Split a self-avoiding walk of length after its first steps. Its prefix is one of the walks, and its translated suffix is a self-avoiding walk of length from the origin. The pair determines the original walk, although not every pair can be concatenated without intersection. Therefore
All are positive, so is a subadditive sequence. The Fekete lemma gives existence of and consequently of the connective constant.
For a lower bound, all words of length using only north and east steps produce distinct self-avoiding walks: the sum of the two coordinates increases at each step. Thus . For an upper bound, there are four choices for the first step and at most three thereafter, since a self-avoiding walk cannot immediately reverse its previous edge. Hence . Taking th roots proves
The elementary upper bound counts all non-backtracking walks, including some that self-intersect, so it is an upper estimate rather than an equality.
Count partially directed self-avoiding walks using north, east and west steps. Within one horizontal level, a self-avoiding walk must move consistently east or consistently west. It can change horizontal direction only after a north step. Conversely, these rules guarantee self-avoidance: every visited horizontal level is new, and its horizontal run is monotone.
Let count these walks, including . A horizontal run has generating function
Every walk decomposes uniquely into an initial horizontal run followed by zero or more pairs consisting of a north step and a horizontal run. Therefore the generating function is
Comparing coefficients yields , , and for . Solving this linear recurrence relation gives
These are a subset of all self-avoiding walks, so and
Allowing either horizontal direction at successive heights gives the strict gain over the north-east-only family.
The bipartite graph property means that a walk starting in ends there precisely when its length is even. Thus the even-length walk generating function on a bipartite graph is . Deleting the last edge of an odd-length self-avoiding walk leaves an even-length one; each such prefix has at most possible last-edge choices. Hence , and for ,
These inequalities also hold with infinite values. Their finite positive prefactor shows that the two power series have the same radius of convergence ; alternatively apply the root formula to the even subsequence.
A self-avoiding walk is a finite sequence of graph vertices in which successive vertices are adjacent and no graph vertex is repeated; its length is , the number of edges. Include the zero-length walk.
Split a length- walk from into its first edges and remaining edges. After fixing the first segment, the number of possible suffixes is at most , since forgetting the prohibition on revisiting its earlier vertices can only increase that number. Thus , and taking the supremum gives
Every finite-radius ball is finite because degrees are bounded. An infinite connected graph has vertices arbitrarily far from each root, so shortest paths give . Also for : after the first edge, an immediate reversal is forbidden. In particular and these suprema are finite.
Apply the Fekete lemma: a real subadditive sequence satisfies , allowing negative infinity. Here , so the limit is finite. The uniform connective constant of a bounded-degree graph is therefore
Consider a walk in the replaced graph that starts and ends in . Each passage through a triangle enters at one port and leaves at a different port. It cannot revisit that triangle: the first passage uses at least two of its three vertices, whereas a later completed passage would need two previously unused ports. Nor can it immediately return through its entry port, since that would repeat a graph vertex. Contracting each passage therefore gives a self-avoiding walk in ending in .
Conversely, each length- walk of this kind in visits distinct vertices of . At each one, its incoming and outgoing ports determine exactly two routes through the triangle: the direct internal edge or the two internal edges through the third port. Including the two external edges, these have lengths three and four. The choices at distinct triangles are independent combinatorial choices, so that walk contributes to the new generating function. This triangle replacement for self-avoiding walks gives
For , the square-root argument increases strictly from zero to infinity. Nonnegative coefficients and the radius from part (iii) therefore give the unique positive threshold
This identifies the radius of the restricted series, without assuming that the new graph has equal counts from every graph vertex.
Figure 1.
An original two-edge passage and its two triangle replacements, of lengths three and four
. Details.
Order configurations coordinatewise. The FKG lattice condition on the masses of a finite Boolean lattice is
The FKG inequality states that under this condition, increasing real-valued functions satisfy . In particular increasing events satisfy . For a product measure with coordinate weights , the pair has the same two entries as . Multiplying over coordinates gives equality in the lattice condition, including degenerate Bernoulli parameters without division by zero.
For independent bond percolation on the nearest-neighbor cubic lattice, write . Define the percolation critical probability and the connective constant by
where counts rooted -step self-avoiding walks. Translation invariance makes the root irrelevant, and part (i) proves existence of the latter limit.
First work on the square lattice, whose dual is another translated square lattice. Put and assume . If the open cluster at the origin is finite, its exterior edge boundary contains a closed dual simple circuit surrounding the origin. To see this planar fact, surround its finitely many vertices by their unit square cells and follow the exterior boundary: its crossing primal edges are closed. Resolving repeated boundary vertices into simple circuits leaves a circuit separating the origin from infinity.
Let count such dual circuits of length . Every one crosses the positive horizontal ray at distance at most , because it surrounds the origin and its horizontal span is at most its length. Choosing a ray-crossing edge, an orientation and all but the last edge encodes it by one of at most rooted length- self-avoiding walks. Thus . Choose with . The root-count limit gives , so
This summable tail alone need not make the probability of every enclosing circuit less than one. Choose a large and let be the absence of enclosing closed dual circuits of length at least , with . Let require every primal edge inside to be open. It has positive probability. Both events are increasing. The finite-measure Harris-FKG inequality extends to by decreasing limits over finitely many circuit exclusions, so .
On the origin is connected to every graph vertex of that box. Any closed dual circuit enclosing the origin must then enclose the whole box, hence have length at least . On no such circuit exists, so the origin cluster is infinite. This proves the connective-constant Peierls bound, . Finally the lattice in dimension contains a coordinate copy of the square lattice, whose edge law is unchanged. Percolation in that subgraph implies percolation in the full graph, and hence
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:
Exponent | Observable and convention | from above | from below | for a finite-cluster correlation length | | Critical two-point connectivity has leading power | The expected number per lattice site of size- clusters has leading power
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 include
They 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 values
are 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.
Give each nearest-neighbor edge of the cubic lattice an independent Bernoulli distribution state, open with probability . The resulting product measure is denoted . In this bond percolation model, is the percolation cluster of the origin, and
The uniform-label monotone coupling of Bernoulli percolation shows that is increasing.
Let count -step self-avoiding walks starting at the origin, with . Splitting a walk after steps, and discarding the avoidance constraint between the two pieces, gives . The Fekete lemma therefore gives the connective constant
The locally finite graph structure means that an infinite percolation cluster at the origin supplies an open self-avoiding walk of every length. Each specified walk has distinct edges and is open with probability . The union bound gives
For the right side tends to zero. Hence the connective-constant lower bound for percolation is .
For the upper bound first work on the square lattice. A finite open percolation cluster has an outer boundary containing a simple closed graph cycle of dual edges, all crossing closed primal edges. Such a dual bond percolation circuit separates that cluster from infinity. Write for the number of simple dual circuits of length surrounding the origin. Each circuit meets the positive horizontal ray at distance at most : its bounding box contains the origin and its diameter is bounded by its length. Choose such an intersection as an anchor and orient the circuit. Removing its last edge leaves a rooted self-avoiding walk of length in the translated square lattice. Consequently, for an absolute constant ,
The exact constant and this possible overcount do not matter. If , the root test gives
A summable circuit count alone need not give a total sum below one. To use its tail correctly, let and condition every edge internal to to be open. This finite event has positive probability. A closed dual circuit surrounding all of crosses no internal edge of , and so its closed-edge probability remains under this conditioning. Its length tends to infinity with . Choose so large that the union bound for all such circuits is below one. With positive conditional probability, none occurs.
On that event, contains and cannot be finite: a finite cluster containing would have an enclosing closed dual circuit. Thus whenever . This is the connective-constant Peierls bound, proved by excluding short circuits through the open-box conditioning. An embedded coordinate plane in the cubic lattice has exactly the same bond percolation law as the square lattice, so . Together,
There are choices for the first step of a self-avoiding walk and at most thereafter, because immediate reversal is forbidden. Hence and . In particular . Substituting with the correct directions of the inequalities gives
Use the coordinatewise partial order: means for every . An increasing event is upward closed: and imply .
Under the independent Bernoulli distribution product measure on these coordinates, the Harris-FKG inequality states
for increasing events . For , let be the cylinder of configurations agreeing with on . The disjoint occurrence of increasing events consists of configurations for which there exist disjoint with and . For increasing events, witnesses can be taken to prescribe only open coordinates. The BK inequality is
Positive association rewards simultaneous occurrence; the disjoint-witness requirement in the BK inequality gives a bound in the opposite direction. The inequalities also apply to different independent Bernoulli parameters in different coordinates.
Regard the boxes as sets of lattice graph vertices. Write , and put . On the event defining , choose an open self-avoiding walk from the origin to its first visit to . Let be its first visit to . Its initial segment witnesses . Its remaining segment ends at a point with
For , truncate this remaining segment on its first visit to . The two segments use disjoint edges, so they are disjoint witnesses. For , the second event is the sure event with empty witness. Thus the union bound, the BK inequality and translation invariance give
An unrestricted connection event can depend on infinitely many edges. Apply the finite-coordinate BK inequality first to connections confined to growing boxes and take increasing limits; each occurrence has a finite path witness. This justifies its use here. The estimate is the weighted BK boundary-splitting estimate.
By summing cluster indicators and using Tonelli theorem, the percolation susceptibility is
If , then . At all vanish, so any positive exponential rate works. Otherwise choose with . Iterating the weighted BK boundary-splitting estimate gives, for with ,
For , , so . To include the finitely many smaller indices without a prefactor, note that under finite susceptibility and
Therefore one may take
For this follows from , and for it follows from the iterated estimate. This proves exponential one-arm decay from finite susceptibility with exactly the requested unit prefactor.
The purpose of the RSW lemma is to turn local crossing information into control at every fixed shape and scale. Work with independent bond percolation on the square lattice. Let be the event of an open left-to-right graph path in , and write .
A useful precise uniform version of the RSW lemma is the following uniform RSW crossing estimate. If for a fixed parameter and some ,
then for every fixed aspect ratio there is , independent of , such that
In particular this bounds length in terms of the uniform square bound at length . The constants need not be sharp. The hypotheses used in the proof are planarity, translation and reflection symmetries, the Harris-FKG inequality and independence of unexplored edges. At a self-dual parameter the same argument for dual crossings gives an upper bound strictly below one as well. Neither an exact value of nor the existence of an infinite cluster is an assumption of this estimate.
Here is the gluing picture behind the RSW lemma. For increasing crossing or attachment events, the Harris-FKG inequality provides a lower bound on their joint probability. If an event of probability at least is a union of two reflection-related increasing alternatives , the square-root trick for positively associated events gives
Indeed their decreasing complements are positively associated too, so . This prevents a square crossing from concentrating all its useful attachment locations on just one side.
The nontrivial first gluing step enlarges a square to aspect ratio . Explore an extremal square crossing, revealing the edges on the explored side but leaving its other side unexamined. In that unexplored region the conditional law is still independent bond percolation. Compare possible attachments to the crossing with their reflected alternatives. Reflection symmetry and the preceding square-root estimate give a positive bound, depending only on , for the required attachment after averaging over the explored crossing. Carry out the reflected construction at the other end and use the Harris-FKG inequality to combine the increasing attachment events with the original crossing. Planarity ensures that the relevant transverse paths actually meet. This RSW reflection extension lemma yields a lower bound for the -by- crossing. The exploration is important: a reflection compares the laws of fresh configurations; reflecting the picture of an open path does not make the reflected edges open.
From that first extension, longer rectangles are obtained by a genuinely transverse gluing. Two -by- rectangles shifted by overlap in an -by- square. Require a horizontal crossing in each long rectangle and a vertical crossing of the overlap square. Each horizontal crossing crosses that overlap from left to right, and therefore meets its vertical crossing. Their union crosses the -by- rectangle. The Harris-FKG inequality gives a lower bound . Repeat a bounded number of times for any fixed . Integer rounding uses neighboring lattice rectangles and bounded additional gluing steps; finitely many smallest scales can be absorbed into the constant. The constants deteriorate with but not with . Merely requiring horizontal crossings in adjacent squares would not suffice, since their endpoints need not coincide; the overlap crossing solves that problem.
I apply the RSW lemma to the exact threshold for bond percolation on the square lattice. The planar duality for rectangle crossings says that an open horizontal crossing and a closed dual vertical crossing are complementary. At , the dual edge states have the same law as the primal ones. For the balanced lattice rectangle with side lengths , the rotated dual crossing rectangle has those same side lengths: its transverse lengths before rotation are . Thus the exact self-dual rectangle crossing probability is . Restricting a crossing of this rectangle to its first visit to the shorter vertical side gives
The one-unit balance avoids assuming an exact one-half probability for every finite vertex-square convention. The RSW lemma now gives scale-independent positive bounds for all fixed-aspect-ratio primal and closed dual rectangle crossings.
Arrange four appropriately overlapping long rectangles around a square ring. Closed dual crossings along the four sides, with transverse overlap crossings if needed, join to a closed dual graph cycle surrounding the inner square. The Harris-FKG inequality, applied to the closed dual states, and the RSW lemma give a constant for this circuit event, uniformly over ring size. Choose disjoint rings with radii increasing, for example, by a factor of four. Their circuit events depend on disjoint edge sets, so they are independent. An open graph path from the origin to infinity would have to avoid every one of these dual barriers. Its probability is at most after rings and therefore zero. Hence
This is the independent annular barriers for percolation argument. It is worth separating it from the other inequality: the absence of an infinite cluster at one parameter alone does not prove that every larger parameter percolates.
For the reverse inequality use sharpness of the percolation transition: below , independent bond percolation on the cubic lattice has exponentially decaying connection probabilities. One can see why this is the relevant general ingredient through the finite-set criterion for percolation sharpness. For a finite set containing the origin put
If , split a long open self-avoiding walk at its first exit from . Its internal connection, exit edge and subsequent connection have disjoint witnesses. The BK inequality gives a contraction by each time distance decreases by the diameter of plus a fixed step. Iteration proves exponential decay of subcritical percolation at such .
To identify this finite-set threshold with , the Margulis–Russo formula expresses the derivative of as the sum of pivotal-edge probabilities. Explore the cluster attached to the box boundary, and let be its complement. On failure of the origin-to-boundary event, ; all edges from to the boundary cluster are closed, while the internal edges of remain fresh. A boundary edge is pivotal precisely when its endpoint in is connected to the origin inside . Removing the factor for a closed pivotal edge yields the general differential inequality
For every finite-set quantity on the right is at least one. Integrating from any gives a positive lower bound for independent of , and taking gives . Combined with the contraction below , this proves and the stated sharpness conclusion. This outline supplies the extra threshold argument rather than assuming the desired critical value.
If , sharpness would give . But a square crossing starting somewhere on the left side entails an open connection from that starting graph vertex to distance . A union bound over the possible starting graph vertices gives
contradicting exponential decay. Therefore , and the two directions establish
This is the Harris-Kesten theorem. The overall mechanism is that self-duality supplies a square crossing, the RSW lemma transports it between shapes and creates barriers at every scale, and sharpness converts the finite-scale crossing information into the exact threshold.
Use integer graph vertices in the boxes: , and set . Thus , , and for .
If , erase loops from an open graph path to obtain a self-avoiding walk. Let be its first graph vertex on . Split at . The prefix certifies , while a segment of the suffix certifies : the final graph vertex is at supremum norm distance at least from , so the suffix first hits that translated boundary. The two certificates use disjoint edges. Therefore the BK boundary-splitting estimate, the union bound, the Van den Berg-Kesten inequality, and translation invariance give
The cases or follow directly from , so this proves the bound including the endpoints.
Here is an explicit way to remove the polynomial boundary factor. For put , . By symmetry in , assume . Then
Consequently is a subadditive sequence. The Fekete lemma states that any real subadditive sequence satisfies , possibly . In this case the direct horizontal open graph path gives , so this limit of a sequence is bounded below by . Since , its upper bound is zero. Finally,
has the same limit of a sequence. Thus the percolation one-arm decay rate exists and
For , every with is zero and . No exponential-decay theorem or assumption that is below the percolation critical probability is needed.
An -step self-avoiding walk on a graph is a sequence of distinct graph vertices such that for . It has edges and no repeated vertex, including its starting graph vertex. The -step self-avoiding walk consists of its starting graph vertex alone.
Represent the doubly infinite ladder graph by , with horizontal edges between successive columns and a vertical rung at each column. An allowed self-avoiding walk is coded by a word in . Two successive steps revisit the preceding graph vertex and are forbidden. Conversely, every word without consecutive 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, , , and for a word either ends in , or ends in . Removing that final block gives
Let be the golden ratio, and . The Binet formula for the Fibonacci number yields
Since , taking th roots gives . This use of the golden-ratio symbol is independent of the connection rate in Question 1.