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At parameter $1/2$, 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 $[-r,r{]}^2$ and a dual box with sides at $\pm (r+1/2)$. 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 $1/2$ is zero. This is often called Zhang's argument.

Independent bond percolation on ${\mathbb{Z}}^2$ has at most one infinite percolation cluster at every parameter, including a possible critical parameter. The number of infinite percolation clusters is constant almost surely by translation ergodicity of Bernoulli percolation. A finite constant larger than one is impossible: a box meeting two clusters can be made entirely open, joining them and decreasing that number with positive probability by finite modification of Bernoulli percolation.

If infinitely many clusters existed, a box would meet three with positive probability. Preserve one infinite exterior arm from each and replace the finitely many interior and boundary edges by a three-armed tree joining them, closing the remaining edges. Its branch graph vertex becomes a trifurcation vertex in percolation. Translation invariance therefore gives a positive density $q$. But the trifurcation boundary-counting lemma gives $q|W|\le |{\partial }^{+}W|$ for every large box, contradicting vanishing boundary-to-volume ratio. This proves uniqueness without assuming absence of an infinite percolation cluster at criticality.

Independent bond percolation on the square lattice satisfies $p_c\le 1-{\mu }^{-1}$, where $\mu$ is its connective constant. If $(1-p)\mu <1$, closed dual graph cycles have a summable large-length tail: their counts are bounded by a polynomial factor times the count of self-avoiding walks. Conditioning a sufficiently large finite box to be open excludes short enclosing graph cycles without changing the law of the remaining edges. With positive conditional probability no enclosing closed dual graph cycle remains, so the origin belongs to an infinite percolation cluster.

In the uniform-label monotone coupling of Bernoulli percolation, let $I_p$ mean that the origin belongs to an infinite percolation cluster, and let $M=\inf \{p:I_p\}$. The occurrence parameters form an upper interval. Therefore $\{M<p\}={\bigcup }_{r<p,r\in \mathbb{Q}}{I}_r$ and $\theta (p-)=\mathbb{P}(M<p)$. Since $\{M<p\}\subseteq I_p\subseteq \{M\le p\}$, the jump is $\theta (p)-\theta (p-)=\mathbb{P}(I_p\cap \{M=p\})$. Occurrence at the infimum is not presumed.

An infinite percolation cluster is an open connected component of a graph with infinitely many graph vertices. On a countable translation-invariant lattice, a zero root percolation probability implies that no infinite percolation cluster exists almost surely, by the countable union over all graph vertices. A positive root probability implies almost-sure existence by translation ergodicity of Bernoulli percolation; uniqueness is an additional theorem.

Let $c_n$ count $n$-step self-avoiding walks on the square lattice from one fixed graph vertex. Splitting a self-avoiding walk after $m$ steps and dropping the avoidance constraint on its suffix gives $c_{m+n}\le c_m{c}_n$. The Fekete lemma therefore gives the connective constant $\mu =\lim c_n^{1/n}$. The planar dual graph of the square lattice is a translated copy of it, so its connective constant is also $\mu$.

Put $q=1-p$ and assume $q\mu <1$. Choose $a>\mu$ with $qa<1$. The definition of the connective constant provides a finite $K$ such that $c_j\le K{a}^j$ for every $j\ge 0$. A simple dual graph cycle of length $\ell$ surrounding $0$ has a graph vertex in a box of radius $\ell +1$: its diameter is at most $\ell$, 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 $\ell -1$. Consequently the number $N_{\ell }$ 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 $q^{\ell }$. HenceTo make this tail argument valid for every $q\mu <1$, rather than only extremely small $q$, use a finite modification of Bernoulli percolation. Condition all primal edges within ${\Lambda }_N$ to be open. This event has positive probability for $p>0$. If the resulting percolation cluster of $0$ 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 $N$ and crosses no forced-open edge. Under the conditioning its remaining edge states retain the original independent law, so its probability is still $q^{\ell }$. Choose $N$ so that the above tail is less than $1/2$. The conditional probability that $0$ belongs to an infinite percolation cluster is then at least $1/2$, and thus $\theta (p)>0$.

This connective-constant Peierls bound proves that every $p>1-{\mu }^{-1}$ is above or at the onset of positive percolation probability. Taking the infimum givesThe case $p=1$ is immediate. This proof uses the Peierls argument, without assuming the exact Harris-Kesten theorem.

Use the following general result, including its site version: independent site percolation on ${\mathbb{Z}}^d$ has almost surely at most one infinite percolation cluster at each fixed parameter; for every fixed $r>p_c$ it has exactly one almost surely. This is the uniqueness of the infinite percolation cluster, also called the Burton-Keane theorem. For $d\ge 2$, the additional general fact $p_c<1$ ensures a choice of a parameter strictly between $p_c$ and $1$. In dimension one, $p_c=1$ and the asserted interval is empty.

Fix $p\in (p_c,1]$ and choose $q\in (p_c,p)$. Let ${\mathcal{C}}_q$ be the unique infinite open connected component of a graph at $q$. Under the monotone coupling of Bernoulli percolation, it is contained in the unique infinite open connected component of a graph at $p$. On $I_p$, the origin and ${\mathcal{C}}_q$ therefore lie in that same connected component of a graph, and a finite $p$-open graph path connects $0$ to some graph vertex of ${\mathcal{C}}_q$.

For this fixed deterministic $p$, the countable set of uniforms satisfies $U_v\ne p$ at every graph vertex almost surely. Thus all uniforms on that finite graph path are strictly less than $p$, including its endpoints. If $t$ is their maximum, choose $r$ with $\max (q,t)<r<p$. The graph path is then $r$-open, and its endpoint remains connected to infinity through ${\mathcal{C}}_q$. Consequently $I_r$ occurs and $M<p$. We have provedPart (d) gives left continuity at this $p$; part (b) supplies right continuity when $p<1$. The same finite-path proof gives left continuity at $p=1$, since all uniforms are strictly less than $1$ almost surely. Thus $\theta$ is continuous on $(p_c,1]$, without asserting continuity at $p_c$. This is supercritical continuity of percolation probability.

The strips are nested. Every connection permitted inside $T_k$ is also permitted inside $T_{k+1}$, so $q_k(n)\le q_{k+1}(n)$ for every fixed separation. ConsequentlyThe preceding nonnegative bound makes this a decreasing sequence bounded below. By monotone convergence of real sequences,There is no assertion that this limit of a sequence is strictly positive: positivity at each fixed width need not survive an increasing-width limit of a sequence.

One can also identify the limit of a sequence. Let $q(n)$ be the percolation two-point connection probability in the whole square lattice. Every finite connecting graph path has a bounded vertical extent, so $q_k(n)\uparrow q(n)$. Commuting infima gives the strip approximation to the planar connection decay rate:The same positive-association argument identifies the final infimum with the whole-plane normalized logarithmic limit of a sequence. This is an interchange of infima justified by monotonicity at fixed $n$. For example, when $p>1/2$, the threshold proved in question 2 and uniqueness give an infinite percolation cluster with root probability $\theta (p)>0$. The Harris-FKG inequality makes the probability that both endpoints belong to it at least $\theta (p{)}^2$, so $q(n)\ge \theta (p{)}^2$. The whole-plane rate, and hence ${\lim }_k{f}_k(p)$, is then zero, despite the strict positivity of every finite-strip rate.

Use the nearest-neighbour lattice graph with graph vertex set ${\mathbb{Z}}^d$: an unordered pair $\{x,y\}$ is an edge precisely when $\Vert x-y{\Vert }_1=1$. A bond configuration is $\omega \in \{0,1{\}}^{E_d}$; under the product measure ${\mathbb{P}}_p$, its edge coordinates are independent Bernoulli distribution with success probability $p$. Edges with coordinate one are open. The open cluster $C(0)$ is the connected component of a graph reachable from the origin through open edges.

Define the percolation probability and percolation critical probability byEquivalently, $p_c(d)=\sup \{p:{\theta }_d(p)=0\}$. The monotone coupling of Bernoulli percolation proves the equivalence: assign independent uniform distribution $U_e$ to the edges and open $e$ at parameter $p$ when $U_e\le p$. Connection events and ${\theta }_d$ then increase with $p$. For $d\ge 1$, ${\theta }_d(0)=0$ and ${\theta }_d(1)=1$, so the defining set is nonempty. The definition does not settle what happens at $p=p_c(d)$.

By translation invariance all roots have the same probability. Since the graph vertex set is countable, ${\theta }_d(p)=0$ implies that no graph vertex lies in an infinite percolation cluster almost surely. Conversely a positive root probability gives positive probability of an infinite percolation cluster, and translation ergodicity of Bernoulli percolation then makes existence an almost-sure event. In question 2(b), $\theta$ means ${\theta }_2$.

We use planar duality for rectangle crossings, Harris-FKG inequality and the permitted exponential decay of subcritical percolation. A critical-point detail matters: uniqueness stated only for $p>p_c$ cannot by itself be applied at $p=p_c$. We prove the Burton-Keane theorem by the boundary counting proof of percolation uniqueness, establishing at most one infinite percolation cluster at every parameter and avoiding that gap.

For $0<p<1$, the number $N$ of infinite percolation clusters is almost surely constant by translation ergodicity of Bernoulli percolation. It cannot be a finite constant greater than one. A sufficiently large box meets two different infinite percolation clusters with positive probability; opening its finitely many interior edges joins them without creating a new infinite percolation cluster, decreasing $N$. Finite modification of Bernoulli percolation gives positive probability to this modification, contradicting constancy.

Nor can $N=\infty$. A finite box then meets three different infinite percolation clusters with positive probability. Select one infinite exterior branch from each. In the box and a finite collar retain just an embedded three-armed tree joining those branches and close all other incident edges there. Its branching graph vertex separates three infinite components when removed, so is a trifurcation vertex in percolation. All selections concern finitely many possible entrances and edge patterns; finite-energy property of Bernoulli percolation gives positive probability for at least one such pattern. Translation invariance then gives a common positive trifurcation probability $q$.

Here is the counting contradiction in detail. For a finite box $W$, contract each open component outside $W$ that touches $W$ to a boundary terminal. In each cluster, the resulting incidence graph is finite and connected. Every trifurcation in $W$ separates at least three sets of terminals, since each infinite branch must leave $W$. A minimal subtree joining all terminals must therefore contain that graph vertex with degree of a vertex at least three. Its leaves are terminals. The tree identity ${\sum }_v(\mathrm{deg}(v)-2)=-2$ bounds the number of those branching graph vertices by the terminal count. Different terminals are represented by different exterior graph neighbours of $W$. Thus the trifurcation boundary-counting lemma givesFor $W=[-r,r{]}^2\cap {\mathbb{Z}}^2$, the two sizes are $(2r+1{)}^2$ and $8r+4$. Letting $r\to \infty$ contradicts $q>0$. Therefore $N\in \{0,1\}$ almost surely, with the same conclusion for the translated planar dual graph.

Now prove absence of percolation at $p=1/2$ by Zhang's argument. Suppose instead that $\theta (1/2)>0$. Almost surely an infinite primal cluster exists, and self-duality gives an infinite dual cluster as well. An infinite connected subgraph of this locally finite lattice contains a graph ray, by the König infinity lemma. Expanding square boxes meet the infinite percolation clusters with probability tending to one.

For $B_r=[-r,r{]}^2\cap {\mathbb{Z}}^2$, let $A_N,A_E,A_S,A_W$ mean that an open graph ray takes an outward edge through the indicated side and subsequently uses graph vertices outside $B_r$. The union occurs whenever the box meets an infinite percolation cluster: take the last exit of an infinite graph ray from the finite box. Conversely an exterior arm supplies an infinite percolation cluster meeting its boundary. Quarter-turn symmetry makes the four probabilities equal. Their complements are decreasing events, so the square-root trick for positively associated events givesFor the planar dual graph use the box with boundary coordinates $\pm (r+1/2)$ and define its exterior side-arm events in the same way. This box also has quarter-turn symmetry and meets the dual infinite percolation cluster with probability tending to one. Thus each dual side has an infinite exterior arm with probability tending to one. Primal outward edges cross this dual-box contour on the corresponding sides; their remaining graph vertices stay outside it. A union bound makes the simultaneous event of primal north/south arms and dual east/west arms have positive probability for a sufficiently large box.

The four arms alternate around the contour. Open all edges with both endpoints in $B_r$, leaving all outward and exterior edges intact. This joins the two primal entrance points and preserves all four exterior arms. Finite-energy property of Bernoulli percolation keeps the event's probability positive. The primal north and south arms are now connected through the box. The two dual arms must lie in different infinite dual clusters. To see the separation, a hypothetical finite dual graph path joining the east and west arms cannot enter the dual-box interior: its boundary-crossing and interior edges cross primal edges that were just opened. Erase its loops and cut it at successive hits of the contour. A resulting exterior dual crosscut, together with the corresponding contour arc, encloses one of the two intervening primal entrance points. The infinite primal graph ray from that point would have to cross a dual-open edge, which is impossible. This is the planar separation used in the alternating arms argument at the self-dual percolation parameter. It contradicts uniqueness of the infinite dual cluster. HenceFinally suppose $p_c(2)>1/2$. At $p=1/2$ the permitted exponential decay of subcritical percolation would supply $C,c>0$ with ${\mathbb{P}}_{1/2}(v\leftrightarrow \partial B_n(v))\le C{e}^{-cn}$. Use the rectangle with graph vertices $\{0,\dots ,n\}\times \{0,\dots ,n-1\}$, and let $H_n$ be its left-to-right open crossing. Planar duality for rectangle crossings identifies its complement with a dual top-to-bottom crossing of a rectangle of width $n-1$ and height $n$. Rotation and translation give the same crossing law; side edges at the entrance and exit boundaries are irrelevant. Thus the exact self-dual rectangle crossing probability isBut a crossing has some starting graph vertex on its $n$-vertex left side connected to distance $n$. The union bound and exponential decay of subcritical percolation imply ${\mathbb{P}}_{1/2}(H_n)\le nC{e}^{-cn}\to 0$, a contradiction. ThereforeNo Russo-Seymour-Welsh theorem or continuity assertion for $\theta$ is being used, and critical uniqueness was proved rather than inferred from the supercritical hypothesis.