universality hypothesis is that ordinary short-range independent models in the same spatial dimension share these exponents and their continuum behavior despite differing microscopic lattices or using bonds rather than sites. The threshold itself is not universal. Long-range connections, correlations or changes of geometry can change the universality class, so the hypothesis does not include every random graph called percolation.
Two dimensions have a particularly strong geometric structure. Closed planar dual graph circuits obstruct primal open paths. The Harris-Kesten theorem fixes the square lattice bond percolation threshold at , using planar duality and crossing estimates. Self-duality alone is not a proof; uniform rectangle-crossing control is a crucial extra ingredient. The Russo-Seymour-Welsh theorem keeps critical crossing probabilities of rectangles of fixed aspect ratio bounded away from zero and one at all scales. Closed dual circuits on disjoint annular scales then rule out an infinite critical cluster and reveal why arbitrarily large finite structures persist.
Critical site percolation on the triangular lattice has rigorously established conformal invariance of planar percolation for crossing limits and an SLE description of interfaces. These results are specific to this model. The exact planar values
are rigorously established there; its one-arm probability has exponent . In the corresponding scaling description these values give , , and . The percolation universality hypothesis predicts the same planar exponents for square lattice bond percolation, but the triangular-lattice theorem by itself does not prove that transfer. This distinction separates exact model-specific mathematics from a broader physical prediction.
Dimension changes the importance of loops and correlations between growing branches. The mean-field percolation exponents come from approximating critical clusters by branching processes. Their values are , , , , and . The predicted upper critical dimension of percolation is six. One way to see its role is the triangle diagram appearing in the percolation triangle condition: if the long-distance Fourier connectivity behaves like , its infrared contribution is proportional to . It is finite above six and logarithmically divergent at six. This motivates mean-field behavior above six and logarithmic corrections at six, without turning that heuristic into a proof for every lattice.
Lace expansion makes the mean-field picture rigorous in suitable high-dimensional regimes. For nearest-neighbor percolation, sufficiently high dimensions are covered; sufficiently spread-out models have mean-field results for every . Between two and six the exponents depend nontrivially on dimension, and exact three-dimensional values are not supplied by the planar theory. Hyperscaling relation illustrates the change: mean-field values give , while , so the naive equality fails above six. In , and no infinite percolation cluster exists for ; this is a degenerate endpoint case rather than the ordinary interior transition.
The threshold locates the transition, critical exponents describe its geometry and singularities, and the percolation universality hypothesis proposes which microscopic distinctions disappear at large scales. Planar dual graph arguments and conformal invariance of planar percolation make exceptional, while six marks the expected boundary of mean-field scaling.
Give each nearest-neighbor edge of the cubic lattice an independent Bernoulli distribution state, open with probability . The resulting product measure is denoted . In this bond percolation model, is the percolation cluster of the origin, and
The uniform-label monotone coupling of Bernoulli percolation shows that is increasing.
Let count -step self-avoiding walks starting at the origin, with . Splitting a walk after steps, and discarding the avoidance constraint between the two pieces, gives . The Fekete lemma therefore gives the connective constant
The locally finite graph structure means that an infinite percolation cluster at the origin supplies an open self-avoiding walk of every length. Each specified walk has distinct edges and is open with probability . The union bound gives
For the right side tends to zero. Hence the connective-constant lower bound for percolation is .
For the upper bound first work on the square lattice. A finite open percolation cluster has an outer boundary containing a simple closed graph cycle of dual edges, all crossing closed primal edges. Such a dual bond percolation circuit separates that cluster from infinity. Write for the number of simple dual circuits of length surrounding the origin. Each circuit meets the positive horizontal ray at distance at most : its bounding box contains the origin and its diameter is bounded by its length. Choose such an intersection as an anchor and orient the circuit. Removing its last edge leaves a rooted self-avoiding walk of length in the translated square lattice. Consequently, for an absolute constant ,
The exact constant and this possible overcount do not matter. If , the root test gives
A summable circuit count alone need not give a total sum below one. To use its tail correctly, let and condition every edge internal to to be open. This finite event has positive probability. A closed dual circuit surrounding all of crosses no internal edge of , and so its closed-edge probability remains under this conditioning. Its length tends to infinity with . Choose so large that the union bound for all such circuits is below one. With positive conditional probability, none occurs.
On that event, contains and cannot be finite: a finite cluster containing would have an enclosing closed dual circuit. Thus whenever . This is the connective-constant Peierls bound, proved by excluding short circuits through the open-box conditioning. An embedded coordinate plane in the cubic lattice has exactly the same bond percolation law as the square lattice, so . Together,
There are choices for the first step of a self-avoiding walk and at most thereafter, because immediate reversal is forbidden. Hence and . In particular . Substituting with the correct directions of the inequalities gives
The purpose of the RSW lemma is to turn local crossing information into control at every fixed shape and scale. Work with independent bond percolation on the square lattice. Let be the event of an open left-to-right graph path in , and write .
A useful precise uniform version of the RSW lemma is the following uniform RSW crossing estimate. If for a fixed parameter and some ,
then for every fixed aspect ratio there is , independent of , such that
In particular this bounds length in terms of the uniform square bound at length . The constants need not be sharp. The hypotheses used in the proof are planarity, translation and reflection symmetries, the Harris-FKG inequality and independence of unexplored edges. At a self-dual parameter the same argument for dual crossings gives an upper bound strictly below one as well. Neither an exact value of nor the existence of an infinite cluster is an assumption of this estimate.
Here is the gluing picture behind the RSW lemma. For increasing crossing or attachment events, the Harris-FKG inequality provides a lower bound on their joint probability. If an event of probability at least is a union of two reflection-related increasing alternatives , the square-root trick for positively associated events gives
Indeed their decreasing complements are positively associated too, so . This prevents a square crossing from concentrating all its useful attachment locations on just one side.
The nontrivial first gluing step enlarges a square to aspect ratio . Explore an extremal square crossing, revealing the edges on the explored side but leaving its other side unexamined. In that unexplored region the conditional law is still independent bond percolation. Compare possible attachments to the crossing with their reflected alternatives. Reflection symmetry and the preceding square-root estimate give a positive bound, depending only on , for the required attachment after averaging over the explored crossing. Carry out the reflected construction at the other end and use the Harris-FKG inequality to combine the increasing attachment events with the original crossing. Planarity ensures that the relevant transverse paths actually meet. This RSW reflection extension lemma yields a lower bound for the -by- crossing. The exploration is important: a reflection compares the laws of fresh configurations; reflecting the picture of an open path does not make the reflected edges open.
From that first extension, longer rectangles are obtained by a genuinely transverse gluing. Two -by- rectangles shifted by overlap in an -by- square. Require a horizontal crossing in each long rectangle and a vertical crossing of the overlap square. Each horizontal crossing crosses that overlap from left to right, and therefore meets its vertical crossing. Their union crosses the -by- rectangle. The Harris-FKG inequality gives a lower bound . Repeat a bounded number of times for any fixed . Integer rounding uses neighboring lattice rectangles and bounded additional gluing steps; finitely many smallest scales can be absorbed into the constant. The constants deteriorate with but not with . Merely requiring horizontal crossings in adjacent squares would not suffice, since their endpoints need not coincide; the overlap crossing solves that problem.
I apply the RSW lemma to the exact threshold for bond percolation on the square lattice. The planar duality for rectangle crossings says that an open horizontal crossing and a closed dual vertical crossing are complementary. At , the dual edge states have the same law as the primal ones. For the balanced lattice rectangle with side lengths , the rotated dual crossing rectangle has those same side lengths: its transverse lengths before rotation are . Thus the exact self-dual rectangle crossing probability is . Restricting a crossing of this rectangle to its first visit to the shorter vertical side gives
The one-unit balance avoids assuming an exact one-half probability for every finite vertex-square convention. The RSW lemma now gives scale-independent positive bounds for all fixed-aspect-ratio primal and closed dual rectangle crossings.
Arrange four appropriately overlapping long rectangles around a square ring. Closed dual crossings along the four sides, with transverse overlap crossings if needed, join to a closed dual graph cycle surrounding the inner square. The Harris-FKG inequality, applied to the closed dual states, and the RSW lemma give a constant for this circuit event, uniformly over ring size. Choose disjoint rings with radii increasing, for example, by a factor of four. Their circuit events depend on disjoint edge sets, so they are independent. An open graph path from the origin to infinity would have to avoid every one of these dual barriers. Its probability is at most after rings and therefore zero. Hence
This is the independent annular barriers for percolation argument. It is worth separating it from the other inequality: the absence of an infinite cluster at one parameter alone does not prove that every larger parameter percolates.
For the reverse inequality use sharpness of the percolation transition: below , independent bond percolation on the cubic lattice has exponentially decaying connection probabilities. One can see why this is the relevant general ingredient through the finite-set criterion for percolation sharpness. For a finite set containing the origin put
If , split a long open self-avoiding walk at its first exit from . Its internal connection, exit edge and subsequent connection have disjoint witnesses. The BK inequality gives a contraction by each time distance decreases by the diameter of plus a fixed step. Iteration proves exponential decay of subcritical percolation at such .
To identify this finite-set threshold with , the Margulis–Russo formula expresses the derivative of as the sum of pivotal-edge probabilities. Explore the cluster attached to the box boundary, and let be its complement. On failure of the origin-to-boundary event, ; all edges from to the boundary cluster are closed, while the internal edges of remain fresh. A boundary edge is pivotal precisely when its endpoint in is connected to the origin inside . Removing the factor for a closed pivotal edge yields the general differential inequality
For every finite-set quantity on the right is at least one. Integrating from any gives a positive lower bound for independent of , and taking gives . Combined with the contraction below , this proves and the stated sharpness conclusion. This outline supplies the extra threshold argument rather than assuming the desired critical value.
If , sharpness would give . But a square crossing starting somewhere on the left side entails an open connection from that starting graph vertex to distance . A union bound over the possible starting graph vertices gives
contradicting exponential decay. Therefore , and the two directions establish
This is the Harris-Kesten theorem. The overall mechanism is that self-duality supplies a square crossing, the RSW lemma transports it between shapes and creates barriers at every scale, and sharpness converts the finite-scale crossing information into the exact threshold.
For a finite graph , let , and let count connected components of the spanning open subgraph, including isolated graph vertices. The random-cluster model with and is
The partition function is the sum of these weights over all configurations, making the expression a probability measure.
For the lattice box, take all nearest-neighbor edges with both endpoints in . A random-cluster boundary condition is a partition of the boundary graph vertices. Vertices in one block are identified, or wired together, before counting components; the identifications do not add random edges. Let be the number of components of the resulting quotient open graph. Then
The free random-cluster boundary condition has singleton blocks, while the wired random-cluster boundary condition has one boundary block. Arbitrary partitions are allowed; no assumption that the partition itself has a planar realization is needed for the monotonicity statement.
Write if every block of is contained in a block of , so makes at least as many identifications. The precise boundary monotonicity of the random-cluster measure is
Equivalently, the expectation of every real-valued order-preserving function is larger under the more wired measure. This is stochastic domination of probability measures on the coordinatewise configuration order.
To prove it, condition on every edge except . If are already connected using those open edges and the boundary wiring, opening does not change , so its conditional open probability is . If they are not connected, opening it reduces by one. The ratio of the open weight to the closed weight is then . Thus the random-cluster single-edge conditional probability is
For the second number is at most the first. Adding open edges or making the boundary partition coarser can only turn a disconnected pair into a connected one. Therefore these conditional open probabilities are increasing in both the exterior configuration and the amount of wiring.
Run a heat-bath Markov chain for each boundary partition. At every step choose the same uniformly sampled edge in both chains, sample the same independent uniform variable , and set that edge open if is below its conditional open probability. Start both chains at the all-closed configuration. By the preceding inequality, the two configurations remain ordered at every update. Each marginal chain has its corresponding random-cluster measure as its stationary distribution: resampling one coordinate from its conditional distribution preserves that law. Because and , every update gives both possible states positive probability; the finite chain is an irreducible Markov chain with aperiodicity, and hence converges to its unique stationary distribution. Taking expectations of any order-preserving function and passing to the limit proves the claimed stochastic domination of probability measures. At the two conditional probabilities agree, and the boundary condition has no effect on the independent bond percolation law.
For the final identity fix a plane embedding of the finite planar graph, and include the unbounded face in its planar dual graph. In the dual configuration , a dual edge is open exactly when its crossed primal edge is closed. Let . The spanning open primal subgraph has graph vertices, edges, and components. The Euler formula for a connected planar graph, applied componentwise with the common exterior face accounted for, gives its number of faces as
Deleting a closed primal edge merges its incident original faces precisely when its dual edge joins distinct dual components. Consequently the faces of the open primal subgraph correspond exactly to components of the open complementary dual subgraph. This remains true for bridges and loops, with their dual loops and bridges, and for a disconnected primal graph. Thus the planar cluster-count identity is
At the self-dual parameter of the random-cluster model, put and
For fixed the factor is independent of . The weight is therefore proportional to
Absorbing the remaining graph-dependent factor into the normalization gives the symmetric cluster weight at the self-dual parameter:
Counting the outer dual face and all isolated primal graph vertices is essential for the constant in the Euler identity. No assumption that is self-dual is required for this proportionality.
In bond percolation on an undirected graph , a configuration is . The edge is open when and closed when . Under , the coordinates are independent and identically distributed random variables with the Bernoulli distribution of parameter . For a countable edge set, use the product sigma-algebra and the product measure
The open edges form a random subgraph with the original graph vertices. Its connected components of a graph are the percolation clusters. Write when an open graph path joins to ; a zero-length graph path is allowed, so always holds. The randomness is in the independently open bonds; all vertices remain present.
For bond percolation, the Harris-FKG inequality states that any two increasing events satisfy
The same inequality holds for two decreasing events, either by reversing the coordinate order or by taking complements in the two-event identity. Intersections of decreasing events are decreasing events, so induction gives
Write and . Then . Taking the nonnegative -th root and rearranging yields the square-root trick for positively associated events:
No independence among the events is needed.
For each of the coordinate faces of , define the increasing event that an open path in a graph lying in joins to . Their union is exactly the event of connection from to within . The bond percolation law and the centered boxes are invariant under coordinate permutations and sign changes, so all events have the same probability.
Apply the square-root trick for positively associated events from part (a), with in place of the number of events. If , part (b.i) gives, for every ,
In particular this holds for the left and right faces, and it proves the stronger statement in which each connecting path in a graph stays inside the outer box.
By the union bound,
Hence some has connection probability at least the left side divided by . Some coordinate of equals or . A coordinate permutation and reflection of sends that face to the face and preserves the bond percolation law. Its image therefore satisfies
Let
The events and are increasing events of bond percolation. The FKG inequality and translation invariance give
Thus is a subadditive sequence. Since every probability is positive for , Fekete lemma applies and gives
In bond percolation on the square lattice, exactly one of the following occurs in the rectangle: an open left-to-right primal crossing, or a closed top-to-bottom crossing in the planar dual graph. These alternatives are disjoint and exhaustive by planar duality for rectangle crossings.
At , the closed dual edges have the same law as open primal edges. Rotating the dual rectangle through a right angle identifies its top-to-bottom crossing with the original left-to-right crossing; the slight difference between the side lengths and is exactly the boundary shift introduced by dualization. Thus the event and its complement have equal probability, so
Percolation cluster Created 2026-10-05 Updated 2026-10-06
In bond percolation, a percolation cluster is a connected component of a graph formed by the open edges, with every graph vertex retained. In site percolation, it is a connected component of a graph of the subgraph induced by the open graph vertices. Write for the cluster containing ; for site percolation set when is closed.
For bond percolation on the square lattice, the one-arm probability has a root limit of a sequence . The BK boundary-splitting estimate implies that is submultiplicative for positive integers. Applying the Fekete lemma to its logarithm proves existence when ; at the rate is zero. The same rate is the root limit of the percolation two-point connection probability along a coordinate axis, by the reflection lower bound for two-point percolation.
Percolation probability Created 2026-09-28 Updated 2026-10-14
For independent bond percolation on an infinite graph with a specified root , let be its percolation cluster. The percolation probability is
It concerns the root, rather than the existence of an infinite percolation cluster somewhere else. Even above the percolation critical probability of the square lattice, an isolated root has probability , because its four incident edges can all be closed. Thus when . Positive percolation probability does not mean every vertex is connected to infinity.
On the square lattice, the events that is joined by an open path to the boundary of decrease as increases. Their probabilities converge to by continuity from above of a measure. This relates an infinite question to finite observations, without equating any one finite boundary connection with survival forever. The monotone coupling of Bernoulli percolation shows that is a monotone function of .
Percolation theory Created 2026-09-24 Updated 2026-10-14
Percolation theory asks how many local connections must be available before a large connected structure appears. Start with a graph, randomly retain some edges or vertices, and study the resulting percolation clusters. In independent bond percolation, every edge is open with probability , independently of the others. In independent site percolation, the random decisions concern vertices instead. A percolation cluster is a connected component of a graph formed by the available connections; an open path joins two vertices exactly when they belong to the same percolation cluster.
The attraction is that a local rule can produce a global change. One open edge says little about travel across a large graph. Many alternative graph paths can nevertheless make distant connections likely. The model separates the geometry of possible connections from the probability distribution of which connections are usable. This was the central perspective of Broadbent and Hammersley's 1957 paper, which discussed porous solids and disease transmission as interpretations of the same mathematical structure: [ref]. Independent bond percolation supplies a simplified model of those systems; the physical interpretation still requires justification of its independence assumptions.
For a completely calculable example, consider the four edges around a square and ask whether opposite corners and are connected. There are two graph paths, each using two edges. Each open path has probability . Their events are independent events because the paths share no edges, even though they share endpoints. The inclusion-exclusion principle therefore gives
At , the connection probability is , larger than the for either chosen graph path. Counting all sixteen equally likely edge configurations gives the same answer: two configurations with exactly two open edges, four with three, and one with four connect to . Connectivity benefits from alternative routes; adding their probabilities without subtracting their overlap would count the all-open configuration twice.
Figure 1.
Two alternative paths increase the probability of connecting opposite corners
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This finite calculation is already useful for studying redundant connections. The deeper question is what happens as the graph becomes arbitrarily large: does connectivity remain confined to finite percolation clusters, or can an infinite percolation cluster appear? The percolation probability and percolation critical probability make that question precise. A finite picture can illustrate the geometry, but cannot establish the existence of an infinite percolation cluster.