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.
Ordinary short-range independent bond percolation and site percolation on regular lattices of the same spatial dimension are expected to share their percolation critical exponents and large-scale limiting behavior. Their percolation critical probabilities can differ. Long-range or correlated models can lie in a different universality class. A theorem for one lattice alone does not establish this transfer.
At for independent bond percolation on the square lattice, there exist and with . The Russo-Seymour-Welsh theorem and the Harris-FKG inequality give a uniform positive probability of a closed dual graph cycle around each geometrically spaced square ring. The independent annular barriers for percolation give the polynomial bound and imply zero critical percolation probability. This does not determine the exact critical exponent.
For the induced square lattice subgraph in , is the probability of an open graph path from its left boundary to its right boundary under independent bond percolation of density . Width and height count lattice spacings. Dual bond percolation exchanges failure with a top-to-bottom dual crossing of dimensions , with the usual exterior boundary vertices.
For bond percolation on the square lattice, write and . A maximal-probability boundary graph vertex can be placed at by symmetry. Reflection about identifies its connection probability from with that from . The Harris-FKG inequality yields for .
For independent site percolation or bond percolation on a rooted locally finite graph, is right continuous on . Finite-radius connection events have polynomial probabilities in and decrease to infinite connection. Thus is their infimum by continuity from above of a measure. This infimum of continuous functions is upper semicontinuous; parameter monotonicity from the monotone coupling of Bernoulli percolation then gives right continuity.
Root-moment bound for open self-avoiding walks Created 2026-10-06 Updated 2026-10-07
In independent bond percolation on a graph, let be the number of -step self-avoiding walks from a fixed graph vertex and the number that are open. Then . The Jensen inequality for the concave function gives . No independence between different self-avoiding walk indicators is needed. When , the limit superior is at most .
For independent bond percolation on the square lattice at , square crossing probabilities bounded below by self-duality extend to a uniform positive bound for rectangles of aspect ratio . Expose an extremal vertical square crossing, reflect its geometry, and attach it to an exterior side through an unexposed independent region. Reflection symmetry bounds the attachment probability below. Two attachments and a horizontal square crossing join by the Harris-FKG inequality. Overlapping rectangles and transverse overlap-square crossings then give all fixed aspect ratios. Reflecting a geometrical graph path does not require its reflected edges to be open.
Independent bond percolation on the cubic lattice has exponential connection decay at every and positive percolation probability at every . The finite-set criterion for percolation sharpness gives decay below its auxiliary threshold. The Margulis–Russo formula and exploration from a finite box boundary give , with the infimum over interior finite sets. Above the auxiliary threshold the infimum is at least one; integrating gives positive percolation probability and identifies the two thresholds. This theorem does not identify the value of for a particular lattice.
Site percolation Created 2026-09-24 Updated 2026-10-14
In independent site percolation with parameter , each vertex of a graph is open with probability , independently of the others. Retain those vertices and every original edge whose two endpoints are retained. This gives an induced subgraph, whose connected components of a graph are the percolation clusters. A closed vertex is absent from the usable network, whereas bond percolation keeps all vertices and instead removes individual edges.
A specified simple graph path of edges has distinct vertices. Its probability of being entirely open is therefore , including the starting vertex. Conditional on that vertex being open, it is by independence. For a two-edge graph path at , the unconditional probability is , compared with in bond percolation. This comparison concerns a fixed route; percolation critical probabilities require analysis of all possible routes on the specified infinite graph.
Independent site percolation and bond percolation on the cubic lattice have continuous percolation probability on . Fix and an intermediate . By uniqueness of the infinite percolation cluster, every origin in the infinite -cluster has a finite -open graph path to the infinite -cluster. In the uniform-label monotone coupling of Bernoulli percolation, the finitely many labels on this graph path are strictly below fixed almost surely, so it persists at some parameter below . The coupled onset parameter for origin percolation has no attained atom there, giving left continuity, including at . Combine this with right continuity of percolation probability.
For the out-cluster in directed percolation, define and , with value when the relevant set is empty below . The first is a survival threshold; the second is a percolation susceptibility threshold. Both depend on the root in a general directed graph. Exploring a site percolation cluster and using each fresh vertex coin for its first tested incoming bond gives a coupling of probability distributions with bond percolation such that and . Consequently and .
For independent bond percolation on a periodic plane lattice with three-fold rotation symmetry, the primal model at and the dual bond percolation model at cannot both percolate. To adapt Zhang's argument, divide a large boundary circle into six arcs, repeating the division in each -degree sector. Vary the division point until the failure probabilities of the two alternating primal arc types are comparable within a factor . Moving past a single crossing edge changes a failure probability by at most a factor , by the FKG inequality. If the probability of no primal exterior arm is at most , then and both failures are at most . For the dual model, at least one arc type has failure at most ; its three rotations have the same bound. Four alternating primal/dual arms now occur with positive probability, contradicting the alternating exterior-arm separation lemma and uniqueness after a finite modification. This extends the four-fold argument to the martini lattice.
Translation ergodicity of Bernoulli percolation Created 2026-10-05 Updated 2026-10-06
The independent edge law of bond percolation on is ergodic under lattice translations: every translation-invariant event has probability zero or one.
For translation-invariant independent bond percolation with finite percolation susceptibility , the BK inequality gives for , with . Prune a connecting open tree for the labelled vertices, suppress unmarked degree-two vertices, and split higher branching into binary branching with zero-length connections. There are binary tree topologies and connections. The connections have disjoint bond witnesses, so the BK inequality bounds their joint probability by a product of two-point connection probabilities. Summing successive leaves contributes for each connection. Since , this proves for . Finite percolation susceptibility therefore gives an exponential cluster-volume tail.
If independent edges of a locally finite graph receive fair orientations, exploring outward from a root tests each fresh reached-to-unreached boundary edge with success probability . Deferred decisions give exactly the exploration law of the root cluster in bond percolation of density . Thus the two reachable graph vertex sets have the same distribution. An infinite out-cluster contains an infinite simple directed ray by the König infinity lemma. Geometrically biased orientations do not generally give the same uniform edge-success law.
For independent bond percolation on the square lattice, a positive uniform lower bound for square crossings implies a positive uniform lower bound for rectangle crossings of every fixed aspect ratio . The RSW reflection extension lemma first extends a square to aspect ratio . Overlapping rectangles and transverse overlap-square crossings then glue using the Harris-FKG inequality. The required constant depends on and , not on scale. At a self-dual parameter, dual crossings also give a uniform upper bound below one.
Uniqueness of the infinite percolation cluster Created 2026-10-05 Updated 2026-10-06
For independent site percolation or bond percolation on the cubic lattice , there is almost surely at most one infinite percolation cluster at every fixed parameter. Above the percolation critical probability, there is exactly one almost surely. This theorem is called the Burton-Keane theorem. Existence uses translation ergodicity together with positive percolation probability; uniqueness is a separate conclusion. At uniqueness is deterministic.
For independent bond percolation on the cubic lattice, define and , with . Split an open self-avoiding walk at its first radius- boundary vertex . The remaining segment reaches distance at least from , using disjoint edges. The BK inequality, translation invariance and the union bound yield the displayed estimate. Keeping the individual connection weights can be stronger than replacing their sum by .