Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 204 / 2

An $n$-step self-avoiding walk on a graph $G=(V,E)$ is a sequence $(v_0,v_1,\dots ,v_n)$ of $n+1$ distinct graph vertices such that $\{v_{i-1},v_i\}\in E$ for $1\le i\le n$. It has $n$ edges and no repeated vertex, including its starting graph vertex. The $0$-step self-avoiding walk consists of its starting graph vertex alone.

Represent the doubly infinite ladder graph by $\mathbb{Z}\times \{0,1\}$, with horizontal edges between successive columns and a vertical rung at each column. An allowed self-avoiding walk is coded by a word in $R,V$. Two successive $V$ steps revisit the preceding graph vertex and are forbidden. Conversely, every word without consecutive $V$ steps is a self-avoiding walk: horizontal steps strictly increase the column, and a column is visited vertically at most once. This establishes a bijection, not merely an upper bound.

For the directed ladder self-avoiding walk count, ${\sigma }_0=1$, ${\sigma }_1=2$, and for $n\ge 2$ a word either ends in $R$, or ends in $RV$. Removing that final block givesLet $\phi =(1+\sqrt{5})/2$ be the golden ratio, and $\psi =(1-\sqrt{5})/2$. The Binet formula for the Fibonacci number yieldsSince $|\psi |<\phi$, taking $n$th roots gives ${\lim }_{n\to \infty }{\sigma }_n^{1/n}=\phi$. This use of the golden-ratio symbol is independent of the connection rate in Question 1.

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.

Write ${\mathcal{W}}_n$ for the deterministic set of $n$-step self-avoiding walks from $0$. Each uses $n$ distinct edges, so independence givesFor $n\ge 1$, the function $t\mapsto t^{1/n}$ on $[0,\infty )$ is a concave function. The Jensen inequality gives the root-moment bound for open self-avoiding walksEquivalently, the Lyapunov moment inequality compares exponents $1/n$ and $1$, both strictly positive. Taking the limit superior and the connective constant limit provesThis includes $p=0$ and $n=1$. No independence between the different self-avoiding walk indicators is asserted or needed.