Random Walk on the Incipient Infinite Cluster for Oriented Percolation in High Dimensions

We consider simple random walk on the incipient infinite cluster for the spread-out model of oriented percolation on . In dimensions d > 6, we obtain bounds on exit times, transition probabilities, and the range of the random walk, which establish that the spectral dimension of the incipient infinite cluster is , and thereby prove a version of the Alexander–Orbach conjecture in this setting. The proof divides into two parts. One part establishes general estimates for simple random walk on an arbitrary infinite random graph, given suitable bounds on volume and effective resistance for the random graph. A second part then provides these bounds on volume and effective resistance for the incipient infinite cluster in dimensions d > 6, by extending results about critical oriented percolation obtained previously via the lace expansion.     

Probability distribution for percolation clusters generated on a cayley tree at criticality

We present analytical and numerical results for the probability distributions of the number of sitesS as a function of the number of shellsl for several ensembles of percolation clusters generated on a Cayley tree at criticality. We find that for the incipient infinite percolation cluster the probability distribution isP(S¦l)~(S/l ⁴)exp(- aS/l ²) for Sl1.     

The Scaling Limit of the Incipient Infinite Cluster in High-Dimensional Percolation. I. Critical Exponents

This is the first of two papers on the critical behavior of bond percolation models in high dimensions. In this paper, we obtain strong joint control of the critical exponents and for the nearest neighbor model in very high dimensions d6 and for sufficiently spread-out models in all dimensions d>6. The exponent describes the low-frequency behavior of the Fourier transform of the critical two-point connectivity function, while describes the behavior of the magnetization at the critical point. Our main result is an asymptotic relation showing that, in a joint sense, =0 and =2. The proof uses a major extension of our earlier expansion method for percolation. This result provides evidence that the scaling limit of the incipient infinite cluster is the random probability measure on ^d known as integrated super-Brownian excursion (ISE), in dimensions above 6. In the sequel to this paper, we extend our methods to prove that the scaling limits of the incipient infinite cluster's two-point and three-point functions are those of ISE for the nearest neighbor model in dimensions d6.     

An Infinite Number of Effectively Infinite Clusters in Critical Percolation

An infinite number of effectively infinite clusters are predicted at the percolation threshold, if effectively infinite means that a cluster's mass increases with a positive power of the lattice size L. All these cluster masses increase as L _D with the fractal dimension D = d – /v, while the mass of the rth largest cluster for fixed L decreases as 1/r , with = D/d in d dimensions. These predictions are confirmed by computer simulations for the square lattice, where D = 91/48 and = 91/96.     

Random Graph Asymptotics on High-Dimensional Tori

We investigate the scaling of the largest critical percolation cluster on a large d-dimensional torus, for nearest-neighbor percolation in sufficiently high dimensions, or when d > 6 for sufficiently spread-out percolation. We use a relatively simple coupling argument to show that this largest critical cluster is, with high probability, bounded above by a large constant times V ^2/3 and below by a small constant times , where V is the volume of the torus. We also give a simple criterion in terms of the subcritical percolation two-point function on under which the lower bound can be improved to small constant times , i.e. we prove random graph asymptotics for the largest critical cluster on the high-dimensional torus. This establishes a conjecture by [1], apart from logarithmic corrections. We discuss implications of these results on the dependence on boundary conditions for high-dimensional percolation. Our method is crucially based on the results in [11, 12], where the scaling was proved subject to the assumption that a suitably defined critical window contains the percolation threshold on . We also strongly rely on mean-field results for percolation on proved in [17–20].     

Transience, Recurrence and Critical Behavior¶for Long-Range Percolation

We study the behavior of the random walk on the infinite cluster of independent long-range percolation in dimensions d= 1,2, where x and y are connected with probability . We show that if d<s<2d, then the walk is transient, and if s≥ 2d, then the walk is recurrent. The proof of transience is based on a renormalization argument. As a corollary of this renormalization argument, we get that for every dimension d≥ 1, if d>s>2d, then there is no infinite cluster at criticality. This result is extended to the free random cluster model. A second corollary is that when d≥& 2 and d>s>2d we can erase all long enough bonds and still have an infinite cluster. The proof of recurrence in two dimensions is based on general stability results for recurrence in random electrical networks. In particular, we show that i.i.d. conductances on a recurrent graph of bounded degree yield a recurrent electrical network. Received: 27 October 2000 / Accepted: 29 November 2001     

Percolation,fractals, and anomalous diffusion

Both the infinite cluster and its backbone are self-similar at the percolation threshold,p _c . This self-similarity also holds at concentrationsp nearp _c , for length scalesL which are smaller than the percolation connectedness length,. ForL<, the number of bonds on the infinite cluster scales asL ^D , where the fractal dimensionalityD is equal to(d-/v). Geometrical fractal models, which imitate the backbone and on which physical models are exactly solvable, are presented. Above six dimensions, one has D=4 and an additional scaling length must be included. The effects of the geometrical structure of the backbone on magnetic spin correlations and on diffusion at percolation are also discussed.     

Hypergeometric series in a series expansion of the directed-bond percolation probability on the square lattice

The asymmetric directed-bond percolation (ADBP) problem with an asymmetry parameterk is introduced and some rigorous results are given concerning a series expansion of the percolation probability on the square lattice. It is shown that the first correction term,d _n,1 (k) is expressed by Gauss' hypergeometric series with a variablek. Since the ADBP includes the ordinary directed bond percolation as a special case withk=1, our results give another proof for the Baxter-Guttmann's conjecture thatd _n,1(1) is given by the Catalan number, which was recently proved by Bousquet-Mélou. Direct calculations on finite lattices are performed and combining them with the present results determines the first 14 terms of the series expansion for percolation probability of the ADBP on the square lattice. The analysis byDlog Padé approximations suggests that the critical value depends onk, while asymmetry does not change the critical exponent of percolation probability.     

Infinite Canonical Super-Brownian Motion and Scaling Limits

We construct a measure valued Markov process which we call infinite canonical super-Brownian motion, and which corresponds to the canonical measure of super-Brownian motion conditioned on non-extinction. Infinite canonical super-Brownian motion is a natural candidate for the scaling limit of various random branching objects on when these objects are critical, mean-field and infinite. We prove that ICSBM is the scaling limit of the spread-out oriented percolation incipient infinite cluster above 4 dimensions and of incipient infinite branching random walk in any dimension. We conjecture that it also arises as the scaling limit in various other models above the upper-critical dimension, such as the incipient infinite lattice tree above 8 dimensions, the incipient infinite cluster for unoriented percolation above 6 dimensions, uniform spanning trees above 4 dimensions, and invasion percolation above 6 dimensions.     

The Incipient Infinite Cluster for High-Dimensional Unoriented Percolation

We consider bond percolation on $\mathbb{Z}^d$ at the critical occupation density p _c for d>6 in two different models. The first is the nearest-neighbor model in dimension d?6. The second model is a “spread-out” model having long range parameterized by L in dimension d>6. In the spread-out case, we show that the cluster of the origin conditioned to contain the site x weakly converges to an infinite cluster as |x|→∞ when d>6 and L is sufficiently large. We also give a general criterion for this convergence to hold, which is satisfied in the case d?6 in the nearest-neighbor model by work of Hara.⁽¹²⁾ We further give a second construction, by taking p<p _c , defining a measure $\mathbb{Q}^p $ and taking its limit as p↗p ^? _c . The limiting object is the high-dimensional analogue of Kesten's incipient infinite cluster (IIC) in d=2. We also investigate properties of the IIC such as bounds on the growth rate of the cluster that show its four-dimensional nature. The proofs of both the existence and of the claimed properties of the IIC use the lace expansion. Finally, we give heuristics connecting the incipient infinite cluster to invasion percolation, and use this connection to support the well-known conjecture that for d>6 the probability for invasion percolation to reach a site x is asymptotic to c|x|^?(d?4) as |x|→∞.     

Backbends in Directed Percolation

When directed percolation in a bond percolation process does not occur, any path to infinity on the open bonds will zigzag back and forth through the lattice. Backbends are the portions of the zigzags that go against the percolation direction. They are important in the physical problem of particle transport in random media in the presence of a field, as they act to limit particle flow through the medium. The critical probability for percolation along directed paths with backbends no longer than a given length n is defined as p _n. We prove that (p _n) is strictly decreasing and converges to the critical probability for undirected percolation p _c. We also investigate some variants of the basic model, such as by replacing the standard d-dimensional cubic lattice with a (d–1)-dimensional slab or with a Bethe lattice; and we discuss the mathematical consequences of alternative ways to formalize the physical concepts of percolation and backbend.     

Long-time effect of relaxation for hyperbolic conservation laws

In processes such as invasion percolation and certain models of continuum percolation, in which a possibly random labelf(b) is attached to each bondb of a possibly random graph, percolation models for various values of a parameterr are naturally coupled: one can define a bondb to be occupied at levelr iff(b)r. If the labeled graph is stationary, then under the mild additional assumption of positive finite energy, a result of Gandolfi, Keane, and Newman ensures that, in lattice models, for each fixedr at which percolation occurs, the infinite cluster is unique a.s. Analogous results exist for certain continuum models. A unifying framework is given for such fixed-r results, and it is shown that if the site density is finite and the labeled graph has positive finite energy, then with probability one, uniqueness holds simultaneously for all values ofr. An example is given to show that when the site density is infinite, positive finite energy does not ensure uniqueness, even for fixedr. In addition, with finite site density but without positive finite energy, one can have fixed-r uniqueness a.s. for eachr, yet not have simultaneous uniqueness.Research supported by NSF grant DMS-9206139     

The Birth of the Infinite Cluster:¶Finite-Size Scaling in Percolation

We address the question of finite-size scaling in percolation by studying bond percolation in a finite box of side length n, both in two and in higher dimensions. In dimension d= 2, we obtain a complete characterization of finite-size scaling. In dimensions d>2, we establish the same results under a set of hypotheses related to so-called scaling and hyperscaling postulates which are widely believed to hold up to d= 6. As a function of the size of the box, we determine the scaling window in which the system behaves critically. We characterize criticality in terms of the scaling of the sizes of the largest clusters in the box: incipient infinite clusters which give rise to the infinite cluster. Within the scaling window, we show that the size of the largest cluster behaves like n ^d π _n , where π _n is the probability at criticality that the origin is connected to the boundary of a box of radius n. We also show that, inside the window, there are typically many clusters of scale n ^d π _n , and hence that “the” incipient infinite cluster is not unique. Below the window, we show that the size of the largest cluster scales like ξ ^d π_ξ log(n/ξ), where ξ is the correlation length, and again, there are many clusters of this scale. Above the window, we show that the size of the largest cluster scales like n ^d P _∞, where P _∞ is the infinite cluster density, and that there is only one cluster of this scale. Our results are finite-dimensional analogues of results on the dominant component of the Erdős–Rényi mean-field random graph model. Received: 6 December 2000 / Accepted: 25 May 2001     

A finite fractal cluster theory of 1/f noise in percolation systems near metal-insulator transition

The problem of 1/f noise in thin metal films and metal-insulator composites in the scaling fractal regime near percolation threshold is considered. The correspondence between a percolation transition and a second order phase transition is extended from the point of view of electronic polarization and electrical fluctuations. The charge fluctuations on finite fractal clusters are argued to be analogous to spontaneous order parameter fluctuations in phase transitions, being correlated upto percolation correlation length. The charge relaxation times are shown to be related to the cluster sizes having distribution function of the formg()^–b , whereb is connected to Euclidean and fractal dimensionalities and critical exponents. This produces the 1/f noise spectrum. Below percolation threshold, the nodes-links-blobs picture is invoked such that the blobs represent metallic conductances of the finite clusters and the links are tunnelling conductances between them through narrowest barrier regions. Above threshold, the finite cluster network is visualized as connected to the infinite cluster through narrowest tunnelling regions. The correlated spontaneous charge fluctuation on finite fractal clusters is held responsible for conductance fluctuation on either side of the metal-insulator transition via tunnelling processes. Finally, the scaling behaviour of noise magnitude near percolation threshold is explained.     

On the Anisotropic Walk on the Supercritical Percolation Cluster

We investigate in this work the asymptotic behavior of an anisotropic random walk on the supercritical cluster for bond percolation on ^d, d2. In particular we show that for small anisotropy the walk behaves in a ballistic fashion, whereas for strong anisotropy the walk is sub-diffusive. For arbitrary anisotropy, we also prove the directional transience of the walk and construct a renewal structure.     

Percolation in strongly correlated systems: The massless Gaussian field

We derive a number of new results for correlated nearest neighbor site percolation onZ ^d. We show in particular that in three dimensions the strongly correlated massless harmonic crystal, i.e., the Gaussian random field with mean zero and covariance –, has a nontrivial percolation behavior: sites on whichS _x h percolate if and only ifh _c . with0 _c < . This provides the first rigorous example of a percolation transition in a system with infinite susceptibility.     

The kirkwood-salsburg equations for random continuum percolation

We develop two different hierarchies of Kirkwood-Salsburg equations for the connectedness functions of random continuum percolation. These equations are derived by writing the Kirkwood-Salsburg equations for the distribution functions of thes-state continuum Potts model (CPM), taking thes1 limit, and forming appropriate linear combinations. The first hierarchy is satisfied by a subset of the connectedness functions used in previous studies. It gives rigorous, low-order bounds for the mean number of clusters n _c and the two-point connectedness function. The second hierarchy is a closed set of equations satisfied by the generalized blocking functions, each of which is defined by the probability that a given set of connections between particles is absent. These auxiliary functions are shown to be a natural basis for calculating the properties of continuum percolation models. They are the objects naturally occurring in integral equations for percolation theory. Also, the standard connectedness functions can be written as linear combinations of them. Using our second Kirkwood-Salsburg hierarchy, we show the existence of an infinite sequence of rigorous, upper and lower bounds for all the quantities describing random percolation, including the mean cluster size and mean number of clusters. These equations also provide a rigorous lower bound for the radius of convergence of the virial series for the mean number of clusters. Most of the results obtained here can be readily extended to percolation models on lattices, and to models with positive (repulsive) pair potentials.     

Lower bounds on the cluster size distribution

We rigorously prove that the probabilityP _n that the origin of ad-dimensional lattice belongs to a cluster of exactlyn sites satisfiesP _n > exp(–n ^(d–1)/d ) whenever percolation occurs. This holds for the usual (noninteracting) percolation models for any concentrationp > p _c , as well as for the equilibrium states of lattice spin systems with quite general interactions. Such a lower bound applies also if no percolation occurs, but if it appears in some other phase of the system.     

Directed spiral site percolation on the square lattice

A new site percolation model, directed spiral percolation (DSP), under both directional and rotational (spiral) constraints is studied numerically on the square lattice. The critical percolation threshold p _c ≈ 0.655 is found between the directed and spiral percolation thresholds. Infinite percolation clusters are fractals of dimension d _f ≈ 1.733. The clusters generated are anisotropic. Due to the rotational constraint, the cluster growth is deviated from that expected due to the directional constraint. Connectivity lengths, one along the elongation of the cluster and the other perpendicular to it, diverge as p → p _c with different critical exponents. The clusters are less anisotropic than the directed percolation clusters. Different moments of the cluster size distribution P _s(p) show power law behaviour with | p - p _c| in the critical regime with appropriate critical exponents. The values of the critical exponents are estimated and found to be very different from those obtained in other percolation models. The proposed DSP model thus belongs to a new universality class. A scaling theory has been developed for the cluster related quantities. The critical exponents satisfy the scaling relations including the hyperscaling which is violated in directed percolation. A reasonable data collapse is observed in favour of the assumed scaling function form of P _s(p). The results obtained are in good agreement with other model calculations. Received 10 November 2002 / Received in final form 20 February 2003 Published online 23 May 2003 RID="a" ID="a"e-mail: santra@iitg.ernet.in     

Construction of the Incipient Infinite Cluster for Spread-out Oriented Percolation Above 4 + 1 Dimensions

 We construct the incipient infinite cluster measure (IIC) for sufficiently spread-out oriented percolation on ℤ ^d × ℤ₊, for d +1 > 4+1. We consider two different constructions. For the first construction, we define ℙ ⁿ (E) by taking the probability of the intersection of an event E with the event that the origin is connected to (x,n)  ℤ ^d × ℤ₊, summing this probability over x  ℤ ^d , and normalising the sum to get a probability measure. We let n → ∞ and prove existence of a limiting measure ℙ_∞, the IIC. For the second construction, we condition the connected cluster of the origin in critical oriented percolation to survive to time n, and let n → ∞. Under the assumption that the critical survival probability is asymptotic to a multiple of n ⁻¹, we prove existence of a limiting measure ℚ_∞, with ℚ_∞ = ℙ_∞. In addition, we study the asymptotic behaviour of the size of the level set of the cluster of the origin, and the dimension of the cluster of the origin, under ℙ_∞. Our methods involve minor extensions of the lace expansion methods used in a previous paper to relate critical oriented percolation to super-Brownian motion, for d+1 > 4+1. Received: 13 December 2001 / Accepted: 11 July 2002 Published online: 29 October 2002 RID="*" ID="*" Present address: Department of Mathematics and Computer Science, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands. E-mail: rhofstad@win.tue.nl