Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 214 / 2 / a / Solution

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 ${\theta }_2$.