Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 26 / 2 / Solution

Order configurations coordinatewise. The FKG lattice condition on the masses of a finite Boolean lattice isThe FKG inequality states that under this condition, increasing real-valued functions $f,g$ satisfy $\mathbb{E}[fg]\ge \mathbb{E}[f]\mathbb{E}[g]$. In particular increasing events satisfy $P(A\cap B)\ge P(A)P(B)$. For a product measure with coordinate weights $w_e(0),w_e(1)$, the pair $(\min ({\omega }_e,{\eta }_e),\max ({\omega }_e,{\eta }_e))$ has the same two entries as $({\omega }_e,{\eta }_e)$. Multiplying over coordinates gives equality in the lattice condition, including degenerate Bernoulli parameters without division by zero.

For independent bond percolation on the nearest-neighbor cubic lattice, write ${\theta }_d(p)={\mathbb{P}}_p(|C(0)|=\infty )$. Define the percolation critical probability and the connective constant bywhere $c_n(d)$ counts rooted $n$-step self-avoiding walks. Translation invariance makes the root irrelevant, and part (i) proves existence of the latter limit.

First work on the square lattice, whose dual is another translated square lattice. Put $q=1-p$ and assume $q\mu (2)<1$. If the open cluster at the origin is finite, its exterior edge boundary contains a closed dual simple circuit surrounding the origin. To see this planar fact, surround its finitely many vertices by their unit square cells and follow the exterior boundary: its crossing primal edges are closed. Resolving repeated boundary vertices into simple circuits leaves a circuit separating the origin from infinity.

Let $a_n$ count such dual circuits of length $n$. Every one crosses the positive horizontal ray at distance at most $n$, because it surrounds the origin and its horizontal span is at most its length. Choosing a ray-crossing edge, an orientation and all but the last edge encodes it by one of at most $Cn$ rooted length-$n-1$ self-avoiding walks. Thus $a_n\le Cn{c}_{n-1}(2)$. Choose $b>\mu (2)$ with $qb<1$. The root-count limit gives $c_{n-1}(2)\le C_b{b}^n$, soThis summable tail alone need not make the probability of every enclosing circuit less than one. Choose a large $R$ and let $A_R$ be the absence of enclosing closed dual circuits of length at least $R$, with $P(A_R)>1/2$. Let $B_R$ require every primal edge inside $[-R,R{]}^2$ to be open. It has positive probability. Both events are increasing. The finite-measure Harris-FKG inequality extends to $A_R$ by decreasing limits over finitely many circuit exclusions, so $P(A_R\cap B_R)\ge P(A_R)P(B_R)>0$.

On $B_R$ the origin is connected to every graph vertex of that box. Any closed dual circuit enclosing the origin must then enclose the whole box, hence have length at least $R$. On $A_R\cap B_R$ no such circuit exists, so the origin cluster is infinite. This proves the connective-constant Peierls bound, $p_c(2)\le 1-1/\mu (2)$. Finally the lattice in dimension $d\ge 2$ contains a coordinate copy of the square lattice, whose edge law is unchanged. Percolation in that subgraph implies percolation in the full graph, and hence