Alternating arms argument at the self-dual percolation parameter Created 2026-10-06 Updated 2026-10-14
At parameter , primal and dual bond percolation on the square lattice have the same probability distribution. Suppose an infinite percolation cluster exists. Large boxes meet it with probability tending to one. The square-root trick for positively associated events and quarter-turn symmetry imply that each side has an infinite exterior open arm with probability tending to one. The same holds for dual arms. A union bound then gives positive probability of primal top and bottom arms together with dual left and right arms.
Use a primal box and a dual box with sides at . Open only primal edges whose endpoints both lie in the primal box, preserving all outward and exterior arm edges. The two primal arms are joined inside. Planarity prevents the two alternating dual arms from joining: a proposed dual connection together with the inner boundary arc separates one primal infinite arm from infinity. Thus the modified configuration has two infinite dual clusters. Its positive probability by finite modification of Bernoulli percolation contradicts uniqueness of the infinite percolation cluster. Consequently the percolation probability at is zero. This is often called Zhang's argument.
Harris-Kesten theorem Created 2026-10-05 Updated 2026-10-14
The percolation critical probability of independent bond percolation on the infinite square lattice is exactlyIn this model, for and for . The particular graph, independent edge decisions, and distinction between bond percolation and site percolation matter: this value is not a universal threshold for arbitrary random networks. The equality of open and closed edge probabilities at suggests a relation to dual bond percolation, but that symmetry alone is not a proof of long-distance connectivity.
Harris established the lower bound, including absence of an infinite percolation cluster at , in 1960. Kesten completed the equality in 1980. His original paper states the threshold result as Theorem 1 and the positive/zero percolation probability alternatives as Theorem 2: [ref]
https://math.bme.hu/~balint/oktatas/perkolacio/percolation_papers/kesten_1.pdf. Harry Kesten, The critical probability of bond percolation on the square lattice equals 1/2
. These are claims about the infinite square lattice, rather than deductions from a simulated finite sample.Uniform fixed-aspect rectangle crossing in bond percolation bounds at the self-dual parameter yield a positive lower bound for closed dual circuits in geometrically spaced disjoint annuli. The independent annular barriers for percolation imply that an origin-to-infinity open graph path has probability zero. Parameter monotonicity gives zero percolation probability for every .
Infinite percolation cluster Created 2026-10-06 Updated 2026-10-07
An infinite percolation cluster is an open connected component of a graph with infinitely many graph vertices. On a countable translation-invariant lattice, a zero root percolation probability implies that no infinite percolation cluster exists almost surely, by the countable union over all graph vertices. A positive root probability implies almost-sure existence by translation ergodicity of Bernoulli percolation; uniqueness is an additional theorem.
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 30 5 Solution Created 2026-10-03 Updated 2026-10-14
In bond percolation on , edges are independently open with probability and closed otherwise. An open percolation cluster is a connected component using only open edges. In site percolation it is the graph vertices that are independently declared open. The percolation probability measures the chance that the origin lies in an infinite percolation cluster, and the percolation critical probability is . Monotone coupling of Bernoulli percolation by independent uniform distribution makes nondecreasing.
The sharpness of the percolation transition says that below connection probabilities on decay exponentially with distance, while above the percolation probability is positive. There is almost surely a unique infinite percolation cluster in the supercritical regime. On the square lattice, the Harris-Kesten theorem gives bond threshold , and there is no infinite percolation cluster at percolation critical probability. The emergence of connections on arbitrarily large scales is the geometric meaning of the phase transition.
Several observables describe this singular behavior. The percolation susceptibility is for . A directional correlation length can be defined through exponential two-point decay, . Percolation critical exponents describe leading powers, conveniently defined logarithmically rather than requiring exact asymptotic amplitudes:The first limit of a sequence approaches from above, the other two from below. At percolation critical probability, percolation two-point connection probability is expected to have leading power , and the number per site of percolation clusters of size has leading power . This cluster-count probability distribution differs from the size-biased probability distribution seen by choosing a site. Scaling relations for critical exponents such as and connect the exponents in their applicable scaling regime; hyperscaling relation is not valid above the upper critical dimension of percolation in ordinary mean-field regimes.
The percolation universality hypothesis predicts that dimension and large-scale symmetry, rather than microscopic graph details, determine these exponents and scaling functions. Thus square-lattice bond and triangular-lattice site models are expected to share the planar graph universality class despite different microscopic definitions. Universality does not mean identical critical probabilities, amplitudes or finite-lattice distributions. Exact values and existence of exponents require model-specific theorems, not merely this prediction.
Two dimensions have an additional structure: conformal maps preserve angles, and critical crossing probabilities are expected to be unchanged under conformal transport of the domain and its marked boundary arcs. A crossing probability then depends only on the conformal shape of that marked quadrilateral. The Cardy boundary crossing formula gives this dependence in terms of its boundary cross ratio. For critical triangular-lattice site percolation, conformal invariance and the resulting exponents are established; examples are , , , with the rigorous statements in leading-power form. These values are summarized in Smirnov and Werner's original paper. Their universality extension to arbitrary planar lattices should not be presented as the same theorem.
An exploration path separating the two colors, with opposite boundary colors on two arcs, has a domain Markov property of a percolation exploration: conditional on the explored portion, the unexplored colors retain their independent laws with the newly exposed boundary colors. Conformal invariance, this domain Markov property and suitable regularity lead to Schramm–Loewner evolution. In the upper half-plane its chordal equation iswhere is standard Brownian motion and time is normalized by half-plane capacity. Critical percolation corresponds to . Thus the complicated discrete interface becomes a conformally natural random curve driven by one real Brownian motion. Its crossing and arm probabilities supply critical exponents and, through scaling relations for critical exponents, near-critical singularities. This makes conformal methods predictive tools for the transition, rather than only descriptions of an interface's appearance.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 30 2 b Solution Created 2026-10-07 Updated 2026-10-14
For bond percolation, let be the percolation cluster of the origin. Its percolation probability isWe prove by alternating arms at the self-dual parameter, using the uniqueness of the infinite percolation cluster proved in Question 4. Suppose instead that .
At , declaring a dual edge open exactly when its crossing primal edge is closed produces independent dual bond percolation with the same parameter on . It therefore also has an infinite percolation cluster almost surely, and at most one. The two preliminary arguments below imply that, for a sufficiently large square, the probability of two primal infinite exterior arms starting through its top and bottom sides exceeds . Applying the same arguments to the dual lattice gives probability greater than for dual infinite exterior arms starting through the left and right sides. Thus all four arms occur together with positive probability, by the union bound.
Here are precise boundary conventions for the alternating exterior-arm separation lemma. Use the primal graph vertex box , the dual graph vertex box , and the common continuous square with sides at . The primal arms first cross its top and bottom; the dual arms first cross its left and right. Subsequent graph vertices of every arm lie outside this continuous square. Large gives the required probabilities for both boxes, by the same rotational symmetry and boundary-side estimate. Primal open paths and dual open paths cannot cross, since the two states of a crossing edge are complementary.
The two primal arms cannot meet in the exterior. If they did, a finite simple primal crosscut in the exterior would join the top and bottom entry points. Together with one of the two arcs of the square boundary it would enclose a bounded region containing one of the dual entry points. That dual exterior arm could not reach infinity without crossing the primal crosscut or the forbidden square interior. This is the alternating exterior-arm separation lemma. Thus the two primal arms are disjoint.
Now modify only the primal edges with both endpoints in , making them open. Their grid supplies a simple interior path joining the two primal arm roots. The unchanged exterior arms and this connector form a proper doubly infinite simple primal path. Such a path separates the plane into two sides, by the Jordan curve theorem applied to its one-point compactification in the sphere. The left and right dual arms lie on opposite sides. Preserve their tails from their first exterior dual graph vertices; none of those tails crosses a modified edge. Their original boundary attachment edges may be destroyed, but the infinite exterior tails themselves remain. They now belong to two distinct infinite dual clusters, since any dual connection between them would have to cross the doubly infinite primal path.
This modification has positive probability by the finite-energy property of Bernoulli percolation: condition on the exterior configuration and open the finitely many interior edges. The exterior projections of the four-arm event have positive probability. The resulting positive-probability event with two infinite dual clusters contradicts uniqueness of the infinite percolation cluster on the dual lattice. Therefore
Only the selected paths are drawn. The black connector lies in the finitely modified box; the two blue infinite dual tails remain outside and on opposite sides.
The proof uses self-duality, symmetry, positive association, finite-energy property of Bernoulli percolation and uniqueness; it does not assume the Harris-Kesten theorem as a black box. The boundary language means an infinite ray whose first graph vertex is on the side and all later graph vertices are outside the graph vertex box. It cannot mean literal intersection of two disjoint sets, a closed box boundary and its strict complement.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 26 4 Solution Created 2026-10-03 Updated 2026-10-07
Independent bond percolation turns a deterministic graph into a random network: each edge is open with probability , independently, and a percolation cluster is a connected component of its open subgraph. Site percolation instead randomizes vertices. On the cubic lattice the percolation probability is the order parameter and is the critical probability. A monotone coupling, using independent uniform edge labels and opening labels below , makes the growth of connectivity with transparent.
For , : self-avoiding walk counting gives , and the planar bound proved above gives an upper bound below one. Below , clusters are finite and connection probabilities decay exponentially, a percolation sharpness theorem rather than a consequence of the threshold definition alone. Above there is almost surely a unique infinite percolation cluster. At criticality, the presence of an infinite percolation cluster must be addressed for the particular model. In two dimensions there is none. The transition replaces a finite characteristic length by scale-free geometry, followed by a macroscopic connected component.
Percolation critical exponents quantify different aspects of this change. Use power-law notation for leading exponents; it may suppress amplitudes and logarithmic corrections. From the subcritical side, define the percolation susceptibility and an exponential correlation length , using a fixed norm for the one-arm rate. Above criticality the unrestricted expectation is infinite, so a finite-cluster percolation susceptibility must exclude the infinite percolation cluster. The principal observables are:
The last distribution is not the distribution seen from a uniformly chosen site: the latter is weighted by cluster size. In the scaling description this accounts for . Under the usual below-upper-critical-dimension scaling hypotheses, further scaling relations for critical exponents includeThey organize the exponents into a small number of independent quantities; they are not automatic identities following only from their definitions. A percolation cluster fractal dimension describes the mass of a large critical cluster of radius as roughly , with the scaling relation for critical exponents in this regime.
The percolation universality hypothesis is that ordinary short-range independent models in the same spatial dimension share these exponents and their continuum behavior despite differing microscopic lattices or using bonds rather than sites. The threshold itself is not universal. Long-range connections, correlations or changes of geometry can change the universality class, so the hypothesis does not include every random graph called percolation.
Two dimensions have a particularly strong geometric structure. Closed planar dual graph circuits obstruct primal open paths. The Harris-Kesten theorem fixes the square lattice bond percolation threshold at , using planar duality and crossing estimates. Self-duality alone is not a proof; uniform rectangle-crossing control is a crucial extra ingredient. The Russo-Seymour-Welsh theorem keeps critical crossing probabilities of rectangles of fixed aspect ratio bounded away from zero and one at all scales. Closed dual circuits on disjoint annular scales then rule out an infinite critical cluster and reveal why arbitrarily large finite structures persist.
Critical site percolation on the triangular lattice has rigorously established conformal invariance of planar percolation for crossing limits and an SLE description of interfaces. These results are specific to this model. The exact planar valuesare rigorously established there; its one-arm probability has exponent . In the corresponding scaling description these values give , , and . The percolation universality hypothesis predicts the same planar exponents for square lattice bond percolation, but the triangular-lattice theorem by itself does not prove that transfer. This distinction separates exact model-specific mathematics from a broader physical prediction.
Dimension changes the importance of loops and correlations between growing branches. The mean-field percolation exponents come from approximating critical clusters by branching processes. Their values are , , , , and . The predicted upper critical dimension of percolation is six. One way to see its role is the triangle diagram appearing in the percolation triangle condition: if the long-distance Fourier connectivity behaves like , its infrared contribution is proportional to . It is finite above six and logarithmically divergent at six. This motivates mean-field behavior above six and logarithmic corrections at six, without turning that heuristic into a proof for every lattice.
Lace expansion makes the mean-field picture rigorous in suitable high-dimensional regimes. For nearest-neighbor percolation, sufficiently high dimensions are covered; sufficiently spread-out models have mean-field results for every . Between two and six the exponents depend nontrivially on dimension, and exact three-dimensional values are not supplied by the planar theory. Hyperscaling relation illustrates the change: mean-field values give , while , so the naive equality fails above six. In , and no infinite percolation cluster exists for ; this is a degenerate endpoint case rather than the ordinary interior transition.
The threshold locates the transition, critical exponents describe its geometry and singularities, and the percolation universality hypothesis proposes which microscopic distinctions disappear at large scales. Planar dual graph arguments and conformal invariance of planar percolation make exceptional, while six marks the expected boundary of mean-field scaling.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 204 2 c Solution Created 2026-10-03 Updated 2026-10-06
Let count -step self-avoiding walks on the square lattice from one fixed graph vertex. Splitting a self-avoiding walk after steps and dropping the avoidance constraint on its suffix gives . The Fekete lemma therefore gives the connective constant . The planar dual graph of the square lattice is a translated copy of it, so its connective constant is also .
Put and assume . Choose with . The definition of the connective constant provides a finite such that for every . A simple dual graph cycle of length surrounding has a graph vertex in a box of radius : its diameter is at most , 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 . Consequently the number 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 . HenceTo make this tail argument valid for every , rather than only extremely small , use a finite modification of Bernoulli percolation. Condition all primal edges within to be open. This event has positive probability for . If the resulting percolation cluster of 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 and crosses no forced-open edge. Under the conditioning its remaining edge states retain the original independent law, so its probability is still . Choose so that the above tail is less than . The conditional probability that belongs to an infinite percolation cluster is then at least , and thus .
This connective-constant Peierls bound proves that every is above or at the onset of positive percolation probability. Taking the infimum givesThe case is immediate. This proof uses the Peierls argument, without assuming the exact Harris-Kesten theorem.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 204 3 a Solution Created 2026-10-03 Updated 2026-10-06
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 isSince 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 .
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 214 2 a Solution Created 2026-10-03 Updated 2026-10-06
Use the nearest-neighbour lattice graph with graph vertex set : an unordered pair is an edge precisely when . A bond configuration is ; under the product measure , its edge coordinates are independent Bernoulli distribution with success probability . Edges with coordinate one are open. The open cluster is the connected component of a graph reachable from the origin through open edges.
Define the percolation probability and percolation critical probability byEquivalently, . The monotone coupling of Bernoulli percolation proves the equivalence: assign independent uniform distribution to the edges and open at parameter when . Connection events and then increase with . For , and , so the defining set is nonempty. The definition does not settle what happens at .
By translation invariance all roots have the same probability. Since the graph vertex set is countable, 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), means .
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 214 1 b i Solution Created 2026-10-03 Updated 2026-10-05
Put , the union of all infinite percolation clusters. Since , the percolation probability is positive. The translation ergodicity of Bernoulli percolation makes a zero-one event; it has positive probability because , hence it occurs almost surely.
Let . These events increase to , so continuity from below of a measure gives . On , some vertex of has an infinite open path in a graph. For every , the segment up to its first visit to lies entirely in . Thus even with this restriction on the connecting path in a graph,This proves the requested uniformity and supplies the version needed for crossings later.
Past exam of the mathematics course of the University of Cambridge 2021 iii Paper 204 2 b Solution Created 2026-09-28 Updated 2026-10-03
Percolation critical exponents 2026-10-07
These critical exponents describe the leading singular powers of percolation probability, percolation susceptibility, correlation length and critical cluster distributions near the percolation critical probability. Their existence and exact values require theorems or scaling hypotheses for the particular model; they are not consequences of the definition of the threshold. For and , the definitions are above and below . The correlation length has . At criticality, the root-cluster tail is ; two-point connectivity has leading power ; and the expected number per site of size- clusters has leading power . The last distribution differs from the size-weighted distribution seen at a specified site. Relations such as and have specific scaling regimes, and the latter hyperscaling relation fails in ordinary mean-field regimes above the upper critical dimension of percolation.
Percolation critical probability Created 2026-09-28 Updated 2026-10-14
For the rooted infinite model defining percolation probability, the percolation critical probability isBelow , the root has probability zero of belonging to an infinite percolation cluster. Above , that probability is positive, by the definition and the monotone coupling of Bernoulli percolation. The definition alone does not determine behavior at , or the numerical value of : these require results specific to the graph and the model.
A finite graph with edges has open/closed configurations. The probability of any connectivity event is a finite sum of terms , hence a polynomial in . The square's is an example. These finite probabilities vary smoothly, although an infinite-system limit can distinguish a whole interval with from one with . A steep finite connection curve and a mathematically proved percolation critical probability are different kinds of information.
Percolation order-parameter exponent 2026-10-07
The leading power of the percolation probability approached from above the percolation critical probability. It quantifies how the density of the infinite percolation cluster first becomes positive.
Percolation theory Created 2026-09-24 Updated 2026-10-14
Percolation theory asks how many local connections must be available before a large connected structure appears. Start with a graph, randomly retain some edges or vertices, and study the resulting percolation clusters. In independent bond percolation, every edge is open with probability , independently of the others. In independent site percolation, the random decisions concern vertices instead. A percolation cluster is a connected component of a graph formed by the available connections; an open path joins two vertices exactly when they belong to the same percolation cluster.
The attraction is that a local rule can produce a global change. One open edge says little about travel across a large graph. Many alternative graph paths can nevertheless make distant connections likely. The model separates the geometry of possible connections from the probability distribution of which connections are usable. This was the central perspective of Broadbent and Hammersley's 1957 paper, which discussed porous solids and disease transmission as interpretations of the same mathematical structure: [ref]
https://courses.physics.ucsd.edu/2019/Spring/physics235/Broadbent_Hammersley.pdf. Percolation processes I: Crystals and mazes, introduction
. Independent bond percolation supplies a simplified model of those systems; the physical interpretation still requires justification of its independence assumptions.For a completely calculable example, consider the four edges around a square and ask whether opposite corners and are connected. There are two graph paths, each using two edges. Each open path has probability . Their events are independent events because the paths share no edges, even though they share endpoints. The inclusion-exclusion principle therefore givesAt , the connection probability is , larger than the for either chosen graph path. Counting all sixteen equally likely edge configurations gives the same answer: two configurations with exactly two open edges, four with three, and one with four connect to . Connectivity benefits from alternative routes; adding their probabilities without subtracting their overlap would count the all-open configuration twice.
Two alternative paths increase the probability of connecting opposite corners
. Details. This finite calculation is already useful for studying redundant connections. The deeper question is what happens as the graph becomes arbitrarily large: does connectivity remain confined to finite percolation clusters, or can an infinite percolation cluster appear? The percolation probability and percolation critical probability make that question precise. A finite picture can illustrate the geometry, but cannot establish the existence of an infinite percolation cluster.
Polynomial critical one-arm upper bound 2026-10-06
At for independent bond percolation on the square lattice, there exist and with . The Russo-Seymour-Welsh theorem and the Harris-FKG inequality give a uniform positive probability of a closed dual graph cycle around each geometrically spaced square ring. The independent annular barriers for percolation give the polynomial bound and imply zero critical percolation probability. This does not determine the exact critical exponent.
Sharpness of the percolation transition 2026-10-06
Independent bond percolation on the cubic lattice has exponential connection decay at every and positive percolation probability at every . The finite-set criterion for percolation sharpness gives decay below its auxiliary threshold. The Margulis–Russo formula and exploration from a finite box boundary give , with the infimum over interior finite sets. Above the auxiliary threshold the infimum is at least one; integrating gives positive percolation probability and identifies the two thresholds. This theorem does not identify the value of for a particular lattice.
Independent site percolation and bond percolation on the cubic lattice have continuous percolation probability on . Fix and an intermediate . By uniqueness of the infinite percolation cluster, every origin in the infinite -cluster has a finite -open graph path to the infinite -cluster. In the uniform-label monotone coupling of Bernoulli percolation, the finitely many labels on this graph path are strictly below fixed almost surely, so it persists at some parameter below . The coupled onset parameter for origin percolation has no attained atom there, giving left continuity, including at . Combine this with right continuity of percolation probability.

