Percolation two-point connection probability (${\tau }_p(x,y)={\mathbb{P}}_p(x\leftrightarrow y)$)

The two-point percolation two-point connection probability ${\tau }_p(x,y)={\mathbb{P}}_p(x\leftrightarrow y)$ is the probability that two fixed graph vertices belong to the same percolation cluster. On a translation-invariant lattice it depends on their displacement. Restricting the permitted connecting graph paths to a subgraph gives the corresponding confined percolation two-point connection probability. The Harris-FKG inequality implies ${\tau }_p(x,z)\ge {\tau }_p(x,y){\tau }_p(y,z)$.

For bond percolation on the square lattice, write $h_n={\mathbb{P}}_p(0\leftrightarrow (n,0))$ and $g_k={\mathbb{P}}_p(0\leftrightarrow \partial [-k,k{]}^2)$. A maximal-probability boundary graph vertex can be placed at $(k,j)$ by symmetry. Reflection about $x=k$ identifies its connection probability from $0$ with that from $(2k,0)$. The Harris-FKG inequality yields $(g_k/(8k){)}^2\le h_{2k}\le g_{2k}$ for $k\ge 1$.