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For a Loewner chain with half-plane capacity $2t$, scale invariance means $({\lambda }^{-1}{K}_{{\lambda }^{2}t}{)}_{t\ge 0}$ has the original law for every $\lambda >0$. Its mapping-out maps are ${\lambda }^{-1}{g}_{{\lambda }^{2}t}(\lambda z)$ and its Loewner driving function is ${\lambda }^{-1}{U}_{{\lambda }^{2}t}$. This follows by differentiating the Chordal Loewner equation. Brownian scaling gives this property for Schramm–Loewner evolution.

For critical planar percolation in a conformal quadrilateral, Cardy's boundary-crossing probability is $I_{\theta }(1/3,1/3)$, where $\theta \in (0,1)$ is its conformal cross-ratio and $I$ is the regularized incomplete beta function. This conformally invariant crossing law is associated with Schramm–Loewner evolution at parameter six.

The conformally invariant critical percolation crossing probability can be expressed in an appropriate ordered boundary cross ratio $\theta \in [0,1]$ asFor the corresponding SLE exploration at parameter six, it arises from the beta integral for strict ordering of coupled Bessel lifetimes with $a=1/3$. In the upper-half-plane configuration $0<x<y$, the strict-swallowing probability is this function at $\theta =1-x/y$. Exchanging the two relevant boundary arcs exchanges the probability with its complement. This is a crossing probability, not the probability of visiting a fixed boundary point.

Conditionally on the entire past up to $t$, the future domains mapped and centered by $g_t-U_t$ have the original chain law and are independent of that past. For Schramm–Loewner evolution this follows from independent stationary Brownian motion increments and the composition rule for chordal Loewner driving functions. The Strong Markov property gives the version at almost surely finite stopping times.

Every fixed $z\in \mathbb{H}$ has infinite interior-point swallowing time for a Loewner chain under Schramm–Loewner evolution at $\kappa =4$. The centered flow is bounded on any finite horizon, making $\log |Z_t|$ bounded above. The one-sided bound criterion for a martingale clock gives a finite logarithmic limit at any putative finite swallowing time. Thus $|Z_t|$ stays away from zero and the imaginary coordinate remains positive, so the differential equation extends, a contradiction. In particular the trace misses each fixed interior point almost surely.

For Schramm–Loewner evolution with $\kappa =4$ and $Z_t=g_t(z)-2W_t$, the Itô formula for the complex logarithm gives $d\log Z_t=-2Z_t^{-1}d{W}_t$ before swallowing. The drift cancels exactly at this parameter. Its real part is $\log |Z_t|$ and its imaginary part is the SLE4 angle martingale. The real-part quadratic variation is $4\int X_t^2/|Z_t{|}^{4}dt$, which also gives a direct non-swallowing argument.

In bond percolation on ${\mathbb{Z}}^d$, edges are independently open with probability $p$ 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 $\theta (p)=P_p(0\leftrightarrow \infty )$ measures the chance that the origin lies in an infinite percolation cluster, and the percolation critical probability is $p_c=\inf \{p:\theta (p)>0\}$. Monotone coupling of Bernoulli percolation by independent uniform distribution makes $\theta$ nondecreasing.

The sharpness of the percolation transition says that below $p_c$ connection probabilities on ${\mathbb{Z}}^d$ decay exponentially with distance, while above $p_c$ 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 $1/2$, 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 $\chi (p)=E_p|C(0)|$ for $p<p_c$. A directional correlation length can be defined through exponential two-point decay, $\xi (p{)}^{-1}=-{\lim }_n{n}^{-1}\log P_p(0\leftrightarrow n{e}_1)$. 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 $|x{|}^{-(d-2+\eta )}$, and the number per site of percolation clusters of size $s$ has leading power $s^{-\tau }$. This cluster-count probability distribution differs from the size-biased probability distribution seen by choosing a site. Scaling relations for critical exponents such as $\gamma =(2-\eta )\nu$ and $2\beta +\gamma =d\nu$ 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 $\beta =5/36$, $\gamma =43/18$, $\nu =4/3$, 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 $B_t$ is standard Brownian motion and time is normalized by half-plane capacity. Critical percolation corresponds to $\kappa =6$. 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.

Write $g_t=g_{K_t}$ and, for $s<t$, let $K_{s,t}$ be the filled image hull $g_s(K_t\setminus K_s)$. The half-plane-capacity composition rule givesThe Loewner local growth property says that these mapped increments shrink uniformly on bounded time intervals: for every $A<\infty$,Using diameter instead of radius is equivalent, since a nonempty compact H-hull has its closure meeting the real axis. This is a condition on the increments after mapping out the past, not merely on the Euclidean size of $K_t\setminus K_s$ in the original domain.

For fixed $t$, the nonempty compact sets $\overline{K_{t,t+h}}$, $h>0$, are nested as $h$ decreases. Their diameters tend to zero by Loewner local growth property. The nested-compact-set property gives a single intersection point, and its imaginary part is zero because $K_{t,t+h}$ lies in a real-centred disc of radius tending to zero. Define the Loewner transform byOne may restrict the intersection to sufficiently small $h$. Every point of $K_{t,t+h}$ is within $2{\omega }_A(h)$ of ${\xi }_t$ when $t+h\le A$.

Here is a direct proof of continuity, using the permitted displacement estimate. Fix $s<t$ and put $\delta =t-s$. Take $0<h\le \delta$ and a point $v\in K_{t,t+h}$. Set $z=g_{K_{s,t}}^{-1}(v)$. The hull composition rule puts $z\in K_{s,t+h}$, while the displacement estimate givesSince $z$ is within $2{\omega }_A(\delta +h)$ of ${\xi }_s$, let $h\downarrow 0$, taking $v\to {\xi }_t$, to obtainUse a slightly larger fixed time interval if $t$ is its endpoint. Both terms tend to zero with $\delta$. This proves continuity from both sides, and indeed uniform continuity on every compact time interval. The real boundary value is obtained as a limit; evaluating the displacement estimate directly on a possibly rough boundary is unnecessary.

The Loewner correspondence theorem states that a capacity-$2t$ increasing hull family with Loewner local growth property has the unique continuous real Loewner driving function just defined, and its mapping-out functions solve the Chordal Loewner equationFor each $z\in \mathbb{H}$, this solution is taken up to its maximal lifetime; $\mathbb{H}\setminus K_t$ is precisely the set of points whose lifetimes exceed $t$. Conversely a continuous real driver gives such a hull family through this ordinary differential equation. A continuous driver alone need not have a continuous Loewner trace; that additional assertion is part of the trace theory of SLE, not of the deterministic correspondence theorem.

A continuous process $\gamma :[0,\infty )\to \overline{\mathbb{H}}$ is chordal Schramm–Loewner evolution with parameter $\kappa$ from $0$ to infinity when ${\gamma }_0=0$, its filled past generates these capacity-$2t$ hulls, and their Loewner driving function iswith $B$ standard real Brownian motion. The filling includes bounded components cut off from infinity. Equivalently its Loewner trace is the continuous extension of ${\gamma }_t={\lim }_{y\downarrow 0}{g}_t^{-1}({\xi }_t+iy)$. This last boundary limit is the trace-existence input for SLE.

Fix $r>0$ and scale space and time together:The half-plane capacity of ${\hat{K}}_t$ is $2t$ by part (a). Differentiation givesBy Brownian scaling, $r^{-1}{B}_{r^{2}t}$ is again standard Brownian motion, so the new driver has the same law as the old one. Uniqueness of the Chordal Loewner equation transfers this equality to the hulls and their continuous Loewner traces. ThusThis is capacity-parametrized scale invariance of a Loewner chain. It includes $\kappa =0$, when the driver is zero and the trace is the deterministic vertical slit ${\gamma }_t=2i\sqrt{t}$.

A compact H-hull is a bounded set $K\subset \mathbb{H}$ that is closed relative to the complex upper half-plane and whose complement $D=\mathbb{H}\setminus K$ is a simply connected domain. Its Euclidean closure is compact in $\overline{\mathbb{H}}$; “compact” here does not require separation from the real axis. One may equivalently describe the closed hull in $\overline{\mathbb{H}}$, with its real-boundary convention understood. Its mapping-out function is the unique conformal map to $\mathbb{H}$ with hydrodynamic normalization at infinity.

Use the capacity convention $\mathrm{hcap}(K_t)=2t$. A chordal Schramm–Loewner evolution from $0$ to infinity is the hull family of the Chordal Loewner equationwhere $W$ is a real standard Brownian motion and $\kappa \ge 0$. The points with interior-point swallowing time for a Loewner chain at most $t$ constitute $K_t$. For each $t$, $g_t$ maps $\mathbb{H}\setminus K_t$ conformally onto $\mathbb{H}$ and has expansion $g_t(z)=z+2t/z+O(z^{-2})$. The case $\kappa =0$ is the deterministic vertical-slit chain.

First identify the relevant transformed Loewner driving functions directly. For $\lambda >0$, defineDifferentiation gives ${\partial }_t{\tilde{g}}_t=2/({\tilde{g}}_t-{\lambda }^{-1}{U}_{{\lambda }^{2}t})$. Its initial value is $z$, its domain is $\mathbb{H}\setminus {\lambda }^{-1}{K}_{{\lambda }^{2}t}$, and its expansion is $z+2t/z+O(z^{-2})$. Thus its driving function is ${\lambda }^{-1}{U}_{{\lambda }^{2}t}$, by uniqueness of the differential equation and of the hydrodynamically normalized map. Brownian scaling provesThis is capacity-parametrized scale invariance of a Loewner chain.

For a fixed time $t$, map the future remaining domains by $z\mapsto g_t(z)-U_t$. The corresponding hulls ${\hat{K}}_s$ are specified without any boundary-image ambiguity byTheir mapping-out functions areAt $s=0$ this is the identity. Differentiating at a point in its domain yieldsThe Laurent series is $z+2s/z+O(z^{-2})$. Hence the transformed Loewner driver is exactly $U_{t+s}-U_t$, with the original capacity clock unchanged. This proves the composition rule for chordal Loewner driving functions, rather than assuming an identification of transforms.

The Brownian motion increments after $t$ are independent of its past and have the original law. Since past hulls are measurable functions of the past Loewner driver, conditionally on the past, the centered mapped future is an independent copy of the original chain. This is the domain Markov property of a chordal Loewner chain. At an almost surely finite stopping time it follows likewise from the Strong Markov property.

For the converse, a precise class is essential: take capacity-parametrized Loewner chains generated by a continuous real Loewner driving function $U$, with $U_0=0$, and require the two displayed hull properties, including independence from the entire hull past in the domain Markov property. Within this class they characterize ${\mathrm{SLE}}_{\kappa }$, for some $\kappa \ge 0$.

To see why the hull assertions determine the Loewner driver assertions, the hull domains determine their normalized maps uniquely. For any surviving point,The left time derivative suffices for $t>0$, since $U$ is continuous. A sufficiently high point survives up to any given finite time, so points $in$, $n\in \mathbb{N}$, suffice to reconstruct the Loewner driver locally and measurably from the hull past. Thus the driving-function reconstruction for a chordal Loewner chain identifies the two past filtrations and makes the preceding scale and composition computations reversible.

The domain Markov property therefore gives stationary independent increments for $U$. Its continuity makes it a continuous Lévy process. Its classification gives $U_t=bt+\sqrt{\kappa }{W}_t$: in the Lévy–Khintchine formula continuity removes the jump measure, leaving characteristic function $\exp (t(ibu-\kappa u^2/2))$. Driver scaling would turn the drift $b$ into $\lambda b$, so invariance for every $\lambda$ forces $b=0$. The diffusion coefficient is unchanged. This proves the scale-and-domain-Markov characterization of SLE with its regularity and parametrization hypotheses stated explicitly.

The Conformal Markov property of SLE says that, conditionally on the curve through time $t$, mapping out the initial hull by $g_t-U_t$ turns the future into an independent Schramm–Loewner evolution in $(\mathbb{H},0,\infty )$. More precisely,has driving function ${\tilde{U}}_s=U_{t+s}-U_t$. Since $U_t=\sqrt{\kappa }{B}_t$, the stationary increments and independent increments of Brownian motion give the asserted independence and equality in law.

For Schramm–Loewner evolution in $(\mathbb{H},0,\infty )$, the Scaling invariance of SLE states that, for every $a>0$,has the same law as $K_t$. The scaled Loewner driving function is ${\tilde{U}}_t=a^{-1}{U}_{a^{2}t}$. Since $U_t=\sqrt{\kappa }{B}_t$, the Brownian scaling identity $a^{-1}{B}_{a^{2}t}\stackrel{d}{=}{B}_t$ proves the claim.

The Conformal Markov property of SLE states that, conditionally on the hull through time $t$, the future hull mapped by $g_t-U_t$ is an independent ${\mathrm{SLE}}_{\kappa }$ in $(\mathbb{H},0,\infty )$. More precisely,has driving function ${\tilde{U}}_s=U_{t+s}-U_t$. The stationary increments and independent increments of Brownian motion show that $\tilde{U}$ is independent of ${\mathcal{F}}_t$ and has the same law as $\sqrt{\kappa }B$. The deterministic correspondence between continuous drivers and Loewner chains completes the proof.

Set $\kappa =4/(d-1)>4$. For chordal Schramm–Loewner evolution, the centered image of a real boundary point, divided by $\sqrt{\kappa }$, follows the Boundary-point Bessel flow for SLE; changing $B$ to $-B$ matches the sign convention in the question. Thus ${\tau }_x$ and ${\tau }_y$ are the times at which the marked boundary points $x$ and $y$ are swallowed, or equivalently disconnected from infinity, by the Loewner chain.

ConsequentlyIt is the event that the negative marked point is swallowed before the positive marked point.

Among Loewner chains with capacity $2t$, continuous real driver and initial driver zero, scale invariance and the centered domain Markov property of a chordal Loewner chain characterize Schramm–Loewner evolution with some $\kappa \ge 0$. Driving-function reconstruction for a chordal Loewner chain turns the hull properties into stationary independent increments and Brownian scaling for the driver. The continuous Lévy process classification then gives $U_t=bt+\sqrt{\kappa }{W}_t$, and scaling eliminates $b$. Regularity and parametrization are essential hypotheses of this characterization.