Alternating arms argument at the self-dual percolation parameter Created 2026-10-06 Updated 2026-10-14
At parameter , primal and dual bond percolation on the square lattice have the same probability distribution. Suppose an infinite percolation cluster exists. Large boxes meet it with probability tending to one. The square-root trick for positively associated events and quarter-turn symmetry imply that each side has an infinite exterior open arm with probability tending to one. The same holds for dual arms. A union bound then gives positive probability of primal top and bottom arms together with dual left and right arms.
Use a primal box and a dual box with sides at . Open only primal edges whose endpoints both lie in the primal box, preserving all outward and exterior arm edges. The two primal arms are joined inside. Planarity prevents the two alternating dual arms from joining: a proposed dual connection together with the inner boundary arc separates one primal infinite arm from infinity. Thus the modified configuration has two infinite dual clusters. Its positive probability by finite modification of Bernoulli percolation contradicts uniqueness of the infinite percolation cluster. Consequently the percolation probability at is zero. This is often called Zhang's argument.
In bond percolation on the square lattice, the outer boundary of a finite percolation cluster, after filling its holes, consists of closed bonds. Their crossing edges in the planar dual graph form a connected enclosing contour, and hence belong to a single dual bond percolation cluster . If , both its coordinate widths are at most , so the enclosed primal cluster contains at most vertices. A contour enclosing the origin also places every vertex of within distance of the origin. An exponential volume tail for the subcritical dual bond percolation clusters thus gives a bound for a finite primal cluster of size at least .
Finite modification of Bernoulli percolation 2026-10-06
For , every prescribed state pattern on a finite edge set has positive conditional probability given all exterior states: independence makes it for prescribed open and prescribed closed edges. Thus a positive-probability exterior event remains possible after any finite local surgery. This is the finite-energy property of Bernoulli percolation, and applies equally to dual bond percolation.
Harris-Kesten theorem Created 2026-10-05 Updated 2026-10-14
The percolation critical probability of independent bond percolation on the infinite square lattice is exactlyIn this model, for and for . The particular graph, independent edge decisions, and distinction between bond percolation and site percolation matter: this value is not a universal threshold for arbitrary random networks. The equality of open and closed edge probabilities at suggests a relation to dual bond percolation, but that symmetry alone is not a proof of long-distance connectivity.
Harris established the lower bound, including absence of an infinite percolation cluster at , in 1960. Kesten completed the equality in 1980. His original paper states the threshold result as Theorem 1 and the positive/zero percolation probability alternatives as Theorem 2: [ref]
https://math.bme.hu/~balint/oktatas/perkolacio/percolation_papers/kesten_1.pdf. Harry Kesten, The critical probability of bond percolation on the square lattice equals 1/2
. These are claims about the infinite square lattice, rather than deductions from a simulated finite sample. Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 13 5 i Solution Created 2026-10-03 Updated 2026-10-14
Use the induced square lattice rectangle with lattice spacings as its side lengths. An open left-to-right crossing and a top-to-bottom crossing of closed dual bonds are mutually exclusive: their embedded paths must intersect, and a primal open bond cannot have its crossing dual bond closed. They are exhaustive. Indeed, explore all vertices connected to the left side by open paths. If that exploration does not reach the right side, the interface separating the explored set from the right side supplies a top-to-bottom path of closed dual bonds. This is the planar crossing alternative for dual bond percolation.
For a primal rectangle of width and height , the dual crossing can be represented using the dual columns at and the exterior rows at . The terminal portions can be moved horizontally along the wired top and bottom boundary, so the random edges involved have exactly the law of a vertical crossing of a rectangle of width and height . ConsequentlyThis is why the boundary offset is needed; one cannot simply assert that a finite square has crossing probability exactly one half. For and , the second term is the same as the first after rotation and translation. ThereforeShortening a rectangle can only help a horizontal crossing, so as well.
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 15 2 ii Solution Created 2026-10-03 Updated 2026-10-14
Set . Declare a bond of the planar dual graph open when its crossing primal bond is closed. These states have the independent dual bond percolation law with parameter ; the dual square lattice is a translate of the primal square lattice. Part (i) supplies an such thatIn particular every dual cluster is finite almost surely.
Suppose the primal percolation cluster is finite. Fill its finite complementary holes. Every bond on the resulting outer boundary is closed, since an open bond leaving the cluster would reach another cluster vertex. The crossing dual bonds form a connected enclosing contour, possibly touching itself, contained in one dual cluster . This is the dual contour bound for a finite planar cluster. If , a connected set of square-lattice dual vertices has each coordinate width at most . All vertices of lie inside the enclosing contour, soMoreover the contour surrounds and the diameter of is at most in the graph distance. Thus every vertex of lies in the square of radius about . There are at most possible dual vertices in that square, with a harmless enlargement if a boundary convention requires it.
On there is therefore an integer and a dual vertex in that square whose dual cluster has size exactly . The enclosing contour has at least four vertices. A union bound and part (i) givefor constants depending only on . The last estimate follows by bounding the polynomial factor by a constant times and summing a geometric series. This explains the square root: an enclosing dual cluster must have size at least the square root of the primal volume.
For , the Harris-Kesten theorem and imply , so . Choose with . For use the preceding bound; for use the bound . The positive constant gives the required conclusion:For the event is empty, so any works.
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 15 3 iii Solution Created 2026-10-03 Updated 2026-10-14
We use Zhang's argument, obtaining the critical nonpercolation conclusion from uniqueness rather than assuming it as part of the Harris-Kesten theorem. For independent bond percolation on , apply part (ii) to independent site percolation on its line graph; open sites correspond to open bonds. The line graph is amenable and of finite type. Therefore an infinite bond cluster, if it exists, is almost surely unique. The same holds for the dual bond percolation model.
Assume for contradiction that . The planar dual graph is another square lattice, and its open bonds correspond to closed primal bonds, also with parameter . Both models then have an infinite percolation cluster almost surely, by part (i). As a disc expands, the probability that it meets an infinite cluster tends to one, for each model. Choose avoiding all primal and dual vertices and all intersections of either graph with the four endpoints of the following arcs. Divide the boundary circle into four equal arcs in cyclic order. Let be the event of an infinite primal open ray whose last exit from is in ; define similarly for an infinite dual open ray. After that exit the entire ray stays outside the disc. The existence of a ray follows by finite branching in an infinite locally finite graph.
Each is increasing in the primal bond states, and their union has probability tending to one. Four-fold rotation symmetry makes their probabilities equal. The FKG inequality for their decreasing complements gives the square-root trick for positively associated eventsThe left side tends to zero, so . Apply the same argument to the dual states to get . A union bound, requiring no independence between the models, now shows that for sufficiently large the alternating eventhas positive probability.
The alternating exterior-arm separation lemma says that the two primal rays on this event cannot be joined by a primal open path lying outside . Indeed, such a joining path contains a simple crosscut of the exterior between the two primal exit points. Join that crosscut to a chord inside the disc. The Jordan curve theorem puts one of the alternating dual exit points on the bounded side. Its dual ray, which is restricted to the exterior of the disc and runs to infinity, would have to cross the open primal crosscut. A dual open bond cannot cross a primal open bond. This is impossible.
Let be the finite set of primal bonds whose drawn edges meet , and let be the projection of the alternating-arm event onto the states outside . Because is finite, this projection is a finite union of measurable events; . Every configuration in admits an assignment on witnessing the original four arms. Now close all bonds of . The infinite tails of the two primal rays beyond their first exterior vertices survive; any path joining the surviving tails would now avoid the disc. Appending their original exterior segments back to their exit points would give the forbidden exterior connection. Thus the modified configuration contains at least two infinite percolation clusters. By independence, or the finite-energy property of Bernoulli percolation, . This contradicts the uniqueness obtained from part (ii). Therefore
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 15 4 ii Solution Created 2026-10-03 Updated 2026-10-14
Group the martini lattice into independent three-terminal cells. A cell has terminals , an inner triangle with vertices , and the three spokes . All six bonds are independently open with parameter . The cells arise from the vertices in the decorated class of the honeycomb lattice; they have disjoint bond sets and meet only at terminals. The terminal positions form a triangular lattice, with cells occupying one orientation of its triangular faces.
A cell induces one of five connection partitions of its terminals. Let be the probability that all three terminals are connected, and the probability that no pair is connected. Each of the three remaining pair partitions has equal probability by symmetry. The three-terminal cell partition duality gives a particularly useful exact criterion. Draw dual terminals on the three intervening boundary arcs. The dual cell has a triangle of these three terminals and a central vertex joined to all three: its outer bonds cross the primal spokes, and its inner spokes cross the primal triangle bonds. A primal connection separates the corresponding dual boundary arcs, and conversely a dual connection separates primal terminals. Consequently duality swaps the all-connected and all-separate partitions, and permutes the three pair partitions. For example, if connect and is isolated, the dual terminal between is isolated while the other two dual terminals connect. It follows that makes the entire symmetric cell partition law invariant under this duality.
The triangular arrangement of cells is itself self-dual: the dual terminals lie in the complementary triangular gaps, and reflection and translation identify their cell arrangement with the original one. The induced partitions of distinct cells are independent in both models. At a parameter satisfying , the primal model at and the complementary dual bond percolation model at therefore have the same coarse connection law. Replacing a cell by its terminal partition preserves infinite connectivity, since the cells have uniformly bounded size. This gives a rigorous link between the finite calculation and the infinite model, rather than assuming that a symmetric-looking cell is critical.
For all three terminals to connect, all three spokes must be open and the inner triangle must be connected. The latter event requires two or three of its edges. ThereforeTo compute , condition on the number of open spokes. Zero or one open spoke cannot connect a pair of terminals. If exactly two spokes are open, the two attached inner vertices must not connect: their direct triangle bond is closed, and the two-edge route through the third inner vertex is not fully open. These independent requirements have probability . If all three spokes are open, all three triangle bonds must be closed. HenceSubtracting and factoring givesThe second factor equals and is at least on . Thus the unique equality parameter is .
Finally part (i) proves . If , the primal model percolates while makes the dual model subcritical, contradicting their identical coarse connection laws. If , the same contradiction arises with the roles reversed. Therefore the critical probability isThe local partition transformation is the mechanism underlying this exact value; see Ziff's original cell–dual-cell paper.
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 15 4 i Solution Created 2026-10-03 Updated 2026-10-14
Let be the martini lattice and its planar dual graph. Write and . Both are periodic, connected, bounded-degree plane graphs with bounded face sizes. Dual bond percolation declares a dual bond open exactly when its crossing primal bond is closed, giving independent dual parameter .
First, . Suppose instead that the sum exceeds , and choose . Both the primal model at and the dual model at are strictly subcritical. Sharpness of the percolation transition gives exponential connection-radius decay on each periodic graph, uniformly over its finitely many vertex types. A crossing of a rectangle of side lengths proportional to starts at one of boundary vertices and travels distance of order . A union bound therefore shows that each crossing probability tends to zero. But planar duality for rectangle crossings says that exactly one of an open primal left-to-right crossing and an open dual top-to-bottom crossing occurs, using the complementary boundary convention. Their probabilities sum to . This contradiction proves the first inequality.
For the opposite inequality, we need noncoexistence of primal and dual infinite percolation clusters. The four-fold version in Q3(iii) cannot be assumed without change: this decorated honeycomb lattice has three-fold rotation symmetry. Here is the necessary three-fold symmetric primal-dual noncoexistence argument.
Assume both models percolate at complementary parameters . For a large disc, the probability of having no exterior infinite arm is at most in each model. Divide its boundary into six arcs by splitting each -degree sector at the same relative angle. In the primal model let be the failure probabilities for the two alternating arc types. Rotation symmetry and the FKG inequality giveSlide the splitting point across one sector. Initially the first arc is empty; finally the second is empty. A jump occurs only when an arc gains or loses an edge-crossing point. An arm using that point requires its crossing bond to be open. The FKG inequality therefore ensures that a failure probability changes by at most a factor at a single jump: for a newly added arm event , and . At the first reversal of the order of , their ratio is consequently at most . At that splitting point,Thus every one of the six primal arcs has an exterior arm with probability tending to . On the same six arcs the dual failure probabilities satisfy , so at least one dual arc type has failure at most ; its three rotations have the same bound. Take two of those dual arcs separated by one arc, and the two intervening primal arcs. A union bound gives four alternating primal/dual infinite exterior arms with positive probability when is sufficiently small. The separation and finite-closure argument of Q3(iii), together with percolation uniqueness on an amenable quasi-transitive graph, gives a contradiction. This proves noncoexistence. The arc balancing is the extra step needed for three-fold symmetry; it is also developed in Bollobás and Riordan's original paper on dual lattices.
If , choose . Both complementary models would then percolate, contradicting noncoexistence. Hence . Combining the two inequalities proves the dual threshold relation:
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 30 2 b Solution Created 2026-10-07 Updated 2026-10-14
For bond percolation, let be the percolation cluster of the origin. Its percolation probability isWe prove by alternating arms at the self-dual parameter, using the uniqueness of the infinite percolation cluster proved in Question 4. Suppose instead that .
At , declaring a dual edge open exactly when its crossing primal edge is closed produces independent dual bond percolation with the same parameter on . It therefore also has an infinite percolation cluster almost surely, and at most one. The two preliminary arguments below imply that, for a sufficiently large square, the probability of two primal infinite exterior arms starting through its top and bottom sides exceeds . Applying the same arguments to the dual lattice gives probability greater than for dual infinite exterior arms starting through the left and right sides. Thus all four arms occur together with positive probability, by the union bound.
Here are precise boundary conventions for the alternating exterior-arm separation lemma. Use the primal graph vertex box , the dual graph vertex box , and the common continuous square with sides at . The primal arms first cross its top and bottom; the dual arms first cross its left and right. Subsequent graph vertices of every arm lie outside this continuous square. Large gives the required probabilities for both boxes, by the same rotational symmetry and boundary-side estimate. Primal open paths and dual open paths cannot cross, since the two states of a crossing edge are complementary.
The two primal arms cannot meet in the exterior. If they did, a finite simple primal crosscut in the exterior would join the top and bottom entry points. Together with one of the two arcs of the square boundary it would enclose a bounded region containing one of the dual entry points. That dual exterior arm could not reach infinity without crossing the primal crosscut or the forbidden square interior. This is the alternating exterior-arm separation lemma. Thus the two primal arms are disjoint.
Now modify only the primal edges with both endpoints in , making them open. Their grid supplies a simple interior path joining the two primal arm roots. The unchanged exterior arms and this connector form a proper doubly infinite simple primal path. Such a path separates the plane into two sides, by the Jordan curve theorem applied to its one-point compactification in the sphere. The left and right dual arms lie on opposite sides. Preserve their tails from their first exterior dual graph vertices; none of those tails crosses a modified edge. Their original boundary attachment edges may be destroyed, but the infinite exterior tails themselves remain. They now belong to two distinct infinite dual clusters, since any dual connection between them would have to cross the doubly infinite primal path.
This modification has positive probability by the finite-energy property of Bernoulli percolation: condition on the exterior configuration and open the finitely many interior edges. The exterior projections of the four-arm event have positive probability. The resulting positive-probability event with two infinite dual clusters contradicts uniqueness of the infinite percolation cluster on the dual lattice. Therefore
Only the selected paths are drawn. The black connector lies in the finitely modified box; the two blue infinite dual tails remain outside and on opposite sides.
The proof uses self-duality, symmetry, positive association, finite-energy property of Bernoulli percolation and uniqueness; it does not assume the Harris-Kesten theorem as a black box. The boundary language means an infinite ray whose first graph vertex is on the side and all later graph vertices are outside the graph vertex box. It cannot mean literal intersection of two disjoint sets, a closed box boundary and its strict complement.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 28 1 Solution Created 2026-10-03 Updated 2026-10-06
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, andThe 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 constantThe 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 givesFor 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 givesA 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
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 204 2 c Solution Created 2026-10-03 Updated 2026-10-06
Let count -step self-avoiding walks on the square lattice from one fixed graph vertex. Splitting a self-avoiding walk after steps and dropping the avoidance constraint on its suffix gives . The Fekete lemma therefore gives the connective constant . The planar dual graph of the square lattice is a translated copy of it, so its connective constant is also .
Put and assume . Choose with . The definition of the connective constant provides a finite such that for every . A simple dual graph cycle of length surrounding has a graph vertex in a box of radius : its diameter is at most , and its coordinate ranges straddle the origin. Choose such a graph vertex as the starting point, orient the graph cycle, and omit its closing edge. The remaining self-avoiding walk has length . Consequently the number of these graph cycles obeysfor fixed finite constants. A specified graph cycle is open in dual bond percolation, equivalently all its crossed primal edges are closed, with probability . HenceTo make this tail argument valid for every , rather than only extremely small , use a finite modification of Bernoulli percolation. Condition all primal edges within to be open. This event has positive probability for . If the resulting percolation cluster of is finite, its outer boundary contains a simple closed dual graph cycle surrounding the whole box. Such a graph cycle has length tending to infinity with and crosses no forced-open edge. Under the conditioning its remaining edge states retain the original independent law, so its probability is still . Choose so that the above tail is less than . The conditional probability that belongs to an infinite percolation cluster is then at least , and thus .
This connective-constant Peierls bound proves that every is above or at the onset of positive percolation probability. Taking the infimum givesThe case is immediate. This proof uses the Peierls argument, without assuming the exact Harris-Kesten theorem.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 214 2 c Solution Created 2026-10-03 Updated 2026-10-05
Declare an edge of the planar dual graph open exactly when its crossed primal edge is closed. This dual bond percolation has parameter , using the Harris-Kesten theorem. We use the standard exponential tail of subcritical cluster size: for some , uniformly in the dual vertex ,This is decay of the number of vertices in the percolation cluster, not merely its radius.
On , the geometric fact allowed in the paper supplies a simple dual cycle in a graph surrounding , with length . Every crossed edge is in the edge boundary of and is therefore closed, so the dual cycle is open. Its distinct vertices lie in one dual percolation cluster of size at least .
A dual cycle in a graph of length surrounding the origin has all its vertices within sup-norm distance of the origin: its coordinate spans are at most , and the origin lies between each pair of extreme coordinates. There are at most possible dual vertices there. The union bound over lengths and possible vertices yieldsfor some , since a polynomial factor can be absorbed into a slower exponential decay.
Rectangle crossing in bond percolation 2026-10-14
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 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.

