Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 204 / 1

In bond percolation on an undirected graph $G=(V,E)$, a configuration is $\omega \in \{0,1{\}}^E$. The edge $e$ is open when ${\omega }_e=1$ and closed when ${\omega }_e=0$. Under ${\mathbb{P}}_p$, the coordinates are independent and identically distributed random variables with the Bernoulli distribution of parameter $p$. For a countable edge set, use the product sigma-algebra and the product measureThe open edges form a random subgraph with the original graph vertices. Its connected components of a graph are the percolation clusters. Write $x\leftrightarrow y$ when an open graph path joins $x$ to $y$; a zero-length graph path is allowed, so $x\leftrightarrow x$ always holds. The randomness is in the independently open bonds; all vertices remain present.

Order configurations coordinatewise: $\omega \le {\omega }^{\prime }$ means ${\omega }_e\le {\omega }_e^{\prime }$ for every edge. An increasing event $A$ is a measurable set such that $\omega \in A$ and $\omega \le {\omega }^{\prime }$ imply ${\omega }^{\prime }\in A$. Opening additional edges cannot destroy an increasing event. The Harris-FKG inequality, the product measure version of the FKG inequality, statesfor two increasing events. Equivalently, bounded coordinatewise increasing random variables $f,g$ satisfy ${\mathbb{E}}_p(fg)\ge {\mathbb{E}}_{p}f{\mathbb{E}}_{p}g$. The event inequality also holds for two decreasing events, by taking complements.

For disjoint occurrence of increasing events, a finite open edge set $K$ witnesses $A$ in $\omega$ if every configuration agreeing with $\omega$ on $K$ belongs to $A$. Since $A$ is an increasing event and all edges of $K$ are open, this says that the configuration with exactly $K$ open already forces $A$. Define $A\square B$ to consist of configurations admitting disjoint finite witnesses $K,L$ for $A,B$. For events depending on finitely many edges, this is the usual disjoint-occurrence definition; it also applies to finite-connection events on the infinite graph. The Van den Berg-Kesten inequality statesOn a countable graph, its finite-witness version follows by taking increasing unions over finite edge sets. The Harris-FKG inequality concerns simultaneous occurrence, whereas the Van den Berg-Kesten inequality requires separate certificates using disjoint coordinates.

Use integer graph vertices in the boxes: ${\Lambda }_n=[-n,n{]}^2\cap {\mathbb{Z}}^2$, and set ${\Lambda }_{-1}=\varnothing$. Thus $\partial {\Lambda }_0=\{0\}$, $g_0=1$, and $|\partial {\Lambda }_m|=8m$ for $m\ge 1$.

If $0\leftrightarrow \partial {\Lambda }_{m+n}$, erase loops from an open graph path to obtain a self-avoiding walk. Let $x$ be its first graph vertex on $\partial {\Lambda }_m$. Split at $x$. The prefix certifies $A_x=\{0\leftrightarrow x\}$, while a segment of the suffix certifies $B_x=\{x\leftrightarrow x+\partial {\Lambda }_n\}$: the final graph vertex is at supremum norm distance at least $n$ from $x$, so the suffix first hits that translated boundary. The two certificates use disjoint edges. Therefore the BK boundary-splitting estimate, the union bound, the Van den Berg-Kesten inequality, and translation invariance giveThe cases $m=0$ or $n=0$ follow directly from $g_0=1$, so this proves the bound including the endpoints.

Here is an explicit way to remove the polynomial boundary factor. For $p>0$ put $b_n=32n^2{g}_n$, $n\ge 1$. By symmetry in $m,n$, assume $m\le n$. ThenConsequently $a_n=\log b_n$ is a subadditive sequence. The Fekete lemma states that any real subadditive sequence satisfies $\lim a_n/n={\inf }_{n\ge 1}{a}_n/n$, possibly $-\infty$. In this case the direct horizontal open graph path gives $g_n\ge p^n$, so this limit of a sequence is bounded below by $\log p$. Since $g_n\le 1$, its upper bound is zero. Finally,has the same limit of a sequence. Thus the percolation one-arm decay rate exists andFor $p=0$, every $g_n$ with $n\ge 1$ is zero and $\gamma =0$. No exponential-decay theorem or assumption that $p$ is below the percolation critical probability is needed.

The union bound gives $g_k\le {\sum }_{x\in \partial {\Lambda }_k}{\mathbb{P}}_p(0\leftrightarrow x)$. Hence some boundary graph vertex has percolation two-point connection probability at least $g_k/(8k)$. The rotations and reflections of the square lattice let us choose such a graph vertex as $x=(k,j)$, $-k\le j\le k$. Reflection in the vertical line through $x$ sends $0$ to $e_{2k}=(2k,0)$ and fixes $x$. ThereforeThe Harris-FKG inequality applied to these two increasing events proves the reflection lower bound for two-point percolation:Every graph path from $0$ to $e_{2k}$ reaches $\partial {\Lambda }_{2k}$, so $h_{2k}\le g_{2k}$. Taking roots givesBoth outside expressions have limit of a sequence $\gamma$, proving the even case. For $p>0$, the Harris-FKG inequality with the last horizontal edge gives $h_{2k+1}\ge p{h}_{2k}$, and also $h_{2k+1}\le g_{2k+1}$. The lower bound has rootThe upper bound has the same limit of a sequence. At $p=0$ all positive-distance connection probabilities vanish. Thus ${\lim }_{n\to \infty }{h}_n^{1/n}=\gamma$ for every $p\in [0,1]$.