Every bounded harmonic function on a graph is constant if the connected locally finite graph is recurrent. Along its random walk on a graph, the harmonic values form a bounded martingale and converge almost surely. Recurrence visits each vertex infinitely often, making every vertex value a subsequential limit of the same convergent sequence. Thus every value agrees.
Cubic lattice 2026-10-06
The cubic lattice in dimension has graph vertex set and an edge between exactly when . For it is the square lattice. Every graph vertex has graph neighbours, so it is a locally finite graph.
Discrete harmonic function Created 2026-09-28 Updated 2026-10-06
A real function on the vertices of a graph of an unweighted locally finite graph is a discrete harmonic function at when , equivalently for the Graph Laplacian. For positive degree this says its value is the average over its graph neighbours; at an isolated vertex of a graph the Laplacian condition is vacuous. On an electrical network the corresponding equation uses conductance weights and the Weighted graph Laplacian. Voltages away from sources and sinks, and hitting probabilities away from their prescribed boundaries, are discrete harmonic functions.
Graph exhaustion Created 2026-10-06 Updated 2026-10-25
An exhaustion of a countable graph is an increasing sequence of finite connected graph vertex sets whose union is the whole graph vertex set. In a locally finite graph, every prescribed finite graph path together with all graph neighbours of its visited graph vertices lies in a sufficiently large exhaustion set. This permits coupling finite-volume and infinite-volume simple random walks up to a finite stopping time.
Take a directed graph with vertices and parallel bonds from to . This is a locally finite graph, although the incoming degrees are unbounded. For bond percolation, whenever : the failure probabilities are summable, so the infinite product is positive. For site percolation, survival requires every vertex of the ray to be open, which has probability zero for . Thus the survival and susceptibility thresholds for directed percolation satisfy and .
No. The parallel-bond ray with different site and bond thresholds supplies a locally finite graph counterexample. Take vertices and parallel directed edges from to . Its underlying multigraph is connected and every individual degree is finite, but there is no uniform incoming-degree bound.
For bond percolation rooted at , survival means that every successive group of parallel bonds contains at least one open bond. Independence gives
For , the sum of the failure probabilities is . Eventually these terms are at most , and for . The tail of the infinite product is therefore bounded below by a positive exponential; its finitely many initial factors are positive as well. Thus for every .
For site percolation, however, every vertex of the unique underlying ray must be open. For , the probability that its first vertices are all open is . At the ray is open. Consequently
Let and be the out-clusters in directed percolation, with the site percolation cluster empty when is closed. Write and , and similarly for site percolation. The survival and susceptibility thresholds for directed percolation are the infima of the parameters at which these quantities become positive and infinite, respectively.
We construct a coupling of probability distributions that compares the whole clusters. First condition the site percolation root to be open. Explore its out-cluster, using a fixed order of the finitely many outgoing bonds at each vertex. When a previously untested vertex is first encountered along a bond from an already reached vertex, use a fresh Bernoulli random variable of parameter both for the state of and for the state of this particular bond. If is open, add it to the exploration; if it is closed, mark it as tested and never add it. Assign fresh independent random variables of the same parameter to every other bond, including bonds leading to vertices already tested. The choice of the next unassigned bond depends only on previously revealed information. Its assigned coin is therefore independent of that information, so the resulting bond configuration has exactly the product bond percolation law. Parallel bonds cause no difficulty; loops may be discarded.
Every reached site has an open parent bond leading from a previously reached site. Consequently the conditional site percolation cluster is contained in the bond percolation cluster. The connected graph is countable because it is a locally finite graph; taking increasing finite stages of the exploration proves the same containment for infinite clusters. Removing the conditioning on the root gives
Thus positive site percolation survival implies positive bond percolation survival at the same parameter, and infinite percolation susceptibility for site percolation implies infinite percolation susceptibility for bond percolation. Taking the infima in the definitions proves both comparisons:
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 events
The 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 event
has 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
We first specify the standard hypotheses of percolation uniqueness on an amenable quasi-transitive graph. A locally finite graph has finite degree at every vertex; a quasi-transitive graph, or graph of finite type, has finitely many vertex orbits under the acting group of graph automorphisms. Here the site percolation law is invariant under and independent, with one parameter for each orbit. Initially suppose . This gives the finite-energy property of Bernoulli percolation: conditional on all states outside any finite set, every assignment inside that set has positive probability. An amenable graph has finite sets with , where denotes the external vertex boundary. Finite type bounds the degrees uniformly, so internal and external boundary conventions are equivalent here.
Let be the number of infinite percolation clusters, taking values in . Each event is invariant. Part (i), together with countability of these possibilities, shows that is an almost-sure constant.
Suppose first that this constant is a finite integer . Some finite connected set meets all infinite percolation clusters with positive probability, since increasing finite sets exhaust the graph. Make every vertex of open. This joins all the infinite clusters. Opening a finite set cannot produce a new infinite cluster from finite clusters: only finitely many clusters meet its finite boundary, and their finite union is finite. By the finite-energy property the modified event has positive probability, contradicting the almost-sure value . Thus a finite must be or .
Suppose instead that almost surely. Some finite connected set meets three distinct infinite percolation clusters with positive probability. Open all of . Its vertices belong to one open cluster, and deleting from that cluster leaves at least three infinite components. This is an encounter box in percolation. We use boxes rather than assume that the local geometry permits a single trifurcation vertex in percolation.
Here is the boundary-counting contradiction in detail. Translates of have the same positive encounter probability. Finite type and bounded degree allow a deterministic packing of mutually disjoint such translates whose centers have positive lower density in the interiors of the Følner sets : every vertex is within a fixed distance of one chosen orbit, and a bounded-radius greedy packing discards only a bounded number of possible centers per chosen center. Boundary layers of any fixed thickness have size . The expected number of encounter boxes wholly inside is consequently at least for a fixed and all large .
On the other hand, contract the open encounter boxes in each cluster to vertices and retain the part inside . Each contracted encounter box separates at least three branches that run to infinity, and each branch must leave . Choose a minimal forest connecting all these boundary exits. Every encounter junction has degree at least three in that forest: its three infinite branches remain in different components after deleting the junction, so none can be omitted. The leaves are boundary exits. For each nontrivial tree, the degree-sum identity gives at most the number of leaves minus two vertices of degree at least three. Thus the number of encounter boxes is at most a constant times , where the constant accounts for the bounded boundary degrees. Taking expected values contradicts amenability. This excludes and proves
There is a genuine endpoint qualification if different orbit parameters are allowed to be or . Subdivide each horizontal edge of the square lattice once. Open every original vertex deterministically and close every new midpoint deterministically. This is an invariant independent law on an amenable graph that is also a quasi-transitive graph, but its infinite open clusters are the distinct vertical columns. Thus the finite-energy property must be included when interpreting a general vector . The homogeneous endpoint laws themselves cause no problem: they give zero or one infinite cluster.
The conclusion is false for -independent laws, even with all site marginals equal to . Here is a fully specified monochromatic line-graph percolation counterexample. Form a graph by replacing each vertex of by a complete graph on ten vertices and putting every possible edge between the blocks of two neighboring lattice vertices. Every vertex of has degree . The graph is connected, periodic and amenable: a square of blocks has volume of order and boundary of order . Assign independent fair red/blue colors to the vertices of .
Call a block good when it contains both colors. Good-block indicators are independent, with
They percolate. To verify this without presupposing a site threshold, put . A finite nearest-neighbor good-block cluster around a good origin is surrounded by a circuit of bad blocks in the matching square graph, where horizontal, vertical and diagonal neighbors are allowed. A surrounding circuit of length has an anchor within . Overcounting its choices by gives the Peierls argument
The sum bound follows directly from , with . An infinite good-block cluster therefore exists with positive probability, and by part (i) it exists almost surely. Inside each of its blocks the red vertices are connected to one another, as are the blue vertices; between adjacent good blocks the complete bipartite joining edges connect each color. Hence has both an infinite red component and an infinite blue component almost surely.
Now use site percolation on , the line graph of : its vertices are the edges of , two adjacent when they share an endpoint. Declare such a site open exactly when have the same color. Each site has open probability . Sets of sites at graph distance greater than one involve disjoint sets of underlying color variables, so this is a translation-invariant -independent law. The line graph is again connected, locally finite, amenable and of finite type. The infinite red and blue components of yield infinite open clusters in . An open path in cannot change color at a shared endpoint, so those two clusters are distinct. Thus almost surely. Local color constraints destroy the finite-energy property, precisely the ingredient missing from the uniqueness proof.
At , explore the directed out-cluster of the origin by a deterministic breadth-first procedure. Maintain the set of reached graph vertices and a queue of untested edges with one reached and one unreached endpoint. For each such edge, reveal its orientation. Add the unreached endpoint if the arrow points from the reached endpoint to it; otherwise discard that edge. edges whose endpoints are both already reached need no further test.
An untested edge has an independent fair orientation even though the choice of the next edge depends on earlier discoveries. Its probability of pointing toward the unreached endpoint is , whichever geometric direction that represents. Thus the discovery procedure has exactly the same transition probabilities as the ordinary bond percolation cluster exploration at density . In particular, for every , the probability of reaching at least graph vertices agrees in the two models. The uniform random orientation out-cluster comparison implies
A locally finite graph has an infinite directed simple ray from the origin exactly when its directed out-cluster is infinite: the exploration predecessor edges form a finitely branching rooted tree, to which the König infinity lemma applies. Conversely, such a ray visits infinitely many reachable graph vertices. Hence
Fairness of orientations is essential to this comparison; for general the success probability depends on the geometric direction of exploration. As usual, an infinite directed path means a ray with distinct graph vertices. Allowing a finite directed cycle to be traversed repeatedly would define an infinite walk instead and would make the claimed conclusion false.
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
Let be the natural filtration of the random walk on a graph. For a bounded harmonic function on a graph, the transition rule and the Markov property give
Thus is a bounded martingale. The martingale convergence theorem gives a finite almost sure limit .
On the probability-one recurrence event, every vertex is visited along a sequence . Along that sequence , while convergence of the whole sequence forces . Therefore every pair of vertices has the same value. This is the bounded harmonic function theorem on a recurrent graph:
Recurrence makes each vertex value a subsequential limit of the same convergent martingale. A connected locally finite graph is countable, since it is the union of its finite distance balls, so these almost sure assertions can also be combined by a countable intersection. The one-vertex case is immediate.
The cubic lattice has graph vertices and an edge between when . In independent site percolation, every graph vertex is open with probability and closed with probability , independently. The open subgraph contains only open graph vertices and the edges between them. Let be the open connected component of a graph containing , with when is closed. The percolation probability is
Since the cubic lattice is a locally finite graph, the König infinity lemma identifies an infinite open connected component of a graph with the existence of an infinite open graph ray from the origin. In particular, the origin itself must be open. The percolation critical probability is .
For finite , choose a root and an ordering of the other graph vertices. Begin with a tree consisting only of . At each stage take the first graph vertex not already in the tree, run an independent simple random walk from it until its first hit of the existing tree, erase the loops chronologically, and add the resulting graph path. In chronological loop erasure, revisiting a graph vertex already in the current list deletes all list entries after that graph vertex; otherwise append the new graph vertex. The retained final graph path is simple, with new internal graph vertices and exactly one endpoint in the old tree. Adding it therefore preserves connectedness and creates no graph cycle. Graph vertices already included are skipped. On a finite connected graph each walk hits the existing tree almost surely; after finitely many attachments all graph vertices are present.
The Wilson algorithm theorem states that this tree is a uniform spanning tree, independently of the chosen root and order. The required hypotheses here are an undirected connected finite graph and transition probabilities proportional to conductance; unit conductances give simple random walk and the uniform law. This is the sampling result being described, not a claim that arbitrary walk transition probabilities would produce a uniform tree.
For an infinite connected locally finite recurrent graph, choose a fixed finite root and enumerate all graph vertices. A connected locally finite graph is countable, since its finite-radius balls are finite. Run the same algorithm successively. Recurrence and irreducibility imply that a walk from any graph vertex hits almost surely, hence hits the current tree. Every attached graph path is therefore finite. The countable intersection of these probability-one events has probability one, and the increasing union is an acyclic connected subgraph containing all graph vertices: each graph vertex receives a finite route to .
This gives the uniform spanning tree of a recurrent infinite graph. It is not a uniform counting measure on all infinite spanning trees. Equivalently, its joint probability distributions on finite collections of edges are the common limits of uniform spanning trees along any graph exhaustion, using the approximations defining the free uniform spanning forest and the wired uniform spanning forest. To check that equivalence, fix a finite edge set and run the chosen enumeration through a finite prefix containing all its endpoints. Once those graph vertices are in the tree, later attachments cannot add an edge with both endpoints already included, so membership of is settled permanently. Only finitely many random walks have been used; each has a finite trajectory almost surely. All their visited graph vertices and all their graph neighbours lie in a sufficiently large exhaustion set. Couple finite-volume and infinite-volume walks with the same steps there. Whether the exterior is deleted or wired to one boundary graph vertex, these initial trajectories and their loop erasures then agree. This proves convergence of the probabilities of cylinder sets determined by those edges.
The limiting law is unchanged by the root and ordering because the laws on finite graphs have this invariance. The same coupling shows that changing the exhaustion also leaves the law unchanged. Thus
The result is a single spanning tree because the graph is recurrent. On a transient graph, infinite-volume spanning-tree limits may instead be uniform spanning forests; recurrence cannot be omitted from this conclusion.
Use the usual implicit convention that the infinite connected graph is a locally finite graph. This is needed for the simple random walk and the finite wired constructions to be defined. Choose finite vertex sets exhausting , with each induced subgraph connected.
For the free uniform spanning forest, sample a uniform spanning tree of , using only the internal edges. Its limiting law on edge subsets of is the free uniform spanning forest measure:
The limit is weak convergence of probability measures on , equivalently convergence of every finite-edge event.
For the wired uniform spanning forest, form by identifying every vertex outside to one boundary vertex . Retain all edges with at least one endpoint in , preserve parallel edges, and discard loops at . Sample a uniform spanning tree of this finite multigraph and restrict it to the original internal edges. The limiting law is
For each fixed finite set of edges the restriction is unambiguous once is large. The standard exhaustion theorem guarantees that both limits exist and do not depend on the chosen connected exhaustion. Both are random spanning forests; despite their names, they need not be connected.
Use a topological graph consisting of the ray with vertices and one oriented graph loop attached at each , for . Set the base point to . This is a connected, locally finite graph; it is deliberately infinite.
Define continuous maps by
Here each graph loop is parametrized by with its endpoints at the attaching vertex. The formulas agree at every vertex, and their restrictions to every closed edge are continuous. The weak topology of a CW complex therefore makes continuous maps. Directly on the ray and on each graph loop,
We check the two fundamental group maps at exactly the specified base points. The ray is a spanning tree. At a free basis of a group consists of , obtained by going along the ray to , following , and returning. At , use the corresponding free basis of a group with connecting paths starting at ; in particular travels backwards along the first edge before following . The standard spanning tree description applies to this infinite topological graph as well: every loop and every homotopy between based loops has compact image, so lies in a finite subcomplex.
The induced group homomorphisms are
Thus misses : words in cannot equal by the normal form for free groups and free product of groups. Consequently is not surjective. Meanwhile is a nontrivial free group element killed by , so is not injective. Neither induced map is a group isomorphism, while functoriality of the fundamental group correctly gives .
For a connected infinite locally finite graph that is also an amenable graph and a quasi-transitive graph, an invariant independent site percolation law with every orbit parameter strictly between and has either no infinite percolation cluster or exactly one, almost surely. Invariance and independence give a zero–one law. The finite-energy property of Bernoulli percolation excludes a fixed finite number greater than one by opening a finite joining region. Infinitely many clusters would create an encounter box in percolation with positive probability; translated disjoint boxes then have positive density, contradicting the boundary count in a Følner sequence. The finite-energy hypothesis matters if some orbit parameters are or .
Quasi-transitive graph 2026-10-14
A graph is quasi-transitive if some group of graph automorphisms has finitely many vertex orbits. This is also called a graph of finite type. A connected graph that is infinite and a locally finite graph then has uniformly bounded degrees. Every orbit is infinite: a finite invariant orbit would have finite neighborhoods, and finitely many orbit types would put the entire graph in one such neighborhood. This permits finite sets to be moved arbitrarily far apart by graph automorphisms.
Ray in a graph 2026-10-06
A graph ray is an infinite sequence of distinct graph vertices with an edge between consecutive graph vertices. Every infinite connected locally finite graph contains a graph ray from each graph vertex, by the König infinity lemma applied to its finite self-avoiding graph paths. An open graph ray witnesses an infinite percolation cluster.
Recurrent graph Created 2026-10-05 Updated 2026-10-07
A connected locally finite graph is recurrent if its simple random walk returns to its starting vertex almost surely. In that case the walk hits every fixed vertex almost surely from every starting vertex.