Bela Bollobás, Oliver Riordan-Percolation - Cambridge University Press (2006)

Percolation
Percolation them y was initiated some 50 years ago as a umthernatical ft aurework

for the study of random physical processes such as flow through a disordered
porous medium. It has proved to be a remarkably rich theory, with applications
beyond natural phenomena to topics such as the theor y of networks
Mathematically, it has many deep and difficult theorems, with a host of open
problems remaining The aims of this hook are twofold. Fitst to present classical
results. including the fundamental theorems of Harris. liesten, IVIerishikra,
Aizenruan and Newman. in a way that is accessible to non-specialists. These
results are presented with relatively simple proofs, making use of combinatorial
techniques Second. the authors describe, fox the first time in a book recent
results of Stith/70V on conformal invariance, and outline the proof that the
critical probability for Voronoi percolation in the plane is 1/2
Throughout. the presentation is streantlined, with elegant and
straightforward 'nook requiring minimal background in probability and
graph theory. so that readers can quickly get up to speed. Numerous
examples illustrate the important concepts and enrich the arguments All in
all. the book will be an essential purchase lot mathematicians probabilists,
physicists, electrical engineers and computer scientists alike
Percolation
BELA BOLLOBAS
University of Cambridge and
UM versify of Memphis
OLIVER RIORDAN
Uni vet sit y of Comb; idge
.6(= CAMBRIDGE
IL
.cuy UNIVERSITY PRESS
caauuunora UNIVERSII i PRESS

Candwidge New York . Melbourne . Nlathid. Cape Town. Singapore,Silo Paulo
Cambridge University Press
The Edinburgh Building . Cambridge C132 2B U.. UK
Published in t he United States of America by Cam bridge University Press . New York
www cambridge org
Information on this title: www cambridge mg/978052187232,1
Cambridge University Press 2006
this publication is in copyright Subject to statutory exception
and to the pro \ owns of relevant collective licensing agreements
no reproduction of any part may take place without
t he written permission of Cambridge University Press.
First published 2006
Printed in the United Kingdom at the University Press Cambridge
A catalogue teToui for this publication is available ban: the
ilish Lanaia
.1SBN-13 078-0-521-87232-4 11 11(11MCI:

ISBN-I0 0-521-87232-4 hardback
Cambridge University Press has no responsibility flu the persistence or accuracy

of URts for external or third-party intemnet websites referred to in this publication,
mid does not guarantee that:my content oil such websites is or will remain, accurate
or appropt hate
To Gabriella and Gesine
Contents
page ix
Preface
Basic concepts and results
Probabilistic tools
Bond percolation on V the Harris-Kesten Theorem 50

3.1 The Russo--Sem i an-Welsli method
(65:13
3 2 Hai 1 is is Them mu
3.3 A sharp transition
67
3.4 Kesten's Theorem
Dependent
percolation
and
exponential
decay
3.5
70
76
:3 6 Sulr-exponential decay
Exponential decay and critical probabilities - theorems of Menshikov and Aizenman Sz Barsky
78
The van den Berg-Kesten inequality and per colation 78
4 1
80
4 9 Or iented site percolation
4 3 Almost exponential decay of the adius Menshilaw's
Theorem
90
104
4.4 Exponential decay of the radius
Exponential decay of the volume the Aizenman-Newnmn Theorem
107
Uniqueness of the infinite open cluster and critical

probabilities
117
5 1
Uniqueness of the infinite open cluster - the
Aizenman-Nesten-Newman Theorem
117
5. 9 The Mann is-Kesten Theorem revisite d!
124
5 3 Site per colation on the triangular and square lattices 129
5.4 Bond percolation on a lattice and its dual
1:36
1
36
vii
Contents
viii
5.5
6
The star-delta transformation
148
Estimating critical probabilities

The substitution method
6.1
Comparison with dependent percolation
6.2
6.3
Oriented percolation on Z 2
6..1
Non-rigorous bounds
156
156
162
167
175
Conformal invariance Smirnov's Theorem

7 1
Crossing probabilities and conformal invariance
Smirnov's Them em
72
7 3
Critical exponents and Sch in n-Loewner evolution
178
178
187
232
Continuum percolation
The Gilbert disc model
8 1
8. 9 Finite random geometric graphs
Bandon' Voronoi percolation
8 3
Bibliography
Index
List of notation
240
241
254
263
299
319
322
Preface
Percolation theory was founded by Broadbent. and Hammer sley [1957]

almost half a century ago; by now, thousands of papers and many hooks
have been devoted to the subject The original aim was to open up to
mathematical analysis the study of random physical processes such as
the flow of a fluid through a disordered pm MIS medium These bone
fide problems in applied mathematics have attracted the attention of
many physicists as well as pure mathematicians, and have led to the
accumulation of much experimental and heuristic evidence for many
remarkable phenomena. Mathematically, the subject has turned out to
be much more difficult than might have been expected, with several deep
results proved and many more conjectured
The first spectacular mathernatical result in percolation theory was
moved by ICesten: in 1980 he complemented Harris's 1960 lower bound
on the critical probability for bond percolation on the square lattice, and
so proved that this critical pr obability is 1/2 To present this result, and
numerous related results. Kesten [1982] published the first monograph
devoted to the rnathematical theory of percolation, concentrating on
chscrete two-dimensional percolation A little later, Chayes and Chayes
[1986b] came close to publishing the next book on the topic when they
wrote an elegant and very long review article on percolation theory understood in a much broader sense
For nearly two decades, Grimmett's 1989 book (with a second edition published in 1999) has been the standard refer ence for !larch of the
basic theor y of percolation on lattices Other notable books on various
aspects of percolation theory have been published by Smythe and 'Wierman [1974 Durrett [19881, Hughes [1995; 1996] and Meester and Boy
[19961; valuable survey articles have been \\ ridden by Durrett [1984],
Preface
Chaves. Puha and Sweet (1990]. I:esten [200:31 tun! Gti uu uett 12001]
among others.
Out aims in this book me two-fold 11 hst. we aim to present the
results of percolation in a way that is accessible to the nonspecialist To get straight to the point. we shut with the best known
tesult in the subject, the fundamental theme/It of limits and ICesten.
even though this is a special case of late' and mule genet al results given
in subsequent chaplets
The moot of the Han is Kesten Theorem. in pal t iculat the tippet
hound clue to kesten. was a peat achievement, and his pool not simple
Since them however, especiall y with the advent of new tools in probabilistic combinatmi CS aunty Sininle moors hate been B er ard.. a fact that
most non-specialists ale not awn' e of Pot some of these at gutnents. all
the pieces lute been published some time ago, but pet haps not in one
place. in only as comments that ale easy to ndss Here. we In ing toReilly' these ions pieces and also mole tecent. ver y simple proofs of
the Han Nesten Theorem
In Chapters -1 and 5 we desct the t he vety genet trite:tuns of Nlenshikov,
and of Aizemnan kesten and Newmn: these Jesuits ale again classical
Oin aim hew is to present them in the greatest genetalit \ that does not
complicate the proofs
Out second aim is to present recent results that have not let appeared
in book fie.i t s Nit give a complete moo( of Sinn no\ 's famous confonnal
inva t bu t te result: to out knowledge no such account. tv itlt Hie Is clotted a n al t fl ossed. has previously appeared We finish by pwsenting
an outline of the recent moot that the critical probabilit y for random
Votonoi percolation in the plane is 1/2
As is often the case. we have flied to mite the kind of book we should
like to wad I3' now percolation theory is an immensel y rich subject
with enough material lot a dozen books. so it is not smptisiug that
the choice of topics sttonglv reflects out tastes and intetests We have
striven to give stleatulined moots and to Ming oat the elegance of the
arguments. To make the book accessible to as wide a ! cadetship as
possible. we have assumed NT/ 1 little
little mathematical background and have
illustrated the impol taut concepts and main arguments with mune/ ous
extunples
In niit ing this book we lime receiNed help fron t ma i n people Paul
Balistet. Gesine Ciosche Henn Liu. Robert tklol r is. Anthem Sat kat and
NIB/ k lkaltels were kind enough to tend parrs of t he manuscr ipt and to
correct many misprints: lot the many that iemain. we apologize
1
Percolation thecny was founded by Broadbent and Flantnansley f19571.

in cruder to model the flow of fluid in a porous mediurn with randomly
blocked channels. Interpreted narrowly, it is the study of the component
structure of random subgraphs of graphs Usually, the underlying graph
is a lattice or a lattice-like graph, which may or may not be oriented,
and to obtain our landon, subgraph we select vertices or edges independently with the same probability p Iu the quintessential examples, the
underlying graph is Ed
The aim of this chapter is to introduce rile basic concepts of percolation theory, and some easy fundamental results concerning them.
\\k_r shall use the definitions and notation of graph theory' in a standard way, as in Bollobtis [19981. for example In particular, if A is a
graph, then V(A) and E.:(A) denote the sets of vertices and edges of A.
respectively "re write E A for :r E V(A) We also use standard notation for the limiting behaviour of functions: for / = /(n) and g = g(o).
we write = o(g) if //q

as
= 0(g) it fl g is bounded,
= n ( g ) for g = 0(f), and f = e(g) if / = 0(g) and q= 0(.1')
The standard terminology of percolation theory differs horn that of
graph thew y: vertices and edges ale called sites and bonds, mid components are called clusters When our random subgraph is obtained by
selecting vertices, we speak of site percolation; when we select edges,
bond pen:olation In either case, the sites w bonds selected are called
open and those not selected are called closed; the state of a site or bond
is open if it is selected, and closed otherwise (In some of the early
papers, the term 'atom' is used instead of 'site', and 'dammed' mid 'undammed' for 'closed' and 'open' ) In site percolation, the open sabgroph
is the subgraph induced by the open sites: in bond percolation, the open
subgraph is Mimed by the open edges and all vertices; see Figure 1
I I I
Figure 1 Parts of the open subgraphs in site percolation (left.) and bond
percolation (right)) on the square lattice 1 2 On the left, the filled circles are
the Open sites; the open subgraph is the subgraph of 2: 2 induced by these For
bond percolation. the open subgraph is the spanning subgraph containing all
the open bonds
To streamline the discussion, we shall concentrate on mu)/ iented percolation, i e on (bond and site) percolation on an unoriented graph A
\Nre assume that A is connected, infinite, and locally finite (i.e., every
vertex has finite degree) In general, A is a in ulti-gurph, so multiple edges
between the same pair of vertices me allowed, but not loops Most of
the interesting examples will be simple graphs
Often, we shall choose bonds or sites to be open with the SUMO probability p, independently of each other This gives us a probability measure
on the set of subgraphs of A; in bond percolation we write Pen for this
measure, mid in site percolation P sA p More often than not, we shall
suppress the dependence of these measures on some or all parameters,
and write simph IF or Pp Similarly, A l ; is the open subgraph in bond
percolation, and
in site percolation
Formally, given a. graph A with edge-set E, a (bond) configuration is
a function
c
w e ; we write Q = {0,1} E lot the set of
: E
{0,
all (bond) configurations A bond e is open in the configuration w if and
only if = 1, so configurations correspond to open subgraphs Let E
be the a-field on Q generated by the cylindrical sets
C(P, a) = {co E Q
= a f lot
17} ,
where F is a finite subset of E and a E 10, I F Let p =

with
0 < p c < 1 fin every bond c We denote by Pn p the probability measure
I Basic concepts and results

on (12 E) induced by
P,1,(C(F,e7))
PI fl ( p f)
IEr
a f =1
(1)
fEb
af=0
When pc = p for every edge e, as before, we write P,I4 for PbAp

In the measure P!) ,p , the states of the bonds are independent, with
the probability that e is open equal to p; thus, lot two disjoint sets Eh
and F 1 of bonds,
Pi Ithe bonds
re open and those in Fa are closed)
Pf
11
fe ro
We call I1114 an independent bond percolation IIICatilln on A The special

case where P. = p for every bond c is exactly the measure P IA' ,1, clefined
informally above. The formal definitions for independent site percolation
are similar
Let us remark that site percolation is more general, in the sense that
bond percolation on a graph A is equivalent to site percolation on L(A),
the tine graph of A This is the graph whose vertices are the edges of A;
two vet tices of L (A) are adjacent if the corresponding edges of A share
a vet tex: see Figure 2
Although in this chapter we shall make some remarks about general
infinite graphs, the Main applications are always to lattice-like' graphs
These graphs have a finite number of 'types' of vertices and of edges
Occasionally, we may select vertices or edges of different types with
different probabilities
For a fixed underlying graph A, there is a natural coupling of the
measures il-^1 .1 0 < p < 1: take independent random variables Y for
each bond c of A, with X uniformly distributed on [0, We may
realize Ai; as the spanning subgraph of A containing all bonds e with
X < p. In this coupling, if p i < p), then
is a subgraph of A. A
similar coupling is possible for site percolation
An open path is a path in the open subgraph For sites 17 and if we
write
'II or {x 4 yl for the event that there is an open path horn
x to y, and P(x
y) for the probability of this event in the measure
under consideration We also write ',/r
for the event that there is
an infinite open path starting at x.
An open cluster is a component of the open subgraph As the graphs
3usic Concepts and rcvalts
Figure 2 Part of t he squaw lattice L 2 (solid circles and lines) and its line
graph /3(2) (hollow circles and dotted lines) Note that ii,( 2:2 ) is isomorphic
to the non-planar graph obtained from E 2 by adding both diagonals to every
other face
we consider are locall y finite.. an open cluster is infinite if and only if,
for every sites in tile cluster the et- cut
holds. Given a site
we r\ rite Cr for the open cluster containing ;r.. if there is one; otherwise.
we take Cs to be erupt) Ilms Crix = {q E A: a! ---rr y} is the set of sites
q for which thew is an open
Path Clearly, in bond percolation, ex
always contains x, and in site percolation.
= N if and 011/1' if ,rt is
closed.
Let Ox (n) beet he p t obahilih that C.,. is infinite. so 0,r (p) = Pvt./7
Needless to sax, O x (p) depends on the underlying graph A. and whether
we take bond or site percolation More finmalty, Eat bond percolation,
for example,
= 0,, (A
= 0,1; (A: p) =11') 1,(1Cr i = c.c.)
where 11 ' ter is the ntunbe t of sites in C r We shall use

whichever !bun of the notation is clearest in an y given context In future.
we shall introduce such self-explanatory \ rat rants of our notation without
blither comment: we believe that t Iris will not lead to confusion Two
sites r and y of a graph A rue equivalent if thew is an automolphisni
of A mapping .r to a \ hen all sites ate equivalent (i.e. the svmmet tS
.1 Basic concepts mid orsalt 5
group of the graph A acts transitively on the vet tires). we write 0(p) for
Or (p) fa any site x The quantity 0(p), or Ox (p), is sometimes known as
the percolation probability
Clearly, if a, and y are sites at distance il, then (E(p) > p''U,(p), so
either Orr (p) = 0 for every site x, or 0,.(p) > 0 for every x Trivially.
from the coupling described above. 0,.(p) is an increasing function of p
Thus there is a critical probability pn, 0 < < 1. such that if p < prr,
then ()Apr = 0 For every site and if p > p H , then (E(p) > 0 for
every ,r The notation p H is in honour of thimmersle) \Viten the model
tinder consideration is not clear horn the context, we write pill (A) for
site percolation on A and 14).1 (A) for bond percolation
The component str ucture of the open subgrirph undergoes a dramatic
change as p increases past pH : if p pp this
probability is 1 To see this, note that the event E is independent of the
states of /WV finite set of bonds or sites. so Kohnogorey 's 0-I law (see
Theolem 1 in Chapter 2) implies that Pp (E) is either 0 or I. If p < pH,
So that 0 ( p) = 0 for O y er X, then
filv (E)
0,(p)-= 0
(and so for
P > Th r the" Py( E ) > O AP) > 0 lo t some site
all sites), implying that. Pp (E) = I. One SUNS that percolation
in a certain model if 0,(p)> 0. so P11 (E) = t \kith a slight abuse of
terminoloro, we use the SlUtle word both for this particulat event and
for the measures studied; this is not ideal. but. as in so man) subjects.
the historical terminolog y is now entrenched
To start with, the theory of percolation was concentric) mostly Willi tile
Stull of critical probabilities, i e with the question of when percolation
occurs NOW, howevet, it encompasses tire study of much mole detailed
proper ties of the random graphs arising fron t percolation measures In
fact, great efforts are made to describe the structure of these random
graphs at or near the critical probability. eve" Wile/1 we cannot pin down
the critical meltability itself In Chapter. 7, we shall get a glimpse of the
huge amount of work done in this area, although in a setting in which
the critical probability is known
The theoo of percolation deals with infinite graphs.. and 110111V of
the basic events stitched (such as the occurrence of percolation) involve the states of infinitel y UtiUle bonds Never tireless, it always suf[ices to consider events in finite probability spaces, since, for example.
"" d
b r (p)
=
Pp(IC,) > a). In this book, almost all the time., even
the definition of the infinite product measure will be irrelevant
Fm p < p H , the open cluster Cr is finite with probability 1, but
its expected size need not lie finite This leads us to another critical
probability, p i , named in honour of Temper ley Again, we write K(A)
or p1/4 (A) for site or bond percolation on A. For a site rr, set
NAP) = Es(ICA),
where E t , is the expectation associated to IF,, If all sites are equivalent,
we write simply ixr(p). Trivially, x x (p) is increasing with p, and, as before,
v r (p) is finite for some site rr if and only if it is finite for all sites. Hence
theme is a critical probability
Pr
= suP{p: iVr(P) < oc } =
(p) = cob
which does not depend on X. By definition, p i . < One of our aims

will be to prove that p r = pp for many of the most interesting ground
graphs, including the lattices Z d , d > 2
There rue very few cases in which p it and p t are easy to calculate
The prime example is the d-regulal infinite fate, otherwise known as the
.Bethe lattice (see Figure 3). For the pm poses of calculation, it is more
Figure 3 The 3-regular nee, for which A = 1. ), = A = 1ii i = 1/2 Deleting

an edge (e, for example), this tree falls into two components, each of which is
a 2-brunching tree
convenient to consider the k-Inanching treeTk This is the rooted tree in
which each vertex has k children, so all sites but one have degree k 1
Wm Ring am for the root of I. let
be the section of this tree up to
Figure 1 The tree J .1 w i th root vo
height (or, following the common mathematical convention of planting

Taking the
trees with the root at the top, depth) o, as in Figure
bonds to be open independently with probability p, let 7" = (p) he
the probability that Tk , contains an open path of length o from the
root to a leaf Since such a path exists if and only if, for some child in
of vo, the bond nom is open and there is an open path of length n 1
horn v i to a leaf, we have
IT = - (1 - int i) k = jk pkn-I )
(2)
On the inter val [0,4 t he function Tr; p (x) is increasing and concave, with
fk,i,(0) = 0 and fk, ,,(1) < 1, so h..1,(a 0 ) = iro for some 0 < :co < 1 if and
only if r (0) = kp> 1; fur thermore, the fixed point yo is tmique when
it exists (see Figure 5) Thus, if p > 1/k, then, appealing to (2) we see
Figure 5 For k = 2 and p = 2/3, the increasing concave function fix) =

=
ill' satisfies
= 4
1(0) = 0, J(3/1) = 3/1 and
1(1) = 8/9
implies tr > .to Since rut = I, it follows that rr > .rp

Thal )r_ > up
fbi ewes'
so 0;1 (,)/ k :
> ./ .0 > 0. implying that ph (Tr) < 1/k Also if
p < 1/k. then 7 ()olive/gem to 0 11w unique fixed point of 1 k,i,(3). and
so 0/),),,(Thip)
Hence. the critical probability p li 'I (Ik ) is equal to 1/k
Tinning to p i note that the probability that a site p at graph distance
I from the toot up belongs to
is exactl y ji Thus
\ I:.(11
E(1C/01
Erk
y; opt.
,=0
which is finite tot p < 1/k and infinite lot p

1/k Thus the critical
mobabiliB p!; (TA ) is also equal to 1/k
Fin an y infinite Bite. fillet conditioning on the toot .1 being open. the
open clusters containing r in site and bond percolation have exactly the
same distribution. Indeed, each child of a site in the open cluster lies
in the open cluster with probabilit y p
for the k-branching Bee
T), we have p7 i =
=
1/k
It
is
easy to show similatly
= lrlr =
of indeed to deduce. that the loin critical probabilities associated to the
(A) -I-I )))1 egulat nee ate also equal to 1//,
The a t gu i nea' about innounts to a comparison between percolation on
Tr, and a ti lain branching process; we shall give a slighth less trivial
example of such a compaiison shot tl y If A is il/IN graph with maximum
son wit blanching !actress shows
i
degree then a one-wit\ com par
that all ethical l a liabilities associated to A a l e at least I,/(A 1) To
see this mo t e easil y. note that tot every p E C,, tin g e is at least one open
path in A Irotu i` to p Thus ) (p) =
is at most the expected
number of open (finite) paths in A starting at .r Them are at most
A(A 1
paths in A of length I slatting at ,r. so
V,'( p )
1)//5/
1st
and
1)(-1p1+1
fin bond and site petcohttion espect ivelv Both sums converge lo t any
p < l/(L\
Pit)(A) /4 ( A ) >

As PH > t i . the c o ne sponding inequalities loi m i follow This shows that among all giaphs
with maximum degree
the A-1(4mila' tree has the lowest et itical probabilities
Thew all' VW lolls tit ivial chan ges we can mid) to a gi aph whose effect
1 Basic cancel& curd results
on the critical probability is easy to calculate. For example, if A is

any graph and A ( ' is obtained from A by subdividing each edge I. - 1
Also, if
where pl.' is p lA or
times, then 1 4::(A (0 ) =
is obtained from A by replacing each edge by k parallel edges. then
= (1 -pi,1(A))Uk, where p eli is ph or Of comse, pst,(A ild ) =
pas (A). Combining these operations. we may replace each bond of a graph
by k independent paths of length (.. to obtain a new graph For bond
percolation, the critical probabilities p o w and p. satisfy
1 - (1 - mcm .
= prd
In this way, by a trivial operation on the graph, a critical probability in

the interval (0,1) can be moved very close to any point of (0,1)
If we know the critical probability for a graph A, then we knor, instantly the critical probabilities Mr a family of graphs A' obtained by
sequences of trivial operations flour A, as in Figure 6
Pignut ti tornsfor wing one bond petcolation model into another, and their
into a site percolation model If the first (the hexagonal lattice) has critical
probability p, then the second has critical probability I sat isfying 1 3 (2 r ) = p
which is also the critical probability For site percolation on the third graph
It is easy to show that any 0 < < 1 is the critical probabilit y for
some graph, indeed, for some tree Let T be a finite rooted tree with
height (depth) h, with (" leaves. Let T I = T. and let T" be the rooted
tree of height ha formed from T"- 1 by identifying each leaf with the
root of a copy of For example, if T is a star with k edges, then T"
is the tree Tk ,, defined above Let 1' be the 'limit' of the tacos T".
defined in the obvious way.
Taking the bonds of 7' to be open independently with probabilit y p.
the nunibm of leaves of T joined to the toot by open paths has a certain
distribution X with expectation ph ( Now suppose that the bonds of T'
are open independently with probability P. and let X be the number
Basic concepts and resu lts
LU
of sites of Tux at; distance fern horn the root joined to the root by open
paths Then the sequence (X0 , Xr, .) is a branching process: we
have X0 1, and each X is the sum of X_ i independent copies of the
distribution X As X is bounded, excluding the trivial case p = C = 1,
it is easy to show (arguing as above flu Tk ) that percolation occurs if
and only if E(X) > 1, i e., if and only if p fi e > 1: this is a special case
of the fundamental result of the theory of branching processes In fact,
one obtains
1 4. (I')
) = 1,11 .'(Tcc ) =
(3)
Suppose now that k > 1 and 1/(k 1) < 7 < 1/k Define (1 < a < 1
by (k-r-1) a k 1 - 0 = 1/7 Let a = La i be the 0-1 sequence with density
a constructed as follows: whenever
divides i but 2-) does not. set
= 1 if and only if the )th hit in the binary expansion of a is 1. Let
'ZO be the tooted tree in which each site at distance i lion/ the root has
k+arr. i children R. is easy to check that, for each n, we can find trees 77!
and T" of height C = 2" such that (21's c
C (T")" , where T" has
(k 1)/k times as Mai/ \ leaves as Using (3), one can easily deduce
that p(Ta ) = 7, where p c denotes any of the four critical probabilities
we have defined
Alternatively, let 7 be the t andom tooted tree in which each site has
k + 1 children with probability r and /ir children with probability 1 - r,
with the choices made independently for each site It is easy to show
that with probability 1 this random tree has p i .(T) =
+1).
In general, it is eas y to calculate the various critical probabilities for a
graph that is 'sufficiently tree-like'. For example, for C > > 3, let Ckj
be the cactus shown it/ Figure 'i This graph is formed by replacing each
vortex of the k-regidar tree Tr; by a complete map(' on C vertices, and
joining each pair of complete graphs col esponding to an edge of TA. by
icier/allying a vertex of one with a vertex of the other, using no vertex in
more than one identification, We call the vertices resulting from these
identifications attachtrient vet Nees Although Gek,t contains many cycles,
it still has the global structure of a tree, and percolation on CiL i may
again be compiled with a blanching process
Indeed, let K; be a complete graph with k distinguished (attachment)
vertices v l . Taking the edges of lid to be open independently
with probability p. let .Vi , be the random number of vertices among
. irk that may be reached hum lir by open paths Let us explore
the open cluster of a given initial site .r of Cr c by working outwards
from :r Except at t he first step, how each attachment vertex that we
. Basic concepts and results
11
Figure 7 Part of the cactus C 3 r: each circle represents a complete graph on

vertices Where two circles touch, the corresponding complete graphs shale
an 'attachment' vertex.
step, the number of further attachment vertices that.

we reach at. the next step has the same distribution as X i and these
numbers are independentt. It follows, by considering a branching process
as above, that
reach at; a given
Pì'l ( C 5c,O =
( C k = lid (1) E(X11) >
This quantity may be easily calculated for given k and The critical
probabilities for site percolation on Ckj may be calculated in a corresponding way Furthermore, there is nothing special about complete
graphs: there me many similar constructions of 'tree-like' graphs for
which the critical probabilities can he calculated using a branching process.
In the rest of this chapter, we shall prove some easy bounds on the
various critical probabilities for 7L", d > 2 Of course. percolation on Z
is trivial: all the critical probabilities we have defined are equal to 1
In studying 7 2 , we shall make use of simple properties of plane graphs
As all such graphs we consider will be piecewise-linear (in fact, they will
have subdivisions that are subgraphs of 2Z 2 , if we wish), there are no
topological difficulties In fact, all we shall need is that every polygon
(in the graph Z-, say) separates the plane into two components, the
Basic
concepts
and
results
Thief in; and the el:lei-On, with the interior bounded (This is easily seen
by considering the winding number of the polygon. which changes 1w
1 when we cross a side ) Fl our this, Euler's [bra n ch follows easily by
induction (see Chapter 1 of Boflobtis (19981 for the details), which in
nun implies that IS:5 and A.3 3 are non-planar Thus, for example, if C
is a cycle in the plane and a, b. c, d are four vertices of C appearing in
this order around C', then neither the interior nor the exterior of C can
contain disjoint a- c and b-d paths; see Figure 8
Figure 8 Neither t he interim tun t he exterior of a cycle visiting a, b c d in

t his older Can contain disjoint a--c and b d paths (solid lines) Both statements
can be deduced either fron t the non-planarity of h, or hont t hat of ICA a by
consideting t he clashed lines
Let us point out an important : sell-duality property of This will

be very important later: now we shall use it in a trivial way The dual
A t of a graph A drawn in the plane has a vertex for each face of A,
and an edge e' fin each edge c of A: this edge joins the two ver tices
of A' corresponding to the faces of A in whose boundm y e lies When
A = T2 , it is custormuy to take = (3, 1/2, y1/2) as the dual -Vet tex
corresponding to the face with vertices (x.y). (:r+ Ty), (:r+ 1, y -k I),
y+ 1): see Figure 9
dual lattice is then E 2 (1/2, 1/2), which
is iti011101phic to A. The dual graph A* is important in the context of
bond percolation on A In this context, the sites and bonds of A' are
known as dual sites and duel bonds. and a dual bond e ." is usually taken
to he open when c is closed and vice versa
One trivial use of planar duality is to prolific an alternative way to
visualize site percolation Let A be a plane graph: in face percolation
on A. we assign a state. open 01 closed, to each face of A The faces
of A form the vertex set of a graph in which two faces are adjacent if
the ) share an edge: this graph is precisely A.*: see Figure 10 Thus. face
.1 Basic cconcept, s and re5ults
MIEN
II=
MEM
MIN
13
0-
0-
0-
Figure 9 Portions el t li e latti c e A

lattice A (dashed lines)
(solid law s ) awl the isomorphic dual
Figure ID lace percolation on the hexagonal lattice (left): the open faces
are shaded. The corresponding open subgraph in the site percolation on the
triangular lattice is shown on the right (to the saute scale!).
percolation on A is equivalent: to site percolation on A' Thinking of

open faces o 1 sites as colotned black, fin example, and closed faces or
sites as white, the face percolation picture is easier to visualize
Returning to the study of percolation on Z2 , if H is a finite connected
submaph of A = Z2 with vertex set C. then there is a unique infinite
the submaph of A induced by the vertices
component C of A
outside H. By the external boanda i y C of C we mean the set of bonds
of A* dual to bonds of A joining C and Cc.; see Figure 11. Out first
task is to show that D"C has the pope/ties we expect of a boundary
14
Basic con its and results

0
Figure 11 A finite connected subgiaph H of Z 2 with vertex set C (solid lines

andcircles). Vertices in finite components of 2 2 C are shown with crosses.
(some of ) those in the infinite component with hollow circles- The dotted lines
me the C--C, bonds, and the dashed lines the external boundary of C
Lemma 1. If C is the vertex set of a finite connected subgraph of V,

then 0"C i5 a cycle with C" rn ils inle t iot
_ _
Proof. Let F be the set of C-C, bonds, oriented flow C to Ct. Em

f = ab E F, orient the dual bond so that a is on its left, to obtain an
oriented dual bond f =
Equivalently, f is f ca ged counter,
clockwise through r/2 about: its midpoint Let a-0={ 7

E F},
so O'C' is an orientation of O'C. We claim that if f = T; tr
then there is a unique bond of O'C leaving v.
Let the vertices of 2 2 in the face corresponding to v be a, b, c, d in
cyclic order, as in Figure 12 Note that f = ab, so a E C and b E
Let I?, 22 - C - Ct. be the rest of 22 , i e, the set of vertices of 22 -C
in bounded components Note that, as C, is a component of 2 2 - C.
there is no C,-R bond in 22.
Suppose first that d E C. Then e E C or c E since c is adjacent
to b E C, and so cannot lie in R. In the first case the bond ct is the
unique bond of 0"0 leaving v; in the second, de
I. Basic concepts and results

ti
a E C
b E Coc
Figure l2 The oriented dual bond f corresponding to au oriented bond f

from C to Cr,:
Suppose next that c E C, Then d 0 R. so either dEemde C,
and again the claim holds.
We may thus suppose that c C, so c (which is adjacent to b E
lies in C, and that d C. If d E I? the claim again holds, leaving only
the case a, c E C, b, d E C0
But C and C are disjoint connected
subgraphs of Z 2 , so there are disjoint paths in Z-, one joining a to c, and
one joining b to d As abed is a cycle in Z2 with no edges in its interior,
both paths must lie in the exterior of this cycle, which is impossible; see
Figure 8.
As every edge in D = C' has a unique successor, the underlying lino/ iented graph D'C' contains a cycle S. This cycle separates the plane,
and crosses only C,-Cm bonds; thus C., lies outside 5, and C is inside
S. If f* E 0-"C with f = ob then, since one of a, b is in C and the other
iu C the cycle S must cut the bond f Hence f* E S In other words,
ever y bond of DE C is in S. so ac consists of a single cycle
In the rest of this chapter we present some basic results concerning

critical probabilities First, following Broadbent and Hammersley [1957]
and Hanunersley [1957a; 1959], we show that the phenomenon of bond
percolation in V is non-trivial: the critical probabilities are neither
or 1. To do so, we consider the number p (A; r) of self-avoiding walks
ilk A starting at :r, where in graph terminology, a self-avoiding walk is
simply a path All vertices of Z 2 are equivalent, and, as V is =!-iegulai,
pm = p.,(2?), pm(Z2;0) <4 x 3"-1
Lemma 2. Pot bond percolation in Z 2 we have

1/3 < PT < pu < 2/3
16
Piing As we noted ("alien pr < i n t in ' un: context:, so we roust show
only the outer inequalities

Suppose first that p < 1/3, and let Co be the open cluster of the or igin
in the independent bond percolation' on 2: 2 where each bond is open with
every site x E Cy., there is at least one open path from
probability p
to c Hence IC0 1 is at most: the number A' of open paths star ting at
0 As a path in 52 of length 11 is open with probability p", we have
())= Ep(eoi) Ep(x)
l im p" < 1 + 1 'OPYI

<
Hence. pi > p.. Since p < 1/3 cv a s arbittat:\ it Follows that Pr > 1/3.
For the ti pper hound we consider A = E 2 together with its dual A' =
(1/2,1/2) defined ear hem taking a dual bond c- to be open if e is
closed, and vice versa An open dual cycle is a cycle in the dual graph
consisting of dual bonds that are open
Suppose now- dun p > 2/3. Let Lk be the line segment joining the
might to the point (k,0), and let S be a dual cycle surrounding Lk of
length 21 Then .9 must contain' a dual bond c" crossing the positive
x-axis a some coordinate lat: Veen k 1/2 and (2( 3)/2; thus we have
fewer than t choices fin e' As the rest of S is a path of length 2( 1
in the dual lattice, win kIn is isomorphic to 2 2 , there are at most: f'p9m I
possibilities fon S. Let Yk be the number of open dual cycles surrounding
Lk Since dual bonds are open independently with probability 1 p.
c, --It (3(1 p))2(
( Pam Pr _5_
Eli( Yin <

>k+2
>k +2
As 3(1 p) < 1, the final sum is convergent, so E v (1"",.) " 0 as k DO,

and there is some k with Ei,(4) < 1 Let il k be the event that Yk = 0;
since lE p Ork ) < I. we have 1111,(A k ) > 0. Let Bc be the event that the k
bonds in Lk are open Note that AR- and Bp a ye independent Also, if
both hold, then there is no open dual cycle surrounding tire origin so,
by Lemma 1, the open duster containing the or igin is infinite Hence,
0(p) = 00 (p) > P(A k n By) = 1P,,(AMIP 0 (80 = Pp (il k )ph;
This shows that p H 2/3
wi5
>
arbitrary. ptr < 2/3 follows
The second put of t he argument: above, bounding the critical probability

from above be estimating the number of separ at ing cycles, is sometimes
called a Peiells argument. after Pearls H9361. hi higher dimensions, we
I. Basil, concepts and results
17
estimate the number of separating surfaces: even the easiest bounds on

the number of these surfaces suffice to show that the critical probability
is strictly less than 1.
Comparing Z d with Z2 and with the (2d)-regular tree, we see hat
1/(2d 1) < p11' (DI ) < pll yZ(1 ) <2/3
As we shall see later, of these two trivial inequalities, the first is close to
an equality
Tire bounds irr Lemma 2 can be improved by bounding pm horn above
less crudely As noted by Hammer slev and Mm ton 119511, since p, + <
I n
1 q,,,, the sequence/ converges to a limit A = This li mi t is
known as the connective constant of V (see lirumnetsley 11957a1). The
proof of Lemma 2 shows that
I / A < ) ( 72 ) < 141( z2 ) < 1-1/A
(1)
This was \\drat. Broadbent. and Hammersley [19571 and flanunersley

119591 actually proved
In constructing a path step by step, at every step other than the first
there are at most three possibilities, giving the bound A < 3 used above
In fact, looking three steps ahead, two of the 27 combinations connted
so far are always impossible, namely, those corresponding to turning left
three times irr a row, or right three times It follows that A < 251/3
Using a computer, it is easy to count paths of length 25, say, in a few
minutes. As 110 5 = 123,181,354,908,11/is gives A < 2 736
For p > 1/A, the expected number of open paths of length a in Z2
starting at the or igin tends to infinity as n cx:. Thus, in analogy with
numerous phenomena in probabilistic combinatorics, one might: expect
that, with probability bounded away from 0, there are arbitrarily long
open paths starting at the origin This would suggest that
= 1/A,
as is indeed the case for the k-regular trees. The trouble is that, as
there are (A o(1)) 2 dual cycles of length 2n surrounding the origin
(see Hantmersley (1961b1), the same intuition would indicate that for
p < 1 1/A there are open dual cycles surrounding the origin, implying
that p it = 1 1/A. Thus, for both intuitions to be correct, A would have
to be 2 As we shall see now, this is riot the case
Any walk irr which every step goes up or to the right is self-avoiding.
so p > 2" and A > 2. Let us say that a path P is a building block if P
starts at 0, ends on the lbw .c +y = 2, and ever y inter mediate vertex of
P lies in the region 0 < .r g < 2: see Figure 13 Then any sequence of
building blocks P I , Pr,
, 'nay be concatenated to make a self-avoiding
18
Bask concepts and results
'a
Figure 13 A selection of building blocks that m a y be put together in any

order to create a self-avoiding walk
walk IV star ting at 0. Star ting with If, each P i is the part of If lying
in the region 2k 2 < 2+y < 2i (plus the vertex on 2:+y = 2i -- 2 where
II enters this region), translated to start at 0, so distinct, sequences
give distinct walks.. Let ur be the number of walks If of length n that
may be obtained in this way As there are four building blocks with
two edges, and four with four edges, we have to.1 > 4 2 +1 = 20, and
> //y.r >
= 20 1', so A > 20 111 = 2 111
In fact., we have
ur n >
4w- 2
-I- 4 Wu .I
Solving the recurrence relation, it follows that A is at least the positive

root of x 1 4t 2 = 0, namely, 2.197....
Much research has been done on calculating y and bounding A
Fisher and Sykes [1959] showed that Ir i s = 17,215,332 They also obtained the hounds 2.5767 < A < 2.712, by considering respectively a
special sub-class of paths, and walks with no short cycles More sophisticated algorithms and the use of computers have enabled these results
to be greatly extended For example, / 5r was calculated by Conway
and Guttmann [1996] using a supercomputer (see also Guttmarm and
Conway [2001]), and Jensen [200la] has found fin The best published
bounds on A are A < 2 6792, due to Penitz and Tittmann [2000], and
A > 2.6256, obtained by Jensen [2001b] using the method of irreducible
bridges introduced by Mester, [1963]
Connective constants of other lattices have also been studied. In
particular, writing A d for the connective constant of
Kesler/ [1961]
19
.1. Basic concepts and results
showed that Ad = 2d - 1 - 1/(2d) + 0(d- 2 ) More recently, Haraand

Slade [1995] showed that
Ad =
(2d) - 1 - (2d) -1 - 3(2d) -2 -16(2d) -3 - 102(2d) -I + 0(d-5),
and that a corresponding expansion exists to any order.

Returning to general graphs A, we next show that percolation is 'more
likely' in the bond model than the site model. In the arguments to conic.,
we shall consider step by step explorations of the states of the sites, say.
Suppose that the states X of the sites are independent, and each site n
is open with probability p. In each step, the next site v to he explored
will depend only on the states of the previously explored sites Hence,
given the history of the exploration so far, the conditional probability
that a is open is just N.
The reticle/ may well feel that the observation above needs no justification. Note, however, that as a random variable, the histor y of the
exploration up to step I depends on the states of all sites that might be
explored in the first I steps But the event that this history takes a particular value (i e the event that, for 1 < s < 1, at step s we tested site as
and found that X = i s ) is independent of X for any v { , to.}
The next result is due to Hammersley [1961a]; certain special cases were
proved by Fisher [196
Theorem 3. Let A be a connected, infinite locally finite multi-graph.
Then
Pii(A) ^ Ail ( A ) and IP, (A) >
(A)
Both inequalities follow from the assertion that, for ever y site x
of A, ever y integer n > 1, and every probability 0 II)
(5)
it follows that
Or( A ) < P03(4)
Thus, if 0,(A lb,) = 0, then 0,(Ap = 0, so Ai (A) > plA(A).
(6)
20
Basic concepts and sults
Also. if (5) holds, t

/IP\ 1,(1C,) = n
< EPLP!
u=1
Hence, if tx,(A ii ) < ix, then x,(N) < ,x, so p r (A) > (A)
It remains to prove (5) As C.', is empty in At;, if x is closed, inequality
(5) is equivalent to
(1C,4 > n
37
is open) 
(7)
In proving this, we may and shall replace A by the finite subgiaph A

of A induced by the vertices within distance 12 of X, since the event that
I C; I > n depends only on the states of sites or bonds in A.
Let us explore Ct.. the open cluster in the site percolation on A containing conditioning throughout on being open We shall construct
a random sequence 7
DI, U1 ) (.=1 of tripartitions of the vertex set
17 (A) of A; this sequence will be such that the final set B1, obtained
after a random number I of steps, will be the cluster The notation
indicates that the sites in R t have been 'reached' by step t, those in DI
are 'dead' (known to be closed).. and those in U, are 'untested'
To define T, set
=
Ur = 1". (A) \ {a'}. and D i = 0 Given
(R t . D,,U1 ), if there is no [1,41, bond, set I = l and stop the sequence
Otherwise, pick a bond e t = yi z t \vith yt E
E Utz and set (l i n =
\ {
Now test whetherr the site z t is open If so, set R1.4.1 =
Di = De. Otherw ise. set D14. 1
U
}, 1? 1+1 = Bt . Note that. at
each step, the conditional probability that z t is open is p The process
terminates as A is finite.
L3y construction, for ever
is a connected set of open sites, and
all sites in D, are closed Hence, as no site in Rc has a neighbour in
Uf = 17 (A) \ (R, U
the set Bt is precisely the open cluster Cs,.
To compare the distribution of rt,1 to that of
let us explore
in a similar manner, using a random sequence I' = 0 as
above This sequence 71 is constructed as T. except that, having picked
e, = Th z t , we test whether the bond e t is open As this is the first (and
only) time we test e t , conditional on the sequence '7" , up to step the
probability that e t is open is just p. Consequently, the sequences '7- and
have the same distribution. In particular. 1C.7.1 = 1/41 and XI have
I he same distil ibution This implies (7) since Iry is contained in the open
Basic: concepts mi d results
21
cluster C1.1! of ,r in A l :: it. is the vertex set of the subgraph spanned by

the set of bonds we have tested in the process T' and found open.
In tire argument above we could have worked directly in the infinite

graph, continuing the exploration indefinitely if (1;.. is infinite
One can also consider meted which sites are open with
probability p and bonds with probability p', independently of each other
Al r iting 0 2.(A; p, p') for the pi obabilth that there is an infinite path starting at x all of whose sites and bonds are open, Haunnersley (1980) noted
that the more general inequality
pi ) < Os (A: p. rip')

for 0 < p,
< 1 is air immediate consequence of its special case (6)
proved above
The inequalities in Theorem 3 need not be strict, as shown by the
k-regular tree. In most interesting examples, however, they are strict
Strict inequalities have been proved by Higuchi 119821, kesten [1984
Menshilwv [1987] and others For a general result that includes the
graphs r' as special cases, see Grimmett and Stacey [1998] Aizemnan
and Orlin/nett [1991] proved that a certain essential enhancement' of
a percolation model leads to strictly smaller critical values: under suitable conditions, adding edges to the graph strictly decreases the critical
probability This result has been extended la Beznidenhout, Griumrett
and Kesten [1993] and GI immett [199-1)
One Irriglit, expect that, if ) < 141 (\0), their ph(A ) < (An)
However, it is easy to construct examples to show that this is not tire
case, by modifying a graph in a way t hat decreases ph while leaving MI
unchanged; see Wie g man 12003a1.
Our next result, due to Chinnuett and Stacey 119981, gives air inequality bounding A above by a function of p1 The proof will be a little
less pleasant than that of Theorem 3, clue to a minor complication introduced to improve the exponent below from A to A 1 Later, we shall
give a related result, for oriented percolation, where this complication
does not arise
Theorem 4. Let A he a connected, infinite graph with

A < x Then

141(A) C 1
Ph(A)Y1-'
The satire inequality holds I'm pi
U1(13:i71111111
degree
(8)
9')
Proof It suffices to show that there is a constant It K(A) such that,

for every site :r of A, every integer n > 1, and every 0 it
is open) > ED /1 i i s(0 (1,1 > Ku),
(9)
where r = 1 (1 We shall prove this with K = A + 1 In

doing so, we may. replace A by the finite submaph A,, induced by the
sites within distance (A + On of x.
Let Cirb be the open cluster of :r in the bond percolation on A in
which each edge is open independently with probability p, and let C.11:,
be the open cluster in the site percolation in which x is open, and the
other sites of A are open independently with probability ./ In order to
compare the distributions of 1(1,/ 11 and 1C1'1, we first give an algorithm
that finds a significant fraction of C.1,14 and then show that a slight variant
of tins algorithm finds a subset of C1:4,.
This time, we star t by exploring (41,4 using a random sequence T =
Di ,(1i ) f of tripartitions of the set E(A ) of bonds. The notation
indicates that the bonds in L, are live' (known to be open), those in
.DI are 'dead' (known to be closed), and those in Ur are 'untested' At
each stage, the bonds of L, will for m the edge set of a tree containing
r; we write Bi for the vertex set of this tree (Thus Id, is the set of sites
that may be reached from x along paths consisting of bonds in L t .) The
set Ur will shrink as we proceed, while the sets L, and D, will grow.
We shall also work with a set: Pt of si/cs growing with L namely the
of 'peripheral' sites that will not contribute to the
set Pt C V (A ) \
growth of li t The final sets Bur and P1, obtained after a random number
t of steps. will be such that R 1 C
C R1 U P1
To define T. set tt, = E(A), and D i = L 1 = 0 Thus
Given (L i , Di .dri ), let P, be the set of sites 'e 0 li t such that Ur contains
a single bond flour Bi to v. If U, contains no bonds from Ri to 14 (A )\
U Pt ), set = t and stop tire sequence Otherwise, let e, = .//1 2:1 E
Bi U P, Set U1 + 1 = Ur\ fedi,
be any such bond, with y, E
ci
and test whether the bond e t is open. If so, set L,+ =
U {e,} and
so
i
=
U {e,} and
+1
=
D,.
R
+
=
U
{z,}
Other
wise,
set
Di
+
i
D,
L 14. 1 =
noting that lit+ , =
A possible state of this exploration
is shown in Figure 14 Since we never test the same bond twice, at each
step tire conditional probability that e i is open is p. As A is finite, the
process ternrinates
By construction, the bonds in L, are open, while those in D, are
closed. Thus Rt , the set of sites that may be reached from 4: along
paths consisting of bonds in L 1 , is a subset of Ct..,1 Also, if c = yz is
1 Basic concepts and results
:1
23
ylt
Figure 11 A possible value of D,, U,) when expiating the open cluster of
the site re in bond percolation on 2S 2 Bonds in L,. DI and U1 are represented
by solid, dashed and dotted lines, respectively. Tire set B1 is shown by filled
circles The site z lies in Pt , so the bond yz will never be tested; there is only
one choice inzt for the next bond to lest
an open bond with y E Ri and z Ff .R1 . then c
L i and e 0Di , so
Since we stopped at step I. we must have E Pi , so the site z
e E
is incident: with no other bonds of As z 0 Rt . the site z is incident
with no bonds of L i . so all other bonds incident with z are in De, and
hence closed
We have shown that all open bonds leaving 14 terminate in site s
that me incident with no oldier open bonds Thus, every site z E C1,1;\Rt
is adjacent to a site in
and, crudely.
161;l1 5, (A 1)IRd
(10)
We now turn to the site percolation on A in which 1 is open, and the

other sites are open independently with probability r =
(1
To realize this probability measure, let X II y E V(A ) {t}, 1 < ( <
A 1, be a set of i i d random variables. with P(X,, ,i = I)
p and
P(Xyi = 0) = 1 p We decline y to be open if and only if at least one
of the X,, is equal to 1
Let its explote . a subset of as follows, using a tandom sequence
V = (LC, DC,Un i _f of tripartitions of the set of bonds.. This sequence
V is constructed as T. except that, having picked e l = yt zi , we test
one of the variables
Mole precisely if this is the ith time that we
have chosen the satire site z, i.e if there are i 1 values 1
< t with
z s = z, then we test whether
= 1 Note that i < A 1: initially, z
Bas i c cancrids and results
z
IS incident v1/4-ith at most A untested bonds. each time we choose .7.
we test au untested bond hidden!' with z, and we cannot choose zs
if there is only one such bond remaining Since each variable X,, is
tested at most once, each test succeeds with conditional probability p,
and the sequence
has exactly the distribution of
By the construction of I', if e i y i z i was the bowl chosen at step
t and e, E L b then the test at step t succeeded, so one of the X, is
it follows by induction on
equal to 1, and z i is open. As m E
that. Rr c
Using (10) and the fact that R4 and 14, have the same
distribution, (9) follows, completing the proof

For graphs A which are not regular, the proof above gives a slightly
stronger result than Theorem 4, showing that if 0, > 0 Mr the bond percolation on A in which each bond is open independently with probability
p, then 0, > 0 for the site percolation in which the states of the sites
are independent, and the probability p that a site v is open satisfies
1 - p = (1 - p)`r( " )-1 , where d(v) is the degree of r
The bound in (8) can be improved when pl.' i (A) is close to 1; in this
case, the exponent A - I may be replaced by an exponent a little larger
than A/2 This is shown by the much mote difficult result of Chaves and
Schomnann [2000] that. for any infinite connected graph A of maximum
degree A > 3,
AO) 5 1
92[4/21+1 (1
(A))LV2J
while there are such graphs with

/4i (A) > t -
- pil'i(A))t4/2j
In prov ing (11). Chaves and Schonniann made use of the concept of
mixed percolation mentioned above. where states 11(:, assigned to the
sites and bonds of A.
So far, we have considered percolation on ordinary graphs, in which
bonds are two-way. The basic concepts of percolation make just as good
sense for oriented graphs. where each edge is or iented horn one endpoint
to the other 'We could also consider threefed graphs, where there may be
an edge in each direction between the same pair of vertices, or indeed,
undirected or chiected In ulti- g raph s where there ma y be several edges
(in one or both directions) between the same pair of vertices
In a I gated percolating the underl y ing (multi-)graph A is oriented
We assign states, open or closed, to the sites (vertices) or bonds (oriented
I Bosh: concepts and results
25
edges) as usual, and define the open subgraph,

01 ATI as before
Now, however, the open subgraph is of course oriented. An oriented
path is a (finite or infinite) path P =,rox i x, in A with edges zuhti+1
oriented born x i to x ii An open path in the oriented percolation is
an oriented path in the open submaph, i e an oriented path all of
whose sites (for oriented site percolation) or bonds (for oriented bond
percolation) are open.
Given a site', we write T..7 for the open out-cluster of x namely the
set: of sites y reachable from by au open path:
C
ty E A : there is an open path horn ,r to :111
C the open incluster of is the set of sites y nom ghich

x can be reached, so y
if and only if :u E CT,- Note that Cl"," is a
subglaph of the out-subtpstph A t of c!, i.e , the set of all sites y reachable
born x by oriented paths in A Since almost always we consider wily
CI, we write fig C' define 0, =01-, and x r ;\;:i as berme,
using ea, = CC+.
As in the tutor iented case.. Or (p) and ;:v, (p) = are increasing functions of it, so we rues- define critical probabilities pn( ; ;g)and
y-r( A ; JD as before Of course, all these quantities depend on whether
we are considering site or bond percolation Sometimes we shall indicate this by writing tds (p), or plli ( A ;M t and so on In tlw oriented case,
these critical probabilities may well depend on the site in consider, fig
example, the tooted flee T shown in Figure 15, in which the root .. .co has
1)
tiN
7I \ >No
VV4 6VJ VV9
Figwe IS An oriented rooted tree
T in which = pc (1:y)
pc(Mz).
two children, y and z.. all descendants of y have two children, and all
descendants of z have thiee children Orienting the edges away nom xy
to obtain au oriented graph F. we have pc (T ; = 1/2 for y and all its
26
Basic concepts and iesults
descendants, and p c (i i ;:t)

1/3 for the remaining vet tices. where
is
any of li ' ,
p!I
For most graphs we shall consider, we do have pH (A ; a) = pri (X; y)
for all sites x and y. and the same for pr; when this holds, we write
pu(X) and p i (711- ) for the C0111/11011 values Indeed, if A is strongly
connected, i.e , for event panr x and y of sites there is an oriented path
horn a to y, then, as in the 11110i iented case, it is immediate that 0.(p)>
0 if and only if
0, and v(p) < cc if and only if x y (p) < (x. so
p H and p t rue well defined
11 A is am, oriented graph obtained by or ienting the edges of a simple
graph A. then the paths in A are a subset of the paths in A Thus
percolation in A dominates that in A, so, for example,
0 y (9) >
j4(
^
A;: r')
91(A)
for all sites X

The inequalities between site and ond critical probabilities presented
above carry over to oriented percolation, with a slightly different form
for one of the bounds
Theorem 5. Let A be an infinite. connected locally finite oriented
multi-graph., and let a' be any site of A Then
( A 1./)
when? ./..\ 1 is the
equalities hold for
/4 1 (
A : , 1') S 1 ( t
111(0')11111171
A '''))s'n
m. - degree of a cei te3 in A
(12)
The same in-
Proof Let pc denote eiabei p H or P with all occurrences of p c to be

interpreted in the saute way The first inequality. /OA; x) > p {I 1( A -,x),
is proved in the same way as Them ear 3, mutat/5 mulandis: it suffices
to show that fia all sites .r, integers IL and 0 < p 1, we have
1Pfk. p(ICt
n) 5_ p PI* p (ICI
1),
where here Cy.,, = Cit In showing this, we work in the finite subgraph
A induced by the vertices reachable from by oriented paths in A of
length at most rn The construction of the sequences and I' proceeds
exactly as in the proof of Theorem 3, except that we take the orientation
into auctorial: at each step t we select an edge ?TT = if-( 7-4 with ig e
a r
E 1-1/.
]'he proof of the second inequality, pg A;
< pir !( A ; ./te'"
1 Basic concepts and ves tals
27
similar to, but simpler than. the proof of Theorem It; suffices to show
that lot evert' site x of A. every integer n > 1, and every 0 < p 1, we
have
, (iCrl
x is open)
Pi p
(tC; ( 1 ?. a),
where r = 1 (I p) 411.. This time, we explore the open cluster CtIt ) of

the bond percolation containing in the natural way, using a tandem
sequence 7- = (L t .M,Ul )i =1 of tripartitions of the set E( A ) of bonds,
such that; the bonds of I4 form the edge set of a tree oriented away
from x. We write Br for the vet lex set of this tree; thus, Rt iti the set
of sites that may he reached from .1: along ot hinted paths consisting of
bonds in Li
To define T. set U, = E( A ). and Dr = Lr = 0. Thus R, =
fal Given (L t . D,. U,), if III contains no oriented bonds front It, to
rrt
V(X) \ R t . set t I and stop the sequence. Otherwise, let 77
be any such bond, so
Ut,
E Br. and zi B., Set U1 4-1 = Ur\ 177 1,
and test whether the bond e7 is open. If so, set Len = L, U {FI} and
= Rr U {z t } Other wise, set D b.. 1 D I URI and
Di + 1 = p t. so ft
= L i . noting that RNA = HI Since we never test the same hood
twice, at each step the conditional probability that T1 is open is p As
A is finite, the process terminates By construction. the final set; R t is
exact lv
Tfulning to the site percolation, we take i i d minion/ vatiables X t,
y E i t ( A ) \
1 < < A t , with P(X =
p and P(X = ()) =
p. and declare (r to he open if and only if at least one of the X,i
x a t e open independently, each with
is equal to 1 Thus the sites ir
obribility r = I (1 We take a! to be always open As in tire
moot of Theorem we can use the K 11. 1 to construct a process Tv with
the same distribution as T Indeed, the definiticm is the same as that.
of 7' except that, at step 1, having chosen 77 = Fri , we test whether
= 1, whew = : 1 < s < z s = zell As each 1.0 = if.,Ts is
oriented towards z,, we have i < /..\; Tire rest of the proof is as before:
the final set 14, is a subset of Cis.
The bound
, (12) in Theorem 5 is tight Mr oriented multi-graphs Indeed, let A be an infinite binary tree with each edge oriented away from
the toot Then MI (A) = = 1/2 (In other words, 41 (A ; d) =
pit'r(A;x) = 1/2 lot every site ,r ) Replacing each oriented edge by A.
parallel edges with the same calculation, we obtain a graph A1' 1 with
Basic emicepts and insults
maximum in-degree k, with

40 1d ) = ( W )
/)1(7kI))k,
and the same for

If we do not allow malt ple edges, then (12) is still fairly tight when
A ) is close to 1; in particular, the correct exponent is indeed A i For
Ai(A)
Mt(A) vent' close to 1, this can be shown using the oriented analogue of
the construction of Chaves and Schonmann [2000] To get good bounds
in a wider range scents to requite a atom complicated construction, which
we now describe
By a (d, k)-mitt. we mean the oriented graph shown in Figure 16; this
has an initial site
and a final site r The site v is the root of a 4-art'
Figure 16 A (3, k) wilt 'The initial site u s joined to all :3 k leaves of

oriented tree with toot II
/I
tree of height k with ever y edge or ionted towards o (In the figure, the
solid lines show such a tree with k = 2 and d = 3 ) The initial site a
sends an edge to all (.11' leaves of this tree
Suppose that the bonds of a (4, k)-unit me open independently with
\\'e shall take C > 2 to be a large constant, and let
probabilit p =
4
! pc Ignoring a for the moment, the numbers X; of sites at distance
[tom n that are joined to v by an open path for in a certain branching
process: for I < i <
A', is the sum of X i _ t independent copies of a
Omaha) As d x with C fixed, this binomial
binomial BUJ, p)
dish Omaha/ converges to the Poisson distribution with mean C
.1 Basic concepts and results

continued to infinity, the till/ vivid probability of this branching process
is a certain function p(C) of C.
We have p(C) = -c- c' -0 (CC- 2c ) as C cc: the process is highly
supercritical, so given that it sin VIVOS at the first step, it is very likely
to survive forever. In fact, as k oc, with probability p(C) - 0(1) we
have XI; > C kl" , say Let Rd, k, p) be the probability that there is an
open path horn v to v It follows that
Inn lim 1(1, k,C I d)
d--cc kx
p(C),
so choosing d and then k large enough, we have f (d. k , C d) 1- (1 -C

0 (ce-2c)
A similar but much simpler argument ha site percolation shows that
if a is open, and the other sites are open independently with probability
p. then the probability g(d, p) that there is an open path hour v to v is
between p and p - 0 ((1 - p) 2 ) for p close to 1, d > 3, and any k Let 0 <
< 1, and let T be a tree with critical probability pp(T) p 1 (T) = 7r.
Choose an arbitrary site 3: 0 as the root, and or lent each edge of T away
horn to to obtain an oriented tree T with maximum in-degree 1 which
also has critical probability 1) 11 ( ; x0 ) = PT (7' ; ra) = (Depending
on the choice of T the critical probabilities MT; t) may or may not
depend on the site )
Let us replace each bond
of T by a (d. k)-unit, by identifying
it with 7 and v with y and then deleting Fa. The resulting graph A
( A ; to),
has bond and site critical probabilities p<1.
14( A ;1 0 ) =
0) that satisfy
pc= /41 a0) = Tai
.1 01, 1,7, 10 =
and g(d, k, p r.) =
Rom the formulae above it follows that if p s, 1, then 1 and k

;x are chosen suitably, then
Also, if d
G -1 (1"1: +
If
plZ
0 and
"-1
0 (dpcb e -2dP:;) =
oc, this implies that

1 -11,! =(1_ pi? ) ( t--0(
It
1. we can construct_ graphs
, follows that, given any sequence p
A with maximum in-degree
!N.; such that 74, =
Ai(n)
/.4.1 ( 71 ; to) = 14 (71. ; to) and p,1; = pi.)[ (A ; :r0) = p4(7\ ; x) satisfy
= p sn = _(1_ / 1, )( -I-0( ))Ai
30
This shows that the constant Do, in the exponent in (12) is essentially
best possible, at least tvhen
1
If A is an oriented graph and ir a site of A, then we have defined eight
associated critical probabilities: p H and pr for site and bond percolation
on A and on the underlying simple graph A in any combination. We
have eight trivial inequalities relating these probabilities; four of the
form p r < pu, and four of the form p c (A) < p c (A;:r) Also, we have
that each critical probability for site percolation is at least that for
the corresponding bond percolation It follows_that all eight critical
probabilities are at least 'A (A) and at most p41 ( A ;3)
For an y d, let d denote the natural orientation of Z d , where each
edge is et iented in the positive direction Let p be one of A, ipl4/
Since all sites of Z d me equivalent, the critical probability pe ( aid ; ir) is
independent of a:, so we shall write p c ,(2 .1 ) for the common value. Out
next: result shows that all eight critical probabilities associated to

are non-trivial
12
Lemma 6,
1/3 < A (7, 2 ) < / 4 (E 2 ) < 80/81.

Proof We have shown that pli(272) > 1/3 in Lemma 2. It remains to
show that M 1 (2, 2 ) < 80/81 The proof will be similar to the proof of
the upper bound on ph(2 2 ) in Lemma 2 This time we shall use the
concept of a blocking cycle A cycle 5' in the lattice A' which is the dual
of the unoriented lattice A = 2 2 is blocking if, for every oriented bond
7.7 = oh of V with a inside S and h outside, the site h is closed; see
Figure 17
Fix p > S0/81, and let Co be the set of sites that may be reached from
the origin by open paths in A where A = Suppose that Co is
finite. Since Co is a connected subglaph of 2,7 2 , by Lemma 1 the external
boundary O'Co of Co is a cycle in A'. If ab is a bond of 2 2 with a
inside irc eo and b outside, then, by the definition of acc Co, we have
a E Co and h r Co Hence, by the definition of Co, the site b is closed..
Therefore, whenever Co is finite, there is a blocking cycle supounding
Co
Let .5' be any cycle of length 2t. As we walk mound 5' anticlockwise,
each time we take a step upwards or to the left.. in order for S to he
blocking. the site ar on (1 / 1 / right must be closed As 5' ends where
31
Figure 17 A dual cycle S (dashed lines), and the oriented bonds from sites
inside 5' to sites outside S (arrows) S is blocking if every site pointed to is
closed
it star ts, we tabe as many steps upwards as downwards, mid as many
steps to the left as to the right. Thus we take a total of steps that go
up or to the left. Any site x is on the right of at most one upwards step
and at most one leftwards step, so there is a set X of at least t/2 sites
that roust be closed for 5' to be blocking Consequently
P(5' is blocking) G (1 p)I/2
The rest of the argument is as in the unoriented case Let 1 k be the
line segment joining the origin to the point (k, 0), and let I rk be the
number of blocking cycles surrounding Lk We have already shown that
there are at most tpoi _ i cycles of length 2t surrounding L k , and each is
blocking with probability at roost (1 p) (/2 so
EM)5 E
(1121:-I(1
p)(/2
hlt
L, -9 (3(1
C>k+2
As > 80/81, the final sum is finite. so 1EQ') r 0 as k

pc and there
is a k with E(1 2 0 < 1
Continuing as in the proof of Lemma 2, let A k be the event; that
Yk. = 0, so P(A k ) > 0, and let Bk be the event that the k 1 sites in
Lk are open. Note that A i,. and Bk are independent Also, if both hold,
then there is rro blocking cycle surrounding the origin, so c 0 is infinite
Hence,
> P(A k
13k)
P(A)P(Bk) = P(ilk)p k+I > 0.
32
BOSic conceply and msalts
This shows that 4(172 ) /10/81 was at bit/ at , p Ii r (2 2 ) <
80/81 follows. as desired

Fin oriented bond peniolation, a cycle S of length 2( sin rounding the
(nigh/ is blocking if even , bond (tossing S horn the inside to the outside
is closed As there ate exactly 1 such bonds, this event has pi obability
(1 p) t , and the atgamed- above shows that ph (2 2 ) < 8/9 Just as
in the unor ionic(' case, one CM/ obtain better bounds by mote caudal
counting. Not every dual cycle surrounding the origin can arise as the
extemal bou v d' Co of the open clustet Cy: ha example, the cycle
S shown in Figure 17 cannot. as Hume is no WaV to reach the two sites
att he bottom right along talented bonds inside S Balister, Bollobtis
and Stacd, 110991 counted cycles that can arise as id 'Co mote carefully,
showing that there ale (K o(1)) ( such cycles of length 2t, where K is
a constant satisfying 5 1269 < h < 5 2623 The constant I = K(22)
plays one of the Acts of the connectiveconstant A = A(2 2 ): the argument
above shows that Ai' ( 2 2 ) < 1 1/K < 0 81. which is analogous to the
Impel bound on di'l (252 ) given in (-I) As we shall see in later chapters,
much better bottncls on this critical pi @liability may be obtained in other
MINS
it to the asymptotic behaviour of the vat hats et itical probabilities associated to percolation on E d and Z il As noted canter. for
each fixed (I, we have di nned eight et itical probabilities, of which pi; (Zit)
is the smallest and pC1 ( d ) the hugest. Since 2' 1+i includes 2 4 as a
subgt mill, each of these eight functions decreases with d.
\VP IlOW bn
Theorem 7. For any d > 2 toe have

2d 1 Ph (cid ) 5 1 4 (2:d)0(1/(1)
Proof The fi t st inequality is just as easy as the special case d = 2 moved

p(4) of
in Lemma. 2, Indeed, as 2( / is 2d-regular, the number p
paths in E d starting at 0 and having length n is at most 2d(24
Fm bond percolation with p < 1/(2d 1), the expected number of open
so ;A(p) is finite and pp > p As
paths slatting at 0 is ) pp" <
1/(2d 1) was arbitrary, pr > 1/(24 1) follows

Fat the tippet bound on 14 1 (2 a ) we shall in fact prove that
p<
/4/(772))1/1(1/2'
l Basic concepts arid results
33
(Z 2 ) < 1 Since
Note that the right-hand side is indeed 0(11d). as
M i (E d ) is decreasing. we may assume that d is exert Fix any po with
1),)
Z < p 2 1 and set pa = 1 _1)2)2/4 so (1 _ pd) 42
PH
We shall compare oriented site percolation on

E d with p = pd to that
on Z- with p = po It will be convenient to take the origin to be always
open in both cases; this multiplies 00 (p) and \o(p) by a constant factor
1/1)
By loget t of Ed , we shall mean the set of points whose coordinates
suet to 1, with each coordinate non-negative (In considering or iented
site percolation starting at ft we may of course ignore sites with negative
coordinates ) Taking the origin open. let I? = Co fl y = t be the
set of points of 72 in laver 1 that are reachable from 0 in the oriented site
percolation on 2 2 Clearly .
R i _ i , ever y site (r, y) itt layer 1 with
at least one neighbour in
is in RI with probability p, independently
of the other sites in laver t. A site in layer t with no neighbours in
cannot be in RI By choice of ps, we have 00 (p9) > 0, so with positive
probability every Ra is non-empty
Let y :
Z2 be the projection
//2
;ti,
1. I
i=1/24-I
Thus is the linear map sending the first d/2 coordinate vectors to
CI, 01 and t he last dI2 to (ft 1) Let the or igin of Ed be open., and each
other site be open independently with probability pd Let G be the
open cluster of the or iented site percolation on E d We will construct
sequences (iro , WI ,
) with the following prop) and (84 S i , SO,
erties: for each point (a. y) E lit there is a unique V E ,91 such that
=
4, each 8, is a subset of Co, and (iro ,
.) has exactly
the distribution of (Ro, RA , )
We start the construction by taking So = R(' ) = {0} At each step in
the construction. R.', and S: will depend only on the states of sites in
hirers up to l of Ed Given R1_, and Sr_ let us say that a point (44 is
eligible if it is in layer t of Z2 and has at least one neighbour in R.;_ t Let
(e, y) be art eligible point, and suppose without loss of generality that
1, y) E R.;_ I . Then there is a v E _ 1 with y(v) = (:r
The
point v has exactly d/2 neighbours win Zd with y(w) =
y) Since
each is open independently with probability pd , the probability that at
least one is open is exactly pr If at least one w is open. include
y)
Basic concepts mid results
in RC, and (one of the possible) w in SI Note that; we decide whether

to include (:c y) by looking at the states of its preimagcs under 5.-). As
the sets of meirnages of distinct points are disjoint, each eligible (x, y) is
included in .R; independently Thus, the distribution of Rrr conditional
on RC_ I is exactly that of R., conditional on R t_ i , and our construction
has the required properties
As the distribution of (R,1
) is the same as that of (Ro, R h . .),
there is a positive probability that every R; is non-empty. 13ut then
every Si is non-empty, and Co is infinite, so 74 1 (2i < Ai , completing
the proof
Numerous considerably stronger bounds have been proved about critical probabilities in high dimensions. In particular, Cox and Durrett
[1983] showed t h at
1
+ o(4- ") < pl]] (Y / -1 +d - " + 0(4-1)
+As we shall see in Chapter 1, .klensItikov [1986] proved that m i and fir
me equal in a very general context, including all the eases considered
here, so we may write pr lot their common value Kesten [1990; 1991]
(24)-1, and. independently, Hata and
showed that p]](I d ),
Slade [1990] and Cordon (1991] gave stronger results for pc/ ](Zd ). Concerning site per colation, 13ollobas and Kohayakawa [199-1] gave a simple
combinator ial argument showing that pr.(23 d ) (1 + d"")-0)/(24)
fact there are very precise formulae for both bond and site percolation:
1
7
p!!(Zil ) =
i 0(d - I)
24 4d-] 1643
was given by Nara and Slade [1995], confirming the first few terms in au
expansion repot ted in Gaunt and Buskin (19781 without rigorous error
bounds A similar expansion for site percolation,
31
75
5
+
+
324.]]
3914
9d SUP
was given by Gaunt, Sykes and Buskin [f976] again without rigorous
error bounds
'Throughout this chapter, we have concentrated on the critical probabilities of independent percolation models As we remarked earlier,
although these were the first graph invariants associated with percolation, there is likely to be only so much that can be said about them
Except in certain special cases, it seems that the exact critical probabilities arc in some sense rather 8/ hittair, Mr example, there may well
.1 Mt 51(1 concepts unit results
35
be no formula forpll(272), say, in which case tlfis quantity will never: be

kr /owl exact ly.
The quintessential example of a known critical probability is the critical probability for bond percolation on Z2 ; we shall present this oelebt result of Han is and Kesten in Chapter 3. Using the same method,
Kesten determined the critical probability for site percolation on the hiangular lattice Applying tricks of changing one graph into another, as
in Figure 6, and the star-delta transformation to be discussed in Chapter 5, one way obtain certain othet critical probabilities in a similar
way, including those for bond percolation on the triangular and hexagonal lattices. Newt theless, these are only sporadic examples.
There is anodic/ , very different, percolation model whose critical probability is known: face percolation on a random Voronoi tessellation in
the plane This result, is considerably Model than the results concerning exact critical probabilities on lattices: we shall sketch a proof in
Chapter 8
There are several other invar iants defined From the component slimeture that me likely to be considerably mole significant, than the critical
probability in the long term Rather little is known about these; we
shall say a few words about them in Chapter 7
Probabilistic tools
In this chapter we present some fundamental tools horn combinatorial

probability that we shall use when we come to study percolation These
results have many applications in other alerts, for example, the stud y of
awful,'graphs.
One of the most basic results in paobabilitc theory i s
Li lam
Theorem 1.
Let X = (X t , Kg.
be a sequenm of independent ran-
dom variables and lel A be an event in the 47-field generated by X

. X
Suppose t, fin: every n the event A is independent of
Then P(A) is 0 a l 1
Note that different X; are not assumed to lace the same distribution
An event A with the proper ty described above is known as a tail event:
Theorem I states that fun tail ment in a product probability space has
probability 0 or I
g
inal fthmulation of this
In fact. Theorem t was not kohnogomu L s ori
) is a sequence of
(Ai.-X2,
result What he showed was that. if
P is Barre function and
real-valued uandontvariables. f :
IP( f (X) = 0, x,,
,x)
IP( .f(X)= 0),
then F(AX) = 0) is 0 or 1: see Kohnogorov B950, pp 09-70f As

Kolmogorov noted, these assumptions ate satisfied if the Xr are independent, and the value of the [Unction f (X) remains unchanged when
only a finite nurnbet of variables are changed
The following observation. known as Fekete's Lemma [19231 is frequently used to prone the convergence of various sequences
Probabilistic tools
37
Let (a) be a sequence of non-negative awls such that

+ aa, lar o. err > 1 Then lim_, alir crisis
Lemma 2,
(I,,;
<
Proof Let e. li t n int _, a/(1. so 0 < e< or Given > 0 there is a

11 -= kg + 0 < < then
k such that a k < e +
a < ya k + < ga k +bk.
where b k = inax i < k a k aci Hence
a < a k / + bk la < c+ 2E,
if a is large enough
a > 0, then the conclusion is again that

ala exists, but we must allow the limit to take the value
If we do not assume that
0c Taking login Ulm's, it follows that if (a) is a snlmuthiplicative

sequence of positive /cal numbers, i e if a+, < aa , for I I, m >
then ihri_, a), /n exists
Many sequences occulting in percolation theory do not satisE N the
conditions of subadditivity or submultiplicativity dearth, and one needs
the following extension of Fekete's Lemma proved by de Bruiju and
Er dos [19521
Lemma 2'.
Let Lt.)
Taff+
Ii
be an increasing Lunen with
:r(t)t -2 dt <rx.
and let (a) be a segnenee of rents such that

a + , < a + (1, + veil + in)
WhelleVCI
cc
u/2 <
(1)
at < a. Then aIn --) L far some .L with x < L <
This result is essentially best possible For example, if ..r. > 0, then it
does not suffice to impose condition (1) for (1 + _)1112 < in <n
The framework fin much of combinatorial probability (including percolation theory). is the 'weighted hypereube (21, We shall take our: time
over introducing this important concept
For any set 5. we may identify the power set -P(5'). i e , the set Of
all subsets of S. with the set {0,1} H of all functions f : S + 10.11 In
Probabilistic 10019
38
this identification, a set A C S corresponds to its characteristic function

5'
{ft 1}, defined by
14(r')
{1 if y
A,
0 if a:
S\A
(We follow the standard convention in combinatmics that S C S )

If S is finite (and this is the case we are mostly interested in) then S is
usually taken to be [id= {1,2,
a}, and then 7(n) = P({/1]). 7(5)
is identified with the hypercube
simply, the cube Q" = 2" = {0, 1}",
i e the set of all 0-1 sequences of length n Under this identification, a
set .4 C [i] corresponds to the 0-1 sequence (a i );_ i in which 0 = 1 if
E A and a i = 0 if i [I]\ A
It is natural to consider Q" as a graph whose vertex set is 'P(a), in
which two sets A and B are joined if their symmetric difference AAB
consists of one element Equivalently, Q" has vertex set {0,1}" C
and two eertices a and b are joined if a b = :he; for some where
(er,en,
,e) is the canonical basis of T.' Thus the graph Q" has 2"
vertices awl n2" I edges
For A, BEP(n), put A < B if A C B. This turns the power set 7(n)
into a partially ordered set, a poser. Equivalently, the graph Q" has a
natural orientation: an edge ab is or iented from a to b if b a = for
some i t 1 < r < a. Then a < b if there is an oriented path from a to b,
<
for every i
i e.,
A point (vertex) of Q" is naturally identified with the outcome of a
sequence of a coin tosses: for a = (a;),_r G (1 " we have a; = 1 if the
ith toss lands as heads This puts a probability measure on (tire vertex
set of) Q". If we use fair coins then we get the uniform measure on Q",
i e., the normalized counting measure: for A C Q" the probability of A
is 1P(A) = /2" If we use biased coins then we get a ' 11101C interesting'
measure: if the probability that the ith coin lands as heads is p i , then
P(A) =
ft E
= I
(i -pi)
(P7(1 10) Ho -m)
(2)
air--(1
The cube Q" endowed with this probability measure is denoted by (>p,
and called the 'weighted cube with probability p = (m)11_,
Putting it slightly more formally, let x i ,x be independent Bernoulli random variables with Peri = 1) = p i and P(ari = 0) = 1 Pi , and
let x = (:r i ) be the random sequence obtained in this way. Then Qp"
is the space of these random sequences. Also, X =
:
=
is a
2. Probabilistic tools
39
random subset of P(0), so Q v" is the space of 10,7140111 subsets of [nl, in

which the elements 1,2, , 0 are chosen independently of each other,
and i is chosen with probability Pa
If = 1/2 for every then the weighted cube is just the unweighted
cube mentioned above; in this case the probability measure is the normalized counting measure In the next simplest case we have pi p for
every i, so that P(X = A) = 9 1 A1 (1 p)" F AI ; in this case we write (21';
instead of Q p" The standard percolation models correspond to (2;,'
The events in our probability space (2` me the subsets of Qpn , i e ,
the subsets of Q". A subset U C Q" is a (monotone) Increasing event,
01 simply an up-set., if a, b E Q", a E U and a < b imply that b E U
Replacing Q" by P(S), a set system U C P(S) is increasing, or an upset, if A C B C X and A E U imply that B EU D C (2" is a
(monotone) decreasing event or a down-set if a,b E (2", a E D and a> b
imply that b E D Equivalently, D C P(X) is a decreasing set system
or a down-set if A C B E D implies that A E Clearly, U C (2"
is monotone increasing if and only if its complement, .D = Q" \II, is
monotone decreasing
The fundamental correlation inequality in the cube, proved by Harris
[1960) in the context of percolation and rediscovered by Meitman [1964
states the intuitively obvious fact that increasing events are positively
col related.
Given a set A C (2", for t = 0,1 define
= {(ai)72 1 1 : (al,
,a)) 1 ,1)E
(2"
II A is monotone increasing then Ao C A 1 , and if A is monotone decreasing then Ar C Ao Let Q p",I be the weighted cube whose probability measure is induced by the sequence = (m)72 / 1 . With a slight
(and usual) abuse of notation, let us write P for two different measures,
namely the probability measures in Q p" and (47 1 Note that
P( A ) = ( 1
)P(-410) +Th iP ( A r)
(3)
for every set; A C Q"

We are ready to state and prove Harris's Lemma
Lemma 3. Let A and B be subsets of Q p" If both are up-sets or both
ale down-sets then
P(A
n B) > P(A)P(B).
(4)
Probabilistic tools
-10
If
A is 01) up-set and 13 is a down.-set thco

P(A n B)< INA)P(B)
(t)
Let us prove (1) by induction on II Pot n = I ((a, indeed, a = 0)

the inequality is ti kris'. so suppose that I] > 2 and that (l) holds for
I
Suppose that A and B ale both up-sets <A both down-sets Then
C Bo hi
or else A t C Ao and
either Ao C At and Bt C
pal t iculat
Proof
OP(Ao)
(P(Bn) 12(13t))? 0 (6)
Also. by (3), the induction hypothesis and (6) we have

P(A n B) =(1 p,JP(A,nBn)-I-
pIP(A,
n B,)
PiP( A o) P(Bo) -f-PaINA1)111(B)

{ (1 )P(lo) N IN A /
= P(A)P(B).
Ps)P(B0) pP(13
with the second inequality following how (6), and the last equality a
consequence of (3)
It01 A On up-set and 13 a down-set. inequalit y (5) follows IA applying
(1) to the up-sets A and .13` (2 \ 13:
P(A B) = P(t) P(.4 n Be)
< P(A) P(I)P(Be)
= P(.4) P(A){1 P(B)}
= P(A)P(B)
The extension to Minim product spaces is iminediat we shall not need

it lane
As the intersection of two up-sets is again an up-set Lemma :3 implies
that
P(.41
n .42 n n A i ) >
P(Ai)P(A2) P(A))
(7)
me all up-sets, I all down-sets

whenever A I .
rue
A simple consequence of Hailis's Lemma is that if At,
increasing events in (2 1 ,2 whose union A has very high probability. then
one of the A; must hate high probability Indeed, the complements Ay
2 Probabilistic tools
41
are decreasing, or down-sets, so from (7) we have
H N I ") .5- NA')

1=1
It follows that fot some i we have

P O) 5- (11)(Ac))11?
PO I
IP(*) I
U U AO)

(8)
In the case where each A; has the same probability.. inequality (8) holds
Cot ever) i. For t = 2, this observation is sometimes known as the
'square-root trick; for t =
this is the ''nth-toot trick'
If p : Q"
R is any function, then we may think of
measure on Q" Thus, For E C Q n we have
p(E).=
II
as a signed
Fr(x).
and the integral of a function h : Q" R with respect to p is

h
ip=
h(3)/1(3) = (HO(Q")
EQ.
In pat ticultu, wining l f for the diameter istic function of a set E C

we have
It^ dt = p(E)
In this notation. Harris's Lemma states t hat for the probabilit.v measure
Pp on the cube
we have
(.2 p
"
drinp
II
1.A1.13 (Pp >
Li
dIPp (9)
whenever A. B C Q" me up-sets

Inequality (9) yields a more high-blow formulation of Harr is's Lenarta
Although the terminology is self-explanatory, we note that a function
It : Q"
R is (monotone) increasing if h(r) G h(g) whenever < y
Lemma
4. Let f and q be increasing functions on
f g dPp >
Q"
Then
()Pp g drp (10)
Probalribstie tools
42
Pivot Adding a constant C to f increases both sides of (10) b y the

f is positive for some C', we may
same a/1101111i,
C' g As C
Similarly,
we
may assume that q > 0 Then
thus assume that f >
= rift and g = j= where the ef and di are positive
constants and the functions h, gi are characteristic functions of up-sets
Thus.
cid;
I Ill
Lg.)
c i d; I L
11,
gj
where the inequality is Lemma 3
The van den Berg-Kesten inequality I1985I fin monotone events is

partial converse of Harris's Lemma: it also states an intuitively obvious
fact Let .4 C (2; be the ineteasing event of having at least one inn of
three heads, and let B C Q p" be the increasing event that there ate at
least five heads Let AO /3 be the event that there is a tun of three heads
and there ate at least five Ow/ heads It is Mud not to he convinced
that IP(A 0 B) < INA)P(B)
operation
Let us give two locum definitions fin the 'square' or b
B C P(.5)
for set systems First, we define AO B fin
S such that
C S thole ate disjoint sets
A 0
,--cnv
Dnz=cnz
implies D E A. and
c B. fin any D
S}
Let us write / I x for the restriction of a function to a domain X If

means
d = ((.1 [ )i 1 . and I C [al. then the condition c hi =
=
tot all i E I For A, B C Q" = {0,1}", we may
exactly that
=
define A D B by
A B
(2' thew are disjoint sets 1 ./
[a] such that
d ii = e ll implies d E A, and
= / implies d E B. for any d E C"2"}
This definition is equivalent to that fin set-systems given above
Note that A0 B is a subset of A ft /3 In fact, it may be a ratlar small
subset of A n 13: fin example, if neither A not B contains a subenbe of
dimension at least 42. then A B 0
di/ = q 1 implies that d E A, then we call c ti a witness on a cc/iificate
161 A with suppoll 1 Thus AUB is the set of points c fin which there ale
disjoint sets I and .1 stab that c it is a witness lot A and e l [ is a witness
13
tht B Note that the square operation, which is obviously commutative,

is also associative: both (A l 0 AO 0.4 3 and .4 1 0 (A9 0 A 3 ) consist of
the set of points c for which there ate disjoint I I , 1) and 13 such that
el]; is a witness for A. = 1,2,3
For increasing events (and for decreasing events), the definition of the
square operation can be simplified considerably Indeed, if A, B C P(S)
are hICI easing set systems, then
A D B = {21 UB:An13 (4, A E A, B E B}

Lt the context of inmeasing set-systems, we may take a witness for A to
be simply a set A E A. /abet than the function that is I on .4 Then
A 0 B is the set of sets C such that. C contains disjoint witnesses lot A
and Mt B
identifying (2" = {0,0" with the algebra 272{, so that for a =
b
(1)) )7_, we have
(a i )7=1 and
= (a + 14)7- 1 and oh = (oihi);1-1,
with 1
1 defined to be (I, we have I he following simple description of
A 0 B for increasing subsets A, B of Q":
A 0 B =
b: ob = 0, E
b e 131
In other words, for increasing events A and B C (2", the event A0 B

happens if sonic (minimal) elements of A and B occur . disjointly: A OB
s the up-set generated by disjoint ly supported elements of A and B. as
in the example we star tied out with.
Ebb then, is the van den Berg-I:08ton inequality The simple proof
below is due to Bollokis and Leader
Theorem 5. Let A, B C Vr; be increasing events Then
P(.4
B) C P(A)1P(B)
(11)
Proof
We shall prove (11) by induction on n; the case it
1 (or,
indeed, the case n = (1 which makes perfect: sense) is trivial
As before, let Q p"7 I be the weighted (n - 1)-dimensional cube with
probability measure defined k
=
,p_,) Let C = A0 B It
is easily checked that, as A and B me up-sets,
Co = Ao Bo
and
C', = (.4 0 0
U (A I 0 DO
(12)
41
Probabilistic tools
As A0 C A, and Bo C
it follows t hat
Co C (.4 0 0
) n (A 1 0 B0)
(13)
and that
C A Bi
Thus, by induction,
P ( C0) = P1A0 0130) P(Ar)IP(BoT
and
P(C, ) < F(.4, B,) < P(
Furtheinnne, front (12) and (13).

F(Co) INGO < LP ( (,4 0 0 B I ) n ( A 0 Bon
+P((.4 0 /3 1 )1T (A, 130))
P(A 0 0 B 1 ) + PHA 0 B0)
< IF ( :1 0) IPTB D F( A , )Fd131)
Multiplying the last three inequalities b y (1 p) 2 pY, and p (1 p)
tespectivel y and summing. we find that
(1 -1,,,)P(co) Puflet
{ PO P( Ain + Pit P ( T t )1
fin ) 121 Bol +PaLNBI/}
Using (3) three times, this is just) < P(A)P(B), as required
Van den Berg and kesten [1985] cot/lectured that their inequality
holds lot all events, not only monotone events Van den Berg and Fiebig
[1987] proved that the inequality holds lot Coll Vel events, that is, intersections of increasing and decreasing events Tate lull conjecture resisted
all attempts until Rchnet [2000] moved it
Theorem 6. /A A B c QV, Then P(1 B) < P(A)P(B)
The proof is much hander than that or the van den BergNester inequality
Han is's Lemma has many extensions, including some cal 'elation inequalities of thiffiths (1967a:1967bl concerning Ising lenomagners, and
extensions by Kelly and Shetman [1968] The PEG inequality of Ratuin, kastelevn and Ginibre [1971] extends these to a cot telation inequality On pat tinily Rioted sets. with applications to statistical mechanics;
45
9. .Probabilistie tools
the EKG inequality is the roost often quoted correlation inequality in

physics: even Hair is's Lemma tends to be called the 'EKG inequality'
Ahlswecle and Davkin (19781 extended the EKG inequality to a very
general correlation inequality on lattices What is amazing is that such
an inequality could be true: its proof, although fa.r flour trivial, is not
ver y difficult.
Given points a = (at)(_, and b (b 1 )7_, of the cub e Q" = {0,1}",
their jour is a V b = (ei ) iL l , where ei = a i V h; = maxfa i ,bi l, and
their meet is a A b = (d1 )7_,, where di = a; A b i = nrinfa i ,b 1 1 (Thus,
identifying (2" with the power set 'POrd), so that a and b become subsets
of H. we have aVb=aUb and a Ab=anb) For A. B C Q". define
the join of A and B as
E_-1. b E
B}
A b:a EA. b E
B}
A V 13 = la V b: a
and their nee/ as
A A B = (a
As usual, we shall identify a function * Q" = (0, II"

signed measure it defines on Q". so that if E C Q" then
IR with the
=)((')
cEE
Here, then, is the Foul Functions Diemen' of Ahlswede and Dar kin,
stating that a certain trivial necessary condition for an inequality is also
sufficient
Theorem 7. Let o.
Q" Pr'` = (0. yr) be such that
n(0)/1(b) < 1(a V b)6(a A h)

for all a b E Q" Then
el(A)/3(B) G 2(A V .8)6(A A B)
fat all subsets A. B C Q"
Choosing appropriate functions o. 3, 2 and 6, Theorem 7 iruplies

host of inequalities. In roost of these results, a, (3, 2: and 6 ate chosen
IR T We may choose any
to be the same function (measure) p: Q"
function p, provided it is log-supermodulm, i e satisfies
p(a)p(b)
p(0 V b)p(a A b)
Probabilistic tools
16
for all a b e Q".. (Occasionally, such a function p is said to be logmonotone ) By the Ahlswede-Daykin Four Functions Theorem, if p is
modular , then
log-super.
p(A)p(B) C p(A V B)p(A A B)
(14)
for all A, B C Q n . The very special case where ft is the normalized

counting measure implies Harris's Lemma, since, when A and B are
increasing, A V B is just A fl B The simple proof of Lemma 4 shows
that (14) implies the FIKG inequality, which may be stated as follows.
Theorem 8. Let p : Q"
sure, and let f. g: (2" --.,
F', +
P. be a log-supermodular probability meabe increasing functions Then
f g dit
1 1(11!!gdtr
Our final aim in this chapter is to present, some fundamental results

concerning thresholds for events, stating that under rather general conditions, the probability Pp (A) of an increasing event A C 1111C/C1 goes
a sharp transition as p passes through a critical value These sharpthreshold results will be of fundamental importance in several of the
major results on percolation.
Given a point w E
Let A be an event in the weighted cube
Q" =
the it II variable w i is pivotal for A if precisely one of
, w) is in A
w= (uo, . co) and i (w) = . wi+1 ,
Note that: whether the dIr coordinate is pivotal depends on the point w
anal on the event A The influence of the ith variable on A is
Qp
"
di (A) = ii p
(A) = Pp({w:
a); is pivotal for AD,
or, in the usual notation of probability theory, simply

/3i (A) = Pp (w i
is
pivotal for A)
The fundamental lemma of Margolis [1974] connects the derivatives of

(A) with the influences of the variables; this lemma was rediscovered
some years later by Russo (19811.
Pp
Lemma 9. Let A be an increasing event in, the weighted cube Q p", where
p
= ( p i
, p) Then
p;
Pp ( A ) = /51(A)
17
In particular,
=
dlp r ( fl )
/3r (A).
Proof It suffices to prove the first statement with i = a Given a point

,:rk) E Q k , where k < n, write
x =
=
i:
Pi H - Pi)
=0
so that if k = n then Pp ({x}) = px Also, for x E Q"- 1 , set x+ =

(x ) , , 1) and x_ = (r h . -1,0), so that x i., E 2" Note
that px+ + px - =
For an up-set A C Q", let
A IxE(2" -1
x+ E
A, x
fi b z=
x+ E
A,
AI
and
E (2 "-I
A},
and note that

Pp( A ) =
E (p x
Px-)
E p x -}- Pm )11 Px
(15)
xEslb
Hence

Op
l?p (A)
Px
At the point x' = (x,x), the nth coordinate

A i so this last expression is exactly /3(A)
is
xE
pivotal if and only if
To prove sharp-threshold results, we wish to find lower bounds on

O i (A) In the unweighted cube Q,
/31(A)2"-1 is precisely the
edge-boundary of A Thus the edge-isoperimetrie inequality in Q tells
us that if P 1t1A) f then
11
0 1 (A)
> t2"(n
logo (t2"))/2" -I = 2t;log2(1/t),
SO
max/31(A)
2t log; (11t)In
Probabilistic tools
Ben-Or and Linial {1985: 1990] conjectured that this last inequality
can be improved substantially: up to a constant factor, logn(1/t) can
be replaced by logo 'this conjecture was proved by Kahn, Dalai and
Linial 11988] with the aid of the Bonarni-Becknea inequality from harmonic analysis For a combinatorial proof, see Falik and Samorodnitsky [2005]
Theorem 10. Let A be a subset of the n-dimensional discrete cube
(2 = {0,1}" with probability t = 1A1/2". Then
( log 02
i (A) 2 > et 2 (1 _
fi
(16)
11
where > 0
hi
1171
absolute constant
The bound above is often written with min{ t 2 , (1 0 2 } instead of

t 2 (1 0 2 ; apar t Rom a change in the constant, this makes no difference
A similar comment: applies to the bounds below
Relation (16) immediately implies that
max
>
t) (log n)In
Ben-Or and Linial gave an example showing that this is best possible
up to an absolute constant
In order to apply Lemma 9, we need bounds on influences in weighted
cubes Such an extension of Theorem 10 was first proved by Dour gain.
Kahn Kalai, Katznelson and Linial [1992]; a simpler proof has since
been given by Fr ieclgut [2004]
Theorem 11. Let A be a subset of the rueiglrted cube (2 1; with probability
P p (A) = I Then
max/j;
where c > 0
an absolute
(A) > d(1.

CO 11
stant
!off n
Friedgut and Kaki [1996] noticed that a slight variant of the proof
of Theorem 11 gives a stronger Jesuit (apartt from the constant): if the
maximal influence is not much larger than the bound in Theorem 11
then there are many variables of comparably large influence, so the stun
of the influences is huge
49
Theorem 12. Let. .4 be a subset, al the weig hied cube Q" with Pp (A) =
If 11;(.4)< S fat every i. then
) log(1/6),
,d i (A) > c
i.1
where c > 0 is
an
absolute constant
There is a simple condition uncle/ which one large influence guar antees
C Q'' is signmettic if
that the sum of the influences is large A set
t i s wariant under the action of sonic group acting transitively on
[n] Thus, A C Q" is symmetric if, for all 1 < j < h < n, there is a
pet mutation rr of [n] such that 7(j) = h and if x = CIA is in A then
so is 7 (x) = (.H o)i All we shall need about a symmetric event is that
ever y variable has the same influence on it
Using this observation and Lemma 9. Ft iedgut and Kahl [1996] deduced from Theorem 11 that ever y svn u netnc increasing property ifi
has a sharp threshold: an 0(1/ logo) increase in the probability p suffices to increase the probability of the property from close to 0 to close
to 1
Theorem 13, There is an absolute constant c i such that if .1 C Q" is
symmetric and increasing. 0 < z < 1/2, and IPp (.4) >
then Pg (51) >
1 e Whell CM]
p >
log(1/(25))
log o
1'riedgut and Kalai [1996] showed that, for events whose threshold
occurs at very small values of p. this result can be strengthened considerably
Theorem 14. There is an absolute wnstant c, such that if rl C Q" is
symmetric and increasing. 0 < e < 1/2, and Pp (A) >
then TVA) >
e whenever

e2P
(1//)
loo(1/(25))
log
It is not: hard to adapt the proof of this result to powers of probability

spaces with 3, 4, 5 elements, where all elements but one have small
probability
Bond percolation on Z 2 - the Harris--Kesten

Theorem
From the publication ' of the first papers on percolation theory in the
late 1950s, for over two decades one of the main challenges of the them)
was the rigorous determination of p it = the critical probabilityfor bond percolation on the square lattice. Hammersley's Monte Carlo
experiments suggested that the value of p H might be 1/2; [rather evidence for this was Own by Bomb (1959], Elliott., Heap, Morgan and
Rushbrooke [19501, and Dumb and Sykes (1961]
The fist major result on this topic was due to Harris [1960], whit)
moved that p H > 1/2 In the light of this result: and the Monte Carlo
evidence, Hammersley conjectured that the critical probability is indeed 1/2. Sykes and Essam [NMI] gave a non-rigorous justification of
( 4.72 ) = 1/2, fur ther supporting this conjecture.
the next important step towards proving the conjecture was taken
by Russo (INS] and by Seymour and \Wish [1978] who, independen(t)s
proved that A (Z,12 )+ glij (Z2 ) = Kesten [1980] finally settled the
conjecture: building on the Russo-Seymour--Welsh result, he gave an
ingenious and intricate proof that. p H = 1/2.
By now, there are many proofs of this famous Harris-Kesten Theorem;
in fact, there are a number of global strategies based on various different ingredients, and frequently even the same ingredients have sever al
different. proolS. :Here we shall give several variants of what is essentially one proof, using some of the basic probabilistic results presented
in Chapter 2 NA,T hat follows will be heavily based on the presentation
in Bollobtis and Riordan [2006c] Later, in Chapter 5, we shall indicate
another proof, based on Menshikov's exponential decay theorem and the
uniqueness theorem of Aizemmm, Kesten and Newman
1/2 is the fact that, for p =
Intuitively, the main 'reason why' p it
1/2, the probability that there is an open path crossing an n by n
Band percolation on Z2 - the HannHester'. Theorem 51
rectangle the 'long way' is 1/2 As we shall now see, this is an immediate
consequence of self-duality However, haying proved this simple fact, we
ale still lather far from proving that pu = 1/2: in some sense, the real
p robleru struts only then
Recall that the dual of A V is the lattice A* with vertex set {(a - F
1/2, b 1/2) : (a,b) E Z2 1, in which sites at distance 1 ate adjacent
Thus there is one dual bond e* for each bond e of V; this bond is the
bond of A* that crosses e
A rectangle R in V is a subgraph induced by a set of sites of the form
[0 ,14 x
where a < b and e < d are integer's We shall use the same
notation for the vertex set [a, x
dI and for the rectangle it induces.
If b a +1 and I'. = 1 then we call R a k by C rectangle; note
that such a rectangle has 0 sites and 2k1 k C bonds. A rectangle
in A* is defined as in A = V; equivalently, R.' is a 'octangle in A* if
P,.`+ (1/2, 1/2) is a 'octangle in A
Although we have defined rectangles as suligiaphs of V and its dual,
it is natural to define an 'abstract' k by C rectangle as a 'grid graph' with
he vertices and 2/cf. k (edges. Cleat ly, a suligraph of 23 2 isomorphic
to a k by C abstract rectangle with k, C > 2 is a k by C rectangle as
defined above
Turning to bond percolation on A = Z 2 , let us consider a configuration w E {0,1} E(A) on A. For the moment:, the measure on the space of
configurations will be inelevant, lmt, we shall still call a set of configurations an event As in Chapter 1, we define a bond e" inr A" to be open
if e is closed and vice versa; thus the configuration w specifies the states
of the bonds in A and in A*
The hot izontal dual of a rectangle R = [a, x [c, di in A or A' is
the rectangle Rh = [a + 1/2, b 1/2] x [c 1/2, d + 1/2] in the dual
lattice Analogously, the tun beat dual of R is the rectangle R" = [a
x [e+ 1/2, d 1/2]; see Figure I. Somewhat: artificially, the
horizontal dual of a 1 by l rectangle is the 'empty rectangle', as is the
vertical dual of a k by 1 rectangle. For k, f > 2, the horizontal dual of
a k by C. rectangle is a 1 by C + 1 rectangle, and the vertical dual is
a k + 1 by C 1 rectangle Also, (Rh )"
(R'') h
R.
Given a configuration ro, an open horizontal erossinA
i
a rectangle
= [a, x [c, 4] in A or A' is an open path P C R joining a site (my)
to a site (I), 2), i e., a path in the appropriate lattice, all of whose edges
are open., joining the left-hand side of R to the right-hand side. We write
11(R) for the event that R has such a crossing Similarly, we write 17(R)
for the event that I? has an open. VC/ heat crossing, defined analogously.
52
Bond ingeolaboa O n Z -- the flail
Theorem
M
I MI
I
M
S11W
111111
1111111111111
Figure 1 A rectangle 1? (solid litand its horizontal dual Rh (dashed lin
R h is the Nettie& dual of B
As a minimal open houzontal crossing of a rectangle I? does not contain anv bond joining two vet flees on the same vertical side (left or right)
of I?, the event fi(R) depends only on the states of those bonds in I?
whose duals appear in R h Similarly V(R) depends only on the states
of bonds with duals in RE.
The next lemma is the pit ()wised 'reason why' pn (2 2 ) = 1/2 The result is obvious, and it is tempting to state it without a proof However.
it is not entirely t t ivial to pr ove, and it usually takes quite a while to clot
the i's; for a poof of it closely /elated result see Kesten [1982. pp 386:3021 Here, we shall give a simple proof needing no topology Logically.
the proof is equivalent to that given in Bollobas and Riordan [2006cd
but the presentation is mote like that of a related result in Bollobas and
Riordan [20061].
Lemma 1. Let I? be a rectangle in E li of its dual. Whatever the states
of the bonds in B. entelly one of the events 11(R) MI (1 V(R h ) holds
Proof . Consider the partial tiling of the plane by octagons and squares
shown in Figure 2.. (This is, in fact, part of the Atchinuidean lattice
8-); see Figure 18 of Chapter 5 ) We take a black octagon for each
site of R. and a white one for each site of R h The bonds of R and
of R h ate represented ha squares. with the sante square representing a
bond e and its dual e* A square representing a bond e of R and its
dual C " in H " is coloured black if c is open. so g* is closed, and white
if c is closed and e* is open In the first case the black square joins
Bond petrolation on Z 2 Harris

lteodem
53
Figure 2 The upper figure shows the open bonds of a rectangle B (solid) and
its horizontal dual Rh (dashed) In the lower figure each site of I? is drawn as
a black (shaded) octagon, and each site of R h as a white octagon The central
squares correspond to bonds e E I? with duals e' C R fi ; such a square is black
if c is open and white if e* is open There are additional black/white squares
around the edges to connect; the sides of the rectangles
the two black octagons corresponding to the sites e i0111,9 In the second,
this white square joins the two white octagons corresponding to sites of
54
Bond pocalgtion on 27,2 - the Hartis-Kesten Theorem
the dual lattice that e" joins The squares corresponding to the bonds
in the vertical sides of I? me coloured black, to 'join up' each side of
R; the states of the corresponding bonds ate irrelevant to the event
11(R) Similarly, the squares corresponding to the (dual) bonds in the
hot izontal sides of Rh ale coloured white
Note that II(R) holds if and only if there is a black path of squares
and octagons from the left of the figure to the right, and 11 (1?),) if and
only if there is a white path of squares and octagons front top to bottom.
In particular, 11(1?) and V(Rh ) cannot both hold: otherwise, these black
and white paths contain disjoint (piecewise linear) curves in the plane
lying in the Ulterior of a cycle C (the boundary of the partial tiling),
and joining two pairs of points at, and bd, with a. b. c and d appearing
in this cyclic order around C As noted in Chaplet 1 (see Figure 8), Kr,
could then be drawn in the plane
Let I be the interface graph. formed by taking those edges of octagons/squares that separate a black region front a (bounded) white
one, with the endpoints of these edges as the vertices Then every vertex of I has degree exactly 2 except for the four vertices x, y, z and at.
which have degree 1. Thus the component of I containing a" is a path Ili,
ending at another vertex of degree I. Walking along I1 7 front r, there is
always a black region on the right and a white one on tire left. Thus 147
cannot end at: 4, so IV ends either at y or at
If II' ends at y, as in Figure 2, Own the black squares and octagons
on the tight of IV give an open horizontal crossing of I?. More precisely,
these squares and octagons correspond to a connected subgraph S of R
joining the left. of .1? to the right, all of whose bonds ate open, except
possibly lot some vertical bonds in the sides of I? Let P be a minimal
connected subgtaph of 5' connecting the left of I? to the right Then P
is a path. and P uses no vertical bonds in the sides of B. so P is an
open horizontal crossing of R. and 11(R) holds Similarly, if IF ends at
w, then the white squares and octagons on the left of II' give an open
vertical crossing of R h in the dual lattice. Thus at least one of I1(R)
and V(Ie) holds.
The path II' in the interface graph I described above may be found
step 1w step: we enter the tiling at r, and at each vertex we 'test' the
two edges leaving tins vet tex and follow one of them. If II(R) holds, so
t hat IV leaves the tiling at y, then the path P we find is the the top-most
open hot )contal crossing of I? This has the very useful property that it
can be found without examining t he states of bonds below P
Bond percolation on Z 2 - the Hands-Kesten Theorem
55
Algorithms such as this, that test for crossings by examining 'interfaces', are sometimes of practical significance, as they can be much faster
than exploring, say, the set of all vet tices of R reachable from the left,
and testing whether this set contains a vet tex on the tight
Lemma 1 may be worded as a statement about a plane graph and
its dual: contract each vertical side of B to a single vertex, and add a
single edge I joining these vertices to form a graph G. Also, contract
each horizontal side of Rh to a single vet tex, and add an edge f* joining
these vet tices, obtaining a graph 6* Then (.7 and G* are planar duals;
see Figure 3
Figure 3 A rectangle /? with its left and right sides pinched to single vertices
(solid lines), and the rectangle R h with its top and bottom sides pinched
(dashed lines) With additional edges f f' as shown, the solid and dashed
plane graphs are chinl to each other
Figure 3 shows that Lemma 1 is a special case of the following result

for a general plane graph and its dual
Lemma 2. Let CI be a graph drawn in the plane, and let GI * be its dual,
with edge set {e* : e E E(G)} Let f be any edge of G, and suppose that
each edge e 7,4 f of G' s assigned a state, open or closed Taking an. edge
e* to be open. if e is closed and vice yen sa, Mlle, there is a path in C;
consisting of open. edges and 'joining the endpoints of f on there is a path
56
1301h1percolotani
Oil
Ea
the Hari is- Kasten Theorem
consisting of open (dent) CINGS and joining the endpoints of

G"
f* Paths of both types cannot (I:tit:I shin/Una cously
in
The proof is the same as that of Lemma 1: replace each vertex

Proof
of G with degree et 1w a Hack (topological) 2d-gon, and each degree
Mertes of G* by a white 2d-goo Replace each pair le, el of dual
edges with a 4-gon, shining edges with the polygons corresponding to
the endpoints of e and c*, respecting the cyclic order of the edges arid
faces around each vertex of Gi and Cr, as in Figure -1 Colour all 4-
Figure -I A plane graph C (solid circles and lines) di awn with its dual CI
(hollow circles and clashed lines) There is a black 2d-gon for each degree d
vertex of C. and a white 2d-gon for each degree d vertex of a' There is a
-I-gon km each edge/c hu rl-edge pair {c. this is black or white according to
whether c is open or closed, apart from the hatched 4-gon, corresponding to
the distinguished edge f and its dual f
goes except, that colitis/muffing to { i l"} black or white irr ai t y way
Then in the inter face graph hunted by the sides of polygons separating
a black region horn a white one, ever y vertex has degree 2 except the
font vertices of tine -4igont coliesponding to f. f*}: the rest of the 1)1001
is as before
= FPI! , p in which each bond of

is open with in obabilit y p independently of t he other bonds, Lemma 1
has the follow ing immediate consequence
cm fl ing to the probabilit y meastue
8 I The Russo-Segnomm Welsh method
Corollary 3.
57
0) If I? and R' are k by / - 1 UM/ k - 1 by C rectangles
in Z2 . respectively, then
Pt aH(R)) -F E I-v( / 01 1) = I
Ii is an It + I by II rectangle then
P t12( H ( R )) =11 2
(1)
(iii) If 8 is an n by it square. then

[2( 1? (S)) =P tp2( H ( S )) ^ 112
Pi vot' For part (i), recall that each bond of A = Z 2 is open indepe ndently with probability p, and the dual e' of c is open if and only if
is closed By Lemma 1, every configuration w lies in exactly one of
H(R) and V(R h ), so Pp (H(R))+ Illip (V(R h )) = 1 But Rh is a k - I by
t] rectangle in A. where bonds are open independently with probability
1 - p, so Pp(17(/?h)) =
Ruts (ii) and (iii) follow immediately hour p eat (i)
It is easy to deceive oneself into thinking that (1) shows that par = 1/2
Although self-duality is of course the reason -why' Pu = 1/2, a rigorous
deduction is far from easy, and took twenty years to accomplish
3.1 The Russo-Seymour--Welsh method

The next ingredient we shall need in our proof of the Harris-Kesten
Theorem is some toms of the Russo-Seymour Welsh Theorem relating
crossings of squares to crossings of rectangles The proof we present is
horn Bollobtis and Riordan [2006c]
Lemma 4. Let I? = x [2,11 nn > n be an in by 2n rectangle. Let
X(R) be the event that them are paths P 1 and Pt of open bonds, such
that Pi CIOSSCS then by n square S = En] x (Id from top to bottom, and
P, tics within I? and loins some site on P 1 to some site on the light-hand
side of 2 Then IP1,(X(R))> Pp(H(R))11",,(1-(5))/2
Proof Suppose that V(S) holds, so there is a path Pr of open bonds
crossing S horn top to bottom Note that any such Po separates 5 into
two pieces, one to the left of Po and one to the right Let LI: (S) be the
left-most open vertical crossing, when one exists.. defined analogoush
to the top-most open horizontal crossing discussed in the remark after
58
Bond pemolation
OP V -
the Hartis--Kesten Theorem
Lemma 1 By that remark, for any possible value P I of L17 (.9), the event
{LII (S) = } does not depend on the states of bonds of S to the right
of PI
We claim that, for any possible value Pi of EV (8), we have
Pp (X(R)ILV(S)= PO Pp(H(R))/2
To see this, let P be the (not necessarily open) path formed by the
union of 13 and its reflection PI' in ti re horizontal symmetry axis of .R,
with one additional bond joining P1 to P(; see Figure 5 This path
Figure 5 A rectangle 1? a al square S inside it, drawn with paths (solid curves)
whose presence as open laths would imply X(R). The path P formed by Pi
its reflection P;, and th r single bond joining then, crosses 1? from top to
trot tom
crosses [Id x [il] from top to bottom With (unconditional) probability

Pp (11(R)) there is a path Pa of open bonds crossing 17 from right to left
this path must meet P By symmetry, the (unconditional) probability
that some such path first meets P at a site of PI is at least Pp(11(R))12.
Hence the event Y "(PI ) that there is an open path P in 1? to the right
of P joining some site on P i to the right-hand side of 1?- has probability
at least Pp (H(R))/2 But Y(P1) depends only on the states of bonds to
the right of P All such bonds in S are to the right of P1 in 8 As the
states of these bonds ale independent of {L1 7 (8) = P1 1, we have
Pp(Y(Pi) I LV(S) = P1) = Pu(Y(P1)) Pp(H(R))/2
If It (PI ) holds and LI/ (S) = Ph then X(R) holds Thus
IFF,(X(/?) I Lli (S) =
IP,(H(R))/ 2
As the event V (S) is a disjoint union of events of the form {L1 7 (S) =
3.1 The Russa-SeyMaill -IVelsh Method
59
we thus have P (X (R) I V(8)) > INH(R))/2, and the result follows
Lemma 4 allows us to bound from below the crossing probability of

some non-square rectangle; in particular, of a 3n by 2,1 rectangle. Let
h i,(rn,n) = (11(R)), where R is any in by n rectangle in Z 2 and let
h(tn,n) = h 1/2 (711, n)
Corollary 5. Fat all n > 1 we have 143, 1 ,20> 2-7
li
Figure 6 'if - Wu 2 by 2n (square) rectangles R, and an a by 11 square 5 in

their intersection Zile solid lines indicate paths witnessing the event A(/?),
and the corresponding reflected event for R.'
Proof Consider two 2n by 2n (situate) rectangles R' arranged as in

Figure 6, and then by n square S in their intersection. Let X'(R!) be the
event defined analogously to X(R) but reflected horizontally Applying

Leunna 4 to the rectangle 1? (which happens to be square),
PiLX (Jr )) = P (X (T)) Pi,(11(R))Pp(1/(S))12
The events X (R), X' (R') and H(S) ate increasing, and hence positively
correlated by Harris's Lemma (Lemma 3 of Chapter 2) If all three
events hold, so does H (R U R') Thus,
h(3n, 2n)
P 1/2 (H(R U R'))
1111/2(X'U1'))P112(X(R))P112(H(S))
Prp2(H(R))2P1/2(1/(S))2P1/2(H(S))/4.
But 1? and S are squares, so. by Corollary 3.

h(3n,211)
(1/2) 2 (1/2) 2 (1 /2)/4 = 2 -7
Bond percolation an E2
60
the Han
hi - Kasten
Theorem
It turns out: that the difficult step is getting horn scrim/es to elongated
rectangles: ft QM COI ollm V 5 it is vent' easy to deduce Hatt is's Theorem
Indeed, considering in ) by 2n and mo by 2n rectangles intersecting in a
2n by 2a square as in Figure 7, by Harris's LCIUMI/1 we have
Figure 7 Two rectangles intersecting in a square II the rectangles have open

horizontal crossings, and the square an open vertical one, then the union of
the iect angles has an open horizontal crossing.
h(m ) - 2)1.2n) > h(a 2n)h(ne).2012
(2)
> 2n hi particular,
Ion ill
20> h(a).2n)l)(3m2t))/2
Nat
>
2-sh(m.2n),
h(lta. 2a) > 2 17-8k lot all k > :3 and n > 1 As h(m.2n
h(n).2n) it Follows that thew are constants h k > 0 such that
so
1) >
li(km a): Il k (3)

for all k > 2 and a > 1
Alternativeh, starting with an nt i by 2n rectangle R and tun no, b
the proof of Lemma 1 actually shows that
2ti rectangle
Mtn ) T ne)- a. 2n) > h(m).201)(m)). 20/25
lot
in tn, >
2u
Plats
h(511.20> h(311.2n) 2 / 9r1 > 9-19

rind
1461).20 > 11(511.2014 9 m 9 0/ 95 > 9-19-1-5
0 -
(1)
As 2- 1 < /1(3n. 2n) < 1/2 lot ever y n. it is natural to expect that
More gemnalh, one would
11 (31 1 .2a) coin el ges to a limit as n
Nun. fro) = (a lb) lot sonic function /(:c) with 0 <
expect
f(r) < 1 Indeed. it would be astonishing if this were not the case
Surprisingly this conjecture is still open In fact. this is a very special

Hurt is 's Theorem
61
case of the general conformal invariance conjecture of Aizemnan and

Langlands. Pouliot and Saint-Aubin f10941 This conjecture was proved
Surnnov (2001a1 for site percolation in the triangular lattice; see
Chapter 7
3.2 Harris's Theorem

From crossings of long, thin rectangles to Harris's Theorem is a very
short step Let us wr ite r(Co) for the radius of the open cluster containing the origin, so
(C0) = sup{ d(ri. (I) r E
where d(x. y) denotes the graph distance between two vertices of
Z2
Theorem 6. Fm bond ',emulation in V 0(1/2) = 0

Moot' In
fact. we shall prove slightly !now. : namely that

P i/2 (1 (Ci d
fri
(5)
fin all n > 1.: where c > 0 is a constant

At, p = 1/2 the bonds of the dual lattice A" are open independently
with probability 1/2.: so. hour (4), the probability that a tin by 2r i rectangle in A' has an open crossing is at least 2- =5 Consider two 6[1
by 211 and two 21i by 6n rectangles in A-, arranged to form a 'square
annulus as in Figure 8 By Harris's Lemma, with probability at least
Figure S Four reel angles Fuming a square annulus
.r = 2 -i00 > 0 each rectangle is crossed the long way by an open (dual)
path Il this happens, then the union of these paths contains an open
dual cycle surrounding the centre of the annulus; see Figure 8.
For
> 1. let A t; be the square annulus centred on (I/2,1/2) with
G2
Bond percolation on 7S 2 - the Harris-K oleo Theorem
inner and outer radii 4 k and 3 x 4 k , and let Ea he the event that Ak
contains air open dual cycle surrounding the interior of A k , and hence the
origin. Then P(Ek) > e for every P. As the A k are disjoint, the events Ea
me independent If Ea holds, then no point inside .4 k can be joined to
a point outside A k by an open path in V. so r (Co) < 1 +3 x 4 k < 4 k+ I
Thus,
P I/2 ( I
4c1)
P1/2
\ k=
E =
H P112( Ed ^ 0
k=
and (5) follows Also, for any

0(1/2), IP 1/2 (I (Co) = x)) 5- Pr/_ (r (Co)
n-c
0
so 0(1/2) = 0
Let S he an n by n square If H(S) holds, then at least one of the a

sites v on the left of S is joined by an open path to a site at graph distance
at least rr from r' It follows that Pr/.,(H(S)) < tiP i r)(1(C0 ) >
Hence, It/" e (Co)) > a) > 1/(2n) for all a > 1. It is natural to expect
decays as a power of n, i e., that the limit
that P I 1 .)(1 (Co) >
lim
log P 1/2 (I (C0) ^ (1)

log n
exists Once again, this natural conjecture is still open, although a corresponding result for site per colation on the triangular lattice is known:
see Chapter 7 The limit above, if it does exist, is often denoted by 11p,
or 1/(5,. It is one of the critical rap(111111115 associated to percolation; see
Chapter 7.
Looking back, the most difficult step in the proof of Theorem (i is
Lemma 4 or the equivalent results of Russo [1978] and Seymour and
Welsh (19781 Although Harris's proof is very different from that presented here, a key step is similar to a step in the proof of Lemma 4:
roughly speaking, given an 'outermost open semi-circle 8 around the
origin' within a certain region, one reflects this to form a cycle S U .
Then a path meeting this cycle from inside is as likely to meet the 'real'
part .5' (all of whose bonds are open) as the reflected part S'
It is pr rssible to prove Hall is's Theorem using Lemma 1, Harris's
Lemma, and the independence of disjoint regions, without ever considering left-most crossings or then equivalent; such a proof has applications
in other contexts, where the proof of Lemma 4 does not work Indeed, as
we shall see in Chapter 8, a (long) proof of this kind was given for random
3 A sharp transition
63
\Tor onoi percolation by Bollohas and Riordan (2006a] In that setting, no

result: directly equivalent to Lemma 4 or to the Russo-Seymour-Welsh
Theorem is known
3.3 A sharp transition

Fahly ear ly on it was recognized that there is an absolute constant e < 1
for which the following statement easily implies Kesten's Them ern: for
any p > 1/2, there is an T1 = a(p) such that Pp (H(R))> c for a 211 by n
rectangle R. For example, Chaves and Chaves 11986b1 gave an argument
showing that c = 0.921 will do The factor 2 here is not important.:
recalling that h p (nt,n) is the Pp-probability that an or by n rectangle
has an open horizontal crossing, it follows from Harris's Lemma that if
h 1,((1 + 5)n,
1 as n
a for some E > 0. then h p (Clf n)
1 as
for every C > 0.
n
We shall give art explicit lower bound on h p (tma), using a sharpthreshold result of Ft iedgut and Kalai, Theorem 12 of Chapter 2, and the
Almgulls-Russo formula, Lemma 9 of Chapter 2.. We start by bounding
the influence of a bond in a rectangle I? on the event II(R)
In the context of percolation, a bond e is pivotal for an event E in a
configuration w if precisely one of w and ur is in E, where ,./r are the
configurations that agree with w on all bonds other than e, with e open
in to + trod closed in co- . In other words, e is pivotal if changing the state
of e changes whether F holds or not The influence of e on E is
Ip (e,E) = Pp ( e is pivotal for E )
If E is increasing, then
Ip (e,E) =
( w 6 E. co--
Lenona 7. Let R be an rn by a rectangle in 27.? and let e be a bond in

I? Then.
11,(e, MR))
2P 1/2 ( r(Co) _^
4 11 1 12
, (n
)/21)
(6)
for all 0 < p < 1

Proof Throughout the proof we work entirely within R. considering
only the states of bonds e in I? Suppose that, a bond e in I? is pivotal
for the increasing event 11(I?). As LO + E II(R), in tire configuration (d4
there is am open horizontal crossing of R Since ur 0 1-1(R), a n y such
Band
per rotation on
the Hal is - esten Thew um
mussing must use c Hence. in the configuration w one endpoint of is

joined I A an open path to the left of R. and the (Whet to Hie tight: see
Figine 9 Thus at least one endpoint of e is the shut of an open path
igwe 9 A bond e (joining the solid discs) that is pivotal lilt 11(1?): the dual
bond c' (endpoints shown as ( l osses) is pivotal for Die)
of length at least 10 /2 L so
0 (e 11(11)) < 2P(1(C0 ) > 111/2 I)
(7)
As Lt. ii-I 11(R). IA Lemma 1 we have Lc E V(Rh ) Siinilm iv.

1 ,), so in y t lime is au open dual path ()tossing Rh vertically and
using the edge e* dual to e Hence, in it). one endpoint of c' is the :Wm t
of an open dual pat h of length at least (a 1)/2 Since dual edges ate
open with pi obabilih 1 p. it Follows that

(CO>(rt 1)f2)
11(1?)) <
(8)
Fin ant a the event 1(C0 ) > a is incteasing. so P p () (Co) > a) is
an inmeasing function of p Thus (6) Follows immediately bou t (7). tot
< 1/2, and flow (8).
p > 1/2
Lemma 8. Let p > 1/2 and an allege, p > 1 be 1i.:ecd There art
constants 7 = 7 (p) > 0 and 0 0 = 0 0 (p, p) such that
11
0 (pir 1 )> 1 11 "'
(9)
fat all 0 > au

Proof Let 1? 1) 0 a pa ht n iectangle nom (3). we have
Pt/2(1-1(R))
(10)
3.3
.1 slung transition
65
> 0 depending only on p Rom Lemma 7 awl (5).
ha some constant
for > 2 we have
1e(e,1-I(R))<
for ever y bond e of I? and all p E [1/2,p], where a > 0 is an absolute

constant Writing f (pi ) for Pp,(11(R)), flour the Friedgut-Kalai result
Theorem 12 of Chapter 2 it follows that
(e,
(100(1 (0)
H ( R ))
log(1/6)
tell( TO
all p' E [1/2, p]. where e > 0 is an absolute constant
the Margolis lbws formula (Lemma 9 of Chapter 2). the stun
above is exactly the derivative of I (p') with respect to p' 'Thus, writing
for
By
g ( p9
lei l og ( V)/( 1 1(0)),
d i/
1(7)(1 (0)
100> clog( 'WO) = en: log a..

"
horn (10), g(1/2) is bounded below by ir constant that depends on

p Hence. for rt > ag(p), we have g(p) > ac(p - 1/2) log n, say awl (9)
follows
Using Iris weaker 'approximate 0-1 law ! instead of the mom iecient
Friedgut Kalai result. [1982] proved a weaker form of Lemma 8:
this weak form is more than enough to deduce Heston s Theorem
Following Bollobas and Riordan (2006ci. we give an alternative proof
of Lemma 8, using a version of the friedgut- Falai result for symmetric
events.. Theorem l3 of Chapter 2 The other ingredients of this proof are
Harris's Lemma and (3) tins. rather than (5) The idea is that. if II(1?)
were a s t innwtric event. then Lemma S would follow immediately from
(3) and the Fr iedgut-lialai result Of course, 11(1?) is not symmetric,
but it is very eas y to convert it into a suitable symmetric went
Alternative proof of tetanal 8. Fix p > 1/2 Rom (3), there is an
absolute constant 0 < < 1/2 such that P i p,(11(R)) > c for any -fn
by rt rectangle
angle I?
obtained from Z 2 1w idenFor n > 3. let T2, be tire graph C' x
tifying all pairs of vertices for which the corresponding coordinates are
congruent, modulo
This graph is often known as then by a discrete
has 112 vertices and 2n 2 edges
torus Note that
For 1 <
t < n-2, a Ai by I rectangle 1? in
is all induced subgraph
corresponding to a k by I rectangle 1?' = [0+1, ads x [5+1. b+11
of
66
Band percolation on Z2 - the Ilan is- Kesten Theorem
in 22 Out rectangles in the torus are always too small to 'wrap ill Olin( II,
so, as in the plane, any such subgraph is an abstract k by t! rectangle.
We shall work in T2 = 'ffiL, taking the bonds to be open independently with probability p. We write PI,
Pi 2 for the corresponding
probability measure
Let E be the event that: 1 2
ti contains sonic 4o by rectangle
with an open horizontal crossing, or some T/ by 1n rectangle with an open
vertical crossing Then E is symmetric as a subset of 1)(X), where X
is the set of all 50n 2 edges of
Considering one fixed -In by o rectangle Pr in 1 2 , we have
P I: 22 ( EO ?_Pi;2(H(E)) = P o2( E (E)) > (.12
Let /5 = (p - 1/2)/(25c,), where c 1 is the constant in -Theorem 13 of
Chapter 2, and set E = I/-" (16 As (5 depends only on p there is an
no = ro ) (p) such that E < e2 < 1/2 lb/ all a > no Now
1
log(1/5-)
9 = 25c,(5=
>
log(n-)
log(1/(2E))
log(50n2)
Hence. by Theorem 13 of Chapter 2 . as P ,(E ) >

Pil-/(E) > I - 2 = 1 - /1-50
> E we have
(11)
for all n >

Let R I
Mr, be the 3 1 I by 2/r rectangles in 1- whose bottom-left
coordinates are all possible multiples of 11 Then any 4o by a rectangle
R. iu 12 crosses one of the Er in the sense that the intersection of 1?
and .R.; is a 3n by ri subrectartgle! of R.; Similarly, there are 211 by 3n
rectangles 000,
R50 so that any n by 41/. / rectangle in 12 crosses one
of these hen/ top to bottom
It floflovks that if E holds, then so does one of the events E ,i , i =
50, that Ri is crossed the long way by an open path Thus E;;..
tire complement of E. contains the intersection of the El;
Applying Harris's Lerruna (Lemma 3 of Chapter . 2) to the product
measure PI' , For each i the decreasing events E,t, and r)
are
rP
1=1
Thus, from (11), for n > no we have

Pi; ( Eli
<
/I/5(
Kesten's Theorem
67
so Pi; (E ) > 1
Now E is the event that there is an open horizontal crossing of a
fixed 3n by 2n rectangle R in the torus. which we may identify with a
corresponding rectangle in
P(H(R)) =
Thus
Fp( H ( R ))
> 1
enough. 'Using
whenever R. is a 3n by 2n rectangle in 27,2 and a is large
(2), it is easy to deduce (9)
The proofs above involved various explicit bounds. These ate not
really relevant As noted earlier, the following much weaker form of
Lenrnra S is enough to deduce Kestert's Theorem.
Lemma 9. Let p > 1/2 be fixed If 1? is a 3 1 1 by n rectangle to V,
pc,
their P(II(R))
1 as n
This may be proved by either of the methods above Indeed, it follows
from Harris's 'Theorem that the influences of the bonds e on the event
11(R) tend uniformly to zero as the shorter side of R tends to infinity.
Using a qualitative form of Theorem 12 of Chapter 2 (that the stun
of the influences is at least 1(S) if all ale at most O. with (6)
(I), or Russo's approximate 0-1 law, it follows that the stun of
as t
> 0 (from (3)),
the influences tends to infinity Using inf h lt )(3n,
Lemma 9 follows Alternatively, one may use (3) and a qualitative for in
of the symmetric Friedgut -Kalai result, working in the torus as above
Either argument shows that, unlike Lemma 8, Lemma 9 does not depend
on the particular form of the Fr iedgrit-Kalai bound.
34 Kesten's Theorem
As noted earlier, it is well known that Kesten's Theorem follows easily from Lemma 9; inn fact, from the quantitative form of this lemma,
Lemma 8, Kesten's Theorem is more or less immediate
Let E,
denote the event that there is an infinite open cluster Recall
that P(E ) > 0 implies that
= 1 and 6(p) > 0
Theorem 10. Fat hand percolation in V. p > 1/2 then 1P 0 ( Etc ) =
Fix p > 1/2, and let, 7 = -l (p) and no = no(p,2) be as in
> P. 0 be an integer to be chosen below. For k =
Lemma 8 Let
0,1,2,
, let Rk be a rectangle whose bottom-left corner is at the origin,
Proof
68
Bond pnroloboa on V the Han Pe-AR:sten Theorem
with side-lengths 2 /1 11 and 2 k -11 n. whew the longer side is vet ical if k is
even and hot izantal if k is odd: see Figure 10.
Figure In 11- he mciangles En to / (00 not labelled) drama

cut responding to Lhe OVentS Er;
o f en paths
Let .E / be the event, that ./? k is crossed the long way by an open path
Note that it'll two such ctossings of Ilk and RAH' must meet, so if all
the E h. hold then so does E x . If it is huge enough then, b y Lemma 8.
=
6>a
so P ,(Ex. ) >
F,An k ,.
< 1,
>0
Together Fhetnems 6 and 10 show that //n(Z 2 ) = 1/2

Staffing nom the \wake( Lemma 9, a little mo l e work is needed
Again (hoe ale several possible arguments One is a 9enormalization'
tugument due to Aizenman, Chaves, Chayes, Frohlich and Russo [1984
see also Chaves and Climes [19861)]
Proof of Theorem 10 strum/ vet (inn, Fix p > 1/2, and recall that
h p (m. n) denotes the Pr,probability that MI m by a rectangle in :12
has an open Inn izootal classing Consider three 2n by n rectangles
aye/lapping in two it by n squares as in Figure 11 Noting that the
j nobabiliN that nun In a squaw has an open vertical classing is just
nom Ilatris's Lemma we lnae
h ijn
l /.(-Lm >
031),,(n. n) 2 > h p (211.0 5
(12)
Placing No disjoint in b y n rectangles side b y side to form it -In by
liesten s Thcomn
69
Figure
Four 0 by rr squares in 2 2 Each consecutive pail fin ins a 2a by
rectangle It these three rectangles have open horizontal crossings, and the
middle two squares have open vertical crossing,, then the union of all Emu
squares has au open
izoutal mussing
ELIM
11111411
1 'gum 12 ly
lis
by n
formicu e I
iv 2n rectangle
2 p rectangle as in Fig u re 12 t he elect s that eaclr has an open hotizoul al

mussing ale independent Hence,
h p (-1n, 2 0 ) > 1 - (1 -
i_(1_hp(2,),)-
(13)
Writing h p (20, n) as 1 - 5. from (13) we lime h p (-1n, 2n) > I - 2552,

which is at least I - ,F/2 if 5 < 1/50 By Lemma 9 there is an n
with /i,,(2 p ,
>
o) > 0.98: it hallows that hp(2kijii n,2/'M) >
- 2 -k /50 tot all k > 0. and liPi,(E) > 0 Wilms as in the first proof of
'Theorem 10
The argument above shows that if for a single value of n we have

0) > 0 951
(a loot of :r = 1 - (1 - ii 9 ) 2 ), then 0(p) > 0.
In fact, arguing as in Chaves and Chaves 11.9866], one eau do a little
better Dividing a 2n by it rectangle into two ve/ t es-disjoint squates, if
the rectangle has an open horizontal flossing, so do both squares As the
squares ale disjoint, the events that they have open hot izmital crossings
ate independent,. so h i,(2m n) < h p (n, n) 2 Therefore the first inequality
>
in (12) implies that h p (-bb
0)1, and the first inequality in
Bond percolation on. Z2
the Harris-Kesten Theorem
(13) gives h p (tn.2n) > 1 (1 /1 11 (2m0-1 ) 2 Thus the value 0.951

may be replaced by 0.920 , a root of x = 1 (1 1, 1 )2
3.5 Dependent percolation and exponential decay

In the final section of this chapter we shall prove that for any p < 1/2 we
have P1,(1(0 > n) < exp(--an) for some a = a(p)> 0 This result is due
to Kesten [1980; 1981], although, as we shall see later, it inflows easily
front Kesten's result that p! (Z2 ) = 1/2 by an argument of Hammersley
[195Th] Once again, (Mete are several possible proofs; we shall use the
concept of dependent pet colation -- this will be usellil in later chapters
as well
Let G be a graph, and let 115 be a site percolation measure on G. i e a
probability measure on the set of assignments of states (open or closed)
to the VCI flees of G The 11leatill/ e P is k-independent if, whenever 8 and
T are sets of vertices of separated by a graph distance of at least le, the
states of the vertices in ,5 ate independent of the states of the vertices
in T 'The tenn k-dependent is also used by some authors For k 1,
the condition is exact l y that the states of the vertices ate independent,
so the first non-trivial case is k = 2
Liggett, Schorunann and Stacey [1997] proved a general testa comparing k-independent measures with product measures We shall need
two simple consequences, which ate essentially trivial to prove (Meetly.
Recall that, when considering site percolation on a gtaph G, we write C
tot the open cluster containing e, i e , ha the set of sites of CI connected
to !' by paths all of whose vertices are open
1
Lemma 11. Let. k > 2 and A > 2 be positive integer s. and let G he
a (finite a t graph wtih matint arn degree at most A There are
constants P i = pr (k. A) and n = a (k. A) such that if P is a k-independent
site percolation ineas iti r all G in which each site is open with probability
at MOW
then
11;
exp(an)
for all vet trees v of C and all n > 1.

FM tit er more, fa; It t (2) we may take any constant such that the quantity eil(p i
/(41+1 ) is less than 1
Proof If
> n. then the submaph of 6' induced by the open vertices
contains a tree T with n vett ices. one of which is ti It is easy to check
IC,
3 5 Dependent percolation and exponential decay
71
that the number of such trees in G is at most (eA)"- 1 ; see Problem 45 in

Bollobris [2006] Fix such a tree T If w is any vertex of U. t h en at most
1 + A + + < A k vertices of G are within graph distance k -1
of to. Hence, there is a subset S of at least n/A k vertices of T such that
any E S are at graph distance at least I-; indeed, one can find such
a set by a greedy algorithm, choosing vertices one by one The vertices
of S are open independently, so the probability that every vertex of T
is open is at most 14' 91 . Hence,
NA]
< (eA)
p;'/
< (cAp
) 7/
I/Ak
= GA T),
< 1, the resit!t, follows,
Choosing pm small enough that
with a = - log;.
For the second statement, note the quantity A k above is in fact an
upper bound for 1 -f- A + + A t I Hence, when /c = 2, it may be
fj.]
replaced by A + 1
In the proof above, we could have assumed without loss of generality

that k = 2, replacing the graph G by its (k - pawl, i e., the graph
(7 (k -' ) on 17(G) in which two vet tices are adjacent if their graph distance
in C; is at most k - 1
Using Lemma 11, one can easily deduce Reston's exponential decay
result for bond percolation on 1 2 from Lemma 9. The basic idea is to
associate a large square 5, to each v E 1 2 , and to assign a state to 0
depending on the states of the bonds in (and near) S,,, in such a way
that the states of sites v separated by at least a certain constant distance
k ate independent, each v is unlikely to be open. and percolation in the
bond model implies an infinite connected set of open sites
Theorem 12. In bond percolation on 1 2 , fat evecy p < 1/2 there is a

constant a = o(p) > 0 suck that IP0 (]C0 1 > JO< exp(-an) for all n > 0
Fix p < 1/2, let pr =

(5,4) > 0 be a constant for which
Proof
Lemma 11 holds with k = 5, A = 4, and set c = (1 - pl)1/1.
Let A = 1 2 and let A" be its dual, so the bonds of A* me open
independently with probability 1-p As 1- p > 1/2, by Lemma 9 there
is an in such that hm_ p (3111,1n) > c, so the probability that a 3m by
or rectangle in A'' has an open horizontal crossing (of dual edges) is at
least c
Set s = nr +1, and let 5' be an s by s square in 72. We can arrange
four 3t11 by or rectangles in A" overlapping in in by ta squares, so that
72
Bond percolation on 2: 2 - the Halt issICeslen Theorem
then onion is an annulus as in Figure 8 The inter for of A contains

square in A with in + 1 = s sites 00 a side, which we shall take to be ,9
13v Harris's Lemma, t he probability that each of the Wm leo angles is
crossed the long way by a path of open dual edges is at least e t = 1 pu
The union of font such ctossings contains an open dual cycle sin !omitting
S. Let B(S) he the event that some site in S is connected by au open
path to a site at L, distance s horn 5' Such an open path in A cannot.
(loss an open dual cycle in .1 surrounding .S. so we have Lau,(/3(S)) <
Informall y, we define a site pet eolatitm measure F on Z 2 k: taking
each v = (di it ) E Z2 to be open if and only if B(S) holds fin the s
x Is// + sit +
Mot e for walk, let Al
s squats
= 1st' + 1. sr
denote the independent bowl percolation !node! on Z- in which emit
bowl is open with probability p \\e define a site petcolatam model
Al on 222 as follows Let j: 2 E1(7:2) 2" :1211 be the function [tom the
state space of A/ to the state space of Al that we have just defined. so
(w))(v) = 1 if and out il, in the configtuation w. the event B(8, )
holds The function , J" and the measure 1111, induce a probability measure
[ I LA))
111 on 2 1 CL1 ' given by 1111 (A) = a
. This measme on 2 1 C1:2)
gives us a site percolation model A/ on 2 1 I:1-)
Since the event B(S,.) depends out on the states of bonds within
1-distance s of So .. Hirt/treasure F is 5-independent: nu thei mole
each eE.= is open with P-plobabilit Pi,(B(5,)) < g, Let co be the
open cluster of the origin in out original howl pet colation Al. and let (17,
he the open cluster of the origin in the 5-independent site percolation
model Al II Lemma 11 thew is i1/1 a > (I such that
<
eve/. v
If 1C1/d > Is + 1) 2 . then el. el \ site n o 1 Co is joined by au open path
to some site at 1.,-distance 2s flow w If in E 8, then it follows that
B(.9,.) holds Tints, if rid > (-1s+ 1) 2 . t hen B(S,,) holds tot every c such
that contains sites of Co 1 he const uction of the model Il go es us
a mutual coupling of Al and Al: a site c is open in A/ if and outs if
FL- 0 is open in Al.
S(B,.) holds ill Al. III particular. event ' with n
so the set of such v forms an open cluster iu Al. and is thus a subset 01
Co Hence. as each So contains onl y s 2 sites. fi g n > (-Is + 1) 2 we have
of
F,,000
g )
111 0(.7,1
completing the woof of Thement 12
g /s2 )
exit( --ust/s2).
d 5 Dependent percolation and exponential decay
cc... for p < 1/2. so

Theorem 12 immediatel y implies that \ (p)
> 1/2 Together with Theorem 19. this implies t i re Harris- Kesten
Theorem
Theorem 13. 14 (22 ) = pli I/ (Z2 ) = 1/2
Later. we shall see that pr = m i holds in a very general context In fact.

Merishikov [1986] proved exponential decay of the radius (and, under an
additional assumption. of the volume) of Co for p < p H . again in a very
genet al context
117e finish this chapter by noting that dependent percolation gives yet
another way of deducing Nesten's :(irearm/1 hour Lemma 9: again, the
Ices lemma will be useful in other contexts. This time we consider bond
percolation A bond percolation measure on a graph Cis li-independent
if the states of sets S and T of bonds are independent, WIRMICVC/ .9 and
T. ate at graph distance at least A . This time, the case k = 1 is already
non-trivial. Indeed. E01 A! 1 the separation condition is exactly (hat
no bond in S shares a site with a bond in
Lemma 14. There is a po < 1 such that if is a I-independent bond
percolation ni ewiare on 23 2 in which each bond is open with probability at
least po then 1111(70 1=
)>0
Proof Suppose that the open cluster Co containing the origin is finite
Then by Lemma 1 of Chaplet 1 there is an open dual cycle 8 1 sin I oursling the origin, of length 21, say As shown in t i re proof of Lemma 2 of
Chaplet
there are at most
(po i _ I < 39
dual cycles of length 21: sou rounding fl. where I r k < -1 x 3 k - I is the number
of paths of length lt ill 2 2 starting at 0 Let S denote the set of duals of
the bonds in 5', so S is a set of bonds of A = Z 2 As the graph 2 2 is
1-edge colourable. there is a set of at least 1/2 Vertex-disjoint bonds hr
diet-I.-probability that S' is open. i e the II-probability that
all bonds in S me closed, is at most (1 - po)112.
It Follows that the probability that Co is finite is at most the expected
number of open dual cycles surrounding the origin. which is at most
v 3210 - pot12
9
t>2
7-1
Band percolation on V the Harris-Kesten Theorem
If po is close enough to 1 (for example. po = 0 997), then this sum is less

than 1
As stated, Lemma 11 is essentially trivial; it is also immediate from

the general comparison result of Liggett, Schonmann and Stacey [1997].
In applications, the value of po is frequently impor taut Currently, the
best known bound is given by the following result of Baster, Bollobas
and Walters [2004
Lemma 15. If Pis a 1-independent bond percolation Incas 1171! on Z2 in
which each bond i 9 open with probability at least 0.8639, then Pa(,'ol
:Tic) > 0
Bollobas and Riordan [2006b] pointed out that Lemma 11 may be

used to give yet another proof of Kesten's Theorem; lot this, the value
of po is irrelevant.
Proof of Theorem 10 third version. Let p > 1/2 be fixed, let. po < 1 li)e
a constant for which Lemma 11 holds, and set c p(1/ 3 Given a 3n by
a rectangle H. let S' and S" be the two end squares when 1? is cut into
three squares. Note that 11(1?) certainly implies II(S' ) so, by Lemma 9.
Pp(1/ (S" )) =
= P 0 ( 11 ( Si ))
Pp(H(R))
if n is large enough. which we shall assume born now on

Let 0(1?) be the mem H(1?) f1
fl V(.9"): see Figure 13 By
Figure la A au by n recta
rectangle It such that
il) holds.
Harris's Lemma.
Pri (G(R)) > P(//(R))ifii,(17(51))Pp(V(S"))
c3 = po
Define 0(1e) similarly for an n by :31/ rectangle, so that by symmetry

we have Pp (C(R')) = Pv(0(1)) po
Writing Al for the bond percolation model in which each bond of
V is open independently with probability p, let us define a new bond
3 5 Dependent percolation and exponential decay
75
percolation model Al on V as follows: the edge from (x,//) to (x +1, y)

is open in Al if and only if C(R) holds in Al for the 3n by n rectangle
Prix +1,21/x-1-3n] x [2ny + 1, 2ny + id Similar ly, the edge from (.e, y)
to (:e,p 1) is open in Al if and only if G(D') holds in Al for the n by
x [2ny 1, 2ny
311 rectangle [2nx + 1, 2rix +
Figure IA A set of open edges in A/ (left)

drawn with C(1?) holding in Al
Hid
responding rectangles R.
Let F be the probability measure on 2 1(:) associated to AI Phen

is indeed 1-independent, as C(R) depends only on the states of edges in
R, and vertex-disjoint edges of Z2 correspond to disjoint rectangles
By Lemma 14, P l I Col = > 0. However, we have defined 0(11) in
such a way that an open path in Al guarantees a corresponding (much
longer) open path in the original bond percolation AT, using the fact
that horizontal arid vertical crossings of a square roust meet; see Figure 14. Hence, 1111,(E,) > PaCor =
) > 0, completing the proof of
Theorem 10
The ungurnent above works with 2n by n rectangles; the only reason

for using 3n by rt was to make the figure clearer Also, in addition to the
long crossings, it is enough to require a vertical crossing of the left-hand
end square of each rectangle I?, and a horizontal crossing of the bottom
square of each R'. As hp (rx n) > 11,,(2t, n) 1/2 , to prove percolation it
thus suffices to find an n with h p (2n,n) 3/2 > Po, where pa is a constant
for which Lemma 14 holds Using the wane go = 0 8639 from Balister,
BollobAs and Walters [2005], li p (2Thn)>. 0 907 . will do.
'16
Bond percolabon an
22
thc. Harris-lticsten Theorem
3.6 Sub-exponential decay

It is not hard to show that. for p > 1/2, with probability 1 there is a
unique infinite open cluster; we shall present a very general result, of this
type in Chapter 5. fu this range, all other open clusters are 'small' with
probability close to 1; more precisely, the probability that n < < cc
decays rapidly as n increases. In analogy with the situation for the
random graph C7(n.p), cure might expect that this decay minors that of
open clusters below the critical probability, i e., that P p < [C10 1 < (x)
is approximately exp(ai n) for some a' > 0 This turns out not to be
the case We shall present only the vett' simplest: result in this direction;
stronger more general results have been proved by Aizenman, Deleon
and Souillatd [1980-1 among others: see Cilium/eft (19991
Theorem 16. In bond percolation on V for raw p > 1/2 there arr
constants b = b(p)> 0 card = c(p) > 0 such that
exp(bli7)
for all n
<
<
S.: ext)(--- e 00
(LI)
Tire upper hound is essentially immediate horn Theorem 12

Indeed, suppose that [Col =Ir. and let O'C la be the external boundarr
of Co, as defined in Chaplin .1 By LC1111118 .1 of Chapter 1. O'C'n is
a cycle in the dual lattice + (1/2. 1/2) containing Co in its interior
Thus, the area enclosed b y O'Co is at least II, so its length is at least
2 \,iti But: era s (dual) edge in O'C' is open As O sc Ca crosses the
positive x-axis at sm il e coordinate 1/2 < :r < n 1/2, we have shown
there is some dual site v = (T. 1/2), 1/2 <
H u tt whenever
=
< n 1/2, such that the open dual duster containing r' contains at
least 207 sites. As dual bonds are open independently with probability
1 p < 1/2. b y Theorem 12 the probability of the latter event is at most
(II 1) exp(-2aiii) for some a > 0 Thus
Moat

BIRO ) ICH <
(or 1)
exp(-2a
which is at most CX1)(blii) for all n tot some b > (I

and let 5' be the I by C
FM the lower bound. suppose that n =
square [0, f x C For each of the n sites ,r in 5', let: Es be the
event that there is an open path horn :r to some site in the boundary
of .5; see Figure 1.5. Note that I.L1 holds triviall y for all sites in the
holds, so I" (E,) >
boundary of
Whenever Cr is infinite, then
36' Sub-6 nmenbal decal' 77
Figure 15 A 9 by 9 square .5 with bottom-left coiner tire aright. drawn together with all the open hands in its interior 'The filled circles are the sites .r
for which E i e.. those joined to DS by an open path. If the bonds in
[IS are open, and the dual bonds surrounding .9 (dashed lines) ale also open
(night consists precisely of time filled circles
then the open cluster ()I' the
Let N be tire number of sites :It E ,5' for. which E . holds Then
0(p) >
2 t (!fir) = 5 s E s Pn( E.,) > 110(p) As A < n always holds, it fellows that
PAN >
n0 (P)/2 ) 0(p)/2
Let F he time event that each of the -1(1 I) boundary bonds of S is

open, and that each of the if bonds from .9 to its complement is closed,
as in Figure 15. Then
Pn1 F ) = 04
> (Phi /d).'
Since each event Es depends only on the states of bonds in the interior
of S. the random variable N is independent of the event F. and
Pp (n0(p)12 roi <11c)
1?(F
n {N > nO(p)12})
Pp (11 )Pi,(1N
(PG
nO(p)/20
(0)12
this proves the towel bound in (14) for 11 a square Since

As f =
there is a squats between n and 3 11 for all o > tire lower bound fru all
n lid lows
In higher dimensions, i.e lot bond (or site) percolation in d t it is
not too hard to guess that Pp (n < ECM < cc) Nvill decay t oughly as
exp(-10- 101 ), but this result is not so easy to prove; see Section 8 6
of Gr itnuett (1999(
Exponential decay and critical probabilities

- theorems of Menshikoy and Aizeninan
Barsky
Out ainr in this chapter is to show that, for a wide class of percolation
models, when p < prr tie cluster size distribution has an exponential
tail.. Such a result certainly implies that pr = vu; in fact, it will turn
out that exponential decay is relatively easy to prove when p < p r (at
least if -size' is taken to mean radius, rather than number- of sites) Thus
the tasks of proving exponential decay and of showing that: p = are
closely related.
Results of the latter t y pe were proved independently by Nlenshikov
[1986] (see also Menshikev, Alolchanov and Sick)/ wilco [1986]) and by
Aizemnan and Barsk y [1981 under different assumptions Here we shall
present Menshikov's ingenious argument in detail, and say only a re
words about the Aizennian-Bar sky approach. As we shall see, 1\ fenshikoy 's proof makes essential use of the Margulis-Russo [Mrada and
the van den Bel g-ICesten inequality
4.1 The van den Berg-Kesten inequality and percolation

Let us briefly recall the van den Berg-Kesten inequality, Theorem 5
of Chapter 2, which has a particularly attractive inter pretation in the
context of percolation In the context of site (respectively bond) percolation, an increasing event E is one which is preserved by changing the
states of one or more sites (bonds) from closed to open, and a witness
for an increasing event E is just a set If of open sites (bonds) such that
the fact that all sites (bonds) in are open guarantees that E holds
For example, considering hoed percolation on 52 , as in Chapter 3, let 1?
be a. rectangle, and let 11(1?) be the increasing event that 1? is crossed
horizontally by an open path P Then a witness for . 11(R) is simply an
/ I The van den Bety-Resten inequality] and percolation
79
open path P crossing I? horizontally, or a set of open bonds containing

such a path
The box product ED F of two increasing events is the event that there
are disjoint witnesses for E and F For example, 11(R) 0 H(R) is the
event that there are two edge-disjoint open paths crossing R horn left
to right. (For site percolation, the paths must be vertex-disjoint ) As
we saw in Chapter 2, van den Berg and Kesten [1985] proved that for
increasing events in a product probability space, P(E 0 F) <P(E)LP(F)
This inequality is the driving force behind most of the proofs in this
chapter.
Let us illustrate this inequality with a simple application to bond percolation in D i . Let p < hz = 4 (Z") be fixed: as usual, when the context
is clear, we do not indicate the specific model under consideration in our
notation Since x(p) =1E) ,(1C0 1) <
there is an in such that
E(ro n s,000
1/2,
(1)
where S,(x) is the sphere of radius in with centre

i e the set of sites
at graph distance exactly in n0111 17.
ChMn a site and integers a > m >
let ft 1,1 be the event that
there is an open path P from x to some site in S (:c), and let Ix111!}
--- be
the event that there is an open path P star ting at
visiting some site
m,
y E S,,,(.e). and ending at a site c E 8,,(y) Men Ix
C
if P is an open path how to S, + (x), we may take p to be the first
site of P in .9,(x). As P ends at least a distance n from p, there is a
site z E P. corning alter p, at distance exactly /1 from yr see Figure 1
If {:r ---1 } holds, then for some y E 5,,, (:c) there are disjoint witnesses
for the events {x
y} and {y
Hence,
pe(f.)?C') 5- Pp ( 0 ''2")
--' In
yEs,00
P P
11)1Pe(l
ES,,,
E IP(0
y E
y)P (0 -Z.)
(0)
E(ro n S,(0)0PI, (0 2+) S P,,(0 24-)/2,

where the last step is horn (1) It follows that P p (0
< 2-l" / "`J, so
111 (0 -2 ) decays exponentially as n
This result was first proved by Hammersley [1957b] in the much Ettore
SO
Exponential decay and el The& probabilities
11
Figure 1 An open path P from :r to Sin- H i(r) The portion of P from
:17
shores that
general setting of it 'lemon/ 9
below, well before,e eauden B erg_ Kest en
incqualitN WilS prot ect
4.2 Oriented site percolation

lo state the main results of this chapter we shall consider oriented site
percolation, where the sites of au oriented graph A are taken to be open
independently %kith probability p The reason for considering oriented
site percolation is that results for this model extend immediately to
oriented bond percolation : and to tuna iented site and bond percolation,
by considering suitable transformations of the underlying graph Before
we expand on this observation. let us recall some definitions
As in Chapter 4 b N a percolation measure P on a (possibly oriented)
graph A \Ne mean a probability measure on the subgraphs of A A
random element of this probability space is the open sulupaph of A: for
bond percolation. the open subgtaph is formed by taking all sites of A
and only the open bonds: fin site percolation. the open subgr aph consists
of all open sites of A mid all bonds joining open sites POr a site :r of A,.
the open cluster C. is defined from the open subgraph
2 Oriented site percolation
81.
Turning to mientecl site pet total ion. we write

= P
= p 4) for
Ap
the probability measure in which each site of out underlying oriented
(multi-)graph A is
- open independently with probability p As in Chaptei 1, we mite A lot the out-sabgraph of A tooted at x i.e., the
subgraph of A containing all sites and bonds that may be reached by
(oriented) paths [tom x Natmally, we shall consider A as a tooted
oriented graph, with toot x We write = Cri",t - for the open out-cluster
of x. i e . the set of all sites y teachable from I, by open paths in A
Note that a path in A is always oriented As usual in site percolation,
a path is open if all of its sites ate open. We write O r (p) = 8;i:( A; p)
for the Pp-probability that Cy is infinite. and t i (y) = ti:( A p) for the
expectation of ICA
For each site x we have two critical probabilities, pin ( A: x) suptp :
and
0,r(p) =
As O r (p) > 0 im:37) suP{P
<
plies tr (p) = trivially p ( A; < psii ( A xi lu getwial, the critical
probabilities pi' l ( A ; ,e) and Pi( A ; ,r) do depend on the site .e However
as noted in Chaplet 1, if A is strongly connected, i e if theia is an
(oriented) path from x to y ro t am- two sites x rind y. then the critishall see later that
cal imobabilities are independent of the sites
a weaker condition is enough V\ ban-the (l aical probabilities tie independent of the site x. we write /4 1 ( A) and ( A ) for then common
yr/hies
In cartel to spell out in detail the connections between ( )limited and
Imo/ iented site and bond percolation, we shall need one mote definition
fps on (possibly oriented)
Let us say that two percolation measures
e
is
an
absolute
constant A > U such
graphs A, ate equivalent if thei
that, whenever {i. j} = {1,2} and r is a site of A i , there is a site y of
Aj and a set S of at most A sites of Aj , such that
J OCI
< PACs ]
APj( U
u/.4)
(2)
for all n > 1 Tins definition is toughly analogous to that of equivalence

for metric spaces The reason fa consideting a set 8 of sites in the
tippet hound is that, in bond percolation. we consider the open cluster
containing a given site, which is the union of the open clusters containing
all bonds incident. with that site, or in the oriented case. directed front
that site
< x lot all sites 3: of
mid Fr ate equivalent. Ind
Note that if
cotuse i \ ; is defined
< x lot all sites y of A, (Here
A i , then
82
using tire expectation corresponding to P I , and x y that corresponding to

P2 ) Roughly speaking, it follows that equivalence preserves the critical
probabilities p H and pT
For an liner Wnted graph A. let y,(A) be the oriented graph on the
same vettex set, where each bond xy of A is replaced by two oriented
bonds, 5 and /77; Site percolation on A and oriented site percolation
on yos (A) are equivalent:- Indeed, (2) holds with A = 1: the distributions
in the two measures PsA,p and Pt . A = ys (A), are identical
of
A ,p
apt', let v ) ,( A) be the oriented line-graph

If A is an oriented (multi-)gr,
of A. which Las a site for each (oriented) bond of A. and an oriented
edge from C to f whenever e and f are bonds of A with tie head of
7 equal to the tail of f The subscript b in the notation y t, reminds us
that it is or iented bond percolation on A that we shall model by oriented
site percolation on ;::, 1,( A )
For an tutor iented graph A. let L(A) be the usual line-graph of A, with
a site for each bond e of A, and a bond joining e and ,f if c and f share
an end-vertex in A. and set v i ,(A) = y,(L(A))
It is not hard to show that, provided the degrees of the under lying
graphs are bounded, oriented bond percolation on A is equivalent to
oriented site percolation on y;1 1,( A ), and that bond percolation' on A
is equivalent to site percolation on L(A), and hence to oriented site
percolation on :,,, b (A) ys (L(A)) We give a formal proof of the first of
these statements
Them em 1. Let A be an oriented (inulti-)graph in which emery site
Pm each p E (0, 1), the
has ont-degree at least 1 and at most 0 <
pi)(1)
percolation meaSillt.9 PIL. and P. arc equivalent. where Cl
A
AI p
Proof For a bond 7 E E( A ). let us write v,(7) for the corresponding

P2 = ryip by taking
We couple the measures P i =and
site of
Ap
11 to be open if and only if the corresponding bond of A is
each site of Iopen
For a site 3, E A , let E(Cs) denote the edge-set of the open cluster Cr
of the bond percolation on A Inn other words, E(CA is the set of bonds
c of A such that there is a path P in A with initial site :a and final
bond . all of whose bonds ar e open Since A has maximum out-degree
at most Li. we have
IC.1 1 IC 1E(CJI
Ard
4.2
Oriented site it:notation
83
for any open cluster Cr in A

We shall show that (2) holds with A = max{A, 2,1/p}. If :e is a site
of A, let E + (z) denote the set of bonds of A having :I, as initial site
As an open path P in A corresponds to a path Pj of open sites in
we have
=
U C...(7)
eE (:ra
Hence,
PI
(Kidd
tr)
P i (1E(C.J1
It
P2
(7.:
1r1EE.1(1')
As 1.6+ (x)I < A, this gives the upper bound in (2) with i = 1, j = 2.
for any rt > 2 The condition for yr = 1 is trivial, as P I (ICA >
= 1.
K, and we have chosen
while F,OC (7) 1 >
= p for any bond e of
A > 1/p.
For the lower bound, pick any 7 E
(;r) Then
(1CI ?_ 11.1
P I (1E(C,,)1
P2OC,(7) >
It remains to prove (2) with i = 2, /

1 Let y be any site of Ai, so
y = y(ab) for some bond ab of A Then (!s, C
and, whenever y
is open, E(Cb ) C Cy. It follows that
pPi
II + 1)
completing the proof
P2 (1Cy1
^. it) 5.. P I (ICI7 n/A).
The proof of the Imo/ iented analogue of Theorem 1 is similar

Theorem 1 implies that 1.1'1 ( A) =
whenever one of these
critical probabilities is well defined. Similarly,
(X)
A.(yr,( A )).
Also, for an unoriented graph A. we have pl!i (A) = (y b (A)), and so
on Thus, when proving results of the type 'yr = p H ', it suffices to
consider oriented site percolation
There is a reason for the maximum degree restriction' in Theorem. 1. If
each bond of a complete graph K,, on It sites is open independently with
probability p, and Cr is the open cluster containing a given site x E K,
then C,.1) = e(n) as n 4x, with p fixed, while 1E(IE(C,)1) = e(//2)
Let A be the graph formed by attaching a sequence of complete graphs
with sizes nr, 1/ 2 ,
to an infinite path, as in Figure 2 Taking's; = 2i,
Exponential decay and
Sd
tie& pi obabilities
to
complete graphs attached to an infinite path
Figure 2 A series
say,we have y,(,A;p) =
so
1/1 =
pi21. while.
A 1 (L(A);
p) = e (E1pi41).
(cn,(A)) A (L(A)) < dt(A)= 1/2
The construction mat he adapted to the oriented case by orienting ever y

bond 'away front :1'0 ' , ienting each complete graph transitively
01
Returning to the general study of or Witted site percolation on a glapl/

A. let us say that two sites fr and y ale out-like if the out - subgtaplis
A and A -ut rue isomorphic as tooted oriented graphs (Broadbent
and ilannneisles [1957] used this tent' in fr slightly different way ) The
distribution of = Cit. depends only on A it so fin out-like sites r and
q we have
OAP) = 0a(P) a nd
= \u(P)
By the out-class of a site we mean the equivalence class mulct the

out-like relation that contains :if In other i\ ds, [r] is the set of sites q
such that J. and y ale out-like lAe write CT lot the out-class graph of
A. whose ettices are the out-classes, in which thew is au talented edge
with t'
how [r] to fly] ii and oni if there are sites fc 1 E [x] and tj E
1,
a bond of A We allow [a] = WI, so the out-class graph may contain

loops Since the out-classes appearing among the sites in A: rt. depend
Duly on the isomorphism class of Al- and hence only on kb there is art

edge Front Ix] to [lr] whenever xi? E E( A) lot some y' E (q]
For example, if A is E then there is a single out-class.. and the outclass graph has one vet lex with a loop If A is a rooted tree in which
sites at even levels have 2 children and sites at odd levels have 3., as in
Figure 3, then there ale two out-classes, one corresponding to all sites
at even levels and one to all sites at odd levels. and in Ci -T there is an
oriented edge from each out-class to the other
Much of the time. we shall he interested in oriented graphs with CT
finite In the unoliented case, the analogous condition is somewhat
$5
2 Oriented N ile percolation
A NA
r-1\
T\
LVJ 1;.
r''
6k
ti'AV4 VAV4
F t are 3 A rooted oriented I t ee in which ont-degrees2 and 3 alternate along

any directed path.
simpler: recall from Chapter I that two sites .1: and y of a graph A
are equivalent if there is an automorphism of A mapping x into y The
graph A is of /mite type if there are finitely Malt equivalence classes
of sites uncle/ this relation. In particular, vertex-transitive graphs are
of finite type, with only one equivalence class. In the most interesting
examples, A will be vertex-transitive ha example, the Archimedean
lattices studied in the next chapter, shown in Figure 18 of that chapter,
have lids proper H Occasionally, luwever, we shall stud y mote general
finite-type graphs. Mr example, the duals of the Archimedean lattices
other than the square, hexagonal and triangular lattices For oriented
percolation, A will almost always he such that any two sites are out-like,
so ICIT I = 1 However the greater generality allowed by assuming only
that C:v, is finite does not complicate the proofs, so we shall always work
with this assumption, rather than requiring that 1C ,T 1 =
The next lemma gives a condition on an oriented graph A that will
play the same role as the condition than an in/oriented graph A be
connected Recall that an or iented graph is .41rongly connected if. tor
any two vertices x and y, there is an or iented path from .t; to y
Lemrna Let A be an Infinite. locally finite or ienled multi-graph with
C v shrrngtroam-Ord Then there are real :umber :N (A ) and A( A )
such that
,
1(
A ix)
for all sites:( of A
=141(7C)
and itt

(A)
86
Proof. Let
and y be any two sites of A As there is an or iented
path from [al to [y] in CH-c, there is an oriented path P in A nom x
to a site it' E [y]. If P has length 1, then 0,(p) > p 1 0 /Ay) = Oy(p),
and :y r (p) > pcx,,,(p) =p/Up). As :c and y are ar bitr y, we find that
lt,r (p) > 0 for some site x if and only if 0,,,(p) > 0 for all sites a!, and
that x x (p) < oc for some site a if and only if y x (p) oc for all sites x.
Hence, the critical probabilities pli ( ; x) and 10F ( A ; r) do not depend
on the site :c, as claimed
Lemma 2 should be contrasted with the observation in Chapter 1 that

in the unoriented case the critical probability pn m fir does not depend
on the initial site for any connected underlying graph A Note that there
are many interesting cases in which (.77s. is strongly connected while A
itself is not, for example, Z and the tree in Figure 3
For sites x and 'y of an oriented graph A, we say that y is at distance
n from and write (kr, y) = II, if there is an oriented path from 1,
to y, and the slim test such path has length II We write S.,+, (i) fm the
out-sphere of radius tl centred at
i e for the set of sites y at distance
from x Note that y E St+, (x) does not imply c E S,, (y); indeed,
there may he no oriented path from y to :r at all, in which case d(y,x) is
undefined When A is obtained from an unoriented graph A by replacing
each bond with two bonds, one oriented in each direction, then d(x, y)
is just the usual graph distance on A, and ,51,1-(x) is just S (A; x), the
set of sites of A at graph distance n from x in A. In [act, the results and
proofs in this chapter may be read for unoriented percolation simply by
ignoring all references to the orientation of edges
Although it so happens that such complications will not be important,
let us note that the behaviour of the distance [Unction d(r, y) on oriented
gr aphs tarty be somewhat counterintuitive. For example, let A be the
oriented graph shown in Figure 4. Although this is perhaps not obvious
from the figure, all sites fir A are out-like. Taking X = (0, 0), y = (0, b)
and z (2 b 0, b), we have d(x, y) = b, d(y, z) = 2 b 11, but d(t,z) = b+ n
Thus, a site z may he a very long way from a site y close to x, but still
z is not far from x.
Let us write r (C, ) for the radius of the open out-cluster C i
r(C)= sup{ : C, fl 8,1" (c) 5-4
Our main anti in this chapter is to study the tail of the distribution of
(C), i.e . to study the probability of the event r(C) > a, which is
exactly the event {:c 41 that there is an oriented path from a given site
4 .2 Oriented site percolation.
87
Figure -I The or halted graph X on 71, 1 in which two bonds leave each site
(a, b) one going to (a + 1, b), and the other to (2a. b = 1) ibis example was
given by Paul Balistel
to sonic site y E ,9,11Jit) Note that, as A is locally finite, (Q) is

finite if and only if C, is finite. Note also that the length of the shortest
open path from :r to 8,T, (w) may he much longer titan a
X
In many of the arguments, it will be convenient to wor k with a closer

related event that does not depend on the state of X. Let i?(,r) he the
event that there is an or iented path P front r to some site y E S,t(r),
with every site of P other than :r open. This event is illustrated in
Figure 5
Equivalently, R(:r) is the event that there is an open path P' from
some (out-)neighbom of X to a site in 8,;(3). (It makes no difference
whether or not we constrain .P' not to use the site x: if there is such a
path P' visiting ,c, and y is the site after x along P' then the portion
P" of P' star ting at y is a path horn an out-neighbour of 'a, to S,t(a)
not visiting :r ) In the light of the latter definition, we will sometimes
write {x + 4-} for R.(x). We shall study the quantity
Pc ( 1, , P) = 111)s)(Bc(39)
As the event R (a) does not depend on the state ofand
if and only if :r is open and R(x) holds, we have
IF;(1(C.) > a) =
(3, 224) = piR;,(R CO) = pp Cr p)
241 holds
Exponential decay and ruling, probabilities
88
Figure 5 An Must radon of the event U t eri Solid circles represent open sites
As </(x. :) 4. the (unique) Open path hom the out- n eighbour y of ,r to z is
a witness for PIA(a)
The !casein lot considering 1?(c)inter than Fa =Id. is that we shall
look tin disjoint witnesses for pmts of events such as l?(x). fik(f),
I
which would he impossible lot tr 217). and Ix-L
p < MI ( A; x), then (C5 ) < c with probabilit y 1, so Fi;,If (Cc a ) >
a) as it oc.. Suppose flint CT is strongl y connected Then, IwJ
Lemma 2, throe is a si tgle ethical ptobability p L1'( A) independent of t he
p (:r,. p) =
initial site a For a fixed p < p i ( A ). we thus have
lot twin site 1 7. In the i ugurnents below. w(:` shall need bounds on
( p ) 811 1)
(abli)
J7E7C
obtain such a bound, we shall assume that CT. is finite.

Lemma 3, ltd A be an infinite locally finite ()nettled multi-graph with
C7v finite and strongly connected. and let p E (0 I) Then there is a
constant a > 0 sack that
/Pa( Cji,
"Pit Cul
for all sites .c and p and integers ti >

p <14 1 ( A) then
(P) 0
US lr
where IF,, denotes
(3)
If
4 :2 ()hoard ate percolation
89
Proaf Since C-c is finite and sli t ()ugly connected. them is a constant t
such that fin atIV two out-classes [r] and [y]. there is a path of length
at most t horn [d] to [y] in CT Hence, lo t any sites .r and y. there is
a path P of length t' < f from r to a site V E Let E be the event
that all sites of P other than (pet haps) y' are open Then
1P,,(1c,1
H)
P,,(En flew]
POcii
(i) =
pl IP' pac mi I
I,
F)
IP (I C
and (3) follows with a =

For (-I), note first that pi l ( A ) is well defined b y Lemma 2. For p <
( A ). we have fir, (t. It) 0 tut each t` B u t Pik (3 . , p ) depends only on
the out: class fri of .1, Thus p(p) is the point wise maximum of finitely
many functions each of which tends to -zero so p(p)
41
Let us remark that (3) implies 0,, > a0), and

> (1\ y . with a =
the constant given by the proof of Lemma 3 It would he tempting
to think that (3) holds with IC! replaced by )(C r ) This is. in fact.

<
true in the case of man Wilted percolation. Indeed. if ( 1(.r y)
and (Cy ) > n then there is an open path P horn ir to a site z with
> a. so r (C) >
d(y.
> n -
It follows that
p (C, ,,) = ri) = p e1 P(/ (C)
(')
1 P(/ (Cy ) )))):, a)
In the oriented case, however, we may have (1(1 ) no t ch snuffle' than

as in the example in Figure -I. and thole does not seem
to he an ohvions reason win P(, (C,)> n) should decay at toughly the
same rate tot different sites 3 . Alensi t ikov. Molchanoy and Sidorenho
(1986] state in their Lemma 6 1 that this does hold for t he oriented case.
but, their proof is for the num iented case. FOr innatel y. it nuns out that
then Lemma 6 1 is not needed in tlw subsequent arguments. since it
may be replaced b y (.1) (In [1986]. Alenshikov outlined his proof for the
tutor hutted case. where the corresponding problem does not arise )
Alt hough or iented percolation is sometimes hinder to troll: with that
untalented. it so happens that the proofs in this chapter ate cqualb
simple for the oriented and tunniented models We state the results
fin the (nitr ified case. as this implies the unoriented ease In fact. the
[cadet interested onl y in the hate) case nun simphv ignore all relercuces
to orientation. and so tend the proofs as if the y had been given for
unor Wilted percolation
d(y. .11 - d(r. q)
CJ
PO
4,3 Almost exponential decay of the radius Menshikov's

Theorem
Our main aim in this section is to present Menshikov's fundamental
result that, under mild assumptions, below the critical probability the
open cluster containing the origin is very unlikely to be large A consequence of this result is that the critical probabilities pr and p H are
equal Independently of Nfenshikov,
Zell/M11/ and Barsky proved similar results in a very different way: we shall outline their approach at the
end of this section
Recall that R(.1.) is the event that there is an open path from an
out: neighbour of to some site in St(x), so { 24 holds if and only
if is open and R (3! ) holds We shall star t with a study of p(x.p) -,-1?(R.(x)), and how this changes with p As we shall use the Mar gulls-Russo formula the first step is to understand what it means for a site to
be pivotal for the event l?,, (x) As before, the context is site percolation
on an oriented graph A. so P p = A ,p
Suppose that the increasing event R (a) holds For convenience, suppose also that a is open, although this will riot he relevant. As R.(x)
is an increasing event, and we are assuming that R.(x) holds, a site y
is pivotal fm R(x) if and onh if R.(x) would not hold if the state of
y were changed from open to closed, i e., if all open paths from 37 to
Op pass through y. Let P be any open path from :r to 8",;-(r) Then
all pivots (pivotal sites) appear on P Let 1, 1 ,b,. r > 0, be the
pivots in the order in which they appear along P (Our notation bt is
chosen as we think of the pivots as In idges that any open path horn :r
to .9;,P (a) must cross.) Note that if P' is any other open path front X to
8,i(x). then not only must P' pass through each of the sites In.
but these sites appear along P' in the same order b 1 . Ix,.
Other wise,
there is an s > 0 such that the order of the pivots along P' starts with
. where s 1 But then the MUGU of the initial segnrenb of P' up to lit and the final segment of P starting at bt contains
an open path from at to S,t(x) avoiding 14 4. 1 , which is impossible; see
Figure 6
In fact, the more detailec.1 picture is as follows: the set of sites on
open paths from to 87,(v) forms a graph in which br,
i br are cutvertices; see Figure 7 Taking ho x, for 1 < i < let 7-11 denote the
set of sites on open paths horn 1)1 _ 1 to 14, excluding 14_, and b, Also,
let Tr+ , denote the set of sites other than b, on open paths horn b, to
the set T.; U
.5-, ,f "(x) Then, for 1 <
contains two paths
.3 Alenshileov's Theorem
91
.5;ti (r)
Figure 6 An impossible configuration: the pivots(); appear in different orders

along two open paths P. P' from 3. to Stec). The path P is the sit algid line
segment from
to y: the section of the path P' from
to 1, 1 is drawn with
thick lines The path P' cannot 'jump' front I), to I), t > s+ since P UP'
would then contain a path from t to p avoiding
(a)
Figure 7 The set of sites on open paths from 1 to 9;4; ( r), shown with a
possible artangement of the pivots ha for the event. R (:r) Note that bib..
LT2 63 mid br,b6 are edges of A
er
front 1)1 _ 1 to h 1 that are vertex-disjoint apart front their endpoints; in

the case whole E E( A ), this holds trivially: both paths consist of
this single bond Also, T,. + , contains two paths front 1.4 to St (3,) that
are vertex-disjoint except at b r . For i
there is no (oriented) bond
front a site in T1 to a site in Ti
Let ho a Whenever .11.(x) holds, let D i , = 1,2, . denote the
distance horn hi_ i to h i , where we set a = x if there are fewer than
+ pivots. Let I < k < v. Since D i is the distance from a to the first
pivot, if D I > k then either there is no pivot, i.e., there are (at least)
two disjoint open paths front neighbours of x to
(4 or the first pivot
h i is at distance at least k + 1 horn a In the latter case, there are two
92
Eepoio
duo q and c i it Ica! probabdlLies
and au open path how

disjoint open paths fron t neighbouts of a' to
b i to 5 11` (r) disjoint flow T 1 and hence how these paths: see Figure S
figure
litst
to
then it there are any pivots for the event 1? (1) the
>
. is at disun i ty mot e than k frpm r Thus thine ate open paths P it owl
) and P ' how
S ir) that are disjoint except at .r
S II DI
l i t china case. there ate pat hs P and P' front .1 . to S,+, (r) and to
tespecti eI N with P 111(1 P' disjoint except at .1 and all sites of P and
> k} is contained in
I' tit het titan x open illus. the event R (x)fi {
I lie erect .1 ( Pk(.r) Hence. by t he ran den BEng-Rester inequality.
Theorem 5 of Chaplet 2. tic lime
Pip (I? (3).
>
< Pp (R(x))Ei,(111, Tr)),
ie.
P p ( D I > k I Rs (l i )) 5_ 14.(1',
The wain tool in Nlenshiltov's proof is a genet alizatiou of tins observation
When 1?(r) holds and there are at least t pivots, we WI Re 11 lot the
tilt into-1o, el u.stel meaning the set of sites z such that there is a path
P born to c with I) P and all sites of .P other than ./ open: see
Figure 9 Thus, if c is open, then II is the set of sites teachable fron t Jr
by open paths not passing through b, We use bold font fin the random
variable I/ because it will be partic u larly impottant to distinguish It
we
horn its possible values It
ot h er random variables, such as
do not bother.) When lo = y and II = It , then every site in I 1 U 0/1
4 :t itIen gbikov's Theorem
93
Figure 'the 2nd interior cluster Io consists of the thick hues including all of
their endpoints except b 2 Note that z 6 1 1 , oven though z is not on an open
path Irian i t neighbour of 3: to 51(x)
open, and all sites in d1 1 other than y ate closed. where 01, is the set of
out-neighbours of . U 1:0
With this pteparation, we me ready to present the key lemma for
denotes the probability mealenshikov's main theorem As usual.
sure in which each site of A is open with
of the sites are independent
ptobabilitv p. and the states
A and let 11. I nod f

Lemma 4. Let x be a Ole of an unfilled !pupil di. eve hare
 lc[
E) < supl i n(y.p): C.r.
A}.
(5)
where E is the event

E
and as
R(.r)
n {D i =
D2 =
(12.
Dr-1 = -1}
pk(y. p)=F;,(R),(y))
Proof Throughout this proof, we work within the finite subgr aph of A
most n hour a We write IP For Fis,
We shall pat tition the event E according to the location y of the
For
and according to the ulterior cluster I=
(r 1) 5 ` pivot b,
let
any possible value I of I consistent W ith E
consisting of sites at distance at
Ely
= R.(e)
n =
so the events E r Iona

=
Feu 1 < i <
then
I =
pal tit ion of E
If E I holds them as noted above, so does the event /7 e that all sites
in ./u yl rue open. and all sites in RI\ {y} ale closed In tact, Ey e holds
ErponenHal decay and critical probabilities
91
it and onl y if Fr, , holds and there is an open path P horn a neighbour
of y to .9,1-(x) disjoint from I U DI (Note that y E DI.) Let us write
G y.i for the event that there is such a path P
Let X = (/u0/) c . and let P IA, denote the product probability measure
in which each site of X is open independently with probability p We
may regard the event D ili as an event in this probability space. Note
that, in the measure P, if we condition on Ft, , ,. then every site of x
is open independently with probability p (The event Flo' is defined
'without looking at' sites in X.) Hence,
P(E mi
F Fp .1 )
= WI;
al I ts
1Pyt.E 1 )
P y (p,
1 )1? (Gm!)
Let H y denote the event that X contains an open path horn a nrighbout of y to b' (p). Suppose that E l, j holds and that D, > k Then
F;, r holds, and, as in the case; = 1 above, X U{y} contains open paths
P. P ' . disjoint except at y, with P joining y to 8,;(a.). and P' .joining
y to St (y); see Figure 10 Thus, X contains disjoint witnesses fin the
f
Figure 10 The shaded region represents the interior cluster I

If E y I
holds, then I = I and ti is the
1) pivot 14 _ 1 for the event R.,( 1! ) Ift
in addition. D r > k with d(r y)+ k <
then there are disjoint paths P. P'
horn y tr,)
(x) and to Si ;F OI L with P. P ' C
= uill)'
illerishiltov's Theorem
events Cy r and H r. so Crl i H r holds As E y(

subset of Fil l, we have shown that
95
n {D, > k} is a
Py(E, i )P;\,(C / 0 H y 1).
P(E ,1 ri{D, >
Applying the van den Be t g-Kesten inequality Theorem 5 of Chapter 2,

to the product probability measure P IA, WC have
(Cy
0 H ,1 ) < IA, (6?,r)Plx,(H,r)
g the three relations above,

Combinin
P p (E,, ,1 n{D,. > lc}) G Pp(E
Now for any possible ti and
p k (y,p) Thus
we
have
P;\ (11 , r) =
 0 ) 5 Pp 4E. 1)pk(p, p),
ie
Pp (D, > k E y 1 )
pk(q.p)
As the events E .r par tition E. the bound (5) follows
Lemma -, is the key ingredient in the proof of Nlenshikov's main theorem Although this lemma gives detailed information about: the distribution of the distances to successive pivots. all we shall need is the simple
consequence that, on average, there ate many pivots if 11 is large.. To
state this lemma, let N(E) denote the number of sites that are pivotal
for an event E
Let .r be a site if alt leafed graph A. and let a and P be

positive integers Then
Lemma 5.
HMO - sup ppOi ,p)) LikRj
(R. GO) 1?(x))
Proof Let D,, D2,
be as in Lemma -1 As the event
D, _
<on R.(2)
is a disjoint union of events of the form

{D, =d i ,
,D,_1=61.,_,}nft.(d),
Lemma -I implies that

Pp (D,
< k
. ,D,
R.(.0)
1 - sup 14(y, p),
(6)
Erponential decay and critical probabilities
In;
whene\
tk < ti In pinticulin
Pp <
/?
stIP fik (
"Faking t = 2 in (6) we obtain
iP( DI.D25 no(.0)

r,,(D2 A. ( D I 5_ k, 17,0))
(D i 15
n(.0)
suPfik(il
Continuing in this uav, we see that
li p
D, < k T?(r))
(1 suppk(y, p))
lot ;Inv r < Link_

II
D, < k. then tinn y me at least t piv lid sites fin the event
!?(x). so N(R(0) ^ r Thus.
(N(R (tin R CO)
LitpidiPp
,D6t/tij
R tt(1))
L o / k i slIPPkOrpni-nfid
as claimed
\Vie e BONN leafIV to puisent the tut) lundantent al tumults of 1\ letishikin

[1086] (see also Nienshikm. Molchanoi and Sidotenko [1986]) The fitsi
shows that. undo ' wild conditions, we have almost exponential
deca y ()I the laditts of the open cluster below p it . As we shall see an
innuediate consequence of this result is that. lot a huge class of wind's.
the t it it ical ()liabilities p i m i d pH coincide The /est/Its below tue st at ed
lo/ site percolation on tit iented graphs. Using the equivalences between
iiat ions percolation models described in Sect ion 2. co/ esponding iesults
lot bond petcubitkm tund for unmiented aphs follow easik
Ilene I hen. is Menshikov is main Heinen ' In this tesu. //i i ( A ) denotes the common value of the ethical probabilities A:1). whose
existence is gnat ant eed by Lemma 2
Theorem 6. Let A be an
locally finite nettled multi-graph
with (I finite and strongly
connected and let p < p-1
pim 1 ( A) Then
Then the
Pi an o > 0 such that
EP;(.,
< exp(on/(logn) 2 )
(7)

4 3 Alen sh ikon's Thew cm
Jot all N iles J . a ml integer s
97
n>
The proof we present Ibllows that given be Menshikov. Molchanov and

po < pin( A it
Sidorenko [19861 vent/ closely The bask idea is to fix
and to use Lemma 5 to show that at probability pa. if rt is large then the
expected number of pivots for the event 1?(x) is large: in doing this. we
use 0(po) = 0 to show that sup p p(y. Rn) is small lot k large Then, 6 om
the Margolis-Russo for main, it will follow that p(x.p') = P,(1?(J.))
&et eases rapidly as p decreases Finall , we feed the new bounds on
Ore function p back into Lemma 5 Amazingly. even though we have
no a pi iot i inhumation on the rate at which sup, / pk (g, po) tends to 0
as k x appl y ing Lemma 5 again and again with carefully chosen
parameters. (7) can be deduced
p <
Proof. Since limn/ghoul ow argument 3te wort: with, site

percolat ion.
we shall write
for 113-7, and p it for pit
As before. for p E (Bl). let p(p) = suptrE - p(a . p) Note that by
Lemma :3 lot any p < Rn ( A ) we have
p (h)
as
(8)
nx
BA Lenuna 5, we have
Ei (A; (R (a)) l? (J.
[le / k
- pk(p))1-11/bil
fm any site J . and positive integers n and k B y the Afrugulis- Russo

formula (Lemma 9 of Chapter 2), for any increasing event E we Lace
dp
T f,(E) = Ef,(Ar (E))
E (Ar (E)1 ft) =
(N(E) I E)113(6),
so
dl
log 1111 .(L)
d
E ,(N(E)
P (E) >
-
(E)
(E) flp
In par t ieulat taking E= ? (r).

(1
log p(x.
clp
lei I k (1 - p(p))L
Fix p_ < p + As ph (p) is an increasing function of p, for at

the right-hand side above is at least the value at p i.. so
Pe( 1 , P-)
Pa Cr , P4-)
< xp (-(p -
p_)Lit / Li (I
- p(p+))1"Th)
1.4]

a:pont:Mad decay and al ilia& probabilities
98
As the bound on the ratio is independent of 3', it follows that

P ( p)5 p (p +) exP P)[(// ki Pb(PH-))1"/Id) (9)
Menshikov's proof of (7) involves no further combinahnies: 'all' we need
to do is apply (9) repeatedly However, it is fat horn easy to find the

right way to do this..
Continuing with tire e proof of (7),let p < N IA) be fixed horn now
0 as
on. Pick pa satisfying p < pa < pa( A).) By (8) we have p(pa)
n
Writing pa for p(po), it follows that if no is sufficiently large,
then pa < 1/100 and pa log(l/p0 ) < (pa p)16 Let us fix such an no
horn now On
Writing pi for p,,, ( p r), we inductively define two sequences no < n t 5
> > by
< and pa >
and p 14. 1 = Pr p i log(l/pd,
as long as p i n > 0; in fact, as we shall see later, p i > p for all p Let
and p_ = p1+1 Thus
=
p+ =
us apply (9) with k =
pk
p,(pi)==
p i , so (9) gives
pd,
and
(p+
)
=
=
1/1 /k) -=
p ix:(m+ ) 5 P,,,
/ ex l) HP/ lb+1)Ll iPd ( 1 Pi)ri
The sequence p i is decreasing., so p i < pa < 1/100 for every i from

which it follows that (I pni 1 /P , 1 > 1/3 Thus we have
p , (m +1 ) 5 pi exp Hp; log(1 /p i )11 /9 1 1 /3)
pi exp( log(1/ 9 0/3) = p:+113
As n
'u, the event II,,,(x) is a subset of H,, , (:c) for ally

(Pift) < Pa.(Pt+. 1) < Pi1/3
91-1-1 =
so
we have pi < pr r so, very udely, < pal for every

As x log(I./T) is increasing on (0,1/e),
Fr om (10)
Pa Pi
og(i/pj) 5
c J pa log(e-ilp0)
pa(7 + log( 1 /p0 ) ) 5 2p0 log(1/90 ) + pa .< (pa p)12,
where the second last inequality uses E i>0 )c < 1 and the final inequality holds by out choice of no. it follows that the construction of the
pi continues indefinitely, and p i > (Th -1- p)/2 ha ever y
sequences
l.3
Theorem
99
Let p' = (m p)I2 > p At this point we have constructed an increasing

sequence n it and a decreasing sequence p i , such that
< Pu,(Pi)=
for i = 0,1,2,
To understand the significance of this bound, we
should compare r1a and pa
Let s; = 11/Thl, so
= no {L c se, and 5o = 11/pol > 100. Since
s; > so > 100, the rounding in the definition of Si makes little difference
Iu particular, (10) implies that sa i >
say. Hence, for 1 < j <
we have
< 4 /5) , which gives
5i--; 5
S,:>,(1/9)J
Yt
< st.ino
Let n > no be 111bitutiv Then them is an
SO /11+1 =
Iii < 11 <
with
n i+1 = SW; < 81/10.
But
N(P)
Pu t (It ) 5_ Pt:,(Pi) =
< 2 / S < 2(010)-115
AS /to is fixed, it follows that there is a constant e such that

p(p' )< ca -1 /5
(11)
for all a > 1 This weak polynomial bound is a Iar my horn (7), but in
tact the proof is almost: complete! All that teamin g is to use (9).. this
time in a straightforward way
Fix p" with p < p" <
> 1, let k t = k i (n) = (T/5/11)
Then [n/1:::] = e(n 1/6 ), and, from (11), pk ,(p1 )
0(11 =1/6 ) It follows
(1- pc,(P1))1"0''1 is bounded away front zero Hence, applying (9) with
= (a),
p' and p_ = ,r7
p(p") < exp(-(p ' - p")0.(nI/6)) = exp(
as a
oc.
Fix p'" with p < p'" < p" a nd let kg = k 2 (0)
Front (12), we have
p h...,
ri I /6 ))
((log r1) '
(lot
(12)
2).
(lin = exp(-Q ((log n) 7 /6 )) = o(n-1),
so (1 - p1,,(p"))1-"Thi --, 1 as a -:: z Applying (9) with k

follows that
p(p '" ) = exp(-4(r1/(logn)7)).
/co (n) it

100
Exponential decay and ci Thin! probabilitiwi
One final iterat ion now gives t he result: taking l':n = log rt(log log O s it
follows that pfa (p'") = o(n- l ). and appl ying (9) once more we find that
p(p) = exp([2(///(log n(log log n i ) s ))).
(13)
and (7) follows
The method above gives a slightly stronger bound than the inequality
(7) claimed in Theorem 6 Indeed, the unappealing final estimate (13)
above is stronger than (7) Iterating finthel, one can push the bound
almost to exp(--n/ log n), lint this is as far as the method seems to go.
As noted earlier, under a very mild additional assumption. Theorem 6
immediately implies another theorem of Menshilrov, that > p i n, and
solr7= Pat
Theorem 7, Let A
be on infinite. locally finite oriented

with C t finite and stiongly connected If there is a constant C' such that
exp(C l /r/(log 0 3 )
1.5,4(01
fm fret
i ti ligi
t hen M(
(IA)
= Pi1(7)
Prof By Lemma 2, the critical probabilities pi i (X :3) and I/ ( A: ")

are independent of the site Let p < ICH ( A ). and let .r he any site of
A Thiel'
(A :
=
,r

11/n;,(// E C's)
H- ( 3 11firi (.1.
S ;':(.1 I
The final stun converges In Theorem 6, so p < pq( A ; :r) = p (A) As

P < Pi t / " as at hitral A it 1Ikms that (//t ( A )
Pit( A ): so 11/41 ( A
p i ( A )
Using the equivalence between percolation models discussed in Section 2, Theorems 6 and 7 immediately imply corresponding statements
for bond percolation on A. and for 1 u/oriented site and bond percolation.
Mann, of the most interesting percolation models satisfy the assumptions
of Theorem 7 (alter the appropriate translation to oriented site percolation) [ indeed, in many cases (Ion example site or bond percolation
on Ed ), the class-graph has only a single vertex and the sizes of the
neighbourhoods .51,1"(x) in A grow polk nomially iu n
It is tempting to think that for any finite-type graph, cipher the
s Tluore tti
101
'growth function' 2 (u) = Sup , , : 15(.01 will be bounded by a polymania'. or 2 (0> exp(ur) fin sonic n > 0 Indeed. Milma 119681 conjectured that this assertion holds in tilt' special case of Cayle y graphs of
finitel y generated groups. Surprisingly. even this is not true: Gtigorchnk
11983: 198-0 gave a counterexample Fut the/mo t e. solving in the negative a problem of Gramm' 119811. AFilson [2004] proved that a glom of
exponential growth need not be of unifianth exponential growth (See
also Arachnile rind Pak [2001]. Pvber 1200-11 and Eskin. Mozes and Oh
[2005])
The condition that Cc be finite is essential fin Theorem 7. We illustrate this lie untalented bond percolation Let G i he it 2'
gt. id
i c . a square subgt twit of r with 2 2 ' vertices. and let A be
the graph obtained b y stringing together tire gtaphs G; as in Figure II
corners
Figure II. A series of grid-graphs strung toget he t by I heir opposite
lot the example, t he sizes of t he grids grow super-exponentially.
Note that A may be embedded into E 2 in a way that preserves graph

distance, so 1.5(A; < 1.5(72; = 4n for n > 1, and the growth
condition (IA) is satisfied If p> 1/2. then it follows easily horn the results in Chapter 3 that the probability that there is an open path horn
one collier of Cr to the opposite comet is bounded below by a constant
(This may be shown by using exponential decay for p < 1/2 and considering the dual lattice ) Also, the expected flambe! ' of sites of that
YilaV he reached by open paths horn a given cot net is 0(16l 1) Since Pi]
,
grows super exponentially. it follows that pi; (A) < 1/2, so. as A C V.
we have I); (A) = 1/2 On the other hand. Fir (A) = 1. since. for p C 1,
the probability that each of the infinitely many cut vertices is incident
with at least two open edges is (I A slight variant of this construction
102
Exponeatial decay and critical probabilities
works for oriented site percolation: take the line graph, and then replace
e
each bond by two oriented bonds.
In the unmiented case, we do require the underlying graph A to be
of finite type. However, there is little reason to consider the graph
structure of CA, defined analogously to Cdr : the graphs A we study are
always connected, so CA is also connected. Note that if A = ips(A)
is obtained front A by replacing each bond by two oriented bonds, as
in Section 2, then two sites a; and y are out-like in A if and only if
they are equivalent; in A Thus, if A is a connected finite-type graph,
then C1 is finite and strongly connected For locally finite graphs,
the transformation mapping an oriented or unmiented graph to its line
graph also preserves the finiteness of the class-graph Finally, these
transformations also preserve the growth rate of the neighbourhoods, so
Theorem 7 does indeed imply cm responding results for bond percolation,
and for unmiented percolation
In the statement and proofs of Theorems 6 and 7, we took e ye' y site to
have the same pr obability p of being open These results extend easily to
a sornew bat more general setting, in which different sites :r have different
probabilities pd. of being open, with the states of the sites independent
Recall that the definition of the class-graph C-v. or the equivalence of
sites in the man iented case, involves isomolphisms between subgraphs
of A or amount ' phisms of A Naturally, we now requite any such
isomorphism to preser'e the 'weights', i e., the probabilities that the
sites are open. Thus, out-like sites still behave in the same way for
percolation As we require C-Tc. to be finite, there is one probability pi
for each out-like class, so we obtain a per colation model parametrized by
o
a vector p = (p i , .
pk ) For example, one could take A =
with
alternate sites having pr obabilities p i and pi, of being open, resulting in
two oil-like classes
Theorem 6 carries over to this 'finite-type weighted context in a natural way: using self-explanatory notation, the result is that if for some
. hr; We have
. .pk )= 0 then, whenever
pi for each
an assertion equivalent to (7) holds in the probability measure Pp,
Hew Pp , is the measure in which sites of class i are open with probability flit with the states of all sites independent. There are two ways
to see this One is to note that the proof given above carries over mutabs unitantlis In particular. the MargolisRusso fornmla (Lemma 9 of
Chapter 2) states that for tar increasing event E. the stun of the partial
derivatives of IPp (E) is exactly the expected number 01(N(E)) of sites
/3 Alenskikov's Theorem
103
that are pivotal for E If we decrease each p i at the same rate, then the
calculations in the proofs above are exactly the same as for the uniform
case.
Alternatively, one can realize an arbitrarily good approximation to
the weighted model as an unweighted model, by choosing p close to 1
and replacing each site open with probability p r by an oriented path of
length C chosen so that pd is within a factor p of pa,. Using this idea it is
easy to deduce the weighted version of Menshikov's Theorem from the
umveighted one.
Note that we require g p i for all i: in general, it is not enough
to require p < p i for all i and pie < p i for some i. This may be seen
by considering any graph in which sites of one type are ' useless ' , for
example, the graph A obtained from Z - by adding a directed cycle to
each site, where the sites of Z 2 are open with probability p h and tine
new sites with probability Po
Marry of the other results we shall present also have natural weighted
versions Most of the time, we shall present only the unweighted version,
and shall not discuss the simple modifications or deductions needed for
the weighted versions
Aizemnan and Barsky [1087] gave a result closely related to Theorem 7. Their proof uses yen v differeM methods to those of Menshikov,
although it also relies on fire Vail den Berg-Kesten inequality and the
Margulis-Russo for mula A key idea of the proof is the introduction of
a 2-variable generalization of the percolation probability 0(p) Considering bond percolation on a graph A in which all sites are equivalent,
this may be written as
moi,
= 1
p( 7;
II),
rt=I
where p = 1 6- 0 The reason for the reparamettization is that: Aizennmn and Barsky consider a more general model of percolation on Ed,
where 'long-range' bonds are allowed: each edge xy of the complete
graph on 27,(1 is open with probability 1 exp(-0./(x y)), where
.1 is a non-negative symmetric function on Z d . Taking It = 0, the
sum above gives exactly Ilt,OC. <
= 0(p) Writing VI for
.1(X), Alain/Mill arid Barsky prove two differential inequalities
for AI = Al(13,11), namely
8111
08
< 1.111
0.111
104
Exponential dung and cIilical pi hybrid ies
and
<
,r
+ :11" fli
Ur i
Oh
The latter inegt tlitv genet alizes an eat lie/ tesult of Chaves and Chaves
1986a] that
(() < 0(i()2
0(p)i)(e)11))
lot hood pet colation on Z il (For site pet colation. the Lena 0(p)2
replaced by li t 0(p) 2 ) Using these differential inequalities Aizentnan
and Barsky show that 11/(el l > ch i/2 for some c > 0. where ;IT
corresponds to p i
Math the) deduce that p i
/in Note that the
It) has a simple combinatorial description: if we extend
quantity
the pet colation model la adding a single /KM vertex G (the -ghost'
vertex). and join each site of E d to G independentl y probability

then 111(13.11) is the to obabilit v that thew is no open path (tour
0 to G
4.4 Exponential decay of the radius

Out aim in this section is to show t hat. undo mild conditions
<
I he distribution of t he 'whits of the open dust et containing a given site
has all exponential tail Floiment 6 does not quite give this. although
it conies close Flowevet exponential decav follows from Theo/tin t 7
by tesnit of Elatumetslev )19574 a special case of this result was
described at the start ()I the chaplet The statement and pool that
follow appear considerabl y tome complicated than those lin the special
case of bond petcolation on D I considered at the stint of the chapter
Then) a l e two 'fiasc 's: first. thew is a noun ' technical complication
that.vises in the case of site petcolation Second we shall separate out
the heart of the result as a lemma, and we wish to state a teasonalth
silo/1g form of this lemma ha hame 'detente If out aim we t only to
move flanuocuslev's result. I Iwo/ em 9 below. then a weaker km to of the
lemma would suffice In tact. the much greater genetaffix consideted
here int t oduces no essential complications
Given a site t of a directed graph A. let
13'1 ( 3 ')
if ( ,I )
be the not-boll of r.adius r centred at
e 71 (I(:r. y) :)); t
Let A , (.r) denote the numbe t of
Exponential decay
105
of the Indira;
sites in5';r(r) that ma y lie leached In an open path P iu B7( t ) starting

at all out-neighbour y of c
Lemma 8. Let A be ml oriented multi-graph r > 1 an integer. mai
< 1 a real nymber. If Elis.,(N,)+T.r)) < for every site .r of A. then
d
fat every site ;I
Of
A um/ CM, y 11> 1
Proof As usual. we write tr,, for IP); Let 1,n > 1 Recall that I?, =
tr. + -14. 1 denotes the event that tin g e is an open path P From an outneighbour of x to a site y e S,t(:r), and that a,(r.p) = Pp(R,(r)).
By splitting the path P at the point it first reaches Sit ()), we see that
Rrr.(x) is the union of the events E, y E .9;(,r), where E y is the event:
that there is an open path P in a,t,..(r) horn an out-neighbour of r to
87: (: y ) that first meets .9) (x) at q (This is not, in general. a disjoint
union. since there m ay be many such paths P ) Splitting such a path
P at y. the initial segment P' Rom a neighbour of 1 to y lies in 8,5(r).
and is thus a witness For the event E,C that theme is a path in 13)/(t) flow
an out-neighbour of x to y; see Figure 12. The remainder, .P", of P is a
path star ting at an ontmeighbout of y and ending in S it i. (x). Thus P"
must contain a site of 5,1)(q). so P'' (ot an initial segment of this path)
is a witness for 17(y) As P' and P'' are disjoint, we have
/7(y)
Writing p(p) for sup y p(y, p), as before. by the van den 3eig
inecpuditv it follows that
P,n(x,
PpuLT ;,FP,,(R on)
Lii )(E)<
(J)
itC-b;!-(x)
E IFIY( E/y) p a
ye sr))
Err(N;3-(I))aa(a) 5 -IM(t)
we have p, (p) < p(p),

As this holds fin every
lot every a As Py (x 22+) = pp(r), the result Follows
so p(p)
< -siln/r1
Note that we work with paths star ting at a neighbour of a given site
to avoid -re-using' a site when we concatenate paths This complication
does not arise for bond percolation, where the corresponding result is
that, if the expected number of sites of 5 + (t) that may be reached
1(16
Figure 12 The (Wick lines show an open path P witnessing the event R.,-E.n(:c)
The sub-paths P' from it ' to y and P" front y ' to z are disjoint witnesses For
the events E,/, attd R.,,(y)= fy + 22- 1 respectively
nom x b y open Paths within B,+ (x) is at most i for

P i ,(3, 11-) < -1 1" h -I holds for ever y kite's and integer a Mom Lemma 8,
it: is very easy to deduce Hammeislev's result
every 7 then
Theorem 9. Let A be an oriented multi-graph with C hi finite and

SilDlIgly
connected. and let p < p4-( A ). Bum there is an a
> 0
such
that
11F7,(3:
fin
exp
Im)
(15)
every s ite 3, and integer a >
Proof Let t' be a site of A By Lemma 2 we have

so ivj, ( p) < x Now
E ()))
PE
IIESt (x)
p4
a;
4.5 Exponential decay of the volume
107
where Ix + yl is the event that them is an open path flour an out(x)al Also, as
neiglthour of x to y (Thus, I?,
= Uaes;t-cofx-i(x) to y
before, if {x + y} holds then there is an open path fiom
are
independent;
)
--r
is open' and {x
not visiting:, so the events
Let
"o(c)=
P r+
acis;(3,)
Then E r 7, (x) is convergent for each x, so 7,.(r) a As 7, (a:) depends
only on the out-class [x] of x, and there are only finitely many outclasses, there is an r such that 7, (x) < 1/2 for every site x Since
4,(N,+ (x)) < (x), the result then follows how Lem a n 8.
Let us remark that, under the assumptions of Theorem 9, if the expected untidier of open paths star ting at each site x is finite, then (l5)
can be deduced without using the van den Bet g-Kesten inequality. Flowever, it is pet reedy possible for this expectation to be infinite even when
x =i,(p) is finite, as shown by the graph in Figure 13 Indeed, for this
7N 7N 7N
N7 N/
= I in V.111(711 there are exponentially many paths
Figure 1$ A graph With
of length C from a given site.
graph Pit = = 1, but taking each site to he open independently with

probability p, the expected number of open paths of length C starting
at xo is ,ri which tends to infinity as C. for any p > lb,F5
Performing the saute construction star ting with a binary tree rather than
a path gives a similiu example with pit = pis! < 1
4,5 Exponential decay of the volume - the

Aizenman-Newman Theorem
Om aim in this section is to strengthen Theorem 9: under suitable conditions, not only does the radius of the open cluster . C, containing a
given site a: decay exponentially, but so does its ' volume ' , IC1I Aizenman and Newman (19811 gave a very general result of this form, winch
we shall come to later However, a special case of their theorem may
108
Exponential decay and critical probabilitic5
he proved in a ver dilleren t way, using 2-independence: we present this

Hest
shall for initiate the next result for until iented site percolation on
graph A Recall that, in this context, two sites are equivalent if there
an autorumphisur of A mapping one into the other (This corresponds to
being out-like if we replace each edge by two oriented edges ) A graph is
of finite type if there are finitely many equivalence classes of sites under
this relation As usual, we write S, (c) For the set of sites at graph
distance a from a \VC write B(x) for U7--u S i(/1 ) , e for the hall o
radius a centred at a'
The conditions in the result below are generous enough to ensure
that it applies to the 1/10tit hale'fir g tiltieS, including site and bond
percolation on D I and on Atchimedean lattices The proof is based
on Theorem 6 or Theorem 9, and the concept: of 2-independent site
percolation Although it is ratlwr easy, and strongly ierniniscent of the
pool . of Theorem 12 of Chapter '3, hem we have to soil( hauler to get
a covering corresponding to the cover of 2 2 with large squares
Theorem 10. Let A la a connected, infinite locolly-fruityfinite-type
wan tented graph S l ippage that
sup 12,011
< t (hig t Vino
(16)
fa all soffit amity tangy t

o = u(11 p) > 0 such that
net fat meet// p < /)11(-)
;MCH
Lot all sites . t and all
ill( I
> a) < exp(on)
>0
Proof The (nem!l plan of the proof is as follows: NW shall cover 11(A)
In a set of balls Bo, OIL u E II' that are reasonabl y \\ ell spread out':
binning a graph (F) on II" by joining a'. a' ' if they ale at distance at
most tit . say we shall show that the maximum degree of D(11) is not
too large We then construct a 2-independent site percolation measure
on D(II ) as follows: a site la E II will be active if some E gi,(w) is
joined In an open path to a : distant' site i e a site at distance at least
r limn .r: these events are independent if d(W. a') > 6/ Also. an y site
in a large enough open utast:el is ,joined to a distant site. so a large open
cluster in A implies a l a rge active cluster in D(IJ ) From Theorem 6
(\lenshiky . 's rliemein) and inequalit y (16). each a' is yen in /likel y to
5 Exponential decay qf the volume
109
active if t is chosen huge enough: it will then Follow lion Lemma I

Chapter
3 that open clusters in this 2-independent measure are small,
of
giving
c,
- the result
To carry out this plan, we shall first show that balls of /minis Tr in
A ale not too much huger titan those of radius r Let A < c be the
maximum degree of A As A is connected.. (di each pair ([4. [y]} of
E Ix] to some
equivalence classes of sites thew is a path P hour some
E [y]. Thus there is an integer L such that for am .r and (1 , there are
E
and ij E (y] with d(3: ( (/) < L. It follows that. crudely.
)e
i p rODi = i 13,C ri )i
(I +A+
i r3 ,+1.0a =
AL)18,,(y)l
:
:.r E A} and bi =
for every t > I Let left' = ntaxilB,
where C' depends
A}. Then we have I <
< C' for every
only on A.
\\'e claim that
<
(18)
holds Mt infinitel y many t Otherwise. there is an r n s uch that
1.11
> t 0 we hate
let 11/:"
) > \/7: IC'
Tin t s. lin r large enough, adding log? to = log y increases log/; by

at least (1/3)logt = (/3, which implies that log ft- > 1 2 /100 lot huge
t . contradicting (lay and proving the claim F l om now on we consider
onl y r for which (IS) holds
Let
C 1'(A) he a maximal (infinite) set (}1 sites subject to the halls
(w) : w E 111 being disjoint (Such a set 11' exists in am graph
Lv Zonfs Lemma In fact. since A is connected and locally finite, A
is countable. so IV may be constructed step b y step ) Note that the
balls {Tin, (w) : w E It } covet V(A): if sonic site y (lid riot belong
to Wc it -8.), ( 11 ') . then q could have been added to IF. We define an
auxiliar y graph D(11') with vertex set 11 - as follows: two sites W. a E H ate adjacent in D(11 7 ) if d(w. n) < . where t1(.t.. te) denotes the graph
distance in A If r denotes the set of neighbours of 0 , in D(11"), then
the balls (13,06 : u
ate disjoint subsets of 137 ,(w): see Figure
Hence
lb,- 5_
Li T3, (u) < [37, (o . )1 <

Er
Therefore. using (18). we have

degree A i of D(11") is at most
bt,
\AT
<
vT.
t he maximum
110
Figure H. Balls of radius i centred at a' and

halls are disjoint as (w} U F t , C
variot ites a c Hie
Let us say that a site w E IF is active if there is at least one site

y e B0 1 ( IV) for which {y L} holds. Otherwise, w is passive, Note that
the disposition (active passive) of w E IF depends only on the states
(open (A closed) of ri t e sites of A within distance fir of w Let U and U'
be subsets of IF such that no edge of D(1I) joins U to U'. Then no site
of A is y
distance 4, of both U and U', so the dispositions of the
sites in U ale independent of the dispositions of the sites in U' Let P
be the site percolation measure on D(OT) defined by taking the active
sites to he open What we have just shown is that P is a 2-independent
site per colation measure..
The probability that a given site in IF is active is at most it,
sup s 1F'7) (y 1-' ) if r is huge enough then, from (16) and 'Theorem 6,
we have
or
ithin
pt
To apply
(21 )log(2, yam exp(r Nog/ )2)
Lemma 11
of Chapter 3, let us define

[(I) =
Since
exp(r2/2)
= A(D(11 1 )) <
imAt-to
whenever (18) holds, we have

f (r) < exp(-1)
/64-0 (
4. 5 Exponential decay of the volume
111
In particular, j(r) < 1 if t is large enough, and, as (1$) holds for infinitely many I , there is some r for which (18) holds and f ) < 1 From
now on, we fix ;Men an .
Applying Lemma 11 of Chapter 3 to the 2-independent site percolation
measure IP on the graph D(W), we see that there is a constant c > 0
such that, for any z E IV and any nr > 0,
i13 0C.(D(11 7 ))]
in) 5 exp(cm),
where Cz (D(IF)) is the open (active) cluster of DO V) containing z

To complete the proof, note that if x is a site of A and I CA >
then for every site y E C, the event {y =} holds. (There is no room
for all of Cr inside B, _ i (y)) Let IV' = fw E FP : (w) n 01
Then every site w E IV' is active Also, as the balls Bo, (w), w E TV,
cover 1 7 (11), the balls Bo, (w),
E IV', cover Ci
We claim that 11 7 ' induces a connected subgraph of D(11) Indeed,
E
then there are sites y, y' E
with y E .80 1 (w) and
if w,
As
C',
is
connected,
there
is
a
path
(al)
y = !pry yt =
E
yj
Iv( E IV' with Eh E Bo, (wi),
with every y i in C . We nilw choose
and to, = w, air = i v'. For 1 < i < t 1 we have death <
witvi+, is an
= 4r 1 < 6r, so either mi =
edge of D(IV) He/we, w and iv' are joined by a path in the subgraph
of D(11") induced by IV'
Fixing E A, let E II be any site such that :r E B2r (2) We have
shown that II' is a set of active sites that is connected in D(II), so TV'
is a subset of Cz (D(W)).. Also. as C . is covered by
balls of radius
2t, we have
>
Hence, for n >
> n) <
HA )
Ill'OC',;(.0(1V))1 ^ n/q)
As r is constant, the proof is complete
exp(cnnib )
In the p oof of Theorem 10, we used Menshikov's Theorem. Theorern

6, to obtain a.)
good bound
for
on ner 4
p < Mi . Instead, we
could have used Hanunersley's much simpler result, Theorem 9. Modifying the proof in this way would give the satire conclusion, (17), but
only for p <
. (Of course, under the assumptions of Theorem 10,
by
Menshilcov's
'Theorem )
=p
Next we shall present the general result of Aizernnau and Newman
[1984] mentioned at the beginning of the section.
I 12
Let A he infinite lacally-finilc oriented multi- graph with

and strongly connected. and le! p < pq ( A ) Then th in is art
o > 0 such that
Theorem 11.
r71111(
E l ;(1Cli I
ir)
fat all sites re and integ e rs n >
exp(on)
(19)
Pox"' As p < pl.(71.) is fixed vve suppress the dependence On pin of
notation
Suppose first that Csc has only a single vertex, i e that all sites arc
out-like this is the wain par t of the proof: the extension to [-had
many out-classes is a minor variation
plr denote the event that there is an open path
As berme let fr y+
from an out-neighbour of x to y interpret {.r + .r} as the event
which always holds. Thus It holds if amid only if .1' II and :1' is
open. Note that
El
E P(.1. !t)/P= yr(r)/P
PLr li
pc.,
1r
ye:\
\\ le shall estimate the moments of ICH in terms of using the van den
start with the second moment
Berg rkesten inequalit \
We mk, not assume that z. fir and yo ate
Suppose that . yr.
E
distinct. although the Heinle is clearer if we do. As um E there
is an open (oriented, as always) path Pr horn x to yr Let Pr, he m
shortest open path how a site a on P i to /1 2 : such a path exists as
/12 Then Pr and Pr are vertex disjoint except at a (otherwise. Pr
could be shortened) Let us split PI into two paths. a path P; horn a:
to and a path Pi/ horn a to yr: see Figure 15 ()witting the initial
vertices horn the paths P(. P(' and P, gives disjoint witnesses for the
events IT + --,
I/1
{
-- !P I }* respectively.Tills ' if
1./2 E Cr. Olen the event
-
0 {a + IL}
Ica some tt E A (Recall that 0 is an associative operation) Using

the can den Bet g- IKest en inequality, it follows that
holds
FOP fi g ) <
- it)P(u +
111)P(a +
r12)
4 5 Exponential decay al 11u; voleuntc
Tigre 15. Open paths Pr = Pi U

felering the initial sites fl ow 12;, Pi"
Stunninig wai l ,
and P2 showing that In t E

and P2. these paths are disjoint
113
Alter
E A, it follows that
Eacid 2 ) = Ey;
gt
P O/I, /12 E
112
IPI (r: 4) f () P O I'" :01 )Pfli+
(/1
where, hour now on. all summation variables rnu (wet all sites of A
a7) =
foi any
As all vertices are out-like, we have
E(L+
A Evaluating the triple stun above In first summing over yo, Own
over yr. and theft ()VC/ it, it follows that this sum is Eractig (T. so
E.(1(7,1 2 )
(')"
For higher moments the argument is ver y but slightIN battler
to write down: the only additional complication is that if in..
E Cif
and Pt , Pi and v t = rt are defined as above. then if ya is also in C ad the
shortest path P3 from a site
E Pr U A to ya may start limn a site it7,
on P(, on Piu , or on 12, It will be convenient to write tin fot
and to
denote the 'branch vertices'
by
We shall say that an oriented tree TE on the set
E
+ 1
{0, 1, 2.
. k, 1, 2.
.(k- 1) }
is a k4ettiplate if it satisfies the following recursive definition: for k = 1,

the only 1-template is the tree consisting of the oriented edge 01. For
> 2, the tree T is a k-template if it way be obtained flout some (k' - 1)template r by first inserting the vertex (k 1) to subdivide an edge of
T. and then adding an oriented edge nom (k 1) to k Note that the
number of k templates is exactly A'-t; = 1x3x5x
x (2k-3) = (2k 3)!!,
as there are c(T') = 2k 3 choices for the edge of
to subdivide..
111
Erponential decay and critical pinbabilities
= I/o throughout, a realization 1? of a template T

Fixing the site
. y_ k + i of (not necessarily distinct) sites
,:yk,
is a sequence
E E(T), with
of A such that there are disjoint open paths P u
yj; see Figure 16 We call yr,. line the
a (minimal) witness for: yt
SI
Fignie .16 A realization of a Ttemplate The directed open path

to MI is a witness for Olt.,
from
leaves of the realization Note that we Mal' have y; = yj ford 0 j, in

which case Pr, is the 'empty path' with no sites or bonds
sic E Clz , there
Recalling that yo = we claim that, whenever yr,
has
leaves
yr,
1?
such
that
T
is a realization 1? of some template
The proof is by induction on k. For k = 1 the claim is immediate: as
yr}, which is all that
Y./ E Ca, and x yo, them is a witness for {fil"
is required For the induction step, given a realization 1?! with leaves
, yk _r, let P be a shortest open path from a site y_ k+ 1 appear ing
in RI (i.e from a: OF from a site in some P-r, in /V) to yk Splitting
the witness (path) on which y_ k+i appears as in the case k = 2 above,
and taking P (without its initial vertex) as the witness P (--k+l)k for
fy k+1
yk l, we find a realization I? of some template T
By the van den Berg-Kesten inequality, the probability that T has a
4.5 .E.eponential decoy of the volume

realization 17. corresponding to a
sequence
is
9.0
11)})
{Y;
particu lar
115
yk E Cr is at most
Hence, the probability that
EE
elli
1/k ),
f.
77E1
where
denotes summation over k-templates, and

,
over sites y_r,
tnunation
yk.
A Thus, summing over yr,

E(Crik)
(20)
(T),
T
Wile/
e
;r(T) =
with the sum
II
75E/
Yr).
,;(p
r.r- running over sites

AT
,y_kr1.1
The definition of 7r(T) may be extended to define 7r(U) tot any or iented
abelled
tree U with 0 as a vertex: we sum over a variable r ki for: each
l
vertex i r 0 of U. It is easy to see that if every edge is oriented away
from 0, as is the case it U is a template, then
.R(u)=(x/)`gn
irked there is a leaf j
0 of
U.
so
(21)
ij E E(U) for some i.
(22)
P(tI; - )
r er
for any
we have 7(U) =x 1 )-r(U1 ) where U' =U-ij. and (21) follows
by induction
Rom (20) and (21), we have
EaCzik)
(.0r2(7) = Nkm2k = (2k - 3) ( ))2k-1
for every k Hence, for any t > 0 we have

L (exp(tIC, I)) =
T
E (t. I
k
Pr:!)
(2k - 3)H
,
( (A )-) A
k
116
Erponentiol decay and el Then/ pinbalnlihes
As (2k -a) /1,7! < 2 k . this expectation is finite lot 0 < t < (')- 2 /2 As
E(exp(ird)) -
exp(tn)PaC r i = n),
it follows that 1.11 (r i d = 11) < exp(-/o) fin all sufficiently huge 11, and
the result follows,.
SO fat. we assumed that all vertices ate out-like As plot/Used, extending the result from this case to the general case is sttaightfonvatd
Indeed, the pool is the same, except that we 'enlace
by
\" = SUP
P UP .
In= SU P
\if (v)I p
In place of 22), we then have

11) (lif
(b) <
!j
so rr(U) < ( \i ")')) . As shown in Lemma 2.. when El i is strongly connected, then \ ,(p) is finite Mt one site w if and only if it is finite fin
all sites. i e if p < Emilie/ mote, as ,(p) depends only on the
out-class of W and (7-.c is finite, the supremum above /WO' he taken mer
a finite set. so \i " is finite The test of the proof is unchanged.
Let us recap very hiiefly the main themenis of this section; all these
exults matt n finite-t ' pe graphs with st rough- connected class-g t aphs.
We have moved results of Hammersley and of Aizenman and Newman
that.. nuclei mild conditions, for p < p T < p it , both the radius and the
VOIIIMP of the open cluster containing a given site decay exponentially.
\\M have also moved Menshikov's Theounn that, under a very weak
condition on the growth of the neighbourhoods, the critical probabilities
pi and pu t coincide. Thus.: fin a very wide class of pound graphs,
pu t pun. and if p is less than this common value p, then the size of the
open clustet of the origin decays exponentially.
A very interesting problem that we have not touched upon is the speed
of this decay. Mo t e pecisely, what me the best constants ca in (1.5) and
in (10), and how do these constants depend on pas i t approaches
flow below. The arguments above give some bounds on the constants
in terms of other quantities, butt then beha y iuur as p
pr is a \ ti
difficult question. about which rather little is known We shall retain to
this Welly in Chapter
Uniqueness of the infinite open cluster and

critical probabilities
Ou t hist aim ill this chaplet is to plesent a result of Aizemnan, Kristen

and Newman [19871 that, under mild conditions, above the critical ptobability is a unique infinite open cluster; Button and Keane 119891
have given a very simple and elegant proof of this result Together with
Menshikov's Theorem, this uniqueness result gives an alternative pool
of the Harr is-Kesten Theorem; this proof is easily adapted to deter mine
the critical probabilities of certain other lattices. 'The key consequence]
of uniqueness is that, under a symmetry assumption, the critical
abilities for bond percolation on a planar lattice and on its dual must
stun to I \\re shall prove this, along with a corresponding result for
site percolation, assuming only ordei two symmetin y Finally, we discuss
the star-delta transformation, which HMV be used to find the critical
probabilities for certain lattices that ale not self-dual
5.1 Uniqueness of the infinite open cluster the

AizenmanKestenNewman Theorem
'Throughout this chapter the uncle t lying graph A will be Imo/ iented and
of finite-type In CAIRN' words, there ate finitely many equivalence classes
of sites undo the relation in which two sites :r and y are equivalent if
thew is an auton t orphism of A mapping y, in which case we wine
3' 1') j As usual, A will be infinite, locally finite, and connected
\Ye stint this chapter with the result of Aizemm t , Kesten and NOWWWI 119871 that, in this setting, with probability 1, there is at most
one infinite open cluster For the special case of bond percolation on
..,,,. was proved by Harris [1960]; Fisher 11961] noted that Harris's
argument carries CVO/ to site percolation' on Z 2 A little later, Candolfi,
(trimmed and Russo 119881 simplified the original proof of Ali/TIM/MI.
118 Uniqueness of the infinite open du tiful and critical probabilities

Eesten and Newman. A very different and extremely simple proof was
then given by Bur ton and Keane [1989]; we shall present their elegant
argument below Related results for dependent measures were proved
by Gandolfi. Keane and Russo [1988] and Gandolfi [1989].
This section is the only place where we shall use proper ties of infinite
product spaces in a non-trivial way (although, of course, we could rewrite even these arguments in terms of limits of probabilities in finite
spaces if we wanted to)
Recall that the probability measure 111 / , P;\ 4, is a product measure
on the infinite product space Q = {0, 1} F(A) . Thus, the a-field E of
measurable subsets of Q is generated by the cylindrical sets.
C(17,0)= ful E Q : rdf
o- f for f E F1,
where F is a finite subset of i t (A) and a E {0, 1}F

As usual, an event is just a measurable subset of Q Thus, c.ny property
of the open subgraph C) that depends on the states of only finitely many
sites is an event, and countable unions and intersections of events are
events In fact, any property of 0 that one would ever want to consider
in percolation is an event. For example, recall that {x 1..} denotes I he
property that there is an open path flour the site 3, to a site at graph
distance I/ from 3: For a given site x and integer ft, tins property depends
on the states of finitely many sites, and so is measurable It follows that
{:e
x} is an event Similarly, 'there is an infinite open cluster' and
her e are exactly two infinite open clusters' rue events
An event E is autamarphism invariant if, for every antomorphism y
of the underlying graph A. the induced autornorphism y'' : 12 Q maps
E into itself. hr particular.
= there are exactly k infinite open clusters
is an automorphism-invariant event for k = 0,1, oc.,. The only property of automorphism-invariant events we shall use is that any antommphism-invar hint event has probability 0 or 1 We state this as a lemma
for site percolation The corresponding result for bond percolation follows by consider ing the line graph, noting that if A is of finite type, then
so is L(A)
Lemma 1. Let A he a locally finite, finite-type infinite graph, and
let E C Q = 0 1'0) he an antonunphism-invariant event Then
In p (E) E }0,
5 1 The Alzenman-Kesten-Nenynan Theorem
119
Proof We shall write F for FA 1, Let xo be a site of A Note that, as

A is infinite, locally finite, and of finite type, there are infinitely many
sites x equivalent to to
Let > 0 be given Since E is measurable, there is a finite set F of
sites of A and a cylindrical event Er depending only on the states of the
sites in F. such that
P(ELEF) < E
(1)
Let AI = max{d(xo, q) : y E F} Since A is locally finite, the ball

= {z : d(x0 ,z) < 2A1} is finite Thus there is a site x with
xo and d(x,,r0 ) > 2.111 Let (p be an autonnuphism of A mapping
xo to a. For y E F we have
Bom(xo)
d(te,y)(0)
d(au, Y0'0)- d(V( to), (PM

= der , 37) - (1.070 ,:y) > 251 - AI =
so cp(y) F. Thus the sets of sites F and y(F) are disjoint It follows
that the event y(EF ), defined in the natural way, is independent of Er
SO
NEL
n v(EI )) = F ( Er) F (y (E r)) =INET )2
Thus,
1P(E) F(Er)2I = 1.P(E n E) -P(Er n ))I
< P((E n E)A(Ef, n y(EF )))
For any sets A, B, C. D we have (Anr)A(c
Thus, as E is automm phisrn-inwniant,
I P ( E ) - P(Er )2
<
C (Aa,C)U(BLD).
F(EL1EF)+NEOV(Ep))
P(ELEF)+PP(E)6,y(EF))
= F(EL& ) P(EAEF)
= 2P(ELEF)<
where the final inequality is from (1)
Since 1P(Er) - F(E)1 < IP(ELEF)1 a we have
I F( E ) - P( E) 2 1
< 1P(E) - P(EF . ) 2

< 2
Since s > 0 is arbitr ^
9E
1 + i
r (EF) 2 P(E)21
45.
it follows that P(E) = P(E) 2 , so F(E) is 0 or 1

0
ii
tji
120 Uniqueness of the infinite open cluster and critical pivhabilities

In the proof above, we did not need E to be invariant uncle/ all antomot phisms of A. just under a set of autornmphisms large enough that
any finite set can be separated horn itself by such an autornmphisin
In the context of lattices in R d . for example, invariance under a single
automm phism y of A conesponding to a translation of IF'' thiough any
vector (a l ,
.0) is enough. In particular. Lemma 1
ati)
(0,0,
is often stated for translation- invariant events In the terminology of ergodic theory, we have shown that the induced automorphism
: R
Q
is et godic.
NAre now turn to the particular event lk that there are exactly k open
clusters, where (1 < k < x We star t with a lemma of Newman and
Schulman 119811, showing that, with probability 1, there
1 or
infinitely many open clusters
are
0,
Lemma 2, Let. A be run infinite locally finite. finite-type graph. and le

E (0.0 Then
= ft
PA ,
\:<k<x
Ilene( Why IF p (10 )= 1 Ps.%
)=1
1. tit
By LC/111/18, 1. it suffices to prove the first statement: As before,

we write for
Suppose for a contradiction that P(/(,.) > 0 fon some 2 < k < c Let
To be any fixed site of A, and let be the event that lk holds, and
each infinite cluster contains a site in B(x0 ) As the balls B(ry) cover
A. we have Lk = u n T, k,
,/ P (11,), and Oleic is air 11 such
P(Ty
that P(T , r) > 0
Changing the state of every site in B(,ry) to open, we see that P(./ 1 ) >
0 Indeed, spelling everything out in great detail, the event T A is the
disjoint union of the events
P100.1
so
=T
.:n{5' = s}.
where s (s);,,Bu(,,,) E
(13 " 1 " ;) , and 5' = (5,.):,..EBu(,,) is the
(to)
vector giving the states of all sites in
Thus there is an s
which
0.
Now
if
w
E
T
k
s
and
w'
is
the
configuration
obtained
P (-rs k s)
horn w by changing the state of each of the closed sites in f3(ro) h om
closed to open, then w' E In Thus
k
for
>
P(1 1 )
La ( {if
: E T
= (p1(1.
p))1(TT s ) > O.
5 I The Airiemnan-Aesten-Neuunav Theorem
121
where c is the number of sites in .13(:ro) that are closed when S =s

We have shown that if P(//,,) > 0 for some 2 < k < cc. , then P(I,) > 0
But then P(4) = P(1 1 ) = 1 by Lentela 1 As 1k fl it = 0, this is
impossible
To prove the main result of this section.we shall need a simple deterinistic lemma concerning finite graphs
L emma 3, Let C; he a finite graph with k components and let L and
, es } he disjoint sets of ITT bees of C. with at least one et
C =
in each coinponent of Let . be integers each at least 3
Suppose that fin each i deleting the reflex m disconnects the component
containin f . 1 info mullet components. in; of which contain mudd i es of
L Then
ILI > 2k 4- E(In i 2)

Proof By considering each component: of G separately, we 11/111/ assume
that k = 1, i e that C is connected Flemming an edge from Ce can
only increase tire number of components of e i containing elements
of L.. so we may assume that C is minimal subject to CI being connected
and containing C'U L Thus C is a tree all of whose leaxes are in CUL
As > 3, no vertex E C' can be a leaf of C. so all leases are in L
(there ma also he internal vertices in 14
Since C has in; components, the vertex has degree in; But
for any tree with at least one edge, the number of leaves is exactly
2}
(d(e) 2), where the sum HMS over internal vertices. As d(v)> 2
for each internal vet tex, the sum is at least. 5-7= ,(nc 2), and the result
follows.
Let us say that an infinite graph A is untenable if 1.5' ,,(r)iABflOpi '

as n for each site 3, i e . if large balls contain man y more sites
than their boundary spheres. There me several notions of amenability
for graphs; in the present context this \In hint seems to be the most
useful. In fact, the concept of amenability originated in group theory,
where it is defined somewhat differently. Note that. if A is amenable
am( of finite type, then the limit above is automatically uniform in r.
The following result is dire to Aizemnan, Nester' and Newman [1984
the proof we shall present is that of Bruton and Keane 119891
Theorem 4. Let A he a connoted. locally finite. finite type. amenable
122 Uniqueness of the infinite open cluster and critical probabilities

infinite graph, and let p E (0,1) Then either 1FX p (I0 ) = 1 or rA p(B)
1, where Ik i s the event that there are exactly k infinite open clusters in
the site percolation WI A
Proof As usual, let us write P for P;\ p In the light of Lemma 2, this
result is equivalent to the assertion that P(/,) = 0. In fact, we shall
show that the probability that there are at least three (possibly infinitely
many) infinite open clusters is zero Suppose for a contradiction that
this is not the case.. Let to be any site of A, and let X 0 be the set of
sites equivalent to zo As the balls Br (ra), r > 1, cover A, there is an p
such that, with positive probability, Br (x0 ) contains sites From (at least)
three infinite open clusters. For the rest of the argument, we fix such
an I
Let Tr (_y) be the event that every site in B, (x) is open, and there is
au infinite open cluster C) such that when the states of all the sites in
B, (a) arc changed horn open to closed, 0 is disconnected into at least
three infinite open clusters; see Figure 1 If w is a configuration in which
Figure I A site a for which Tr (c) holds, Ever y site in B, (r) is open; the rest
of the open subgraph is shown by solid lines If the sites in Br (x) ale deleted,
or their states changed to closed, then the infinite open cluster C) falls into
four pieces, three of which are infinite
B, (to) meets at least three infinite open clusters, and w' is obtained
from w by changing the states of all the sites in B, (to) to open, then
E Ti (a0 ). Hence, IP(Tr (to)) >
Thus, for all sites x E X0 we have
P(T, (a)) = a.
for some constant a > 0
Our next aim is to sinus that, if
/I
(2)
is much larger than 1, then we can
5 I The kicennion-ICesten-Arcoonon Theorem
123
find marry disjoint balls B, (:r), :r 6 X0 , inside the ball B(:to) In fact,
to make the picture clearer, we shall find balls B, (.r) that are far from
each other. To do this, let; If c X 0 n B_, (x0 ) be maximal subject
to the ba lls (c), w E W. being disjoint If lot E Xo n B_, (x0),
then (1.04/, w) < 4t for some w E otherwise. w' could have been
added to If . As A is connected and of finite type, there is a constant
C such that ever y site is within distance C of a site in X 0 Thus, every
y e B_,a:ro) is within distance t of some w' E X0 n B_,.(3,0), and
hence within distance 4t+t of some w E W In other words, for a > +11,
the balls BID-4w), w E H. cover B_, _ ( Gro) Thus,
IH1
1-812-1-(edi/P-1,-H:(34
ver y crudely.
1B,n(x0 )1 ,5_ IB_,_ 1 0.0 )10 + A + A 2 +
A't+/),
where A < x is t he maximum degree of A Thus. since

is a c > 0 such that
is fixed, there
(:co)i
for all n > t
C. As A is amenable, it follows that

111 7 1 > a -1 1,9 + ("di
if n is large enough, where a is the constant in (2) Let us fix such an a

Let us call a ball B, (w) a cut-boll if w E 117 C B,,-, (::0 ) and T, (w)
holds. Note that if Br (a.,) is a cut-ball. then B, (iv) C B (co), and every
site in B,(w) is open Since w ti ,r0 for every w E by linearity of
expectation ' the expected number of cut-balls is
E P(T,(w)) = 011171
IS.H(370)1
'Em
Hence, as P(Z > IE(Z)) > 0 for any random variable Z, there is a
configuration w such that, in this configuration, we have
s 18n-m(tie)1,
(3)
where s is the number of cut-balls As we shall soon see, iris contradicts

Lemma 3 For the rest of the argument, we consider one particular
configuration w for which (3) holds: in the rest of the argument Uncle is
no randomness.
Let denote the union of all infinite open clusters of the configuration
meeting B (4), considered as a subgraph of A. In the configuration
EL)
124 Uniqueness of the infinite open cluster rind ci Weal probabilities

w' obtained from w b y changing the states of all sites in cut-balls to
closed. the (perhaps already discotmected) clustet 0 is disconnected into
several open clustels, some infinite and some finite Let the infinite ones
Fu Each L i contains 1
be L 1 , L 2 .
,L t , and the finite ones
site in 5'+1(:ro) so
TIM/]
(-I)
Let the cut-balls be CIL , C. We define a graph H from 0 by coneach F4 to a single vet tex
trading each cut-ball Ci to a single vertex
and each L i to a single vet tex en see Figure 2 In the graph H. there
is an edge how Ci to ci , for example, if and only if some site of fq is
adjacent to sonic site of CI;
Infinite components of (9 cot espond to components of H containing
at least one vertex in L = Tints, the condition that Ci is a
cut-ball says exactly that deleting c i Flom H disconnects a component
into at least (Mee components containing vet tices of L. Thus we /nay
s, to conclude that
apply Lemma 3 with in; > 3, i = 1.2,
t=
E ( 3 2) = s + 2.
This cont /adios (3) and (- ). completing the wool
Simpl y put, Theorem 4 tells us that, above the critical probability

/4 1 . almost smelt- theme is a unique infinite open clustet TO conclude
this section we remark that, by a simple argument of van den Beta and
Keane (198. 1], Theorem 4 implies that 0(1 .,p) is a continuous function of
p, except possibly at p =14[(A)
5.2 The HarrisKesten Theorem revisited

Combined with Menshilrov's Theotem, Theorem -t leads to vet another
proof of the thuris-Kesten result that pl'i (Z2 ) = (22 ) = 1/2 This
moot will adapt easily to give the exact values of the critical ptobabilities tot certain tithe/ planar lattices We start by improving the 'ease'
inequality that p li ),(Z2 ) > 1/2 Mote precisely, we shall deduce Mattis's
'McGloin, restated below, nom Theorem -1 The mg:tin/eat: we give is
due to Zhang; see Ctimmett, (1999, p 2891
Theorem 5. Fm bone! percolation cm E 2 l i am 0(1/2) = 0
5 :2 The Harris taster Theorem revisited
125
Figure 2 The upper figure shows the union 0 of all infinite open clusters
meeting Bdro) The shaded halls, in which all sites are O pen, are the cutballs. The lower figure shows the corresponding graph H The filled circles ar e
the vertices ei corresponding to the cut: balls, the hollow dines the vertices
t i corresponding to the infinite clusters L t , and the crosses the vertices di
cm esponding to t he finite clusters
Hive( Suppose not. Them applying Theorem -1 to site percolation on

the line graph of Z2 we see that iP itq l ) = 1 . where I I is the event that
126 Uniqueness of the infinite open eluslel and critical pmbalatities
there is exactly one infinite open cluster, mid It follows

that there is an no such that, if n > no, then the probability that an
infinite open cluster meets a given by a square is at least 1 - 10-1
Let n = no + 1, and let 5' be an by square in 22 . Suppose that
some site x in S is in an infinite open cluster Then there is an infinite
open path P starting at Let y be the last site on .P that is in S, and
let P' be the sub-path of P starting at in then P' is an open path from S
to infinity, using only bonds outside 5'. Let L i be the event that there is
an infinite open path P' as above leaving S upwards, i.e with the initial
site y on the upper side of 5, the initial bond vertical, and all bonds
outside S. as in Figure 3 Let LO, L 3 and
be defined analogously,
Figure 3 An infinite open path P starting at a site a in a square S

sub-path P' [torn the last site y of P in S leaves S upwards.
rotating 8 though 90 degrees each time Thus P 1/2 (L 1 ) = P i/2 (L i ) kn

all i. We lime
Pip (LI U L9 UL3UL 4) > 1 - 10-1
(5)
As the L i are increasing events, it follows from H a rris's Lemma by the

'nth-loot trick' (equation (8) of Chapter 2) that P(L 1 ) > 1 - 1/10 for
each i: other wise, INV!) > 1/10 for each and, as the L ate decreasing
and hence positively correlated,
L?) 10-1, contradicting (5)
Recall that the planar dual of the square lattice 2 2 is the lattice
Z2 + (1/2,1/2), and that we take a dual bond e* crossing a bond c of
22 to be open if and only if e is closed Let 5" be an 11 - 1 by 11- 1
5.2 The Harris-Kesten Theorem revisited
127
Figure 4 Infinite open paths P, and P4 in the lattice V, leaving a equate

S to the right and to the left The infinite open paths P. PI in the dual
lattice leave 8 1 upwards and downwards. If P( and may be connected by
open dual bonds in S' t hen there ate at least two infinite open clusters, one
containing A, and one containing Pi
square in the dual lattice inside 8, as in Figure As the bonds of

the dual lattice ate also open independently with probability 1/2, and
as n 1 = ne > no, the argument above shows that P i r(L;) > 9/10,
where
is the event that an infinite open dual path leaves the ith side
of Si . Thus the event E =
fl L2 fl L43 1-1 LI illustrated in Figure I has
probability at least 1 x (1 9/10), 6/10 > 0. The event E depends
only on the states of bonds outside 8'. Thus, with positive probability,
E holds and every dual bond in 5' is open But then the paths P. and
.P:13 may be joined to form a doubly infinite path P' that separates the
plane into two pieces. As P' consists of open dual edges, and an open
edge of Z2 cannot cross an open dual edge, the open paths ./?, and
lie on opposite sides of P', and thus in separate open clusters. Hence,
there are at least two infinite open clusters
In short, starting horn the assumption IP, /2(1 1 ) = 1, we have shown

that with positive probability there me at least two infinite open clusters:
a contradiction It follows that P i pe(11 ) = 0, and hence that 0(1/2) = 0
El
128 Uniqueness of the infinite open cluster, and critical plobabilitics

Using Menshikov S l /WU/ it is veil, eas y to complete l et another
proof of the fla t r is [Kristen Theorem. Them cm 13 of Chapter 3. restated
below
Theorem 6. Pot bond p rcolation on the square lattice pm ! = pr = 1/2
e
Proof As misted in Chapter 4. Theorems 7 and 9 of that chapter. stated
for oriented site percolation. appl y also to tu t or iented bond percolation

and in particular. to bond percolation on E 2 (Formalit y one can apply
the theorems to the graph obtained front the line gr aph of 2:2 by replacing
each bond Ir y two ofmositd y oriented bonds ) In particular, lenshikoyis
result, 'Theorem 7 of Chapin 4. gives ',I li C.2;2 1 = p r (7, 2 ) Since 0(1/2)
(2V) < 1/2
implies ph (;Y,') > 1/2 it tints suffices to prove that
This is immediate flour Theorem 9 of Chapter -I and Lemma 1 of
Chapter :3 Indeed. suppose that p.11(272 ) > 1/2 Then. In the first of
these results. as 1/2 is less than the critical probabilit y, there is an o > (1
such that LP it i(f 21() < exp(mt) for all sites ,r and integers n. where
Tr 21 1 denotes the own that .r is joined by an open path to some site
at graph distance n front r Taking n large enough. we have
j
----JJ) C 1/(10(M)
113 1/2 (ft "H
Let S be an n by n square in 2T2 As before. let 1-1(8) be the event that
thane is an open horizontal crossing of S II 1-1(S) holds. then one of the
n sites on the left of 5 is joined by art open path ill S to a site on the
right of S. tit distance at least n I Hence.
(H(S)) <
nP 1/2
<1/100
But this contradicts the basic fact that P 1 1 ,01(S)) > 1/2. which v,e
know from Corollary 3 of Lemma 1 of Chapter 3
As the Harris- Rester/ Them cm is so fundamental. let us briefly summarize the different approaches to its proof that we have presented here.
All the pools start hum the basic fact that either a rectangle has an
open Ina izontal crossing. or its dual has an open vertical crossing Then,
to prose that p ill (Z2 ) > I/2, one ma y prove a Russo-Seymour-Welsh
(RS \V) type theorem as in Chapter 3. 'elating crossings of rectangles
o crossings of squares Alternatively. one can deduce the result horn
the Aizeurnan- Kristen- NtiNV/IMIt ' filet)/ C/11, Theorem 4 lb prove that
i ii(G 2 ) C 1/2, ha y ing moved an RS NV type theorem. one can apply
one of tat ions sharp-threshold results as in Chapter 3 Alternatively
58
Site percolation on the Niangidat and square lattices
129
one can deduce that ph(Z-) =

(Z2 ) > 1/2 directly Flom Monshikov's
Theorem (Fm the last pint: we do not need exponential decay of the
radius as used above: the almost exponential decay given directly by
Theorem 6 of Chapter 4 is more than enough ) The approach used in
Chapter 3 is perhaps mote down-to-earth, and simpler it/ any one given
case The advantage of the Afenshikow Aizennnt- Kest:en-Newman approach illustrated in this chapter is that the tools rue very general, so
genetalizing the moth to other settings is easier. Of course. one still
needs a suitable star ting point, given by sortie kind of self-duality
Let us note that, in this latter approach, moving that percolation
does occur undo suitable conditions. which was historically much the
l u odei part of the Flattis-liesten result, is vent easy: the deduction
hour Alenshikov's Them em is very simple. and can be applied in a peat:
variet y of settings. In contrast, showing that percolation does not occur.
which was histoticallt the easier part of the result, is more difficult: the
deduction Man the Aizen n ian Kesten Newman Them ent is not quite so
simple, and requi t es write assumptions. We shall see this phenomenon
again when we consider percolation on (whet lattices
5.3 Site percolation on the triangular and square lattices

We next to p side! the (equilateral) tit iangulat lattice T C IF:2 Pot definiteness, let US imam and scaler so that (0.0) and (1, 0) ale sites of T.
and all bowls hate length 1 Portions of T me illustrated in Figures 5
and 7 below Out aim is to show that psil (1) = = 1/2. As a
stinting point, we need a suitable sell-dualit y property
In bond percolation on V. the outer boundary of a finite open cluster
can be viewed as tin open cycle in the dual lattice V (1/2,1/2) For
site percolation Oil T. it is east to see that any finite open cluster is
bounded by a closed cycle in the 5anie lattice T. Also, an open path
in T cannot stair inside and end outside a closed cycle in T: indeed,
the latter statement holds for site percolation on any plane graph, as a
cycle in a plane graph separates the plane into two components These
observations give a sufficient still ting point to enable us to prove that
Mr(T) = p)(T) = 1/2, using the results of Menshiko y and of Aizenman,
Kesten mid Newman. In fact, as in Chapter 3, it is easy to prove a
striking ; huge-scale' consequence of the self-duality As usual, we write
t he percolation nwastue undet considelat ion, in this case, for P)1/
P
Lemma 7. Let 1? he the rhombus in
until 11 sites mi a ,side s"loam
in Figure 5, and let fl(R,,) be the event that there is an open path in T
consisting of sites in R., starting at a site on the left-hand side of R,
and ending at a. site on the right-hand side. 'Then P 1/2 (11(1?)) = 1/2
for every rr >

.A.

Figure 5
closed sit
to rhombus nu: solid citcles represent open sites, and hollow circles
Plug. Let IiI (R) be the event that there is a closed path in R joining
the top of R,, to the bottom. Reflecting R in its long diagonal, and
exchanging closed and open, we see drat
1E(11(R)) = Pr_glit'(/?))
for any p and any n. In particular, Pit,(H(R)) = 1P it (17 *(R)). It
thus suffices to prove that
17[72(H(R)) +FP1/2(r(R)) = 1
As in Chapter 3, we shall prove the much more detailed result that,
whatever the states of t h e sites in R exactly one of the events 11(1?)
and 17 *(1?) holds..
The proof is essentially the same as that of Lemma 1 of Chapter 3,
although the picture is somewhat simpler One can replace each site of
T with a regular hexagon to obtain a tiling of the plane. Thus, what we
have to show is that in the game of Hex, no draw is possible: if all t i re
hexagons corresponding to R ate coloured black m white, then either
there is a black path from left to right, of a white path from top to
bottom, but not both (On a symmetric board, it follows easily that the
first player has a winning strategy. )
5 .9 Site percolation on the triangular and square lattices
131
To see this, we shall consider face percolation on the hexagonal lattice,

which, as noted in Chapter 1, is equivalent: to site percolation on T More
precisely, let; us replace each open site of R by a black hexagon, and
each closed site of R by a white hexagon, and consider additional black
hexagons to the left and right of R, and white hexagons above and
below R, as in Figure 6
Figure 6. A partial tiling of the plane corresponding to Figure 5, obtained by

replacing each open site in Ro by a black hexagon and each closed site by a
white hexagon, with additional black and white hexagons around the outside
The thick line is a path separating black and white hexagons, starting at :r,
with black hexagons on the right This path must end at y (as shown) or at re
The rest of the proof is exactly as for Lennart 1 of Chapter 3: let I
be the interface graph formed by those edges of hexagons that separate
a black region horn a white region, with the endpoints of these edges as
the vertices. Then every vertex of I has degree exactly 2, except for the
four vertices ,r, y, z and w of degree 1 shown in Figure 6 The component
of I containing a is thus a path. Following the path star ting at there
is always a black hexagon on the right and a white one on the left, so
the path ends either at y or at ro In the for men case, the black hexagons
on the right contain a path iu T witnessing H(R), in the latter case,
the white hexagons on the left witness V"(.11.,,) As before, 11- (1?) and
V"(R.) cannot both hold as other wise Kr, could be drawn in the plane
Using the results of Menslrikov and of Aizeinn, Kesten and Newman,
it is easy to deduce that the critical probability for site percolation on T
is 1/2, a result due to Kesten [19821 Menshikov's Theorem (Theorem 7
132 Unpteney; of the infinite open Haslet and et Hirai ptvbabilitics

of Chapter -1) cells us that m = p H in this context: horn now on, we
wine Th. for their common yable
Theorem 8. Let I be the equilateral trianottla, lattice in the pla ns
Then ms.(T) = 1/2
Proof By Theorem 7 of Chapter 4 we have M i (T) =
Suppose first that /VT). it; (T) > 1/2 Then, by Theorem 9 of Chapter 1, we have exponential decay of the radius of an open cluster at
p = 1/2, i e., there is an a > 0 stud/ that 111 1/ 9(0
< exp(or/).. DefinR as in Lemma 7, any of the sites on the right-hand side of is
ing
at distance at least it t hour any of the a sites on the left-hand side.
so
Pit2
(11(R)) < Itifi l/2 (0
:)
n exp(-0(n 1 ))
As n oc the thud humid tends to zero, contradicting Le11/1118 7

Suppose next that p;'(T) = M i (T) < 1/2, so 8(1/2) > 0 Then. MI heorem 4, in the p = 1/2 site percolation on T there is with probability
I a unique infinite open cluster Let /1 be the hexagon centred at the
or igin
h " sit es on " eh side dm)" iu Figure 7 As U
= T, if
n is large enough then the ihr-p t obability that some site in H is in
an infinite open cluster is at least 1 sap. Numbering the six
sides of 11 in cyclic order let L 1 be the event that an infinite open
path leaves horn side i Mote precisely, L i is the event that there
is an infinite open path in T with initial site on the nth side of fl
(we may include both cot nets), and all other sites outside ll. Then
j i L 1 is exact') the event that there is an infinite open cluster meeting
> 1 10<6 ks the events 1, 1 me increasing. and,
H
by symmetry. each has the sauce probability, it follows hum Iiattis's
Lemma (Lemma 3 of Chapter 2) that P i /,(L) = > 1 1/10
for each I
Let L is be the event that an infinite closed path leaves ./I from the
itir side. Then F (L;)
Ifil_.(Li), so
E")/0(Li)
= > 1 1/10
Hence, with probability at. least 1 4/10 = 6/10 > 0, the event E =
fl
n
fl L .; holds: this event is illustrated in Figure 7. Now E
is independent of the states of the sites in 11_ i Thus, with positive
E holds and every site in /1_ 1 is closed But then the
closed paths R` R guaranteed by the events L and L may be joined
u.8 .5Vic percolation on the Niangalar nil squat( lattices
[33
Figure 7. The hexagon Ho with the initial segments of infinite open paths
/41 and P4 leaving its 1st and 4th sides and of infinite closed paths P; Pr;
leaving the 2nd and 5th sides \Miaowr the states of the gte t sites (and the
fl L; holds
n
andrawn sites), the event. E = L, n
to forth a doubl y infinit e closed patil sepal. at ing t he open paths PI and
Pi guaranteed by L I and L 4 It follows that. with positive inobabilih.
Untie ace at least two infinite open clusters, cunt-Indicting Thement

An alternative proof of Theme/a 8 is given in Bollohas and Montan
12006H, based on an RSW type theorem and the sharp-threshold tesults
in Chapter 2
The method used to prove Therrien' 8 above may be applied to site
percolation in the square lattice This time, the claim} probability
cannot be obtained in this way, as the lattice is not self-dual. Indeed,
let A D =Z 2 be the plaint] square lattice, and let Az be the graph with
vertex set Lt. in which any two yet Hefts at Euclidean distance 1 or J/I?7
are adjacent Thus Az is obtained from Ao by adding both diagonals
to each face of A D It is easy to see that a finite open cluster in the site
percolation on Ao is bounded by a set of closed sites that form a path
in A. and vice versa Also, a path in Ao cannot cross a path in Az
without the two sliming a vertex 'These observations ate the starting
134 Ull'iglieliGSS of the infinite open cluster and critical probabilities

point for tire proof of the 'duality' result for Ao and AE, Theorem 10
below.
Let PI, be the product probability measure in which each site of
open with probability p. and let I3 be a rectangle in 7L2 For A A D or
A = A D , let HA(11) be the event that there is an open A-path crossing 11
horizontally, i e a set of open sites of I? that forrn a path in the graph
A crossing R horizontally Similarly, let VA (R) be the event that there is
an open A-path crossing R vertically. The following result corresponds
to Lemma 1 of Chapter 3
Lemma 9. Let A be one of A D and Az, let A* be the Whet. and let
R be a rectangle in Z 2 11 7hatettei the states of the sites in R. there is
either an open A-path crossing I? from left toright, at a closed A"-path.
Glossing R from top to bottom. but not both In particular.
Pp (H.\ (R)) +P 1 4,,(14A . (R)) = 1.
(6)
Lemma 9 says that, if we colour the squares of an a by n i chess

board black and white in an arbitrary manner, then either a rook can
move hour the left side to the right passing only over black squares.
or a king can move from top to bottom using only white squares, but
not both. Bollobas and Riordan [2006b] gave a very simple proof of
this result; this proof is eery similar to the corresponding arguments
for bond percolation on Z2 and for site percolation on the triangular
lattice presented here Figure 8 below, reproduced from Bollobas and
Riordan [20061d, is essentially the complete proof Although this fact
is not needed for the proof, let us note that the tiling in the picture is
a finite part of the lattice (I,8 2 ) shown in Figure 18. The same lattice
was used in a different way in the proof of Lemma 1 of Chapter 3.
Theorem 10. The critical probabilities for site percolation on the lattices A D and A D obey the relation (A 0 ) +K(A D ) = 1.
This result was first proved by Russo [1981] (see also Russo [1982]), by
adapting the original arguments for bond percolation on Z 2 , in particular, the RSW Theorem An alternative presentation of this approach
is giver/ in Bollobiis and Riorclan 12006bj Once again, Theorem 10 is
easy to deduce from the general results of Alenshikov and of Aizenman,
Nester' and Newman; we shall describe briefly the steps in such a deduction.
5.3 Site percolation o the triangular and square lattices
135
/ I/
Figure 8 A rectangle R iuE 2 with each site drawn as au octagon, with an

additional row/column of sites on each side 'Black' (shaded) octagons are
open. Either there is a black path from left to right, or a white path (which
may use the squares) from top to bottom Following the interface between
black and white regions starting at re, one emerges either at y or at w In the
first. case (shown) t he event. K ALI (B) holds Otherwise V(1?) holds
Proof Once again, by kfenshikov's Theorem.. we have MI =p-1. for 10

and for A9, so it is legitimate to write p for their connnon value
Given an assignment of states to the sites of
by a A-clusler we
mean a maximal connected open subgraph of A, where A = A 0 or Az.
Suppose first that ms (A iD ) pr,(11. 0 ) > 1 Then we umy choose a
p E (0,1) with 1 pis,(A9 ) < p < p.,1(A 0 ) Note that 1 p < ps,(110)
Taking each site of Z 2 to be open independently with probability p,
by Theorem 0 of Chapter 4 we have exponential decay of the radius of
the open A 0 -cluster containing the origin, and exponential decay of the
radius of the closed /1 0-cluster containing the origin For large enough
a, this contradicts Lemma 9 applied to an rr by n square.
Suppose next that pr.(A0 ) p;1(A9 ) < 1 Then there is a p with
p > p,(A 0 ) and 1 p > Ths,(Az) Taking each site open independently
with this probability, by Theorem 4 there is, with probability 1, a unique
infinite open /1 0 -cluster, and a unique infinite closed Az-cluster. It
follows as before that with positive probability there are infinite open
AD-paths leaving a large square S from two opposite sides, and infinite closed As-paths leaving S from the remaining sides. Hence, with
130 Unaptencss o/ the infinile opal rin g let awl
(chiral
probabilitics
positive mobability them ate at least two infinite open Any-clusters a
cont //diction
As we shall see in the next section. Theorems S and 10 ate special cases
of a mote general result (Themern 13) concerning symmettic lattices
5A Bond percolation on a lattice and its dual

The results of Nlenshikov and of Aizemnan. Kesten and Newman imply
that. under a mild symmetry assumption. the e t hical probabilities lot
bond pe t colation CM a planar lattice A //rid on its platun dual A' satisfy
11? (A) + 11: (A') = 1
(7)
When A Z2 , the /elation above is exactly the Hattie Resten heotent Later, we shall prove (7) in sonic generalit y (Theorem 13); first,
we illustrate it with another simple example As before. let I be the
(equilatet al) triangular lattice in the plane. Let /I be the planin dual of
defined in the usual wa y Taking the sites of H to be the centres of
the laces of T, then H is the (tegulat ) hexagonal lattice, or honeycomb:
see Figure 9..
Elgin e 9 Portions of the iangulat lattice T and its dual 11, the hexagonal
of hancyromb lattice
As we shall see later. the critical probabilities for bond pet colati
on
4 Band percolation an a lattice and its dual
137
71 and on H have been deto mined exacth by NVienuan (1981d confirming a conjectme of Sykes and Essatn 11963; 1961] For the moment:, we
show only that these critical probabilities stun to 1
Theorem 11, The triangalat lattice T and honeycomb lattice H satisfy
pc.1 ( T ) v!)(if) = 1
(8)
Proof The result follows easily front the general results of Menshikov
and of Aizetunan. Is:esten and NeWinall. Suppose first that p"1.(11 ) -11 4!(//) > 1 Then we may chose p E ((l,1) with p < .1)!!(T) and 1 p <
p!)(11) Let us take the bonds c E E (T) to be open independently with
probability p, and each dual bond c' E E(H) to be open if and onl y if c
is closed. Then la Menshikov's Theorem we have exponential decay of
the t adius of open clusters both itr T and hi H.. Hence, taking a huge
enough 'rectangle' R as in Figure 9, with probability 99% t here is neither
au open path in 71 massing R how left to tight, not au open path in H
c t ossing I? limn top to bottom But by planar duality, them is always
a path of one of these two types: this is a special case of Le11/111i1 2 of
Chaplet 3, w hose proof is the same as that of 1,0111111i1 t 01 that chaplet
In this case. the figure obtained la replacing each degree d site of H ot
its dual by a 2d-gon, and each bond-dual bond pan by a squate, is the
(3,12') lattice shown irr Figure 1$
To complete the moor of (8), it suffices to show that lot any p, at most
one of the petcolation probabilities 0(T; p) and 0(1-1; 1 is strictly
positive 'This follows from Theorem -I as above: if both 0(1;p) and
p) ate strictly positive then, taking bonds of T open independently with probability p, with probability 1 them is a unique infinite
open cluster in T, and a unique infinite open cluster in II Considering a
huge enough hexagon in T. it follows as berate that with positive probability thew ate infinite open paths in 71 leaving the hexagon flout the
1st and Std sides, and infinite open paths in H leaving from the 2nd and
dth sides. If the bonds of H inside the hexagon me also open, we find a
doubly infinite open path iu H separating two infinite open components
in It a cmaradict ion
Having proved (7) in two special cases. fin A = V, and rot A = 21,
we bun to a considerably more genet al result The arguments we have
given so lar used the fact, that A had a suitable rotational symmetry,
of onto 4 in the M i st case. and order 6 in the second In fact, the
weaker assumption of onto 2 rotational symmetry is enough, although
138 Uniqueness of the infinile open (larder and critical probabilities

one has to work a little harder to obtain (7) in this case Also, there
is a natural generalization of (T) to certain settings in which bonds of
different 'types' may be open with different probabilities. In this context,
it is convenient to wad; with a weighted graph (A, p), i.e , a graph A
together with an assignment of a weight p c E (0,1] to every bond e of
A Fin each weighted graph there is a corresponding independent bond
percolation model NI ARA, p), in which the bonds of A are open
independently, and each bond e is open with probability pc
To state a formal result, by a planar lattice we mean a connected,
locally finite plane graph A (i e a planar graph with a given drawing'
in the plane), with V(A) a discrete subset of 1R 2 , such that therm are
translations 21,, and of IR 2 through two independent vectors tt i and
rto each of which acts on A as a graph isomorphism In particular. all
the Archimedean lattices are planar lattices Recall that two sites
and a', or two bonds c and e', are equivalent ill a graph A if there is
an automorphism y of A mapping r' to c to c' Note that any
lattice is a finite-type graph, in the sense that there ale finitely many
equivalence classes of sites and of bonds under this 'elation
To allow for models in which edges have different probabilities of being
open.. we define a weighted planar lattice (A, p) as above: A is a planar
lattice, and there are two translations T, and T. as above acting as
antonnophisnis of (A,p) as a weighted graph, i e preserving the edge
weights Perhaps the simplest non-trivial example is the square lattice,
with = p for every horizontal bond and p r = q lot ever y ye t Heal bond,
where 0 < p, q < 1 kesten [1982] showed that in this case, percolation
occurs it and only it p+ q > 1: see Themern 15 below Another simple
example is shown in Figure 10. Note that in a weighted planar lattice,
there can only be finitely many distinct edge weights
We sus that a graph A drawn in the plane is centrally symmetric,
or simple symmeta lc, if the map a t--Y from P. 2 to itself acts on
A as a graph isomorphism For a weighted graph, this map should
also preserve the weights For example, the (weighted) planar lattice
shown in in Figure 10 is str ut/nettle if one takes the origin to be the
centre of an appropriate face If A is a planar lattice then, taking the
vertices of the planar dual A* to be the centroids of the faces of A,
sav, one can draw A' as a planar lattice, as in Figure 10 We assume
1:111110/out that the bonds of both A and A* are drawn with piecewise
linear craves in the plane If A is symmetric, then we may draw A* so
that it is also symmetric The dual of a weighted planar lattice (A, p)
is the weighted planar lattice (A*,q) in which the dual e' of a bond e
5.4 Bond percolation on a lattice and its dual
139
Figure 10 The planar lattice A (solid lines and filled circles) obtained by
adding diagonals to every fourth face of Z 2 If the horizontal. vertical and
diagonal bonds are assigned weights p, q, and r respectively, then A becomes
a weighted planar lattice. The dual A' of A is drawn with hollow circles, at
the centroids of the faces of A, and dashed lines
has weight qc . = 1 As shown by Bollobtis and Riordan (2006d1,

percolation cannot occur simultaneously on a symmetr is planar weighted
lattice and on its dual
Theorem 12. Let (A. p) be a squattete ic weighted planar lattice. with
0 0 and 0(V;q) > 0.
In the proof of Theorem 4 it was not relevant that all bonds were open
with equal probability. Thus. writing Al and AP for the independent
bond percolation models associated to (A, p) and to (A*, q), we see that
in each of Al and AI* there is a unique infinite open cluster with probability 1 As usual, we realize the bond percolation models 11I and Al*
simultaneously on the same probability space, by taking the dual e* of
a bond e E A to be open if turd only if e is closed Throughout the proof
we write I? for the probability measure on this probability space
The basic idea of the proof is as follows: as before, any large square
S is very likely to meet the unique infinite open clusters in A and in A".
If we had four-fold symmetry then, using the 'nth-root trick', we could
deduce that for each side of S. with high probability there are infinite
open paths in A and ili A* leaving S from that side With only central
symmetry, all we can conclude immediately is that there is some pair
110 Uniqucee s of the nrfiurlu open cluster and cr rhea/ probabililics

of opposite sides of 5 how which infinite open pat hs in A leave S with
high pr obalitlik
The key idea is to move the 'corners' of S while keeping S the Sante
Mote precisely. iliStetuf of a square, We take S to he a circle whose
24,/, and cot/sides infinite
boundary is divided into four arcs A l ,
open paths leaving S hunt each A; If we move the dividing point;
between two arcs, then pa t hs leaving one become more likely, and paths
leaving tin other less Mi ch If we move the dividing point grachially, then
the ptobabilities will change in a roughly continuous umnner, so at some
point they will be roughly equal 13v moving two opposite division points
while preserving symmetry. we can find a symmetr ic decomposition of
the boundar y of 5' into four ales so that open paths of A leaving the
tom arcs a t e roughly equall y likely Now, using the lout th-root
for even/ ate A 1 it is sett likel y that tittle is an infinite open path in
A leaving S front this ate We cannot say that the same applies to AL
as we have chosen the ales for A and not for A' We observe. however,
that among out lour arcs there is sonic pair of opposite at cs of S horn
which infinite open paths of A' leave with high probability Indeed. this
Follows from symmetr y and I he squaw-root hick This gives us infinite
pat hs in A. AL. A and A' leaving the aces of 5' in miler and, as before,
we can deduce a contradiction lit showing that the two paths in A' may
be joined within .5. giving two infinite open clusters in A. We shall now
make this aigument precise.
Let .5 = S r be the dicky centred at t he or igin with nadirs r Let E(S)
bet he event that some site of A inside S is in an initiate open clustet iu A,
and let P(S) he t he men( that some site of A' inside .5' lies in an infinite
open cluster in A" \\ T ilting D, for the disc bounded In 5, , we have
IR', so the union U , E(S, ) is simply the event that there is
U, D,
infinite open cluster somewhere in A. and we have lin t , NE(5,.)) =
S(A. p) he ;r positive constant that we
and similar Iv for E' (5', ) Let
shall specify later Choosing r large enough, we have
NE(S,))
l s 00d P(E' (S,))? I
(9)
For simplicit y, we shall assume throughout this ptoof that no site of A

ot A' lies on 5, and that tic bond of A ot A' is tangent to ,S, (Mote
pletiselv, recalling that bonds of A and A' me drawn as sequences of
line segments, we asSinne that none of these segments is tangent to S, )
This assumption is satisfied ha all but a countable set of values of r.
Lin the test of the wool we fix such an r large enough that (9) holds,
and mite tot S,
5 4 130nd petcolaijon on 0 lattice and its dual
141
Let e 1 1 < i < 4, he four distinct points on the boundfu y of S. 'nunbered in anticlockwise order We write c for the quad/ uple (c,,/!,,c3
We shall always choose these points so that no c; is on a bond of A of. A*
We write .4 1 = A t (c) lur the boundary 01 r of S front cr to ciir t taking
e tr
r If MC is a bond of A with o inside S and to outside. then ate
leaves S front the arc A; iL travelling along the (piecewise linear) bond
ca! from V to 0', the last point of S lies on the ate .4 1 Let E 1 = E 1 (c) be
the event that there is an infinite open path in A leaping 51 from the arc
outside S
with co inside S and
i.e an open path P = roo t co.
for all j > such that non leaves S from the arc .4 1 ; see Figure 11
Figure I I Possible open paths Pt and Pa witnessing the events E t = (c)

and Ea = E:dc) Usuallt, the bonds toe straight line segments, as in Pi but
they need not be
The precise details of the definition are not that important: the -soft'
arguments we shall present go through with many minor variants For
example, we could consider the last time the whole path leaves S. even if
this is MI a hood soul with vo S Fot 'nice' drawings of 'nice' lattices,
a bond typically crosses S at most once, so the condition is essentially
that vo vf crosses Ai
Set
fdc) = INEi(c))
and
odc)
f dc) = P(Ei(c)"),
y
find define f and 91 similarly, using the dual lattice As aninfinite
142 Uniqueness of' the infinite open dusted' and critical probabilities
open path starting inside S must leave S somewhere, U 1 E1 (5') is exactly
the event E(S) The events Ea(S) are increasing, so then complements
.E1 (S)" are decreasing Thus. by Harris's Lemma (Lennna 3 of Chap.
ter 2), for any c we have
P(E(8)1
P (Ei (c) c )=
E;(c)c)
i=i
(c)
er_r
Front (9) it follows that

gi(e)
1.17( c )
<
64
EA
i=1
The key observation is that, as we move one point, (, say,the probabilities fi (c) changc, in a 'continuous' mannet . For a precise statement,
it is mote convenient to work with m(c) The only properties of c that
the event Ei (c) depends on are which bonds of A leave 5' from which
arcs A i .. Tints, as we move C. the probabilities Mc) and m(c) can only
change when moves across a bond of A Of course, m(c) does jump
at these points Our claim is that there is a constant C = C(A,p) such
that, at any such . jump, no m(c) increases or decreases by mole than a
factor of C
Let c and c' = (e t , c!,.c3 , n i ) be such that exactly one bond c leaves
5' front the ate c,cf, Without loss of generality we may suppose that
o)c1,,, ea lie in this order mound S; see Figtue 12 Thus, defining
arcs .4 1 using the division points c, the bond e leaves S across the arc
A I = eme2 while, defining arcs using the points c', the bond c leaves
across A{:, All other bonds leaving S do so across corresponding arcs
Thus, for i = 3, 41 the events E1 (c) and Ei (e) coincide, so
R e ) = fe(ci
Let E be the event that tire bond e is open The event E, (c) is defined
in terms of open paths leaving 5' across the arc ..4; If e is closed, then Ito
open path leaves S along the bond e, so which arc e crosses is in (Amami:
Thus, the symineti ic difference of E i (c) and Ei (c') is contained in the
event E, In other words.
Ei (c) c fl
= E;( c' )` n
4 Bond percolation oma a lattice and its dual
es
CI
143
Figure 12. The effect of moving co slightl y to a new point c!): various bonds
of A ate shown as dashed lines. We choose ct; so that a unique bond c leaves
S between c 2 and gt The ales .4; and AC are determined by A I = c i co.
itt; =
A2 = coca and Xi= etc:,
holds for each i

Lemma,
Now
E) (e)" and .6,1: are decreasing events, so, by Elan s
P(Ei(c)c n Etc,)
P(E)(c)c)r(E))
Tints
me) P(E) (c')`) P(Ei (ct n
= iP(Ei (c)" n
P(Ei(c)c)r(Ej
cfn(c),
where
c = c(A,p) = int IP(Ect ) = int Pc) > 0,
as A has finite type and each Pc < 1. Similarly, gi (c) > cfn(c'), establishing the claim
Set C = 11c > 1 Let us fix e l and e5 as opposite points of S Consider
moving c2 from very close to c i to very close to c3 . At the star t of this
process, no bonds cross A t , so El (c) cannot hold, and (Li (c) 1 > go(c)
Similarly, at the end, [Mc) = 1 > g i (c). Each time c2 crosses a bond,
g i (c) decreases by at most a factor C. and 02 (c) increases by at most a
factor C It follows that we may choose c,) so that
1/C G g i (c)/g2 (c) C
Let c.1 be the opposite point to c2 Then by central symmetry we have
gi (c) = gi +2 (c) and g;. (c), 94 0 (c).
(12)
111 Unicl acnctsof Un-
open cluslcl and el Meal prababililks
Thus.
arh(c) = gi(C) 2 g2(e
gi(C)4 /C2
Using (10). it follows that 9 1 (c) < C' 2E. and hence that
gi(e) < C:3/26
13)
lot cow y i Front (11). there is some j with g(c) < 5 As (13) holds
for even/ we Min' assume without loss of geneialitv that ) = L Thus,
using (12) again.
q:1(c) = f/i(c) 5 s and
Th(c)
=512 (c) < 0 /2 E
El)
It is now easy to complete the pool of Theo/ern 12, although, to

avoid the need to consider exactly how the bonds of A and A" leave
S, especially Ilea/ the division points we shall introduce one more
technicality
Let d be a constant (much) laigei than the length of airy bowl in A
or in A' Let F1 = li (c) he the event that there is an infinite open path
P in A leaving S across the ale such that no point of P lies within
distance d of any ci This event is illustrated in Figure 1:3 Let D(c) he
the event that all bonds passing within distance d of any c; are closed
Thew is a IllaXi1/1111.11 munhet of bonds of A that any disc of radius d can
meet:, so there is a constant c i (A, p) > 0 such that F(D(c)) >
for any c Clear l y . if D(c) holds. then Ei (c) holds if and only if Fi(c)
holds Using Hartis s Lemma as above, it follows that
h i (c) = N./2) (cl')
Co i (c),
(15)
where C I = 1/c 1 Replacing C I by 1/ minfc l (A. p), c t (A t . q)). then

both (15) and the cot lesponding equation
11(c)= P(Fr(c) e ) 5 C f/7(c)
(16)
hold fin any c

y
Let E = 1/(1.0C 31'-CI ), noting that this quantit
quantity
depends on A and p
only, not 011 I 01 c From (14) and (15) we have
11
while fron t (
2 (0 (c) <
(7 3/2 E
<
1/10.
and (16) we haw

h;(c)
IK:1 (c)
< C 1 5 < 1/10
rid peicolaiiorilattice awl its dual
1-15
Figure 13. Open pat hs P, and P i witnessing the events F2(c) and F t (e) The
open dual paths P( and PT witness i7(c) and ET (c) No site or bond of any
or these. paths wets the shaded clacks It follows that Pi, for example, leaves
the larger circle .5" through the arc col responding to As
Hence, with with probability at least I
4/10 > ft.t h e
event
F = Fi (c) n F2 (e) fl Ps (c) fl P1(c)
holds, i.e., them are infinite open paths R and P i in A leaving 5' front
the arcs and .4 4 , and infinite () mut paths F,* and P.; in A* leaving S
from the arcs .4 1 and .4 3 , with no P1 or Rt passing with distance d of
the endpoint of any arc 4 This event is illustrated in Figure 13.
-When F holds, there ate sub-paths P.; and P; of P, and P 1 leaving the
larger circle S' with radius] +d from the arcs corresponding to A, and
.4 4 We may connect: .P1* and P3k by changing the states of all churl bonds
e" that meet 5' to open The corresponding bonds c lie entirely within
5'. so after this change the paths p.!, and P.; are still open But then we
have, with positive probability, two infinite open paths separated by a
doubly infinite open dual path This implies that there are two infinite
open clusters in A, contradicting Theorem
As an immediate cotollat y of irheormn 12 we obtain the desired relationship between the critical probabilities km bond percolation on a
planar lattice A and on its dual, assuming only central svutineti
146 Uniqueness of the thfinitc open clustc; and critical probabilities

Them em 13. Let A he a symmetric piano] lattice, and let A" be its
Amu dual Then p c1.)(A)+ p cll(A") = 1
Proof As before, the inequality p lc,)(A) + plAA*) < 1 follows easily
horn Menshikov's Theorem, by considering a large region in the plane
which must be crossed one way by an open path in A, or the other way
by an open path in A* In the other direction, pir !(A) +111. (A*) > 1 is
immediate from Theorem 12: if this inequality does not hold, then there
(Al But then 0(A; p) and
is a p E (0, 1) with p > p ck.'(A) and 1 - p >
O(A'; 1 - p) are strictly positive, contradicting Theorem 12
Theorem 13 includes the Harris-Kesten Theorem, Theorem 13 of

Chapter 3, and Theorem 11 as special cases. It also applies to many
other lattices, for example, all the Archimedean lattices shown in Figure 18
Turning to site percolation, Kesten [1982] pointed out that the site
percolation models on certain pairs of graphs are related in a way that
is analogous to the connection between bond percolation on a planar
graph and its dual; he called such graphs matching pairs, and noted
that any planar lattice matches some graph To see this, let. A be a
planar lattice, and let A x be the graph on the same vertex set obtained
from A by adding all diagonals to all faces. For example, if A = A 0 , then
A'' = Ao The wool of Lemma 9 extends immediately to show that,
for a suitably chosen 'rectangle' in A, whatever the states of the sites of
11 (A) = 1,7 (A" ), either there is an open A-crossing from the left to the
t ight. or a closed A x -crossing front the top to the bottom: to obtain the
picture corresponding to Figure 8, replace each site v of A with degree
d by a 2d-gon that is black if v is open mid white if v is closed, and each
f-sided face of A by a white f-gon
If A is symmetric, then trivial modifications of the proof of Them ern 12
show that 01,(A) and 0 1 _ 0 (A X ) cannot both be strictly positive, while
p-,5,(A) + p s,(A ) < 1 is again immediate from 'A lenshiltov's Theorem,
giving the following analogue of Theorem 13.
Let A be a symmetric planar lattice. and let A' he the
graph obtained from A by adding all diagonals to all faces of A. Then
Theorem 14.
K.(A) + p,s,(A x ) = 1
As noted above, = A E , so Theorem 14 implies Theorem 10 Since every face of the tr hingular lattice T is a triangle, T X = T. so Theorem 1.1
implies Them ern 8 as well
5.4 Bond percolation
On
a lattice and ids dual
147
We conclude this section with an application of Theorem 12 to a

weighted graph. Let (2 2 , p,., pr ) be the graph 22 , in which each hot izontal bond has weight p, and each vet deal bond weight pm Kesten [1982,
R 82] showed that the 'cr itical line' for this model is given by px pg = 1.
Theorem 15. Let 0(Th p) denote llw probability that the origin is in an
infinite open cluster in the independent bond percolation on (2 2 ,p,, p)
Fm 0 < p,,, pr < 1, we have 0(p,,py )> 0 if and only if
>1
Proof The planar dual of t he weighted graph A = (2 2 , p, p) is A' =

(22 + (1/2,1/2), 1-6, t -p), the usual dual of 2 2 with weight 1 -py on
each horizontal bond, and weight 1- on each vertical bond Rotating
and translating, A' is isomorphic to (Z 2 ,1 - p,, 1 - pil).
Suppose first that O(p,,,p) = 0 for sonic p, p,, with p,
> 1,
and fix 0 < < p. and 0 < jig < pr with 11, > 1. By the
weighted version of Menshiko y 's Theorem, the radius of the open cluster
containing a given site of A' = (22,[4,p'9) decays exponentially. As
1 - p'y < Tit and I -
< p', the same is tr ne in the dual, (22 +
(1/2,1/2), 1 - 1 -1/J..) But then the probability that a large square
has either an open horizontal crossing or an open thud vertical crossing
tends to zero, contradicting Lemma 1 of Chapter :3
We have shown that the condition
> 1 is sufficient for 0(p,,p)
to be lion-zero To show that it is necessary, it suffices to show that
p, 1 - p) = 0 for every 0 < p < 1 Since (22 , p. 1 - p) is symmetric and
self-dual, this follows from Theorem 12.
As it happens, one does not need Them ern 12 to prove Theorem 13;
the proof of the Harris-Kesten Theorem given in this chapter adapts
immediately Indeed, suppose that O(p, 1 - p) > 0 Considering a large
square S, it follows from the 'four th-root' trick that there is some side
of S from which an infinite open path leaves with high probability Of
course, the same holds for the opposite side The dual weighted lattice is
isomorphic to the original lattice rotated through 90 degrees, so infinite
open dual paths leave the remaining two sides of 5' with high probability,
and one can complete the proof as before. In the next section we shall
apply Theo/ em 12 to prove a mot e difficult result, that a cer talc analogue
of Theorem 15 holds for the triangular lattice
118 Uniqueness of the infinite! open (A ide, and e l itical prohabiltlics

5.5 The star-delta transformation
Sykes and Essam 119631 noticed a second connection between bond petcolation on the hexagonal and ttiangulat lattices H and T. other than
that given by duality This connection involves the star-thavilln
formation 01 star-delta transformation, a basic transformation in the
theory O f electrical networks To describe this, let G I and Gi be the
two graphs shown in Figure lt Suppose that the bonds of G I ate open
eit
Figure Id A triangle, G I and a star,

and
02,
with the same :at lac:lune ' sites
independently with probability p i , and those of GO with p t obabilit ya.

In either glaph, there rue five possibilities fot which sites among 1,r, y, :1
me connected to each other by open paths: all thtee may be connected,
none 111M , he connected and some pair may be connected to each other
but not to the third In other wo t ds, the par tition of fr. y, cl induced
{{,r}, f
lb ca one
In tety subgiaph 01 0 1 Of of 02 is {{:r.
{c}} These cases have the
of the three pat titions isomorphic to {{,r,
probabilities shown below:
pairs connected probability in C I

;ill

none
+ 3/4(1 pi)

(l / 03

Pr ( 1 Pt )2
probability in at
p2/ 3 3/12( 1 P2
p4(1 Ai)
Serendipitously, there is a solution to the duce equations suggested by

the table above, i e., to
Pi
+ 3/4(1 p i ) =
( 1
/ 3 =
Pi P0 2 =
P2,
p2Fi IIp2 (1
p ) 2 . and
(17)
P_( 1 P2)
i i Substituting
p
= 1p
1Indeed, the last equation is satisfied whenever
into either of the first two equations gives t he stare equation.
iii
$pi=1=(l.
5 5 The star-delta tionsjhrination
1-19
This e quation has a unique solution in (0.1 ), nameh

pp = 2 sin(7/18) = 0 3172
Let a, i 1,2, be the random (open) subigraph of 65 obtained by
selecting each bond independently with probability pi . whew p i = pc,
and pc = 1 pa As all Hum equations in (17) me satisfied, the random
graphs 0 1 and a, are equivalent with respect to the sites
11, and z:
We may couple 0 1 and a so that exactly the same pairs of sites front
{ Ti m
ate connected in 0 as in 0
In the context of independent bond percolation, each bond of a (usually infinite) graph is open independently with a certain probability,
which we may think of as a weight The obser ations above mean that
it a (finite ca infinite) weighted graph A has G as a subgraph, with bond
weights pu, then We may replace G I by 6'0, with weights 1pp. Ignoring
the Internal' site of this operation does not change the distribution
of open clusters This is a simple example of the 'substitution method'
that we shall return to in the next chapter
Using the star-triangle transformation, it is easy to deduce bow TheOFC111 11 that p(1'(T) = pp This result was derived by Sykes and Essan [1963; 1961] without rigorous moof. \Vicuna' [1981] gave the first
rigorous moot, based on the star-triangle transformation and a RussoSeyniour-AVelsh type theorem
Theorem 16. Let T be the triangular lattice in the plane.and FI the

hexagonal oi honeycomb lattice Then
p(1 .'(T)= 2 sin(/18)
and
p{I VI) = 1 2sin(rr/18)

Proof As before. it follows nom Nlenshikov's Themem that the two
critical probabilities associated to each lattice are equal, so it is legitimate to write pr:' for their common value.
Let H' he the graph obtained by replacing every second triangle T
by a star with the same attachment sites; see Figure 15 Then H' is isomorphic to /1; we shall keep the notation separate to indicate the different relationships to 71, reserving H lot the planar dual of T. Infonnidly,
bond percolation on I with parameter po is equivalent to bond percolation on H' with parameter 1 po, so both ate supercritical. both me
CSN
150 Unigaeness of Ike infinite open. cluslet and critical probabilities
WAWA WA
res
WA' a
A SS
WA TA Tata
Figure 15 The triangular lattice 7, and the graph H' 01)
each downward pointing face of 7' by a star. The sites o
(solid and hollow); its bonds ate the dashed lines.
red by replacing
are the circles
01 both are critical By Theorem 11, it Follows that both are

critical, giving the result
More formally, by a (10M(1411 in or in H', we shall mean one of the
triangles to which we applied the star-triangle transformation, or the
resulting star in .11 ' Consider the probability measures 111 ,1 mi in which
bonds of T me open independently with probability pa, and nu,
in which bonds of H' are open independentl y with probability 1 Po.
We have shown above that the restrictions of these measures to a single
domain D may be coupled so that the same attachment sites of D are
joined by open paths within D in the two measures We may extend the
coupling to all domains simultaneously by independence. Any path in
T . or, in H' between two sites of T may be split into a sequence of paths
P1 within domains D i , with the ends of Pi being attachment sites of Di.
It follows that, under our coupling, two sites y of T are joined by an
open path in T if and only if they are joined by an open path in H'.
Recalling that 0 is a site of T, let Co be the open cluster of T containing
0, and let C') be the open cluster of H' containing 0 Under our coupling,
we have (2() n V(T) = Co. As Cf, is a connected subgraph of H' and
sites of V(H') \ V(T) me joined only to sites in V(T), which have degree
three, we have 'Cid < 41C1-, n 1 ,1 (T)I Thus
subevitic
C 10) 1
411C01
holds always in the given coupling, so

111. 0co
n) POC(d
POCH ^
151
5.5 The situ-delta leeinsfortnatimi
for every a Letting n we see that 0(H';1 - po) = 0(T; po) In

other words, as H' is isomor phic to the hexagonal lattice H. we have
0(11; 1 -po) = 0(T; po) In proving Theorem 11, we showed that, for any
p, at most one of 0(11; 1 - p) and 0(Thp) can be strictly positive Thus,
= 0,
0 ( 11 ; 1 Po) = O CT ;
which gives p,i (T)> po and pcl.'(1.)> 1 - po Since p (1 )(T)+ plc)(11) = 1
by Theorem 11, it follows that; Al' (T) = po and 144.11) = 1 - po.

Let us summarize what the results above, the Harr is-Kesten Theo/ern. Theorem 8 and Theorem 16, tell us about the critical probabilities
associated to the three regular planar lattices.
Theorem 17. Poi the aware lattice V. art have
mi ./ (E 2) = 1 /2.
fin the trianyalai lattice T.
K(T)
= 1/2 wad 1 . (T) = 9 n(d/18),
and lot Mc he:rayon& of honeycomb lattice TT

ple'(H) = 1 - 2 sine,T/18)
In a sense, the summary above is a little misleading: for these three

lattices, four of the six critical probabilities are known exactly. but there
are very few other natural lattices km which even one critical prohabilit\
is known exactly
Tire observation of Sykes and Essar [1903 .1 concerning the star-delta
transformation is a little more general: let G I be a triangle in which the
bonds have probabilities p, ph and pc, of being open, and G, a star in
which the corresponding (i.e., opposite) bonds have probabilities r,,,
and ra of being open Then G i and Go are equivalent if and only if
1'1)0
- r n
(1.8)
lot fi. j.1.1 = {a. 0, el

Pa
pap,: + (1 - P)PbPc
pa ( 1 POP
pph(i )
/ a/ /
and
(1 - p)(1 -pb )(1 -pc ) = (1 - /)(1 -10(1- le)*
l(1-ts)(1 -t)+(1-1),/,(1---/J (1 -t)(1-
152 Unignenciis of the infinite open elimle, and critical probabilities

The equations (18) ate satisfied by taking
then froth the remaining equations reduce to
= 1
ppem pa ye pc + I = 0
for each i and

(19)
This more general ,tai-triangle transformation was used by Sykes and

Essarn 119041 to study percolation on a ti iangular lattice in which the
states of the bonds ate independent., but the probability that a bond is
Open depends on its orientation They derive (normigoirmsl y ) equation
(19) lot the critical surface' in this three-parameter model
Using Theorem 13 in place of [Theorem 11, the proof Of Theorem In
given above adapts immediately to this weighted model, to give the
Following result
=
fir . p. y z ) be the weighted le iangulal lattice
in which bonds in the three directions have weights Th. IL, and fi,
sprelively when.: 0 < pr . p. fi, 0 if and otilg
Theorem 18. Let
+ P y P P ;PO) z > 1
This result g as Lamed by Grim/nett [1999[.. using ideas of Kristen

[1982; 1988] In the light of VIenslnkm i s Thement, the hind pint is to
show that percolation does not ()Celli when ys p T p, pr yp, <
Kristen [1982] deduced this result Flout a theorem that he stated without
proof A N'elSiOn of this liniment that is in litany was !note general
was later proved by Gandolfi, Keane and Russo L19881, but then result
assumes synunetiv untie/ reflections in the coordinate axes, which this
model does not have.
A star-delta tt ansfot mat ion 'elated to that discussed above is important in the them, of electrical networks. where it has a much longer
p iston The operation on the graph is the same. but the weights (resistances) t i anslo t aiireleutiv. to satisfy the different notion of equivalence (that the ' espouse i . net cadent at each attachment vertex.
to each input. i e. set of potentials at the attachment vertices. is the
same) 6n electrical networks. it hums out that even sla t is etpthalent
to kt triangle. and vice versa: see Bollobris [1998. pp .13 -H]
Rental kablv. Al t man 119811 w as able to use the startriangle tianslotmat ion with unequal edge weights to obtain t he exact critical probability
5 5 111P, si tu-della Emusformation
153
Cot a certain lattice, where each bond is open with the same probability
Let ,5 1e be the square lattice with one diagonal added to every second
lace, shown (rotated) on the left of Figure 16, together with its dual D
Figure lb 1 he lattice S obtained bow the

swami Ire t ice by ridding a diagonal to ever} other face, shown on the left (solid circles and lines) toget hen wit
its dual D (dashed lines and hollow cir cies) Fru clarity

is draw n sepalateIN
on the light
Let S' he the lattice shown on the Hi in Figure IT below, obtained Inuit
S by replacing each of the diagonal bonds b t a double bond Then SI-.
with tinily bond open with probabilit y p. is equivalent to 5' ' . with the
otiginal bonds of S t open with probnbilitq p, and the new bonds open
with probability =1 (I p)' /.1 (As usual. the states of different
bonds are independent ) Appl y ing the startriangle t t anstot motion. one
obtains t he lattice I)' bu nted hour D by subdividing ce t lain howls: see
Figure 17
Figure IT certain bonds of 5'' arc replaced by double bonds, and the
tliangle-star t t ansibi mat ion is applied as shown. the resulting lattice is I)
%vit h certain bonds subdivided
Taking the undivided bonds to be open with probability q = I
p. and the divided bonds with probability q =
q = I p'. we see

that D' is equivalent to D, with every bond open with probability q.
The conditions for equivalence in the star-triangle transformation are
satisfied provided (19) holds with p = = p, P c= p' This condition
reduces to
p 6p2 + 6p3 ps (20)
Using these transformations and arguing as for the hexagonal and triangular lattices above,\Vierman deduces that
p!),(S ) = 0.101518
a loot of (20).
An Architnedean Ionia is a tiling of the plane by regular polygons
which all vertices are equivalent, i e the autornorphism group of
the tiling acts transitively on the vertices. The square, triangular and
hexagonal lattices are all Archimedean, the lattice 5' and its dual are
not The complete set of Archimedean lattices is shown in Figure 18,
The notation, which is that of Griinbaurn and Shep pard [19871, is selfexplanatory: it gives US the orders of the faces when we go round a vertex At this point we have essentially exhausted the list of Archimedean
haft:CS Pi exact critical probability is known; there are two further
examples that may be easily derived from those above. Let K be the
kagona'r lattice. shown in Figure 18 Then K is the lice-graph of the
hone y comb II, so we have
iu
gdIC), p(1,(H),----
1 2 sin( 7/18)
Also, let K' be the (3, 12 2 ) or extended Kagoind lattice shown in Figure 18. Then IC + is the line graph of the lattice H2 obtained by subdividing each bond of II exactly once As noted in Chapter 1, the relation
fki (11(i), p!(H) I12 is immediate: an open bond in the subdivided graph
is only 'useful' if its partner bond is also open. Thus, as noted by Sliding
and Ziff [19991, among others,
fise (K), pcIVI2 ) = p A
l H) 1/2
(1 2 sin(rT/18)) L/2
(21)
In the next chapter we shall review some of the upper and lower
bounds for the critical probabilities of Archimedean lattices.
5.5 The stun-delta hamsformahmt
SUOMI
Sq nu ):
tome: (3,
(a,6, 12)
41
a
^

a

0 11 0
(3' .1-
A
114
A
............A
.41
y
Triangulm: (36)
3,6)
155
extended Kagon
Hexagonal: (63)
(I. 82)
(3, -1, 6, -1)
ally A A
w IS
Asffa
Alwarar A
SAY
AT A
A A 111a
FaVa
r
aAl rA A
Va
A ValrAwA
VANS
ATAYAT VA
,6)
-1)
(3 6)
Figure 18 The 11 Archimedeatt lattices, i e filings of the plane with regular

convex polygons in which all vertices ate equivalent The notation for the
unnamed lattices is that of Griinbainn and Shep pard (1987) 10 of the lattices
me equivalent under 'oration and translation to then 'Milo' images The final
lattice. (31 ,6), is not, and is shown in hot h forms
6
In genet al. there is no hope of dele l mining the exact critical probabilities
/OA) and pl,;(A) for a general graph A. even if A is a planar Iant ice
Neverthel ess, there a l e mane ways of proving rigorous bounds on these
critical probabilities In this chapter we shall describe sever al of these.
soil ing with the substitution inclhod, a special case of which we saw in
the previous chaPlel
6.1 The substitution method

Tu describe the substitution method, we shall use the fenninolug i, of
wcightcd graphs: all our graphs will haw a weight p, associated to each
bond e. with 0 < < t We shall consider independent bond percolation Olt a weighted graph (A. p), whew each bond e of A is open with
probability p, independent Iv of the ot het bonds. We often suppress t he
weights in the notation. A weighted graph (G. p) with a specified set A
of attachment sites generates a 'widow partition n of A: two sites in A
are in the save class of El if they rue joined ln an open path in G As in
the precious chapter. we SUN" that ( WO weighted graphs G I . C, with the
saute set .1 of attachment sites ate equivalent if the associated I andoin
partitions Il i II, have the same distribution. i e if the col lespondiug
pet colat ion measures can be coupled so that IT = 11 2 always holds In
general. exact equivalence is too much to hope for
Let us saw that a partition 7ir. , of A is counsel than "Th. and mite
71 . ) > if anNr two sites of A that ale in the saute class in 7 1 ar e also
in the same class in79 In other words. r, is (ionise' than r i if and
in this context. a coarser partition is
onl y if Ti is a 'ohne/new of
'better'. as it will correspond to more connections in the percolation
model: this is the reason for our notation 'We say that a weighted
G.1 The substitution method
157
gr aph CI, is shott ipo than Cr, and WI > il rte DIM couple the
co l I esponding percolation measures so that II is alwa y s coarser than

H I In this case Flo stochastically dominates FT,. Note that C I and Ga
t ue equivalent it and onl if each is stronger than the other
Let A, and Aa he two infinite weighted graphs Suppose that A l may
be decomposed into edge-disjoint domains Dr j . i = 1.2, . each having
a specified set A j of attachment sites We assume that each D I is a
suligmpli of Ac that (l i cit union is A t and that t. WO dOtliltillti 1118V meet
onl y in sites that are at tachment sites of both Typically the graphs Du
me all isomorphic Suppose that Aa has a decomposition into domains
hew each Du has the same attachment sites as D i \\: e have
seen an example of such a decomposition ;heady. ill connection with the
sum-triangle transformation Indeed wi le/ i ing to Figure 15 of Chaplet 5.
we IWIV take A l to be the tiitungular lattice. A, the hexagonal lattice
fr. the domains D I j to he ever y second triangle in A l and each Du to
he the cot tesponding star in A . , Aiguing as in the pool of Theorem 16
of Chaptet 5. since am, path bout one domain to ;mottle:: must pass
Huough an attachment site. the onl y inopei It of D I ; that is teleiant
tot percolation on A i is the induced partition 01 the set TI; Hence. if
is equivalent to 171 j fin eve/
then petcolat ion occurs 011 A l if and
(t h if it Deems on Am fin any fixed attachment site
the percolation
probabilities O(A j : 3 ) ;o ld 0(Aa: .r) ate exactly equal
then 0(Aam ) > 0(A 1 : ./.): one
Similarly. if Du >
tot every
call couple the percolation ;leashes on A, and A, so that any pair of
at tachment sites that a t e joined in A i ale also joined ill A, Tins tact
allows its to let iVe i elat ionsltips between the critical probabilities of two
lattices: if the ethical mobahility of one is known then we can hound
the critical p l ohabilit of the other This technique is known as Hie
substitution method. and is due to Vieunan 119901
At frost sight. it is not cleat hots one can tell whether a given weighted
graph is stronger than another, but Hume is a simple algorithm An upset ill the partition lattice on a set A is simpl y a set U of partitions of
E U and 71 > 71. then ira E Ll It is not too
A such that whenever
haul to show that
> (7, if and onl y if. fo i even up-set. we have
E
> P ( H, E U): in fact.. this is an eas y consequence of Halls
p 77j) hus, the
'Matching Theorem [1935] (see also Bollolnis (1995.
condition CD > G' t is equivalent to a finite set of pol nomial inequalities
on the weights of the bowls Let its illustrate this with a simple CNillipie
l (it ) =
= p!"(10
giving hounds On the critical probability p T
the
whew It is the Anytime lattice shown on the light of Figure 1
Eqimatilly dim( probabilities
158
Figtue 1 A two-step transformation 11'0111 the hexagonal lattice /I to the

liagomet latt ice K: first subdivide the bonds of to obtain the lattice ifs
shown on the left. Then apply the star-triangle transformation to the original sites of /1 (middle figure) The result is the kagotn6 lattice (right-hand
figure).
notation of atiinbaum and Shephatd [19871 for Ai chimedean lattices,
is the (3,6,3,6) lattice.
Ottavi [19791 noticed that the Kagoin6 lattice may be obtained horn
the honeycomb or hexagonal lattice H by fist subdividing every bond,
and then applying the stat-thangle transformation to the (non edgedisjoint) stay s centred at the original sites of H see Figure 1 (A mote
inimitite sequence of stair ' equivalent ' graphs was shown in Figure 6 of
Chaptet 1.) Let Ss denote the sla t with attachment sites {,r, y, :di in
which each bond has height s, and Tr the triangle on {:v,:y,s} in tvhich
each bond has weight t We have seen that 8, is equivalent to T, if and
only if t
po and s
1 po, where po = 2 sin(x/18) -We would like
to know lot which pails (.s, t) we have
> Th and lot which pans we
have Ss <111.
Recall that there ate 5 partitions of {x, y, z}: one itt which all three
are connected (are in the same part), one in which none ate connected,
and three in which exactly one pail is connected We shall 100 to these
as the partitions of type 3, 0 and 1 tespectively, so the type of a partition
is the number of connected pairs. Repeating the calculation in the last
section of the previous chapter, the probability that Ss induces a given
partition of type i is Rs), where
I3(s) =
li(s) =
and fo( s ) = ( 1 5) 3 + 3 '4 1 iw/2
The co tt espondmg ptobibihities tot T1 ate given h t- Mt). with

firr(t) =
3t2 (1-1).
yr
= 1(1 1) 2 and tto(t) -= (I
159
6 1 The substitution method
There ate 10 up-sets in the par tition lattice on a Once-element set: two
are trivial: the empty up-set, and the up-set consisting of all partitions.
Any other up-set must contain the type-3 partition, cannot contain the
type-0 partition, and may contain any subset of the three type-1 partitions. Let us write for one of the non-trivial up-sets containing )
partitions of type 1 In this symmetric setting, we have Ss > Tr if and
o i ly if four inequalities hold: each uj must be at least as likely in the
partition induced by Ss as in that induced b y Ti
In the partition induced by S. we have (NUJ ) = h(s) +1 i(s), while
in that induced by T, we have P(U1) = g(t) + !in (0, so Ss > Tt if and
only if
ni(s)-1- lids)
g 3 (1) Rh (0
holds for ) =
Similtuly, Tr > told only if the reverse
inequalities hold. 01 course, if (I) holds for ) = 0 and for . j= 3 then it
also holds for j = 1 and j = 2, so there ate only two conditions to vet ify
We know the critical probability tot H. the left-hand lattice in Figure 1 Indeed, writing p for p H or p
1 (which are equal fin any lattice
by Menshikov's Theorem), from equation (21) of Chapter 5 we lime
p(1 .)(/12 ) = pti !(H) 1 /2 = (1 2 sin(11.8))
7
11
so
say As shown in Figure 1. this weighted graph 11,, with bond weights
s, has a partition into weighted sous S, Replacing each stat with a
triangle T, we obtain the Kagont lattice with bond weights!. It follows
that, if 0(119:s) > U and T, > then 0(K:1)> U As o(it,;s) > 0 fin
any s > so.. we thus ha e
mi,)(K) < int
: T, >
for sonic s > so
inl ft :
Ss
p(1.)(k) > slug/ : 8, 0 > Tel
Solving the simple polynomial inequalities (1) fort with s = so,

method gives the bounds
U 51822
this
< pcl ."(K) < 0 5-1128
These inequalities and the proof we have just given are due to Wierman [1990] In the same paper, lie obtains the stronger upper bound
pl:(K) < 0.5:335 by considering a larger substitution - replacing the
union of two adjacent: stars in HO by the union of the co/responding triangles in IC In this case there are lour attachment sites, so the partition
1(i9
Estimating t tlical 1)101)001,1u s
lattice is now complicated 13% using huge, and lilt get substitutions.
hot ten and bet k g bounds m i t\ l i e ()With/v(1 1-lowc) \ el. the calculations
quickly become Wiwi/Oita' ii C111110(1 0111 ill a 11111\ C \la \ Using yxtions
methods of simplifying the eill(ititat and it sttl/stitittion \\ it h six attachment sites. \Vic/in/an 120031)] shat wined these 'mitt/cis considrilabl
Theorem 1, Let Ii ix the ha q Dm( o, (3.6.3.6) lattice Then
5299
<
phK ) < 0 5291
Pet tuning to the stint-itriangle Panstointation. the condition
>
is fin some PluP o s es. anueeessaliin strong. Suppose that we Wee a

\\ eight ed aph A l with as a subs' aph (joined out \ at the attachment
sites). mud we replace S, bt 1, to Obtain A9 Nle would like condition's
on s and t that allow us 10 deduce that 00/C01/1110/1 is mo l e likel y in Al

than in A.1 Mote wriciseh we should like conditions that cosine that
the went {0
that a particular site (the might) is in an infinite
open (lusty ' . is at least as likel y in A l as ill A . ) lVe write Ss :7-- 7 / it
this holds Ion all /Wits of weighted graphs A.)) /elated in the win
we have described. Oita\ i 119791 round the set of pai l s (s. ) lie which
5, 1 .Ej
To present this t esult let us Ws( decide the states of the bowls in
E the set of all bonds of A I outside 5. Note that E is also the set
of bonds ()I A . ) outside T, Eon each attachment site p E u there
111/0 1/1 Wilt not be 1111 open path limn 0 to 1' in A I \ S s . and there
nia \ 01 /100,' not he an infinite open (inst il ()I A i \
meeting
diet " 111 111C ( " 1/18 {{)
} and {
} 11111% of m i n not hold
\
Chen the states of the bonds in E. the conditional probability
that x depends owl
\\ Melt of the events
and
hold in A i \ 5. Indeed. tl x in A t if awl only it thew ale sites el.

E
dial are connected within .5 with 0
and
x in
A i \
Hew. e l
it.) is allowed
Much of the time, this conditional wobabilit \ is 0 (it 1: it 0 v and
u
rot some e E
z} then 0 x even if all bonds in S me
closed Similarl y if 0 f r fia all 1' e f.r
C }. on r f x for all
then 0 x cannot hold. whatwei the states of the hoods in 5, This
leaves only One() non-t thin! cases: we must have an attachment site di
sat, with
:0 and a/101w/ site tr. tin) with
11)101 the Hind
site, we roan 1000 0
x. 01 0 71-^ c 7 x In the last case.
x in A t if and only it ,r and it me connected in .5, II 0 c and
x. then 0 x
A l if and 0111V if one of
and : is connected to
inl
1 The substitution method
y
Slunk)/Iv if d
sc., then 0 sic in A i if turd only if one of irf
and c is connected to :J . in S, The relevant events in S s have respective
(s) (
fa( 2 f (s) and .f:Ws) + 2 fi(s)
Pwilmbililies
lane shown that PA,
,X) is a weighted awlage of the quantities 1. 0, 1 3 (s) + h(s), and nr(s) + 2[ 1 (s), where the weights depend
sc) is a weighted average of
0,
on A t \ S. Fut Him more s P A2 (0
weights,
determined
by
y3 (t) -I- in (1). and g3 (t)-1- 2g i (f) with the sonic
\IT/ A i \S, Tints S s bolds mecisciv when the two inequalities
E(s) [ 1 (s) ^ 00= !EU) and / 3 (s) + 2f ( )
113(0
20 1 (1)
(2)
hold. i . when (I) holds tot = I and j = 2 This is a much tveaket

condition than S s > Tt flu i trivetse relation Tr S. holds pun Wed the
revel se inequalities to (2) hold
so is the (*initial probabilits for [1,, and I =
Ottayi showed that il s
0 52803. then E >-
so the sultglaph S s of run weighted gin/tit A may
be teplaced and the probabilit y that a given site is in an infinite
cluster ( 0 1 that a given pair of sites ale connected by an open path) will
not decrease It might seem that the inequalit y p(1 9 fi) < 0 52893 follows
easily: un101 I mutt els. this is not the case As the Wit III al at gement is so
close to working let us ex tunine it in detail, to see where it fails
One would hope that. if T .5.. then percolation is at least as likely in
a graph Bunted In gluing together copies of 1st at tlwit illlath/nem sites.
as in the col responding graph obtained from copies of 5, However. the
relation 8- S s allows its to replace (me cop%of Tj lw a copy of S, in
an 'outside wank w [licit is the same beton . and after the substitution.
but it does not allow its to conti nu e and !vitiate a second copy After
enlacing the first cop y. the outside gl aphs E l and Eg ate different: in
Eg Nu , have ahead - replaced a cop y of S s by 7r, One might hope that.
as IT, is 'bet lei' than E l them is no teal problem But what does
'better' mean? ft could mean that an y connection in the outside graph
E i between an at tachment site of mu second substitution and ft or isc
is also present in Es Until we have looked at the second substitution.
we do not know which connections we will tric l inic., so we should impose
the condition that the first substitution preset yes all such connections
(while pet Imps adding new ones) ilhe condition Tr
S. does not allow
us to do this only to p i esti' NC a connection chosen in advance
The arguments above illustrate the power of the notion of stochastic
domination: if I) > S s then it is ye t y cans v to prove that we nun replace
as main copies of S s by copiris of Tt as we like I In ke y to the application
162
of the substitution method is to find suitable weighted graphs an

with Gr > ay.
\Viet/Ilan 12002] used the substitution method to obtain bounds on
pit i(A) for other Archimedean lattices A, obtaining the following result.
Theorem 2, Antony the Atchimedean lattices A, the extended I< again,
0013i70/2CS p!?(A), with
07 (3.12 2 ). lattice
0.7385 < pci Vii+ ) < 0 7-119
Although we have described the substitution method only lot bond
percolation, essentially the same method can be used to studs site percolation. For example, \Vietnm [1095[ adapted Ids method to obtain
an upper bound on p-cs,(7.9)
Theorem 3. The et itical probability pi,(22 ) for site pet ()lotion on the
S01107V lattice satisfies pis.(22 ) < 0 679+192
Po" a list of other rigorous bounds on the ccritical probabilities for
lattices. see Wiennan and Pm viainen [2003]
6,2 Comparison with dependent percolation

Another method of bounding critical probabilities is implicit in the use
of dependent percolation in Chapter 3. Let us Wrist] ate thus by giving
an upper bound fill icii(Z 2 ) = M i (22 ) = 14(22 ); we shall mention a
much more sophistica.ted version' of this idea later. As usual, we write
= P_:. t,for the independent site percolation measure on 2 2 , where
each site is open with probability p; we denote this model by M. Let
be a parameter to be chosen later, and partition the yet tex set of Z2
into C by ( squares S,. e E Z2 Thus, ha v = (a b),
S =
= Ur, y) E 2,72 : at 5 < (a +1)1', Itt < y < (b +
The set of squares St has the structure of Z2 in a natural sense To make

use of this, for each bond e = u e of Z2 , let R = S US,.. so let is a 2t by
(or t by 20 rectangle. If e and are vertex-disjoint, then the rectangles
R. and R./. are vertex-disjoint Thus, if we define a bond percolation
model M on 22 in which the state of a bond e E E(22 ) is determined
1w the states of the sites in Rt . then the associated probability measure
on 2 E(:2) will be 1-independent. The idea is to define IC/ so that
6.2 Comparison with dependent percolation
163
an infinite path in Al guarantees an infinite path in tare original site

percolation Al
We have seen a way of doing this in Chapter 3, using 3 by 1 rectangles
for clarity in the figures We use the same idea here Recall that 11(R)
denotes the events that a given rectangle R is crossed horizontally by an
open path, and 17 (R) the event that I? is crossed vertically by an open
path. For a horizontal bond e = ((a, b). (a + 1, b)) of Z2 . let (AR() be
the event Win
b)) illustrated in Figure 2. For a vet tical bond
Figure 2 The figure on the left shows open paths guaranteWng that t he event
0(10 holds, where c = ((a. b), (a + l.b)) is a horizontal bond of 2: 2 ; the

sites shown are open 'The corresponding event lot a vet deal bond c is shown
schematically on the right.
(0, b + 1)) O r 22 , let 0(11%) = 1 .7 (R,.) n H(SR 0 ) in either

case, let e be open in Al d and only if 0(RJ holds Since hor izontal and
vertical crossings of the same square must meet, if there is an infinite
open path in A/ then there is an infinite open cluster in Al Note that
the probability Pp (G(Rt .)) is the same for all bonds c
Let p i = p i (Z2 ) be the infimum of the set of p such that, in any 1independent bond percolation measure on 7G2 in which each bond is open
with probability at least p, the origin is in an infinite open cluster with
positive probability. As we saw in Chapter 3, it is very easy to show
that p i < 1 Here, the value of p i is important; we shall use the result
of Balistet Bollobris and \Valte i s [2005] that a t < (1 8639; see Lemma 15
of Chapter 3
Suppose that for some parameters s and p we can show that
= ((a, 6),
lt(P)=Pp(Cl(R.,)) >
Then lTr
is a 1-independent measure on 72 2 in which each bond is open
Estimating .
161
'cal probabilities
so with positive Limitability there is au

with some probabilit y p >
and
hence
in II/ 'Thus p> p11(Z11)
Al
infinite open path in
Suppose that p > p11(Z 2 ) is fixed Then, by 'Theorem 10 of Chapter 5,
we have 1 p < t ,11(Am), where A D is the square lattice with both
diagonals added to every face Exponential decay of closed clustets
A D follows by Menshiliovs Trhecneum so the probability that a 2( by t
rectangle R is crossed the shott way by a closed A D -path tends to zero
Hence, by Lemma 9 of Chapter 5, the probability that R
as (
is crossed the long YVilV by au open path in An tends to 1 It follows
that i f (p)--( 1, so thew is sonic 1 Stith f hat li (p)> CI 8639 > Thus,
in plinciple. Hie method above gives arbittarilr good upper bounds: for
each (', find the minimal rot an almost mini/nap value of p, of p such
that heir) > 0 8639. Then each p, is an tippet bound on p11(2, 2 ) and
the sequence p, converges to pi1(Z 2 ) boo, above. ft is easy to check that,
16p6 q2 +8p7 q 1 p s , \\dune q = 1 p, giving the bourn!
',f p ) = 6p 5 M 1
p11(Z) < 0 8798 With a computer, it is eas y to show that
fa(p)
117/tq l 1399p9 q9 1737p lugs -1027p 11 q 7 = 5-166p12q
+ 1527p 1 "q 1.'
2335/ J il t/ I - I - 7571, 15 q3 153 /) 16 ,12 -F 18p ri + pis
giving p1(21: 2 ) < 0. 815 An exact (ruination of 1,(p) gives /.)`,(II32) <
0 817 Linlin unat el t he st r night il/Wald met hod of evaluating rpr
mnd count inglia which of t he 2' 2 configut at ions in a 2l In 1 rectangle
11), the event 0(11, 1 holds, quickh becomes imm act lent. at mound I = 5
\\Ten the subst it Mimi method can be applied. it tends to give beton bounds for the same computational shirt Note, hotveier. Hurt
the method described hew is much more robust Fin example. fi l eg1 1 1e/Iiii( IS in die graph Me riot a ploblem plodded we can show hat
12'1,(G(1, )") > i > pr ha every bond c one can perform different
substitutions in diffetent pails of the gtaph the substitutions lune to
fit together exact) to give the stt ucHne of a graph with known critical
probability This will often not be possible
Another very imputeant adiant age of the 1-independent approach is
that, if one is p l epa l ed to accept an ewer probabilit y of 1 in a million.
say. or 1 in a billion. then good bounds can easil y he obtained b y this
method Indeed. there is a yeti- easy wa y to estimate the numerical
configtuations in a 2( by
value of E(p) very plecisek: generate
rectangle I?, at random using the ['wasn't , and count the number
.I/ of configurations 1hr which 0(1?,) holds. The random number Al has
p) so if A is huge.
a binomial dishHa t tion with parameters A . and
n',2 Commi t Cion with dependent percolation
165
then with lel \ high probability 11//A will he close to /r(p) The y IreV
point is that one can boned the error probabilit y. ercu without knowing
ir (Pr
Given any > 0, one Call give a simple procedure for producing upper.
bounds on /OE') ry ltich provably has probability' at most E 0[ giving
an incorrect bound: foist (by trial and 0110 1 . or guesswork) decide on
parameters I Will p for which )r(p) seems likely to he huge enough
Then calculate numbers N and Ma such that TdA. > J1,(0 ) <
whew
Bi(N. 0 8639) Then generate A samples as ;drove. m i d if Al > 1110
o f t hese have the propert y Ci(g). assert pe r r....- 1
p as a bound IL
in fact 0,(23 2 ) > p. then h(p) < 0 8639. and t he probability that the
sampling procedure generates at least .3/0 successful trials is at most
This method works ver y well in 0010
and the dependence ()I the
I mining time on
is ver y modest For eXa/111A0. using the parameters
= 10 000. p = 0 591, N = 1000 and .110 = 935 with a moderate
computational efhat we obtain the hound i t,".( 2 ) < 0 591 with all 19 lot
plObabilit \ Of E < 10-12
Similar Iv, 161 the matching lattice AE with vet I CX set
out bonds
between each pair of vertices at Euclidean distance I or v' 71. using the
pat ;mulcts l = 20 000. p
408. N = 1000 and A' = 935 we obtain
K( A 3) < -1(18 w" a c""lidellue of1
1g-12 Together these bounds
give
/):1( ) E 10 592.0 5911
with extremely- high confidence. A little 'note computational effort (1=
80.(100. N = 1000. Itltt = 915) gives the result K(Z 2 ) E [(1.592 0593]
with 99 9999cA confidence
Note that we cannot: sat- that the probability that pr(r 2 ) lies in the
inlet val (0.592,0 593] is at least 99 9999%: the critical probability is not
a random < / mutt:it-v. so this statement either holds cm it does not In
the language of statistics. we have given a confidence interval for the
lillk110111/ deftlillillititie quantity ir,'.(Z2 )
As described, the procedure
produces a confidence interval whose upper limit is either the bound
0 593. sm. that we aim for. or infinit y, if Ill < 21.4)
Narrow confidence intervals for mars or her critical probabilities have
been obtained by .Rionlan and \Valters [2006]; Ica example, p;1(11) E
[0 6965..0 6975] with 99 9999 1X confidence. where is the hexagonal
lattice
As usual in statistics. we must be a little careful in generating confidence intervals: Ito example it is not legitimate to per fornt various runs
166
Ethmaling critical probabilities
of the sampling procedure with various parameters, and only use one
result In practice, this is not a problem for two reasons: finitly we can
perform as many durnuty' Inns as we like to get an idea of parameters
that are very likely to work, and then one teal run with these parameters
Also, it is easy to get a failure probability of 10- 9 , say, for each run It
is then legitimate to perform 1000 runs with different parameters, and
take the best bounds obtained: as long as the probability that each run
gives an incorrect bound is at most 10 -9 , the final bounds obtained still
give a. 99.9999% confidence inter val for the critical probability.
There is another pitfall to bear in mind when implementing the probabilistic procedure described above: we have implicitly assumed that
a source of random numbers is available.. In practice, for this kind of
sinndation one usualli uses a pseudo-random number generator Not
all the widel y used ones are sufficiently good lb/ this pm pose Indeed,
the current standard generator I t anclourfl used with the programming
language C is not
For example, using this generator we obtained estimates for 1' 10 (0 731)
of 0 8661 0.000 2 and 0 8631+0 0002, depending on the order in which
the random states of the sites were assigned (The turc:er tainties given
ire t wo standar d deviations ) Using the much better I Merserme Twister'
generator MT19337 WI ititen by Matsumoto and Nishimura, we obtain
li o(0 131) = 0/8630 0 0002 Note that this (presumably) true value is
smaller that 0/8639, /i hile one of t he values obtained using I andom() is
larger. in generating t he confidence intervals given above, we used the
lersenne Twister. Of course, one can re-run the same procedure tr itlr
a different generator. or with I n rte' candour numbers obtained horn, for
example.. quantum noise in a diode
The methods described above can be easily adapted to give good upper and lower bounds on p4!(.(1) and pII(A) for any of the Archimedean
lattices A. 1701 lower bounds. to prove that percolation does not occur
at a particular value of p one can use 1-independence as in the proof of
exponential decay of the volume in Chapter 3.
For another approach to lower bounds, let S(0) be the set of sites
at distance n 11010 the origin, and let N be the number of sites in
5 (0) that may be reached from 0 by open paths using only sites within
distance 11 of 0 Lemma 8 of Chapter 4 (or its equivalent, for bond
percolation) states that if, for some n, we have 1/1/ ,(N) < 1, then there
is exponential decay of the radius of the open cluster Co, which certainly
implies that p < pc . In am- lattice, for any p < Menshikov's 'Theorem
implies that: a p (N) 0 as n ^ ob , so arbitrarily good bounds may in
6.3 Oriented percolation on 22 167

pr inciple be obtained in this way As before, exact calculations of Ep(Ar)
are impractical except for vet y small but estimates with rigorous error
bounds may be obtained for larger re This observation is applicable to
any finite-type graph, including any lattice in any dimension
For bond percolation on a planar lattice A with inversion symmetry,
to find a lower bound on plc' (A) = 14.11 (A) = pi (A), one may find an upper
bound on pl)(A*) and use Them ern 13 of Chapter 5, which states that
p ,l (A)-t-p1JJA*) = I. Similarly, for site percolation, we may find an upper
bound on p4(AX) and apply Theorem 14 of Chapter 5 This approach
seems to give better results in practice The reason is that it is easier to
estimate the probability of an event by sampling than to estimate the
expectation of a random variable that, might in principle take quite large
values occasionally
6.3 Oriented percolation on Z2

The study of oriented percolation, and, in panic/dar t bond percolation
on the or iented graph 23-, is a major topic in its own right.; see Durrett
[1984] for a stir vey of the early results in this area. iented percolation
is in general much harder to work with than unoriented percolation,
a fact that is reflected in the difficulty of obtaining good bounds on
Z 2 ) Indeed, Durrett described the question' of finding a sequence
of rigorous upper bounds on 1.21!1 ( Z 2 ) that decrease to the true value as
an important open problem His bound, pi'( Z 2 ) < 0 84 , Was very fat
from the tower bound of 0.6298 obtained by Mar [1982]. In contrast,
for lower bounds, it is easy to produce hounds that do tend up to the
true value Indeed, let N be the number of sites on the line x y =
that may by reached from the origin. If Eih,(N) < 1 for some n, then
Lemma 8 of Chapter 4 shows that p < pfi ( Z 2 ) < Indeed,
Hanumnsley [1957b] deduced that pl I (Z 2 ) > 0 5176 from the fact that
Eb (No)
- = 4p2 11 1 . Of course. by Nlenshikov's Theorem,Z -) =
p!iFE 2 ) =1.4,'(72), say
There have been many Monte Car lo estimates of pN Z 2 ): such results

are not our main focus, so we shall give only a few examples, rather than
attempt a complete list: Kertsz and Vicsek [1980] gave the estimate
pcb ( 2.,Y ) = 0 632 0 004. Dinar and Bar ma [1981] reported p[ (G2)
0 6445 0.0005, and Essam, Gultruann and De'Bell [1988]
0 644701 0.000001, for example
(Z2) =
168
Eqinading et Theo! probabilities
Bali:der. Bollolgis and Stace y [1993: 199-1] gave Indict tippet bounds
ou p :l ( Z 2 ) using the basic sir ategv of comparison with l-independent

percolation. Init ill a much mow complicated WaV than that described
iu the previous section. Their approach does give a sequence of rigorous
upper bounds tending down to the true value As Hie alguntent is lather
involved. NiAi shall give onl y an outline
\Alien consideting oriented percolation on
OW aim is to decide
tot which p Ha' percolation probabilit y O(p) 00 (p) is m e n-zero In

doing so. we was of cows() restrict mu attention to that prat of 2)2
that Mak C011telVabh : LC l eached hoot the (nigh). namel y the positive
(radian (2 The basic idea is to use independent bond percolation on

Q to define a le-Sealed I-independent bond percolation on Q To (I()
this, We choose parameters b and h. and at 'fume rhombi with II+ I sites
along the bottom-lett and top-tight shies as in Figure 3 Mow precisely
Pigmy: 3. Rhombi with sites along the base (bottom left)) and the top (tipper
light) II each t hondtns is replaced b y all oriented edge and I he top and
Lot too t of each rhombus be a \et tux the tesulting or iented pupil is isomm
to 2 In realize the rhombi ate lagged : each contains exact IN :I sites ham
each of t la: 9 la% epf of 772 that it meets
for
: .r. y >
q =
for bagel
wlft iug =
Ei
each site r iu L 1 we choose a set 5,, of consccutke sites in L h(t+. 1) . so
that the sets Se ate disjoint Also. fin each bond 7 E Q we choose a
(toughl y rhombic) subgtaph of Q in such a wry that
R R-
and P7
ate disjoint whenever 7 and f me bonds of Q. that do not sha l e a site

\\ : e legnite that it e = UP then the bale of R T , defined in the nattu al
5 , turd the top of 117 is 5,
wr y( is exact
3 Oriented percolation On
169
Cit for the open out-clunk] of the

i e.,
As before .
WI it e
open (oriented)
the set of sites that may be reached fron t the might
( -) < 1 such that,
paths. It is easy to show that there is a pu =
for any l-independent bond percolation measure F on - iu which each
>
bond is open with probability at least p H we have P(rof
the ingument is vets similto to the moot of Lemma in Chapter 3
Indeed, if Co is finite, then there is a dual cycle S surrounding the origin..
such that every oriented bond star Ling inside S and ending outside is
closed As shown in Chapter 3 there me, ve tt- ctuclely, at most :te321-2
dual cycles S of length 2( surrounding the or igin For each, there is a
set E of exactl y f oriented bonds starting inside S and ending outside
Two horizontal bonds in E cannot share a site, and nor can two vertical
C E consisting of fl/121vertex-disjoint
bonds in E. so there is a set
bonds The fill-probability that all bonds in ate closed is at most
(1 ) 1/2 so the expected number. of cy cles with the required property
is at most
which is less than I if p i = 997. sa t Note that the expression above

is exactl y the same as that appearing i l l the mool of Lemma ll of
Chaplet 3, not b y coincidence By counting more car Mont the cycles .5'
that ma t actually arise as the boundary of Co. as in Balister ,
11n1 Stacey [19991, one can obtain a bet ter bound on pi
If we define an event C:( U T- ) depending on the states of the bonds in
fly so that an infinite or iented path of bonds 7 for which C(R 7 ) holds
guar antees an infinite open oriented path in Q. and if. (or some p. we
can show that P p (G(R T )) > pr for me t y(-T then it Follows easily that
TT,
i ( -) < p Howevet , it is not eas y to see how to define G(R 7 ): piecing
together paths in this context is much harder than in the unot iented case.
The actual atgm/rent of Balist et. Bollobfis and Stacey is notch more
subtle Choosing the regions fly so that they are isomorphic to one
another, the y seek a Wonttrivial up-set A C 'P(11/ II) with the Following
proper ty: let i = 17
1 t, and consider the random set U of sites in S that
may he leached nom the otigin b y open oriented paths. This set may
be naturall
y. identified with a subset of [b-f- I] Let V be the set or sites
in S, that may be reached horn U br open paths in again this set
may be identified with a subset of [b+ II The condition [conked is that.
Estimating el die& pmbabilitie5
1 70
for some p p
E (0,
l),
whenevet U E A, then
171,(1 .7
E A U) > p
(3)
There is a further restriction, that A be symmetric under the operation

b + 1 I. so that the identifications described above may be made
i
consistently.
Bollobas and Stacey [1993] show that, under these assump''
lions, one can construct a re-scaled oriented bond per colation on Lin which each bond is open with probability at least p, and which is
effectively 1-independent (Mole precisely, given the states of the bonds
below sonic layer, the bonds in that layer ate 1-indepertdent..) They show
that, if p > (3 07) )/2 and p > 1 (1 p) 2 , then such a process dominates the original independent process Using Menshikov's Theorem,
-).
one can then deduce that p>
In summar y, if one can find a suitable region R., au up-set A, and
a p > (3 V17) )/2 such that (3) holds with p = 1 (1 p) 2 I'm all
U E A, then p is ' in tippet bound fin p l!( Z 2 ) Note that this does not
con espond to a direct construction of a 1-independent percolation model
as in the unotiented case Such a direcl construction could be achieved
by defining 0(1?7 ) so that if G(Rn" ) holds and U E A then V E A;
indeed, one could take this as the definition of 0(11 7 ) But then the
condition that 0(1 7-) ha t e probability at least p i amounts to
Pp(U E
V E- A) >
which is infinitelt stronger than (3) with p

In order to apply the method above, it seems that, we have to make
a large rininiter of choices: lust, we have to choose a suitable legion P.
E-4'.fP/t/n
and a probability p Then, we must also choose one of the 2
possible up-sets to test Fmtunately, there is an ;lige/Ulm' given by
Balistet, Bollob 'is and Stacey [19931 that, for a given I? and p, tests
whether there is am] up-set A with the required property (and finds
the maximal one if there is) Using this algorithm, together with the
guluent s outlined above, they moved that p:( L 9-) < 0 6863. They also
showed that. as in the case of man iented percolation, the method gives
arbitraril y good bounds with sufficient computational effort This is a
much harder result than the (almost trivial) equivalent for fluor iented
percolation described in the previous section
Using a more sophisticated version of the argument, involving a more
complicated 'eduction how the dependent percolation to independent
6 3 at iented percolation Oil Z2 171

percolation. Balistei Bollobas and Stacey 1199-II obtained tare following
hounds.
Theorem 4. The critical piobabilitics for oriented bond and site percolation on the square lattice satisfy
( 72
%; )
pc1;'(27: 2 ) < 0 6735 and pj"(1
<0 7191
As in the case of umaiented percolation, a (simpler) version of the op/molt; just described may be adapted to give bounds with 99.99%) confidence!, and fa/ stronger bounds can be obtained in this way with much
less computational effort Indeed, Bollobtis and Stacey [19971 showed
1 , -7
< 0 6-17 with 99.999967% confidence. This bound is very
that pc (
close to the value of appioximately 0.64415 suggested by simulations;
Liggett (19951 used a beautiful and totally different approach to bound
p,/,'( Z 2 ) and pr.(2-), based on au idea of David Williams, who conject i ned that p(1 '( Z 2 ) < 2/3. To describe this, note that ()dented peicolit7-/,
corresponds to a Mar kov chain in a natural way Recall that.
lion on
the ith layer is the set L i = {(:r, y) E 1Z 2 ) : t y > 0, a' -F y = t.} The
be reached from the origin by open paths
set TIt of sites in L i that
and
depends only on
and on the states of the bonds between
L t Obi oriented bond percolation). 01 the states of the sites in L i (for
site percolation) More explicitly. let us code R t by t he r-coordinates of
the points it contains, setting
A i =
: (r t t :r) may be reached from 0 by an open path}
Then Ao = Fat bond percolation, given ./14 , the probability that :I! E
= 2pp2 according to whether lA t ofx-1, j is 0,
=
A,+1 is 0,
1 01 2. Furthermore, given A t , the events E A t+ , } are independent
for different c;. For site percolation, the jiMarkov chain is the same,
except that p i = p2 = p. Thus, it is natural to extend the definition of
< 1 and 0 < pa < 1
the Maticov chain (A t ) to any pan/meters 0 <
Note that this Markov chain has stationary transition probabilities: the
distribution of 1 t t , given that = A is the same for any t. Of course,
this Nlarkov chain underlies any analysis of ot hinted percolation; lot the
approach described above, we did not need to define it explicitly Liggett
j1995] !moved the following result.
Theorem 5. If the parameters
1/2 <
< 1 and
mid ha satisfy the inequalities

(1 ) 0
conditions
Em bond pcs ("dation. 'slagpm p and Ps = 2p ti
of I ()mew 5 MU satisfied fin p > 2/3 For site percolation. whew
p, the relations (-I) hold fin art's p > 3/1 Thus Liggett's
pu = Ps
mediatels
implies the following bounds
result in t
Theorem 6. The (atheist probabilities lot minuted bond and site percolation on the square lattice satisfy
< 2/3 and p.( 2 ) G

Given a finite set A C E. let denote the landont set obtained by
minting the M iukov chain lot k steps stinting with the set A Thus, if
A = {01, then .4" has the clistlibut ion (if A The basic idea of Ligget t's
pool is as follows: we hope to define a Function on the finite subsets
A of Z so that II(0) = I awl M I all A 0 lye have fl(A) < 1 and
(5)
EgH( A I )) < H(A)
Of course whether such int I7 exists depends on the parameters p i and

of the :\ farkov chain If such an 11 does exist, then from the Nla i km"
opei tv awl (5) we have
po
E(B(.<I)) =E(la(lLi A_ 1 )))
E(H(..1_1))
<
(AO) = 11({0))< I
lira civets i s This implies that the pelcolat ion incites); is supple' it ical:
= 0) 1 as n x As 1-1(0) = I awl
otherwise. we would Inge
/1(A)) I. a contradiction
fl is bounded. this would imph
Liggett [1995} showed that. it the conditions (-I) hold then an H with
the I equited mopet ties can be found The weight fitnet ion 11 used by
Liggett is Lather complicated
To describe Liggett's argument. let T be a minion 's variable taking
positive integer values. with E(T) < and let I( be the stationary
' encash' meastue on sequences q E 10 1 t- associated to h Thus. the
diSt / Haitian of I he landain secnwnce rt is itr y ltiant under tt mishit ion. and
the gaps between successive Is a t e independent and have the distribution
of IT Lhe weight 11(A) is defined as the ic-probabilit y that li (y) = 0 for
met v .1 E) A. Note that this etamint y satisfies 11(0) = 1 awl 1-1(A) < t
Fm = 0. Of tom w het het the kev equation (5) is satisfied depends
on the choice of
(1 (bleated pelfolation on Z
173
\\j i lting F(n) f or ENT > a). Liggett shows that (5) is satisfied in the
special case that A is an inter val if and only if
p 2i 110 + I) =
.17(k)F(n
k)
a1)2F(7I)
(6)
fin ever > 1 El he derivation of this condition is relativel y simple:

roost of the work lies ahead. First. one must show that. if (-I) holds.
then the solution to (6) with F(1) = t makes sense. i e . cooesponds
to F
P(T > n) fin some T I iris amounts to showing that 11(a)
is decreasing and that Y['
. n F(n )
L(T) < x Second. OM must show
that (5) holds not only for inle t als. but also for atHutto sets .4 Even
though the Mat kov chain operates on disjoint Mor t vals sepruatelv.
some sense, due to the complex definition of If t his is by no means a
simple consequence of t he interval case Indeed. t he tuguments of iggett
[1995] for both steps are far horn east
Let us rcuuulc that oriented percolation on 2 fray be thought of as
a discietc-t hue version of the contact process on E Indeed. Liggett s
proof described above is similar in outline to an argument of Holies and
Liggett [1978] ghing an upper hound for the critical parameter of this
contact process As noted 1)5 Liggett [1995] it is much harder to tutu
the outline into a proof for oriented percolation than tot the contact
process. due to the discrete nature of the process.
At tire tint(' of WI iting. Liggett's Intim ( '
< 2/3 is the bestrigorous upper hound on p /l (L 2 ) Liggett notes. however. that Iris method
cannot he pushed further: the solution C (a) to (6) above has the required properties if and only rf t he conditions (i) are satisfied. In conOast. the method of Batiste/. Bollobtis and Stacey [1993: 199-0 gives
arbitraril y good bounds with increasing computational effort bus
at some point it will become feasible to obtain a better bound in this
way . Indeed. this nay have aheadv happened: the amount of computing power available now is much larger than it was when the bound
p[[( Z1 2 ) < 0.6735 Willi obtained in 1994 FM site percolation. the bound
of Batiste/. Bollobris and Stace y [1994] given ill Ille01 CM
already
better than 3/4
As Liggett le/narks. Lincoln Chaves pointed out to hint that Theotem 5 gives bounds on the critical probabilities km percolation on oriented lattices ot h er than 72 twitted. let TI he the oriented hexagonal
lattice shown in Figure 4 Taking ever v second column of sites as a laver
L I as in the figure. a given site in tr.j. j runs be reached only hoo t one
:3
igme 1 'The portion of the oriented hexagonal lattice that may be flinched
loom the origin Considering the sets of points in evert . second column t liat
may be reached from the origin by open paths leads to a simple Marlcov chain
of two consecutive sites in 1, 1 Further mote, all routes from L i to a site

E L t+1 are disjoint from all routes from L I to any other site to E
Hence, both for site and for bond percolation, given the set PI of sites
in .L 1 that may be reached horn the might, each site E Lg +1 is in R1_1
independently of the other sites. Thus, the sets Rr may be described by
the same Markov chain used in the case of Z 2 with
Pi
p and
P2
= P( 2P
P2)
for bond percolation on H. and

Pl = P2 =
for site percolation ou H Consequently. Theorem b implies the bounds

3t3
P I: ( 11 )
mid /PM
6 4 Non-z iymotts bounds
175
64 Non-rigorous bounds
It seems that the critical probabilities for even very simple graphs can
be determined exactly only in a small number of exceptional cases In
the light of this, it is not surprising that a huge amount of work has
gone in to estimating such critical probabilities. Here we shall describe
briefly some of the techniques used, and mention a few of the older and
a few of the more recent papers on this topic: a complete survey of this
field is beyond the scope of this book
??lost non-rigorous estimates of critical probabilities for lattices ate
based on Monte Car lo techniques, i e., on simulating the behaviour of
percolation on some finite lattice However, there are many different
ways of extrapolating front such finite simulations to predict the critical
probabilities
For simplicity, we shall consider site percolation on the square lattice
Z2 Let A be the finite portion of this lattice consisting of a square
with n sites on each side If A is any event depending on the states
of the sites in A.n , then we May estimate Pp (A) = PE; 24,(A) in the
obvious way: for each of N trials generate the states of the sites in A
at random, according to the measure P. and count the number M of
trials in which A holds
The problem is this: how do we estimate p (Z2) = f(Z2 ) from
the probabilities of events depending only on the states of finitely many
sites? One possible approach is the following Let H,, = H(A) be the
event that A has an open horizontal crossing From Menshikov's Theorem and Lemma 9 of Chapter 5, we know that lim_, P p (H) = 0 if
p < Pt , while lim_. (H ) = 1 if p > p For each ti re function
Pp (Hn ) is increasing in p. Hence, as a gets larger and !anger, this fluteHon increases from close to 0 to close to 1 in a smaller and smaller 'window' ar ind pc In particular, the value p(n) at which Pp()(11). 1/2,
say, tends to pc. By estimating Pp (II) for various values of p, we can
estimate p(a). By choosing n as large as is practical, or by considering
several different values of n and extrapolating, one can then estimate
pc = lim_,p(n). A problem with this approach is that, even for a
single value of a, we must estimate P(11) for many values of p
A computationally efficient version of this method was developed by
Newman and Ziff [2000; 2001], based on the following simple idea.. Let
Q be some random variable that depends on the states of the sites in
A, whose expectation we wish to estimate For example, C2 could be
p(rin). If there
the indicator function of the event LI, so EgQ)
176
Estimating critical pan/abilities
ate N = IV(P) sites in A, then. writing X for the random number of

op ens i te s in A. we Ittoe
E i,(Q) =
E(Q
= ittliPp (X = k)
Eb( Ar.p. fit)E(Q X = k
k=t)r-4)
where lt(N,p, k) = (fiT)pk (1 - p) N-k is the probability that a binomial

landorn variable with parameters N and p takes the value k -111/IS,
to obtain (non-independent) estimates of Iii i,(Q) for all values of p.
suffices to estimate E(Q X = k) for each value of k. After conditioning
on = k. the set of open sites is a iandon, subset 01; consisting of k sites
of A. distributed unifor nily o yez all ( tin such sets \Ve call efficiently
generate a sequence (0,; )ii of random subsets with the light (marginal,
i e . individual) distributions by considering a random set process: start
with. = 9, and generate (9t .i. t horn 0, by adding a site of A \ 0,
chosen at random, with each of the N - l sites (Totally likeli II we
generate It such sequences independently, for each k we may estimate
E(Q X = A') as the me/age of Q over the I? samples for Or,- we
have generated Combining these estimates as above gives estimates of
Ei,(2 ) for all p simultaneously
Often, the behaviour of Q varies in a simple way as the state of
one site is changed how closed to open. in which case this poet:Mire is
en fast For example. taking Q to be the indicant' function of the
event H = 11(11), the dues of Q for an entire sequence (Or,) Call he
calculated in lincep time (in the number of sites), using a 'union/lied'
alp/Hun to keep track of the set of open clusters at each stage This
enables Der y accurate estimates of the curve ilii,(99) to be made even lot
(mite huge n, which in turn means that ',Mean be estimated accurately
Using a variant of this method, considering the event than some open
cluster on a toms 'wraps around' the toms in a certain way, Newman
and Ziff report the following estimate fon pc = gt(Z2):
li(E")
= (1 5027-16'2110 00000013
Flowevm. there ate two problems with the approach just described One
is that the estimates of E i,((2) kit different p ate not independent 'This
makes the statistical analysis somewhat Made/. A ouch mote set ions
moblent is the effect of Jinn C-siZC scaling': we know that p(p), sai tends
to pc , hut not at what rate. It is believed that
17)
6. 1 Aton - 1.1gormt, bow, tb
177
o: this would follow hoot l i re existence of a certain

critical exponent': see Chapter 7 `the existence of this exponent is
known only for site percolation on the triangular lattice, where prin any case known exactl y. Bleu if (7) were known, it would not, help
to give rigorous hounds: such a relation still tells us nothing about
the relationship between p and the finite set of Values p(n) we have
estimated, as the o(I) term could he very huge (or small) for small
values of n.
In 8111111/011 V, Monte Carlo 'nethods as described above produce estimates for pt. that do (70 /1/1/1 ge in pi obabilitt, to the tun e value, as the size
the finite lattice studied and the number of simulation 111/IS increases
-loweyer while the statistical en of can he analyzed. the r ate of convergence to p c is unknown Thus an y HIDt bounds given by these methods
amount to an educated guess as to the final uncertainty This contrasts
with the rigonms 99 99% confidence intervals obtained by consider ing
1-independent: percolation, where the only stance of (trot is statistical,
tund the error probability lot a given bound can be determined exact ly
To show that this problem of estimating the uncertainty is a real
one, note that there is 80111() disagreement about the rate of convergence
for the Newman -Ziff method described above. Newman and Ziff [20(11]
say that the finite-size error decreases as N- 11,18 , when) N is the number of sites in the finite lattice studied however, the numerical Jesuits of P/I/ [2005! stiongl ) suggest that the r ate is closer to
_y - fir There are also many examples of reported :results contradicted
by later estimates, or even by rigorous results An example is the esinnate 6'1 ( 7,, 2 ) = 0 632 0 00+I given In keitesz and Vicsek [19801 we
mentioned cattier Nonetheless, these methods do give very atell/ ate
estimates oh pc : the trouble is that one cannot be sure how accurate!
lb/
501/K/ ("011S/ Hifi
7
invariance - Sn mov's Theorem
Conformal
The celebrated 'conformal invariance' conjecture of Aizemnan and Langlands, Pouliot and Saint-Aubin (199,1] states, roughly, that if A is a planar lattice with suitable symmetry, and we consider percolation on A
with probability p MA), then as the lattice spacing tends to zero
certain limiting probabilities are invariant under conformal maps of the
plane P 2 C This conjecture has been proved for only one standard
percolation model, nameh independent site percolation on the triangular lattice The aim of this chapter is to present this remarkable result of
Smitum [2001a; 20014 and to discuss briefly some of its consequences
In the next section we describe the conformal invariance conjecture,
in terms of the limiting behaviour of crossing pr obabilities, and present
Cardy's explicit prediction for these conformally invariant limits in
Section 2, we present Smimov's Theorem and its proof; as we give full
details of the proof, this section is rather lengthy. Finally, we shall very
briefly describe some consequences of Str u t nov's Theorem concerning the
existence of certain 'critical exponents '
7.1 Crossing probabilities and conformal invariance

Throughout this chapter we identify the plane P 2 with the set C of
complex numbers in the usual way A domain. D C C is a non-empty
connected open subset, of C. If D and D' are domains, therm a conformal
: D
D' which is analytic on D.
crap from D to D' is a hijection
l is then analytic on D'.
i e., anal y tic at every point of D Note that
Locally, a conformal map preserves angles: the images of two crossing
line segments are curves crossing at the same angle; this is why the ter m
conformal is used By the Riemann Mapping Theorem( (see, tor example,
7 1 Crossing probabilities and conformal invariance
179
Duren (1983, p 111 or Bear don (1970, p 2061), if D, D' C me simply

connected domains, then there is a conformal Map from D to D'
Roughly speaking, co/Mutual invariance of critical percolation means
that certain (random) limiting objects can be defined whose distribution
is unchanged by conformal maps. Here we shall only consider a mole
down-to-earth statement concerning crossing probabilities For this, we
shall need to consider domains whose boundaries are reasonably well
behaved
We write D for the closure of a domain D Let us say that a simply
connected domain D is a Jordan domain if the boundary D \ D of D is
a Jordan curve, i e the image I of a continuous injection 2 : T C,
where 7 = PlZ is the circle, which we m a y view either as [0,1] with
and 1 identified, or as {z : = We shall write F(D) for the
boundary of .D, and 7 = 7(D) for a function 7 as above, noting that 7 is
unique up to parametrization.. By a k-ma,11,:cd domain (D;
we mean a Jordan domain D together with k points Pi , P), , Pk on
the boundary of D We always assume that as the boundary F(D) is traversed anticlockwise, the points 121 appear in this order We shall often
suppress the mar king in our notaticm, writing Dr, (Of (.19;
Pk)
Given a marked domain Dr; , we write A 1 = (D,,.) for the boundm y
arc from P1 to Pi+i (in the anticlockwise direction), where we include
both endpoints, and the indices are taken modulo k; see Figure 1
Fiume 1 A 4-nnuked
domain
= (D; Pi , Pi, Ps, PI)
Let A be a planar lattice Given a real number S > 0, by SA we

mean the lattice obtained by scaling A by 6 about the origin Thus, for
example, OZ 2 is the graph with vertex set {(So, : b E Z} in which
two vertices at distance rS are joined by an edge Suppose that we have
an assignment of states, open or closed, to the bonds or sites of SA If
= (D;
Po, P3, PI) is a 4-mar iced domain, then by an open crossing
of D from. A i to A3 in SA, we mean an open path non
r., t. in OA
Conpain& invaDaaer Smanov s Theorem
180
such that /7 1 ,
cr_i lie inside D 1 ,0 and id ale outside D. and t he line
segments eon and et _ i n meet the arcs = (Dt land A 3 = A30).0,
respectively When the context is cheat, we IllitY omit the references to
the arcs .1 1 and A3 and to the lattice SA
The quintessential example of a -1-mat Iced domain is a rectangle with
the comers marked Let D = (a,b) x (e..d.), and let be the vertices
of the rectangle. D, labelled as in Figure 2 If A is the square lattice
P2
P1
I I
--m- -
' i
, ,
, ,
, ,
11
1
R - ,,,
11
I
II
[
Figure 2 A path P in the lattice 0::1

The path P is an open (dossing
open ciossing of D. 1 in site (a bond
Inn iZOIdal n ossing of t he act angular
DI
11111-11
11:
I 1
I [ I
,
I r I
, , , ,
I I I I
1:
Ill
11111
111111'
II
Ir
crossing a reel angular I-marked domain

it all sites or bonds ()I P are open An
percolation on 6: 2 is exactly an open
sulnpaph l? of <5222 shown in the figure
Z1 , then the subgraph I? of SA induced b y the sites in D is a rectangle

. d c}. an open
in ST2 in the sense of Chapter 3. For n <
clossing of
= (13; Pl . Pi 8.. P 1 ) in the site or bond percolation on
SA is exactly an open horizontal crossing of the rectangle II' obtained
front by adding an extra column of points to each vertical side \Ve
shall see later that the precise manner in winch we heat the boundary
is not Minot tant: we could have defined an open crossing of at as an
open path inside .0 starting at a site 'adjacent to' A I awl ending at a
site 'adjacent to' A3. for example
be a 4-marked domain, iind A a pl a nar lattice Considering
Let
either sit e on bond petcolation on A. for b > (1 mid U < p < 1, let
f--;) (D ) . A. p)
111'1,(D. ) has an open (dossing in SA),
eher e IF,, is the site or bond percolation measure on SA in which sites or

bonds a l e open independently With probability p 01 course. as usual we
should indicate in the notation /d ) (D.I . A. p) whether we consider site in
howl per (dilation, but this will not be necessin : shot tly. we shall testi ict
7 1 emssing probabilities and conformal invariance

our attention to one specific model. site percolation on the
181
iangular
lattice
p < Th.
= p 1 0),
pr (A) is fixed. then it follous from Menshikoy's

Theorem (see Theorems 6 and 7 of Chapter -I) that Ps(D 4 , A. p) tt 0 as
--, 0 Indeed. the arcs Ar = Au (D 4 ) and fla .51:1 (D4 ) ate separated
1w a distance // > 0 Roughly speaking, as a --, 0, if D i has an open
G lossing then one of the 0(1/6 2 ) sites near A I must he joined b y an
open path to a site at graph distance (1)(/./O) = e(1/6). By Mensbikov's
Theorem and exponential decay below p t (Theorem 9 of Chapter -1) the
pmbability of this event is 0(1/6 2 ) exp(-6(1/6)) = of I) as /5
0 (The
hound 0(1/52 ) on the number of sites irm D 'adjacent: to' A t is of coutse
rather crude: note, howevei, that this munbei need not be 0(1/5),
A l has a fractal structure fin example ) Similarly. considering the dual
lattice (for hood percolation) or matching lattice (fin site percolation).
it follows that Ps(DA . A. p)
1 as 6
0 with p > pc. fixed This begs
the question of what happens when p =
Flom now on, we take p to lie the critical probability = ThjA), and
mite /),;(D.1 , A) for .Ps(Dj . A. pc ) To be pedantic, we should indicate

whether we consider site or bond percolation. but we shall not do so.
\1'c have seen in Chapte i 3 that it D. 1 = (a.b) x (c, (/) is a rectangle with
the corners marked, then the Russo-Seymour-Welsh Theorem implies
that there is a constant: o(D.1 ) > 0 such that
<Po(D.I,'")
<1

(I)
holds fior all sufficientl y small 6. (hi fact. a < inin(b d c) will do,
since this condition on a enmities that D must contain points of OZ 2 ) A
corresponding statement for any lattice with suitable symmetry can he
proved along the same lines Using Elm ris ls Lemma, it. is not hard to
deduce that (1) holds lot any A-marked domain D.i.
In the light of (1). it is highly plausible that for any lattice A and
any 4-marked domain D. 1 . the limit lintszo P,t (D. 1 , A) exists and lies in
(0,1). Langlands. Picket. Pouliot and Saint-Auhin 119921 studied time
behaviour of this limit assuming it exists, by perrot/Mug 1/1/11/CIical expet intents with rectangular domains Dr, for site and bond percolation
on the square. triangular and hexagonal lattices These experiments
suggested to them that the limiting dossing probabilities .P(D. I . A.) are
universal, i e. independent of the lattice A (This is au oversimplification: in general. one must first apply a finest transformation to the
lattice A: for the cases listed. this is not necessary) Aizenman then
suggested that these crossing p i obabilities should he confin wally inyar
182
Canfonital thou] lance - Strtirnoo's Theorem
ant; supported by additional experimental data, this was stated as a

'hypothesis' by Langlands, Pouliot and Saint-Aubin [1094]
Conjecture 1. Let A be a. 'suitable' lattice in. the plane, and let D ., =_
p3, ) 4-marked domain Then the limit.
(D;
P(D. 1 , A) = lim Po(D.,, A)
exists, lies in (0,1), and is independent of the lattice A Ful thermal
and ry, nit cmrformally equivalent 4-marked domains, then
P(D.1 )
P(D'4)
Let us spell out the meaning of conformal equivalence in this context. Car atheodor y's Them ern (see, for example, Duren [1983, p.12], or
Beardon [1979, p. 226] for a proof) states that if .D and D' are Jordan
domains, then any conformal map f from D to D' may be extended to
a continuous map f from D to D' As f <I may also be so extended, it
follows that f maps the boundary of D bijectively onto that of D' Let
/34 = (D: (P)) and D', = (D'; (PI)) be 4-marked domains. Then al
and D!, are conithmally equivalent if there is a conformal map f from
D to D' whose continuous extension to D maps Pi to PI for 1 < i < 1
Note that the crucial condition is that P, is mapped into PR we always
have conformal maps ft urn D to D'
To describe the scope of Conjecture 1, let us define what we mean by
a lattice: a two-dimensional lattice A is a connected, locally finite graph
A, with V(A) a discrete subset of R 2 , such that there me translations T,
and 7",, of R2 through two independent vectors m and va each of which
acts on A as a graph isomorphism. Note that we do not require A to be a
planar graph. Also, as in the case of planar lattices as defined in previous
chapters, the vertex set 1 7 (A) need not lie a hit tice in the algebraic sense:
in general, V(A) is a finite union of translates of an algebraic lattice hr
the conjecture above, a 'suitable' lattice includes any two-dimensional
lattice with rotational symmetr y of order at least 3 This includes the
square, triangular and hexagonal lattices, for example
One cannot expect conformal invariance for site percolation. say, on
an arbitrary lattice A. Suppose, for example. that A is obtained from
Z2 by applying the shear described by a matrix AI. Then conformal
invariance for Z 2 would imply that P(D 1 , A) = P(Do, A) whenever the
domains M- 1 1), and Do are conkn malty equivalent This is not
the same as D I and Ds being confer/natty equivalent. The conjecture
of Aizetunan and Langlands. Pouliot and Saint-Aubin [1994] states that
7 I Crossing probabilities Wad conformal inuariance
183
for any two-dimensional lattice A, there is a non-singular matrix AI

such that P(D, AI A) is confonnally invariant, and equal to P(I),Z2),
say They also state that the same result should hold for many nonlattice percolation models, citing experimental results of Maennel for
Gilbert's disc model (defined in Chapter 8) and Yonezawa, Sahamoto,
Aoki, Nose and Hori [1988] for per colation on an aperiodic Penrose tiling
Conjecture 1 is also believed to hold for random Volonoi percolation in
the plane (also defined in the next chapter); see Aizenman [1998] and
HeMatnini and Schramm (1998]
As there are so many conformal maps, Conjecture 1 is extremely
strong. Indeed, a n y simply connected domain D C is conformally
equivalent to the open unit disc B, (0) Thus, any 4-nnu Iced domain is
conformally equivalent to the unit disc with some four points zo, 23,
21 specified on its boundar y The conformal maps from B 1 (0) onto itself are the MObius transformations. Given two triples of distinct points
on the boundary of B 1 (0) in the same cyclic order, say (2 1 ,20,23 ) and
4), there is a unique ?bolus transformation mapping z i to 2;
Thus, any 4-marked domain D., is equivalent to the unit disc with the
four marked points 1, VII, 1 and 2, say, where kir:: 1 and Im(z) < 0
Hence, the equivalence classes of 4-marked domains under conformal
equivalence may be parametrized by a. single 'degree of freedom'
Although, throughout this chapter, we work in the complex plane
C LPf2 , we shall not often need to write complex numbers explicitly
Thus, we reserve the letter i for an integer (as in z i above), and write
j--7. rather than i
A natural parametrization of 4-marked domains is in terms of the
cross-ratio: given four distinct points 2 1 , 23 , 2.1 appearing in this cyclic
order around the boundary of Br (0), their cross-ratio )7 is the real number
= ,
Z:3)(z2
Z1)
124 22)(23 ZI
E(0.1)
(2)
Mains transformations preserve cross-ratios; in fact, two markings of

the domain B 1 (0) are conformally equivalent if and only if they have the
same cross-ratio Given a 4-marked domain ,D4 = (D; P2, P, PI),
we may define the cross-ratio n(D.1 ) as the cross-ratio of any marking
of Br (0) conformally equivalent to D4: this is unambiguous, as any two
such Matkings are themselves conformal! ), equivalent, so they are related
by a Maius transformation and have the same cross-ratio With this
definition, two 4-marked domains
are conlonnally equivalent
184
Conformal alma altar Sail! non s Theorem
Tints the conjecture of Aizennum and

if and only if 11 (1) 4 ) =
Langlands, Pouliot and Saint-Anbin [1994] states that P(D 1 .A) is given
a(D,1)
by some function p(q) of the cross-ratio
Inspired by Aizenmatfs prediction of conformal invariance. Cindy
[1992] proposed an exact contormally invariant formula 7 (D4 ) fin the
limiting crossing probability P(D I , A). i e . a formula "T (q) for the function p(q). Using methods of conformal field theory, which, as he stated,
are not rigorously founded in this context, he obtained the formula
p(q)
3F(2/3)
7r(q)
r0/3)-
2F, (1/3.2/3; 4/3; a)
Het 2F 1 denotes the standard lopengeomett ic function, defined by

a Fi(o,
a(72)1,(H) z"
c(")
3 , ( " ) is the rising Pictorial x i " ) = ,r(x +I )(x + 2) (x+ I) (see

Abramowitz and Stegun [1966, p 556]) It is not clear whether Candy's
derivation can be made rigorous In fact, there is (essentially) only one
case where conframal iuvariance has been proved rigorousl y, namely site
percolation on the triangular lattice As we shall see in the next section.
Smir nov's proof gives conformal invariance and Cand y 's formula at the
same time
The case where Di is a rectangle with the corners marked is of special
interest Let D.,(/ ) be the domain ' (0, ) x (0,1), with the corners marked
as in Figure 2 Then the aspect ratio of .D,1 (; ), i e the ratio of the
width of the rectangle Di (r) to its height, is I: the cross-ratio ti(D.1(t))
is given by some function q(r ), which is easily seen to be a decreasing
ticular,
function flour (0, co) to (0,1) In
par, there is one rectangle D4(1)
uulted domain is confor wally
for every cross-ratio q E (0,1), so any 4-run
equivalent to sonic rectangle DI D ) Fin this reason', equivalence classes
of 4-marked domains w i den conformal invariance rue often known as
whe
conformal r ec taargies
As every rectangle has an axis of symmelny, mid any 4-marked domain is cordon math, equivalent" to a rectangle.. Conjecture 1 implies the
iucru ianee of P(D. 1 ) under reflections of the domain D i ; see Figure 3.
the cross-ratio ti (D.1 ), and hence Candy's formula it(D 4 ), are
preserved by reflections, and hence by Mutiliolornor pink... ? maps, i e
jections "which preserve the magnitude but not the sign of angles
=
P4). set
Given a il-manked .Jordan domain Di = (D: PI ,
tossing
of
D.
i
e
an
open
crossing
of
al
An
open
("
m
,
).
.p,
P
i
(D; P. p
/ CIO
ng plababilitias Ind con . .minal Huta/lance
185
--------f
Figure 3 If f is a contramat map, then so is the map y :
Hance.
a Turarked domain D m i d its minor image may be confornially mapped to
the same rectangle
[t om its first tO its third

is simply an open crossing of D4 1101/1 A,
to A., In the light of results such as Lemma 1 of Chapter 3, it is natural
to expect that P(1),1 ) P(D,1) = 1 As q(D , i) = 1 q(D.O. one can
check that Cm dy's for mula does predict this, i e., that
7(1 q) = 1 7r(11)
By constructing an explicit: confirm/al map from the circle to A(l),

one can use Cindy's formula to evaluate the value 7(D. 1 (1)) predicted
for P(D, I (t)) In fact, Cindy [1992] worked with the upper half plane
U = {z : > (l} instead of the open unit disc. We shall not consider
unbounded domains hen but the definitions and results extend easily
to such domains under suitable conditions M a rking four points 2 1 , z
011 the !cal axis to obtain a T. /narked domain U, = (CT; (z i )), the
cross-ratio t(l.i ) is also given by (2) For 0 < k < 1. let U l (k) he the
domain U with the foul points 14- 1 , 1,1, marked Then (1.1(k)
11/10' be mapped by a Schwartz Christoffel transformation
(If
\/(1 1-)(1 k-/-)
to the interi o r of the rectangle I? w it II corners iihk(k 2 )
k2 ) \,/T. whine
A
00=
di
I V( U)(1
A:(k2)
186
Cortformal invariance - Spirt-t i tre's Theorem
is the complete elliptic integral of the first kind (Our notation here
follows Abramowitz and Stegun [1966. p 590) The same notation
1(1,7)
is sometimes used for K(u2 ) ) The aspect ratio of r is r
2K(1c2 )//C(1 k 2 ), so, to find 7r(D.di )), one can invert (minim jenny):
7r(q), where ri=
this formula to find k; then 7r(D.I (r)) = 7r((.1.1(/,:))
tkU.0)) = (1 k) 2 /(1 + k) 2 (In particular, this shows that tkr)
lAD4 (1)) is monotone decreasing in r )
Starting from Cardv's formula, Ziff [1995a; 1995b] gave a relatively
simple formula not for r(D.1 (1)) itself, but for its derivative with respect
to :
20ITI (2/3)
(fi k(D, 1 (0) 1(1/3)2
(nlit
The calculations outlined above illustrate an unfortunate propert)

of conformal invariance: given two families of 4-marked domains, each:
parametrized by a real parameter, even if both families ate 'nice' the
conformal transformation from one to the other may II ansform the N.
rameter in a rather ugh. way. Thus, one can n ot expect Cand y 's for muk
to take a simple for in for a given Mice' family of domains.
There is, however, one family for which Cm dy's formula can he written
very simply, an observation made by Lennart Carleson in connection
with joint work with Peter Jones Let .D be the equilateral triangle in
(0. 0), nnc
(1/2, 4/2) and .p,
IR2 C with vertices P i = (1,0), P,
let Pi = (x, 0), 0 < <1, as in Figure 4
Figure 4 Cat leson s '1-marl
do
Car leson showed that for the special 4-nueked domain T;',, = (1);
Cindy's formula takes the extremely simple form

= .r
(3)
7.2
SmintorC5
Theorem
187
As we shall see in the next section, it is in this form that Smir 1/0V proved
Cal(' \ r' S ft/1/ . 11111a for site percolation on the triangular lattice. Note that
relation 7r(q)
7(1 r t) = 1 is easy to verify from (3) Indeed,
permuting the labels of the rum ked points to obtain the dual domain
Writing ri n(21) for the
Tx* as before, Tjj is the mirror image of
cross-ratio of L. , we have ti(13.*0 = 1 0(1).1 ) for any 4-marked domain,
so
r(1
= r(Trj) = 7T(7) -3 .) X = 7r(77,) = 1 rt(q)
(4)
The hypothesis stated by Langlands, Pouliot cord Saint-Aubin [1991]

is a little more general than Conjecture 1 Their conjecture extends to
events such as 'there is an open crossing horn 4, to .,4 3 and an open
crossing from .40 to 24,/, and corresponding events involving any finite
number of crossings of a domain whose boundary is split into a finite
number of arcs Conjecture I also has consequences that are at first
sight unrelated, namely the existence of various critical exponents We
sh a ll return to this briefly in Section 3.
7,2 Smirnov's Theorem

For the rest of this chapter we restrict our attention to site percolation on
the triangular lattice T. and the re-scaled lattices ST Throughout this
section we consider only critical per colation, i.e we study the probability measure F in which each site is open independently with probability
p = p7.1 (T) = 1/2. As noted earlier . , Smirnov [2001a] (see also [20016])
proved the remarkable result that the conformal irrvarlance suggested by
Aizenman does indeed hold in this case.
Once its walls have been breached, one might lave that the castle
would rapidly fall, i e that a proof for general lattices, or at least for
other 'trice' lattices such as V, would follow quickly Although this was
widely expected, no proofs of other such results have emerged, except for
an adaptation of Sruirnov's argument to a somewhat unnatural model
based on bond percolation on the triangular lattice given by Chaves and
Lei [2006] It seems that Sruirnov's proof depends essentially on special
properties of T
In this section we shall present Sinn nov's proof in detail. Let us note
that even the expanded version of this proof in Srnirnov [200114] is only
an outline For the heart of the proof, showing that ceitaM functions
related to crossing probabilities are Inn-monk, it is very easy to dot the
CS and cross the t's However, one must also deal with certain boundary
186
invariance Smirnov Theorem

Conformal invariance
conditions Steil 110V 12001bi gives a suggestion as to how this should be

done, but it does not seem to be at all easy to tour this suggestion into
a proof. Bellina (20051 and independently Tad/ suggested considering
certain symmetric combinations of Sinithov's harmonic functions; Be
faro showed that tans greatly simplifies the boundary conditions, eliminating the need to consider partial derivatives at the boundary
(2005) has used these ideas to give an expanded account of Smirmov's
proof: nevertheless, even this presentation is far from giving all the details
\\e shall move Stnimov's Theorem in the precise form below: the
original statement is somewhat note general in toms of the domains'
considered The proof we shall present here is lather lengthy We follow
the strategy of Stith nov. as modified by Beffar a Along the way, however,
we prove the many 'obvious' statements that are requited
Theorem 2. Let D C C be a simply connected, bounded domain
whose boundary is a Milian curve Let P i . 1 < i C -I. be distill()
boundary points of D, appealing in this cyclic order as I is travelsal,
Ai(DA)
so D I = (D: P. Pe. P3 PO is a -1-lnat hell domain. Let
he the arc of F from Pi to PH. I . inhere p-, is taken to be Pi Then
P,;(D,I,T) exists and is given by Candy's Mtmala where
P(.0 1 ) =
p,s(D.,. I) is the probability that, there is an open crossing of D front
to A R in the ci Hirai site percolation on the lattice ST
that genet The basic idea of the moot is to define cm taro functions
alize crossing mobabilit MS We regard as a 3-marked domain D 3 by
temporarily lotgettingthe fourth nuanced point P I , replacing the boundin V arcs :la. A4 1):1 a single arc A3 = A3 U A4 'We then define functions
is the probability that
1, 2,3 Roughly speaking
on D. i
to A1.3 separating z hour An; the
then e is an open path in 6T fl from
i emaining are defined similarly These functions generalize ctossin
probabilities: t ot: tuning to the 4-mat Iced domain DAo an open crossing
hour An to )13 is the same as a crossing of Da from An to A'3 separat
hom ,4,i; see Figure 5 Thus, the crossing probabilit:
ing the point
T) is just the Mine of n(z) at the point
Sinn nov moves a certain 'colour switching lemma' which implies an
equality between cert ain discrete derivatives of the functions r i; It will
follow that, as b 0, the functions f converge uniformly to harmonic
functions I' These functions satisfy bouuchu v conditions that ensure
that thec tr anshinin in a cc,intia math inviu iant way as D 3 is transformed,
7 2 Sin g nov Theatem
189
There is an open classing of I) loan A l to A 3 it and only if throe

urine
is an Open path how the ate A t to the arc = .1 3 U Ar that separates 111
from A 2 'The indicated path separates R t ti am An and o how .4 2 , but does
not separate a from .1 2 The function .1 f. (z) is the probability that there is an
open path in 67. fron t A t to si t:, sepa t ating z Crow .42
and that if D3 is au equilateral triangle with the cornets flnked, then

Bch t i is the linear function that takes the value 0 on the are .1; and 1
on the opposite point. Cardy's formula in Carleson's form then follows
7.2-1 A consequence of an RSW-type theorem.

One of the key ingredients of Stith nov's proof is a consequence of the
Russo-Sevmour-il relsh (11SW) Theorem. concerning open paths crossing annuli with veiv different il/11C1 and outer radii So fat. we have
proved an RSW-type theorem only for bond percolation on the square
lattice Of the many /nook of this result:. most (perhaps all'?) can be
adapted (ably easily to site percolation on the triangular lattice to
educe the following result
Theorem 3. .Let p> 1 be constant Them is a COP shin/ e(p) > Il such
that, if n > 2 and R pn by n rectangle In IR' with any orientation,
then the probability that the critical site percolation On T contogys an
open crossing ofR joining the two short sides is at least e(p).
Here. the notion of an open crossing is that km tmarlced discrete
domains. i e au open path uor,r
v i in iL with m i .
insicle
such that the line segments von t and e t _ i V I meet opposite short sides
)1 R. For a detailed proof of Theorem 3 based on the strategy used
for bond percolation on 22 in Section 1 of Chapter 3, see BolloNis and
Riordan (2006b]
190
Conformal irraarian CC Smintatis Theorem
We shall use the following immediate consequence of Theorem 3 several times Let A be an annulus, i.e the region between two concentric
circles C 1 and 0). We say that A has an open crossing in the lattice ST
if there is an open path from a site inside the inner circle C 1 to a site
outside the outer circle C.)).
Lemma 4. Let. A be an annulus with ginner radius r_ and onto, radius
If 7 +11 > 2 WO r_ > 10008, then the probability that A has an
open crossing in ST is at most (r_11 + )", where (11 > 0 is an absolute
constant_
Proof. R eplacing a by a/2, we may assume that / 4 . = 2 k r_ for some
integer k > 1. In any annulus with inner and outer radii I and 21 . , we
can find six rectangles as shown in Figure 6. If 6/7 is small enough (and
Figure 6 Six rectangles inside an ru t /mins A of inner radius r and outer radius
2r If each rectangle is crossed the long way by a closed path in OT, then the
annulus A cannot be crossed by an open path
< 1/1000 will certainly do), then the shorter side of each rectangle
is at least 26, and the 6-neighbourhood of each rectangle is contained in
the annulus, so the event that it has a closed crossing depends only on
the states of sites in the annulus As K(T) = 1/2, Theorem 3 applies
equally well to closed crossings Hence, for each of mu six rectangles,
the probability that it contains a closed path joining the two short sides
is at least c, where c > 0 is an absolute constant By Harris's Lemma
7 2 Stair non's Theorem
191
(Lemma 3 of Chapter 2), the probability that all six rectangles contain
such paths is at least c 6 Hence, with probability at least d i , there is a
closed cycle in ST separating the inner and outer circles of the annulus.
Recall that
= 2 k t
Thus, inside the given annulus A, we can
log(r+//_)/ log2 disjoint annuli A j C A with inner and outer
find k
radii and 2/ 7 , respectively Let E1 be the event that A; contains a
closed cycle separating its inside from its outside. If J_ > 10008, then
1P(E 1 ) > di for each i. If A has an open crossing, then none of the events
c an hold. But the events E1 are independent. so
Pfil has an open crossing) < Pfno E i holds) =
(E1) < (1
,_r
and the result follows with a = log(1 c 6 )/(log 2)
Thinking of open sites as black and closed sites as white, a path P is

monochromatic if all sites in P have the same colour. Lemma 4 applies
equally well to closed crossings, and hence to monochromatic crossings
Roughly speaking. Lemma 4 says that if we have a 'small' legion of
the plane then, when our mesh a is fine enough, this region is unlikely
to he joined either by an open path or by a closed path to any part of
the plane 'far away . To a certain extent, the form of the bound does
not matter: any upper bound of the form f(r_/ r +) with 1(a)
0 as
0 suffices for the proof of Smitnov's Theorem. Note that even this
weaker form of the lemma is much stronger than the fact that there is no
percolation at the critical point:, which implies only that the pr oba.hility
above tends to zero as I 4./5
oc with r_/8 fixed.
7.2.2 Discrete domains

The heart t of Sr MAT'S proof is a lemma stating that certain probabilities
associated to per colation on ST within a domain D are exactly equal (Of
course, this is just a statement concerning a subgraph of the triangular
lattice T ) In presenting and proving this statement, we shall often
consider the (re-scaled) triangular lattice ST together with its dual, the
hexagonal lattice 511 obtained by associating to each site v C ST a
regular hexagon PL. in tire natural way, to obtain a tiling of the plane
By a discrete domain arab mesh S we mean a finite induced subgraph
Cs of ST such that the union of the (closed) hexagons 11, v E
is simply connected When considering C,1 as a graph, the mesh 8 is
irrelevant, so we may take
1 and view C5 as a subgraph C of T
192
Conlin nul l thew lance - Swirrow s Theorem
In terms of the lattice T On OTT the condition that C

Gs) be
simpl y connected is equivalent to requiting that both G and its outer
bountho y T, 0 (C), ale connected subgraphs of T. w lane 0-(G)
consists of the set of sites of T\C adjacent to some site in G In fact, we
shall impose the Following additional restriction on out discrete domains
G: we shall assume that neither C not U+ (C) has a cat-vertex. This
restriction is it televant to the mechanics of the arguments that follow
but simplifies the presentation slightly
The inner boundary 1)-(0) of a discrete domain C C T is just the set
of sites of Cf that ate adjacent to some site of 7' \ C Om additional
assumptions ensure that both 0- (C) and 0 4-(C) are the vertex sets
of simple cycles in T: indeed. viewing G as a union of hexagons, its
topological boundar y OG is a simple cycle in the hexagonal lattice If
Following this cycle in an anticlockwise ditection, sm. the hexagons 0 e ,
sites of T) seen on the left hum 0- (C) and those on the tight form
The condition that neithet G not if + (CI) has a
O c (G); see Figure
Figure 7 A discrete domain G (filled uncles and the lines joining thew) drawn
with the corresponding hexagons shaded The two thick lines are t he (des
in T corresponding to t he Juliet and inner boundaries 0 + (G) and 3 (C) 01.61
The topological boundaly OC of (the set of hexagons corresponding to) G is
I he cycle in /I separating shaded and unshaded hexagons
cut-ye t tex enstues that we do not visit the same ver tex of 0-(0) or or
eTf. (G) more than once 110111 now on we shall view 0-(G) and O H- (0)
as cycles in the graph 1
Billie1101,'S Theorem
193
In preptuation lot S i nn nov l s key lemma, we need a hu Him definition

A k-ranked discrete domain is a dismete domain G (ca Gs) together
with k distinct sites ,m; of its boundaly 0 - (G), appealing in this
()Mel as 0-(G) is crave/sec! anticlockwise. \Ve shall abuse notation by
writing simply G lot a hr-marked discrete domain (G;v 1 vb.) Palely
for convenience, we inmose the additional condition that each marked
site v i is adjacent to at least two sites of T \G (This condition is very
mild: any site n of 0-(G) that does not have two neighbours in T \G is
adjacent to one that does.)
= sT(G) to be
Given a k-marked discrete domai t we define the
the set of sites of it- (G) appearing between n i and in + , (with o k+ , =
as 0-(G) is traversed anticlockwise We include both in and in.s. I into
In this discrete context, an open missing of C from A; to Ai is
simply an open path in G star ting at a site of A; and ending at a site
of Aj
Given a kunat ked disci ete domain G = (G: (n; )). as ever y tutu ked site
i n has two neighbours outside G, we can partition the outer boundary
i) (G) of G into vertex-disjoint paths Ajij = Aj/j(0), 1 < i < k. so that
each AY- starts at a site adjacent to vi and ends at a site adjacent to cis.,
Indeed. traversing id + (G ) anticlockwise we may take Ajijj to run horn the
second neighbour of c i to the first neighbour of v i+j ; see Figure 8 Note
that a site r E C is adjacent to some site of Air if and only if v E
Recall horn Lemma 7 of Chapter 5 that a rhombus in the hit/rigida!'
lattice alwa ys contains either a horizontal open crossing, or a 501tical
closed crossing. but not both this statement,. and its moo!, extends
immediately to -l-marked discrete domains Although the proof lo t the
general case contains nothing new. we give it in lull, since we shall soon
use similar ideas in a //101e complicated way
Lemma 5. Lel C be a lumoked discrete domain, and let
= .11(G)
1
i
-1 11'haterer the stoles (t/ the sites in G. this graph contains
either an open crossing from A I to A 3 . Of u (lased reeÒtithe from
to As. but not Goth Ill pal (imam. the probability that C has on open
crossing Pow A, to .1 and the probability that C has tell open crosYng
from stt to As sane tO
Proof As above. let CY (CO denote the outer boundary of C. which
is partitioned into arcs Ajt Consider the partial tiling of the plane by
hexagons, consisting of one hexagon for each site of C U (G). Colour
the hexagon ./1,. cot responding to c E C black if n is open, and white
Confunnel invariance chnirnoo's Theorem
191
ALVA A A A
A
A
V
V
VA
VA
A
A V
Figure 8. A 1-marked discrete domain (68. e 2 . ea! et) (filled circles and lines
joining thew) The outer boundary eP(G), a cycle in T, consists of the hollow
circles and the lines joining them. The thick lines show the inner boundary
shining endpoints and the
0-(G) of C. a writer of arcs A. I < i sjj.
corresponding disjoint arcs
C a c (CI)
if c is closed Colour the hexagons H,. corresponding to u E frt U At

white, as in Figure 9
black, and those corresponding to E AT U
Let I be the interface graph for nwd by those edges of the hexagonal
lattice separating black and white hexagons, together with their endpoints as the vertices Then every vertex of I has degree two except
for loin vertices Th , 1 < i shown in Figure 9, which have degree 1
Orienting each edge of 1 so that the hexagon on its right is black, the
component of I starting at y i is thus a path P ending either at go or at
Suppose that .P ends at !Li , as tit Figure 9. Then the black hexagons
on the right of P form a connected subgraph of G U U At joining
:At to Al- . Any such subgraph contains a path within CI joining a site
adjacent to At- to a site tv adjacent to But then e E A, and
ar E A:3, so G has an open crossing horn A i to A:3. Similarly, if .P ends
at rp, then the white hexagons on the left of P give a closed (*.Tossing of
GI from 4, to A i Crossings of both kinds cannot exist simultaneously,
as otherwise K5 could be drawn in the plane
The second statement follows immediately: as each site is open independently with probability 1/2, the probability of an open crossing
'7 2 Binh nav's Theorem
195
Figure 9 The hexagons Ii corresponding to G U &' (C). with those corresponding to the marked vertices / 4 , vo, ra, N labelled. A hexagon EL., v E
is coloured black for i = 3 and white for i 2,1 A hexagon H i ., v E C. is
black if t, is open and white if t is closed There is an open path in GI nom
A i to A 3 if and only if there is a black path in the figure horn A lt to .-11- and
hence if and only if the interface between black and white hexagons joins y,
to g.1
from A 2 to A., is I he same as the probability of a closed crossing from

Au to A.,
This lemma completes mu brief review of the basic proper ties of critical site percolation on the triangular lattice T In the next subsection
we present the first step in Sninnov's proof of conformal invariance
7.2.3 Colour switching

We are now ready to present, the key lemma in Smiruov's proof: this
'colour switching' lemma states that the probabilities of certain events
involving paths in a discrete domain are exactly equal. We shall shall
often identify a site of T or 8T with the corresponding hexagon In
particular, in the figures that follow, rather than drawing site percolation
on the triangular lattice, we draw 'face percolation' on the hexagonal
lattice, since it is easier to shade hexagons than points
Let C be a 3-mar ked discrete domain, and let; x i , :to. .e, be three sites
in (3 forming the vertices of a triangle in C, labelled in anticlockwise
196
Confonnal im yal lance Stnirnov s Theorem
order around this ttiangle Thinking of open sites as black and closed
sites as white. we write 131 for the event that there is an open path
.joining x i to Ac = ATP). i e., an open path from x i to a site in .4i,
and 11'1 for the event that there is a closed path horn x i to Let
8 1 13,113 denote the event that there ate vertex disjoint paths Pi from
x i to
with P i mid 172 open, and P3 closed; see Figure 10. Note that
Figure 10 1 Ire hexagons {do responding to a :S-marked discrete domain

II the Nei tices correc3). this time ilhout its outer boundary
(G:
sponding to I he heavily shaded hexagons al e open and those corresponding
to the unshaded hexagons are closed, t hen /3, /3.11 .3 holds
8 1 13Th;, = 13, 13,} J IL, is just the box product of the events 13 1 . 13,
and II -3 . as defined in Chaplet 2 Define 8 1 11 .43 3 = L3 1 II -Q C /33
sinalai b. and so MI
[he probability (HMI ibutimi associated to critical percolation on t he
iangultu lattice is of commit 'nese' \ Cd if we change the state of every
open site to closed. and vice versa Huts
Ft/3 1 11 -2 11 3 )=P(11,8 2 Ba),
(5)
and so on. so there ate font potentiall y distinct probabilities associated

E {13.111 SlIkh nov's Colon y
to events of the lot In X i 3",2 3 . X. ).
Switching Lemma states tlmt three of these are equal
Lemma 6. Lela G be o 3-m a t/eed discrete domain and let c 1 . :c xa be
sites of G Jointing a triangle in G. labelled in anticlockwise rode) around
7:'
Stith 1101' s
Thew ein
197
this triangle. Then

P(/3 1 /32 11 .3 )
1.11(D I
-2 83 ) = POL L /32 B3 )
(6)
h t contrast to (5), there is no symmetry of the metal( setup that

implies (6). Lemma 6 does not say that when looking for disjoint paths,
the colours me it relevant as it makes no statement about IP(B, Bo B3)
To prov e Lemma 6. we shall show that
P(B, Ilji/33 ) = P(8 1 Ijillja)
(7)
Applying (5). or the relation P(B i 1 ,11'3 ) = 111-1 (8 1 which is essent ially equivalent to (7), one of the equalities in (6) Follows immediately
The older inequality follows similarly, or by relabelling
In tutu.
(7) is equivalent to
IP(/3 1 11',D3 =
(8)
The idea of the proof is as follows.. Whenevet B 1 FI holds, one can find
l i n t el/mist' open and closed paths Q i and Q. , witnessing Bi
condition not only on B I ji. but also on the pietise values of the paths
cart find these paths without examining the states of
Q i and Qo
sites -outside them
Next we shall show that if Fi l l ri B3 holds, then thole is nu open path
p, front 3i3 to .4 3 outside the inunermost paths Q j and Qo Ilms, the
conditional probabilih that 8 1 11:)/3: i holds is just the probability that
the -outside' contains an open path horn ,r 3 to A 3 . As we have not yet
examined the states of alp sites 'outside' Q i and Q(i. this is the same as
the probabilit y that the domain 'outside' (2 1 and Q contains a closed
path from to A: 1 , which is the conditional probability that B111'41:3
holds
At the risk of scorning too pedantic, we shall present a detailed pool
of Lemma 6 using the ideas above Note that a little caution is needed:
on the level of the vague outline just given, it might seem that the same
argument shows that 1P(B 1 BoB3 B I M) = P(13 1 13,11 .1 / .8 1 13,0 In fact,
P(13,
Vii ) and P(E3 i BoB3 ) ate not in genetal equal
To find the intim most paths witnessing B 1 111i, we shall fellow a return/
interlace between hexagons. Consider the /initial tiling of the plane by
hexagons. with one hexagon ha each site of U (G) As holjae, we
colont a hexagon H, cm responding to a site v of CI black if e is open, and
white if v is closed This time. we colon y the hexagons corresponding
to Ali black, those corresponding to At white. and those to At grey
As before, let I be the subg l aph of the hexagonal lattice consisting of
198
Coriformal
Smernov's Theorem
all edges between black and white hexagons, with then endpoints as the
vertices This time, every vertex of I has degree 2 except for a vertex
y where .41' meets At, and one or more vertices y i incident with grey
hexagons; see Figure 11. Let P he the component of I containing y.
Then P is a path starting at y and ending at a vertex :p i where hexagons
of all three colours meet.
Figure A 3-marked discrete domain with its outer boundary Hexagons

are black, those corresponding to At white, and those
corresponding to
to A. grey Internal hexagons are black if the cot tesponding site is open and
white if it is dosed The interface path P starting at y ends at a grey hexagon
Let iv he the centioid of n,r0;r 3 , so a' is a vertex of the hexagonal

lattice Let Tr =emu; be the edge of the hexagonal lattice separating xr
from tn, oriented towards tv; see Figure 12
We shall prove Lemma 6 via a sequence of three simple claims. In the
statements of these, the assumptions of Lemma 6 are to be understood.
Claim 7. If Br W., holds, then the Oiler face path P sla t Hag at p travetses the edge e in the positive direction
P1'00.1 Suppose that the event B I IV, holds, and let P1 be any open
path horn 3$ 1 to A l , and P, any closed path from wo to ;19 Note that
PI and P, ate necessmils disjoint. As any site in
is adjacent to a
7.2 Swinton . Theorem
199
Figure 12 The centroid w or a triangle ruts:es in 7', and the oriented edge
-7 =71 of the hexagonal lattice H that separates x i from r
site in AI, there is a cycle C in the triangular lattice form ed as follows:

follow PI from x i to A i Then follow (part of) At to its end Then
follow par t of At, and, finally, follow P, from A., to :1,,} The cycle C' is
shown by dotted lines in Figure 11 We may view C.', which is a cycle
in the triangular lattice, as a simple closed curve in the plane in the
natural way
As we go around the cycle C' starting at: 1, 1 , we first visit black
hexagons, and then white hexagons Thus, exactly two edges of the
interface graph I cross C', the edge 7 shown in Figure 12, and an edge
yy'. These me the two edges of H shown with arrows in Figure 11. The
path P starts with the edge gy', which takes it inside C' As all grey
hexagons are outside C, the path P must leave C at some point, which
it can only do along the edge 7, proving the claim,
Let P' be the path in the inter face graph I defined as follows: starting
at y, continue along edges of I until either we traverse 7 in the positive
direction, or we reach a grey hexagon If P does traverse the edge 7 in
the positive direction, then P' is an initial segment of P Otherwise, P'
is all of P. Let N(P'), the neighbourhood of P', be the set of sites of G
corresponding to hexagons one or more of whose edges appears in P'
Claim 8. If P' ends unlit the edge then the set N(P') C G contains
(necessarily disjoint) paths Q i from. :f t to A i and (29 from, r, to Ait,
with Q i open and Qs closed.
Proof. The argument is as in the proof of Lemma 5: if P' ends with the
edge 7, then the sites corresponding to the black hexagons on the left of
C'onforrnal Mem inner Stn0 non s Theorem
2(10
meeting A and containing

P' 161111 a e()Itilecticd subglaph S of At
Any such subglaph .5' includes a suhgtaph 5'' of G containing both
and a site of C adjacent to At Every site u E .S'l is open: the
corresponding hexagon is black (as 11 E 5), and o E C. so u is open.
Finally. any a, E G adjacent to At is in A l , so there is an open path
C S C N(P) how c i to A, Similarly thew is a closed path
(2, C
to A,
Qo C .1V(P) Flom
Together, the claims above show that BULL holds if and only if P'
ends with the edge "(7 The proofs of Claims 7 and S also given little
mote
Claim 0. The event 33 I II I,23 holds if and only if 13' ands with
and then, is on open pith P3 C C from 3 .3 to A$ using no site of the
/31 I I)IY3 holds if and only if P'
twig hbou t hood N(P') of P'
and them k a closed path P3 C 0 from .r3 10 .4 using no
conk with
Sill!
N(P')
It static:es to move the first statement Suppose that B 1 11 433

Proof
holds, so then: are disjoint: paths P nom to A, with PI open Po
closed. atal fi , open Then the pool of Claim 7 shows that. tw ili t horn
its initial and final edges. P' lies entirel y within a cycle C' funned by PI,
Pi and parts of AI and (i e the dotted c y cle in Figure 11) Thus,
even site of AT/3) is on of inside C' But 133 cannot moss C'. so P3 lies
entirely outside L. awl is disjoint from N(P')
The I everse implication is immediate hum Claim 8.
It is now pas) to deduce Lemma (i
Proof of Lemma 0 As noted eat Het . it suffices to show that (7) holds,
i e that
P(BI II ,Bt) =P(Bi
Let 9. he the state space consisting of all 2 1(I1 possible assignments of
states (open (a closed) to the sites of C3, and note that the probability
measure: P induces the nonnalized counting measure on U
For w E R. let P i (w) be the path I. ' defined as above. with lespeet,
to the confignt ation w Let 2 he obtained nom w by flipping (changing
Croat open to closed of vice versa) the states of all sites in CI\ AI ( 331(w)).
The path latly be found stepdw-step. at each step examining the
colour of a hexagon adjacent to the cut tent path Hence. the event that
7.2 Stith not, s Theorem
201
p' takes a particular value is independent 0 1 the states of the sites of

P'(w) so w" = w for any w E Q
In patricidal P' (I)
w' is a Injection
Thus the map
G \
Suppose that w E B 1 11 -0.133 Then, by Claim 9, the configuration

Le contains au open path in G \ N(P(w)) from ,r 3 to A3 Hence 21
contains a closed path G \ N (1.3' (w)) = G \ tV(TIr2)) hot u :c33
a to A
Thus, by Claim 9, co' E B i lV)11 -3 Similarly, if w' E .T3 1 11011 ,-3 , then
./3,11 1 ,B 3 . As w
w' is a measure-preserving injection,
p(B 1 11 .08 3 ) = P(B, ll irlr3 ), completing the proof

Let us remark that, while we could have used the Mtn/lace path P'
to refine 'howl most' open and closed paths Q 1 limn x i to A i and Q.,
front .1 2 to A r, there was no need: it was simpler to work directly frith
properties Of the interface itself
7.2,4
Separating probabilities
The next step is to give a kninal definition of the 'separating piobabilities: the limits of these probabilities will be harmonic functions on D
From this point On we shall view the discrete domains Go that we shall
consider as subgraphs of ST rather than T: this makes no difference to
the properties of Gs as a gtaph, but will be convenient for taking Bunts
later
Let Cs = (Gs: r:i) C ST he a 3-mat lord discrete domain .rith
mesh 8, and let c E C be the centre of a triangle in ST As heline, we
may think of z as a vertex of the hexagonal lattice SH dual to (11 A
'fey idea in Sndinov's proof of Theorem 2 is to consider the probability
of the event
E?:(c) = { Cs contains an open A r- A, path separating c from At },
and the events E (z) and g(z) defined similarly, where, as before.
Ar i(C; s) is the path in the inner boundary of Cs starting at ri
and ending at or +1 , and At = Aj (Cs) C 0 + (C; (5 ) is the corresponding
path in the outer boundary of Cs Usually. we shall take z to be the
centre of a triangle in Gs, although the definition makes sense for points
z nearer to (or even outside) the boundary of Cs The subscript fi in
out notation is shorthand to indicate the dependence both On S and on
the discrete domain Gs.
Needless to say, by an open Ar -Ao path Pin C7,5 sve mean a path P
in the graph Gs C ST all of whose sites are open starting with a site
202
Conformal
11)0(11
Smini.ov'; Theorem
in A i and ending with a site in An Such a path P separates z hom

At if, when we complete P to a cycle C in (Yr using the arcs All and
At, the point z lies in the interior of the cycle C when C is viewed as
a piecewise linear closed curve; see Figure 13 Equivalently, the path P
Figure 13 A discrete domain G's (circles and the lines joinil g thew) %vith
the associated coloured hexagons: open sites ate shown by Ii led circles and
shaded hexagons, closed sites by empty circles and unshaded hexagons. 'The
outer hexagons (those not containing circles) correspond to the u t ter boundary
0 11 (0s) of C,5 , divided into truce ales .4.1 1 , At and A4 at the thick lines Art
open A 1 --.19 path P and the associated cycle C separating z, the centre of a
triangle in C, from At are shoran a thick lines
At if any path in 511 consisting of edges dual to bonds

of starting at z arid ending on (a dual site adjacent to a site on) At,
crosses a bond in P.
nor to revisit a vertex. Tints,
Note that P is requited to be a path,
the event .Er (z) does not
in the case shown on the tight in Figure
hold
As before, let w E C be the centre of a triangle xr:ror t a in C. with
the vertices labelled in anticlockwise order, and let z be the site of 511
adjacent to a that is farthest from x 3 ; see Figure 12 Suppose that the
separates z front
72
8711:177101t ' s
'Theorem
203
Figure 11 The figure on the left shows a schematic drawing cif a 3-marked
discrete domain a5 together with an A i -Aii pat h separating z hour A . If the
sites on this path are open, then Ei,t(z) holds. The figure on the right shows a
connected set S meeting and Ao and separating z from A4 that does not
contain an Ar-Ao path separating z fron t At. If only the sites of S are open.
theu Es(z) does not hold
event EPz)\E,(a,) holds, and let; P be any open path in C6 separating

horn At Completing P to a cycle C as above. the cycle C winds
ar ound z but not around w. Therefore, C' must use the edge t i rk2 . If
we trace C by following P from Ag to A i , returning anticlockwise along
At and At outside Co, then C winds i1/01/11(1 c ill tire positive sense, so
we trace the edge m i x, from fo to ,r 1 . Hence, P is the disjoint 1111i0/1 of
open paths Pr from m to A i and A hem r2 to A,. As we shall now
see, there is also a closed path P3 horn ,r3 to .43
Claim 10. Suppose that 3,,,,r.),:ra,lir and z ate as above (sec FiffittCS 12
and 15), and that the event g(z)\Ej(w) holds. Then B I M Va holds.
e.., C, contains disjoint paths P, Mining ;c 1 to Ar = A(ac), with P,
and A open and Pa dosed
Proof As above. let P he an open A t A, path in Cis separating z from
. We have already shown that P may be split into open paths Pi
horn 3,1 to A i and A from
to Ag ft remains W find a. closed path
P3 joining ,r 3 to any such path is necessarily disjoint horn the open
paths PI and Pg Note that x:r itself is certainly closed: otherwise, the
Open path PI :r 3 A separates 11., from
Once again, we follow an interface As usual, we consider the partial
tiling of the plane by hexagons H,, corresponding to vertices v of Go U
Conformal 'now; iance Surirvoil5 Thcairtn
204
U
a + (0 A l. where 0 + /Go) =
U
is the onto bounda t v of 05
We C ohan a hexagon H,. c E 61 ,r, black if l' is open and white if V
closed We colour H, black if e E At U
and white if u E At; sc.;
Figute 15.. Let. I be the oriented interface graph whose edges a t e the
Figure IS Ilse discrete domain (circles and the lines j0 n og them), with
t he associated coloured hexagcms 'The inter lace I between black (dark and
lightly shaded) and tc kite hexagons has exactly two vertices of degree I,
namely yr and y2 An Open - path P and the associated cycle C' separating z from At are shown by thick lines If :rr i is not connected to :L i by
a closed pat I I , then t he while component containing ,r 2 is surrounded by a
connected set S of black hexagons: those not on 1" or At" U AT are shown
lightly shaded The union of and P contains an A l -A 2 path sepal ating
from Alt consisting of the clashed lines together with part of P The limited
edge of the hexagonal lattice crossing Tow:, is indicated b y an arrow
edges of the hexagonal lattice wit h a black hexagon on the t ight and a
white one on the left This graph has exactly two vet tices of degree
the vett:ices .111 and rki shown in Figute 15
As x/i is open and
is closed, the oriented int et lace I tont tuns the
7 2 Solo [mei,: Theorem
205
edge J o ftin hexagonal lattice (tossing .10.1 3 with 1 on the left: this
edge is indicated with an arrow in Figure IS
Suppose first that the component of I containing f is a path. Then
it ends at a vertex of I with degree 1. which must be it, But then the
chine hexagons on the HI of this path Mira a connected set containing
3). and meeting At As before it follows that there is a dosed path
ram ,e 3 to .21 3 , as required.
Suppose next that the component of I containing f is a cycle, as in
igme 15. Our aim is to deduce a contradiction. Let hr. 1m... h, be
the sequence of hexagons seen on the right of this ci cle as we trace it
once star ting hom f Then each // i is black. h i corresponds to 3.' 2 , h,
/responds to x i . and h i is adjacent to h i* , lot each i Ide n tifying a
hexagon with the corresponding vertex of the lattice, we do not have
Mr an y i: otherwise. the interface cycle would visit w
=
twice
Recall that we lime open paths P I and P. , joining
to A t and
respectively. and that these paths can be closed to a rude C
sunounding c but not w by adding parts of At and A:. No edge of the
interface I can cross C. so ever v center h i lies on or outside C Let
he maximal subject to h, E P.) u At, and let 5 he minimal subject to
s > t and 11,, E Pr U At Note that 1 < r < s < as h i = :ro E Po and
to
EPn
Let S =
.11,.I} Then S is a connected set of vertices of
the graph C ri
for rued from Cs by deleting the edge ..rTro: the
hexagons corresponding to S ate lightl y shaded in Figtue 15 As S
contains a neighbour of Pn U At and a neighborn of Pi U At, it follows
that .PI U S contains a path F' in (1,5 r i :r9 joining A i to A, (The
part of tins path off P 1 UP) is shown by dashed hues in Figthe 15 ) The
corresponding hexagons are black (drawn with dark or light shading in
Figure 15). so the path I" is open Fu
Iv lies on or outside
C. so it separates z from At As P' does not use the edge x i it
follows that 13' separates w from At This contradicts mu assumption
that g(w) does not hold
The proof above is longer than one might: like, and can probable be
expressed more simply Note, howeve L that one cannot give a 'purely
topological' proof: in order to show that E, (m) holds, it is not enough
to find a connected black set meeting A i and A, and separating to front
At Indeed, one might expect that the centre c of a triangle in ST is
separated fron t At by an open Am An path if and onl y if z lies 'above'
206
Conformal 11111(1rion.ye - Smirnov's
ThCOlern
the unique path component of the black/white-interface in Figure 15,

However, this is not the case, due to the possibility of the configuration
on the right in Figure 1-1
It is easy to see that the converse of Claim 10 also holds
Claim 11. Let w E OFI be the centre of a triangle x i x 2 x3 in Gs, labelled
in anticlockwise order If z E bf1 is the neighbour of w opposite x3 , then
E,(2)\.E,?(w) holds if and only if B 1 Hd173 holds
Proof The forward implication is exactly Claim 10. For the converse,
suppose that /3 1 B911 13 holds, as in Figure 16 Then the disjoint open
Figure 16 A schematic picture of the event B 1 B211:3

horn 370 to An together give an open
paths Pi from
and

to
path P flow A 1 to As P uses the edge x i :1H the path P separates
exactly one of z and w from At As there is a closed path from :r 3 to
.43 , the point tv cannot be separated horn At by an open path Thus
ES(_) holds and Er, (v) does not.

As before, given a 3-walked discrete domain (3,5 and a point E
611, let Es(s) be the event that G5 contains an open A 1+1 --A i + 2 path
separating z how At, where the subscripts are taken modulo 3 In the
light of Claim 11, Lemma 6 has the following immediate consequence
7.2 Swinton's Theorem
207
Lemma 12, Let ii:roxa be a triangle in a 3-malked discrete domain
Go, with its vertices labelled M anticlockwise outer. Let w
E 811 be the
centre of the triangle, and let. zr, C 2, Z3 E 611 be the neighbours of ay in
673. with z i and x i opposite for each i. Then
P(Ecilt (z i ) \ E (Iv)) = P(ERz 2 ) \ ERiv)) = P(E,Nz 3 ) \ E:J(w)).

z 3 . Claim 11 states that the events g(c 3 ) \ Es(w)
Proof. Setting z
and 13 5 B2 W3 coincide Permuting all subscr ipts cyclically, we have
E!(cr) \
= B 2 B 3 111 [ and El(z2 )\ El(w) = 133 8 1 1 , 1 7o The conclusion thus follows horn Lemma 6
For the centre z E alI of a triangle in C,s, set;

1'n(z) = P(E,i5(z))

(9)
and, if to and , me the centres of adjacent triangles in C6, set:
P(E:5 (z) \ .E7dtv))
h si (w, c)
Note that, trivially,
n(z)-n(rv)=iov,z)-
(10)
As noted by Stith nov, there is a surmising amount of cancellation in

(10) It turns out that for z and Iv far from the boundary of L.), the
quantity ki5 (w,z) is of order 5 2/3 as 6 4 0; the exponent 2/3 is the '3arm exponent' appear ing in relation (51) in the next section. In contrast.
fA(z) is presumably of order 6. We shall not be concerned
with proving these statements, as they me not needed For the proof of
Srniinov's Theorem.
Roughly speaking, Lemma 12 implies that the discrete derivatives of
the a ate related to each other by rotation For a precise statement,
it is easier to work with integrals around contours. We consider only
discrete trianguleu contour s in G1,5, i.e , equilateral triangular contours
C whose corners are sites of ST and whose sides are parallel to edges
of ST, such that all sites on C me vertices of C. as in Figure 17. We
orient C anticlockwise Givers such a contour, for 1 < < 3 we define
the discrete coolant integral
D
) M C ) Clz
as the usual contour integral of the piecewise constant function f(z)

whose value at a point z of an edge 51, of ST on C is the value of
208
Conformal Moat lance - Stith not, s Theorem
A discrete triangular contour C The d iscrete contour integral of

Figure
fi r wound C' is defined using the values et .111 at points of the hexagonal lattice
Along :rig. fen example. we integrate j',(ai)
IA(w) on the nearest vertex w of OH inside C,

immediately to the left of
aril;
i e on tlw vertex of (if
see Figme 17 For example, if C is a
triangle with side length 6, mid a ' is the centte of the triangle C", then
f (z)
. 0u) identically on C. so 1(-13 Inz)dz = 0
of unity
Let w = (I + \/-3)/2 denote one of the cube toots
Lemma 13. Let CI; be a discrete 3-hooked domain such that no point
of C is within disloace a of all three arcs of OGo. where a > 20006 If
C' is a discrete triangulat canton; in. Cs of length L. then
(1)
(:)(1:
f,f(z) (lc < AL(61a)"
( 1)
1.2.3 where Mc sumo set ipl is taken modulo 3, o is the constant

in Lemma 4. and A is an absolute constant
fm i
Proof Ri x shall prove (11) lo t i = 1; (lir corresponding equations for
i = 2,3 follow by relabelling the domain

Let a' E OH lie the centre of a triangle in Cs, and let z be a neighbour
of iv in OH From Claim 10 above. if E,C(::)\E's(w) holds for some
then them are monochromatic (entirely open (a entirely closed) paths
from the three sites of
Or adjacent to iv to the duce boundary arcs of
Cs The point w is at distance at least a (rout one boundary ale. .-1i,

say, so a monochromatic path horn a point adjacent to i v to As gives
an open or closed crossing of the annulus with centre ut and how l and
outer radii 6 and a. 13v Lemma
the probability that such a crossing
7 2 Swirnov s Thcomm
exists is at most 2(10006/a) =
0(010")
209
Hence.
/a)").
hs
i (w..z) =
(12)
uniforml y over C. w with a' the celiac of a triangle iu Cs and z st,

denotes adjacency in the graph
here and below,
Let
w:
tv)11,15(
wct c.- systs

where C' is the set of yet tices of OH
interim of C. and z nuts
over the duce neighbours of w in OH To evaluate w we view w and
as complex munbets
Fix w E C' , and let z i Ca be the neighbours of a
' in anticloclavise
cadet, so
w =
w) =
(13!
From Lemma 12 we have

16(w, )= M(w..m) = Ow. za)
(,A)
Also, applying the same lemma with the toles of :I , z

Ca) =
c . )) =
pet nutted,
Z)
and
h(15(a)7 c 3) =
Setting z 4
CI , we thus have
(zi
tv)q(ut, zj)
tv)1;;(v
1i)
j=1
w(zi -w)h,v(m.=i i i)
.i=1
3
(v)16(w
I=i
where the first equality is simpI N a relabelling Of the same sum. the
second is Eton, (13), and the third (Li) and the following similar
equalities Stumning over w E C"', it follows that
S2 =
(13)
210
Conformal invariance - Snail noM ii Theorem
call write
u01011, z) as 5'; +.57. where
5,, =
(z- tv)11 61 (vi, z) +
z)h's(z, u,)
it,,zC"
and
(z w)11:5 (ev, z).
The sum S7 has CALM) terms each bounded by Ssup,,, , h[s(u,

Using (12), it follows that
87
0(L(S I o))
(16)
for each
For
z E C`) with iv ti z from (10) we have
z a)his(lut
(a'
)1/1,1(Z, w)
h S
WX/116(111,
(z w)(
(It ))
f4(w))
To obtain
the must stun this last term over all unordered pairs {m, z}
with m + z and
E C' Collecting all terms of the Ram :17101"),
E C. we thus have
:17
E E - Jig ?, )
E ('rv-z)f,R4v)- E E (a' z)1,(10).
wE C" zw, ze4c,
In the first sum in the final line, the coefficient of each 1, ((tv) is exactly
0 There is one term in the final sum for every edge viz of SH crossing
C from the inside to the outside. The edge ruz of 511 may be obtained
from the dual edge 1,"// E C of ST by a clockwise rotation through w/2
followed by scaling by a factor 1/ \/[3 (For x, y and w, see Figure 17 )
Thus, z w = ( - 14/fr3)(y :r) Hence, h our OM definition of the
discrete contour integral,
(z . 0.1A(10 =
.11(Z) (1Z;
(17)
VF3 c
As Si =
, the result follows from (15), (16) and (17)
Later, we shall show that if we have a sequence of 3-marked discrete

domains Co with mesh S
0 that give finer and finer approximations
7 2 5'71th-two's Theorem
211
to a Jordan domain D3, then the functions Mz) converge to continuous functions f' on D Lemma 13 will imply that the (usual) contour
integrals of these functions around a given contour are related by
nultiplication by co.
7,2,5 Approximating a continuous domain

In this subsection we show that one can approximate a Jordan domain
D by suitable discrete domains without changing the crossing probability significantly, proving the technical Lenuna 14 below This result is
immediate for sufficiently 'nice' domains, such as rectangles. The reader
Amested only in such domains may wish to skip the proof.
Let us recall some of the definitions involved in Theorem 2. By a
classing of a 4-marked Jordan domain D4 in the lattice ST, we mean a
jath in OT whose first and last edges cross the arcs A i (/).1 ) and Aa (M),
vith all vertices except the first and last inside D. If the sites of a
crossing are open, then it is an open Glossing of D.1 . As before, we write
Po(D.,) =
(D4 T) for the probability that D4 I as an open crossing.
The corresponding definitions for discrete domains are simpler: a
crossing of a -1-marked discrete domain Gs is simply a path in the graph
C:s joining A l (C;(5 ) to A3 (Cs) We write P5 (G. 6) for the probability that
a discrete domain C,, C ST has an open crossing
Let us write dist(x, y) = - :y1 for the Euclidean distance between
two points :ET, y E R2 C. and (list (x, A) and dist (A, B) for the distance
between a point and a compact set A, or between two compact sets
A and B We avoid the more usual notation d(t, y) due to potential
confusion with graph distance For two compact sets A, B C C, their
Hausdoijd distance is
du (A, B)
sup Udist(a , B) : 0 E A} u {dist(b, A) : b e

= int : A C
B C A(=)},
where A V) denotes the (closed) e-neighbour hood of A. If = (P1))

is a 4-marked Jordan domain and (75 C 6T is a 4-marked discrete domain, then Cs is E-close to Dt if the corresponding boundm y arcs of D.1
and of G5 are within Hausdorti distance e, i.e if
dri Ai(G,5)) <5
fm < i < 4
To understand the definition above, recall that .4 1 (.0.1 ) is an open
9 1 9
Conlin -mat invariance -- 5'ntit owl's Theorem
,Icadan cur ve in C In contrast, ttl i (a) ) is lo t wally a set of vertices of

G . i a set of points in (51' C C: condition (18) cm ' he ha y ' mete(
with this definition. Often, however, we shall view Co as a union o
,) is a piecewise linear curve in C.
closed hexagons, so its boundary
will IICVO
hrthis case, A i (es) is naturally defined to be pat t of OCA)
make a difference which definition we use: the two interpretations of
:1;(96 ) give sets at Hausdorff distance (5/0 from each other, and the
arguments that follow will not be sensitive to such small changes. Thus,:
we shall feel fl ee to switch between these viewpoints without notice
be a -1-marled Jordan domain. Then.
Lemma 14. Let
some
do = 60 (D ) ) > 0, there are families {G' s ,0 < cl cz a 0 } and 1. 0, T. 0 <
C f517, with the following propertie s. As
< 6.0 of discrete domains
cS
0, the domains Gs- art o(1)-close to D.1.
rS
Ds(
o(1)
P,s( D .1 ) < 1?) (C ) + o( I),
(19)
and, given -y> 0, there arc (5 1 , 11> 0 such that fur all r5 < S i , any two
points n: and of Cif with dist (w, z) < q may be joined by a path in GI
lying in the boll 13.,(w)
Iloughl speaking, L.enuna 1-1 shows that. to in (WC ThCOlent 2, it suffices

to Ivor k with discrete domains Mote specifically, using the fact that (Itis close to .D. 1 , we shall show that
Pi (Cn) FID4),
w hich.
together with (19), implies 'Theorem 2 The last condition in

Lemma If is a technicalit y that we shall need to ensure that certain
functions go we shall define ate tutifin tid y equicontinuous as (5 varies
The rest of this subsection is devoted to the proof of Lemma The
construction of the domains (.7;t will be broken down into a se t ies of
steps, and the proof that they have the required properties into a series
of claims Before getting started, we present two simple facts about
lot dart curves that we shall use
Lemma 15. Let D be a fixed Ionian domain with boundar y
such that if w, y E f and dist (.r. y)
s>
them is an. = ) >
and q divide F lies entirely
then one of the two arcs into which
within the ball B (s')
Proof
This is standard.
immediate Iron the fact that 1 = (IT),
72 &nil noMs Theorem
213
v iarre i is a 1-to-1 continuous Mal) horn the circle T into C Such a

nap 7 is a homeomorphisur, so both 7 and its inverse ate continuous
'unctions on a compact, set, and hence uniformly continuous
Alter natively, the fact that 7 is uniformly continuous implies that,
given s > 0, there exist to = 0 < tr C <
<
= 1 such that
len
, 7([T, t. i .r. 1 1) lies in some ball of radius s./4 Any twosetsI F
with ] i 0. 1 modulo n are disjoint, and so separated by a positive
y of F
distance Hence, there is an r > 0 such that any two points
or an adjacent arcs F 1 . F ) . In either
within distance t lie on the same
rise, them is an rue of F joining a' to y and lying within 8c(r).
emma 16. Lc/ r 6c a Ionian chive boandinga domain D. and let.

E D be freed Given 5 > 0, there is an = g(F.C. ^ ) > o with the
following p i ppin ty far every point .r of 11, there is an .r' E D with
dist (r. .11 ) < c that may be joined to C by a piecewise intent path P with
dist(P, F) >
Proof Let as p}(.r i ) be a (minimal) finite set of balls covering r, and
Pick one point c t E 13,p)(x t ) fl D for each I, so every E F is within
distance 5 of some .-t t As D is a connected open set, each z i ma y be
connected to C by a piecewise linear path P1 in 1) The minimal distance
between the disjoint compact. sets P Ui
and C is strictly positive,
so there is an q > 0 such that the 2q-neighbour hood of P is disjoint
horn F
One can show, that. given a ri-nun lied domain D., and an > 0, lot
sufficiently small S there are 1-/ / ta/ ked discrete domains G:5
C ST
that am s-close to D.:, such that any crossing of Gs in ST contains a
crossing of D4, and any crossing of f).1 in ST contains a crossing of G,"riThis implies that
P6(0,7 ) P6(D4 < Ps(Cr{ )
(20)
In fact, it will be cleaner to move a somewhat weaker statement, involving only crossings that do not pass to close to the /milked points Pi.
This weaker statement does not imply (20) Howevel, we shall show.
using LC1/11 / 1a 4, that it does imply Lemma 1-1, which is strong enough
fon the proof of Theorem 2
The basic idea of the construction is as follows. If is a rectangle
with the cm ners uni tized, then we nay take (CT to be a slightl y !tinge'
and thinner 'rectangle' in the lattice, and Crq to be a slighth shorter and
214
Conformal Invariance -
no v's Theorem
fatter rectangle The case where D is a polygon is similarh easy The

general case is not mate so easy: when we 'narrow' D in one direction
we may end up with a disconnected graph, for example. Also, when we
extend it in the opposite direction, we may bump into ourselves, and
end up with a domain that is not simply connected. These are not 'real'
problems, but, nevertheless, it takes a fair amount of work to overcome
these difficulties.
For the rest of the section, let D. 1 =
(Pi)) be a fixed 4-marked
Jordan domain, with boundary F. Given El > 0, in the constructio
that follows we shall choose other small quantities
>
>
> 5.i > Er, =
where fi is a. function of
so that 6; 4, 1 is much smaller than
fot
each i. In particular, we shall assume that 10005 i + 1 <
say
Let s t > 0 be given Our first step is to simplify the crave F = OD mac.
the nmrked points Pi As before, A i = A i (D) is the arc of the Jordan:
curve F running from P. 1 to Pi i . The arcs A t and A 3 are disjoint, and
so separated by a positive distance The same applies to A 2 and Ai,:
Let Zo e D be fixed throughout, and note that dist(zo, A i ) > 0 for each
Reducing
if necessary, we may assume that. dist(zo,
> 106 t , and
that,
ri.
E1,
dist(A .4 3 ), dist(A 2 , A. 1 ) > 106 1 .
(21)
In particular. dist(Pi, Pi ) > 10s, for 1 0 with
E2
5 7-(r,
Ei
where T(', s) is the function' in Lemma 15 Thus, if to and z are two

points of F with dist (iv, c) <
then they are joined by an arc of F that
remains inside M, (w) Let Bi be the open ball of radius am around Pi:
and let C1 be its boundary Taking the indices modulo 1, the al c A i of
F joins Bi to Bi .m, and so contains an arc F i disjoint from B i U Bi+
joining Ci to Ci + 1 ; see Figure 18 Note that for j = i + 2, i +3, we have
clist(F i , pi ) > dist(A i ,A 1 + 2 ) > 105 1 . Hence, each arc F.1 is disjoint from
every B1 . For each the set .4 1 \ F i consists of two arcs of F each of
which joins a point P1 to a point at distance 69 from Pj ; this arc is thus
contained in B_, (P 1 ) Thus,
(F i , A i ) <
Let
be the 'simplified' curve obtained by joining P i to Pi arid P1+1
by straight line segments of length 0, as in Figure 19, and let D' be the
interior of I" Let
he the arc of F' starting at Pi and circling at Pi-Fr,
69,
E,
7.2 Smilwov's Theorem
Figure 18 Th e
joining
215
to
Figure 19 'The 'simplified' curve r (thick lines), and its interim D'.. The
points P1 arc the cent res of the circles C; with radii am (drawn tvith solid
lines) The dashed lines ate the arcs of F \ F', each of which remains
distance
of some Pi , as indicated by the clotted circles..
and note that

di-dri , Ai) <
(22)
for each i
We shall modify r in a way that is analogous to replacing a rectangle
by a slightly longer and thinner one The disjoint closed sets 1 0 such that
dist(r i ,F;) > 10E3 (23)
for i
210
Cotd611nal en001 inure Smitnoe ; Theorem
Let
s;3/3)/2.
(- I)
Where. as before, t is the function in Lemma 15 Let N 1 = ft' ) he

the closed s A meighboruhood of P i , and let acc (N1 ) denote its external
boomlarw, i.e tire boundary of the infinite component, of C \ N 1 The
Jordan curve er inds around F 1 . Flom (23), it does not meet:
any other I .) , so it can cross
only hr the line segments inside Bi and
joining
In tact, it can cross only the line segments L i and
to RI and Pi+t respectively Furthermore, as Fe meets Ci and (7.';+1
at one point each. and lies outside Bi
the curve
(N1) meets
each of L i and
exactly once, at the points Q; E
and (2 1; E
see Figure 20 Hence,
With dist((2e,R) = dist(C4,P j+i ) = E g D'(Nd consists of two arcs joining (2, and Cj i . one inside r and the
other outside
Pignut 20 The curve 1 11 , (thick line) together 1A-ith its 4 -neighbourhood N1

(shaded) 'The extol nal boundary ir(Nd of N., crosses r at two points. the
points Q,
CI, on the line segments L, and 14 The ca l ve 51 is one of the
(N,) joining Q, and Qf we take S, outside r for i
1,3. and
two arcs of
inside for i= 2 4
For i = 1.3. let .55 he the arc of D=c (AC) outside F', and, a little
dissonantly. for 2,4. let Si be the arc of D'(Ari ) inside r (The
external boundary of IV; = ft' ) is defined without reference to the rest
of F'. so Si is part of the external boundary of N 1 even when Si is
inside F'.) These choices for the arcs Si correspond to the operation of
replacing a rectangle by a longer and thinner one, by moving the first
and third sides of the rectangle outwards a little. and the second and
fourth sides inwards a little
We shall write R i for the region bounded Iry the closed (nuke formed

7 2 SinirtunCs Theorem
by Si . . and the two line segments of length

of these curves
S.1
217
joining
the endpoints
Claim 17. 117e can paramelf Ltd: the open Jordan carves Sm and
continuous injections sm. gm : (0.1]
sm(1)
C with
!Mt))
alt
t
<
fin.
E Ca + , and dist( sm
i (0) E C h
I;
Proof. Let tim(a) and i i (a) be palm/utilizations of the .lindan turves Sm

I]
and I'm traced in the appropriate directions. Define a map a :
let Y be a point of I'm at distance
[0,1] as follows: fin each a E
TOO E
Such a point exists as Si is writ of
exactl y srr., hom X
Note that
the boundamy of Ni = j" tDefine o(u) be !Ijm(o(u)),
to each

1.
as
there
is
a
unique
closest
point
of
i (0) = 0 and o(1)
of Q i and (X
The straight line segment L = XY meets U only at its endpoints Also. the interior of L lies in A'm and hence in R i (As we
Ca avetse S. on one side we have the unbounded component of C \
) Thus, L separates Pi
On the tithe/ side we have Ni and hence
into two pieces The boundaty of one of these contains all points of
Si appearing X. and all points of L i appearing berme Y: the
boundary of the other all point's appearing after these points. As the line
segments L. L, cannot moss, it follmts that o(ad) > o(u) lot > a.
So hut, we have found a win to hare Sm continuousl y so that a nearby
point traces 1m monotonically. but not necessarily continuously We can
trace both curves continuously by 'waiting' on Si whenever the nearby
<
point on I i jumps Mate fin i nally, wilting 0_(.) = sup{o(44):
and 0 + 40 = inf {o(P) : > .r}. as o : [0,1] [0,1] is increasing. we
can find conti n uous [Unctions a,(0 and a,(1.) horn [0.1] to [0.1] such
that each a; is weakly increasing. amid
0.-(11/(0) ^ //2(0 5_ (4+(11(1))

lot even-
a example, one can take u t (1) = sup{ : a + (A(d) <
and a 2 (1) = ni(t). Let = ;i(a2(1)) and g i(I) ai(w2(1)) At
points whew cr is continuous. we have la,(1)= 0(1 [ (I)), so, by definition
of o, the points ,s;(1) and ni (t) ate at distance exactly EA As both T.Cim
and in ate continuous. and each discontinuit
y of a may be approached
Flom both sides by points at which o is contitotous, it fellows that the
points ij i (o4(u l (t.))) are also at distance exactly 5.1 from si(t).
these points are within distance 2E,, of each Millet B y our choice (24)
of :7: 4 , it follows that the ate of 111 joining these two points lies within
Conlomat Mom-lance Surrnoo',4 Theorem
9 18
a ball of radius E 3 /3 centred at either point:, and hence within a ball of,
radius g 3 /3
centred at s i (t). As in (t) is a point of this at
we have (list (il i (t), -s,(f
177.1 s3/2
So fa t , the functions v .) are only weakly increasing, so gi and are

not injections We can modify the tt ) slightly so that they are shied.,
increasing, tot example by adding a small multiple of un to tt, and vice
versa Using uniform continuity, this does not shift the points 1/1(1)
s i (t) significantly, and the result; follows.
0
Let; P- be the closed curve formed by Sg, 8: 3 and S. together witl
the line segments joining the endpoints of these curves to the points p
and let D" be t h e interior of 1---; see Figure 21
Figure 21 The curve F - (solid lines) and its interim IF The dashed li
ale the curves
Each Si is palt of the external boundary of N i tr. It ll : ha
i = 1,3. S i is outside
i
81 is inside r
Let IT denote the arc of P starting at P1 and ending at P1+1,

so FT consists of Si together with two straight hue segments From
Claim 17,
can find corresponding parametrizaticms 1'; and FT that
remain within distance
particular,
we
S3 fit
for 1 < i
4. Also, piecing together these pain/netrizationsrye obtain
219
7 9 Son; non's Theorem
an t ett izations of the Jordan cm yes 17- and such that c otresponding
points ate within distance 5.3
Roughly speaking, we shall take CC to consist of all sites v of ST
vhose corresponding hexagons H a t e contained UnfoitunatelY,
this set; need not be connected, so we shall have to be mot e careful
Suppose that
0 < 35 <
(26)
Et/10)
wLcre q is the (Unction appearing in Lemma 16, and let D (7 be the set
of sites v E ST such that H C D - Reducing 5, if necessary, we may
some
lu that
< 05 4 /100,
(27)
vhele 0 is the smallest of the angles at the cot nets Pi of 171

Recall that. ca is a (fixed) point of D. with dist(co,r) > 10n, i.e with
(z 0 ) C D Thom the construction of 11 ', we thus have Biie ,(zo) C
winds around zo, it follows that V also winds mound :9 , so
D' As
zit) E in fact. B 8 _, (cry) C D Hence, the hexagon containing cu is
contained in DBegat cling DS as an induced submaph of ST let Cloi be the component.
of D:1 containing (the site corresponding to the hexagon containing) cu;
see Figtne 22 We shall take 67 as one of our discrete apptoxitnations
Figure 22 A pint of C;;;" (viewed as a union of hexagons). together \in.( ' auof hexagons contained in D - 0:5 is
other (small) component of the set
the component of
containing the point; zu
to I/ To make G s- into a 1-marked discrete domain (Gis :

we take vi to be the VCI ex of 0,1 closest to Pi
1.
220
Confotwal
)11-141 I )(Wet
Sitthlt017 ti The orem
Claim 18. Ire have d ji (OCCF`) < si/10.

Proqf Suppose first that :r E 00 ,7 Then ,r is incident with hexagons
H e EC6: and H, The hexagons and H, ate adjacent:, and,
H, E DI. so by definition of 0 611 , we must have H. 0 D:.;" Thus, 11
meets
and dist (it,
< 25 < 4/10
Suppose next that :r E
By (26) and Lemma 16, these is a point'.
x' E D- with dist(e,,r) < 4 /10 and a path P joining to co with
dist(P,1 1 ) > 361 But then P Os) C D- contains a path of hexagons
joining zy to 3.!. so x' E G7 As :c 0 D D 07. the line segment ;ri/'
meets 067, so dist.Cr, 0067 < .s.. / /10

Recall that ri. 1 < r < ate the ales into which the points P1 divide
so [7- stints and ends with shot t line segments slatting and ending
at P1 and Pi _e j : the test of 17 is the onve Si As any point of Si is
w ithin / distance/ E. 1 of U. it follows how (23) that if .r E
mid y E 17
with i
) ate at distance dist(r.y) < 106, then, swapping .r and rj if
necessa t y, we have j = the point :r is on the line segment of 17
ending at Pi.+1 , and y is on the line segment of 17+ scatting at P1,1
As these line segments meet at au angle of at least 0. how (27) both e,
and y ale within distance 105/0 < se/10 of Pi . i e well within the ball
131
As is a component of the union of the set of hexagons contained

iu a siumb connected domain. it is simply connected Let us Imo/
the bounda t v of 0 7: anticlockwise Each boundary vet tex v is within
distance 2S of a point of F. which must lie on some
If o' is the
boundary vet tex alto c, then a' is within distance 25 of a point of some
IT from the remade above, if i
j. then
= {/.k I}. and
.1. y E B.,;,(124.), say hi ti the/ wonls. the closest boundary me r7 can
only switch when we ate very- close to some Pt . But in this legion. we
know exactly what r- looks like: it meets 13,,(Pk ) in two line segments
From Claim 18, the boundaty of 0:11 comes within distance 4 /10 < 3
of a Hence 00W meets B,(Pk ) in a single ant, and, as we trace the
bomicht l y of OCC, the closest curve r7 switches horn
to r I when
we trace this ate
Recall that c i is the closest vertex of 0 s11 to the point P1 0 CIA:
Thus. v, is a boundar y vertex of 07 lying i t / /3, 00 (Pi ) Let .17 =
1 ,2 , v3 , ) be the bouudanv tuts into which the c 1 divide the
boundan of QC.: Clain ' 18 and the comments Ame imply that
d it (Ar. [7) <.z. i fth
(28)
'7 2 Stun nov s Them
CM
Using (25). it fellows that d li (AT F) < 2E 3 Hence.

for 1 < i <
appealing to (22).
.11) < 2E 1 (29)
abet words. C.;;; and D, 1 are 261-close
Claim 19. Let P he a crossing of 07. a path in 0:5" from Ai to
AT If P does not pass within distance si of any Pi , then P contains a
crossing of D Rom A t to A3 , and P inte i sects any crossing of D from
to A 4 that does not pass within distance ,;t of any Pi
Proof. Let ,r E AT and y E AT be the end-veilRees of P As :r E 0:7 the
point r! lies in D-, the intetiot of From (28), disti(x,r7) < e4/10
As :c is far horn Pi and Pi. it is close to a point of S i , and outside
D Recall that R i is the domain in the complex plane bounded by
and ri We have ,e E P t arid y E 13 3 . so P joins P i to R3 Let P' he
a minimal sub-path of P joining f i t to P3 Mien the first edge of P'
leaves R I , which it must do across ri and hence across F 1 C F. entering
D Similatly, the last edge of P' flosses 17 3 P can only cross F' on the
boundary of R i , f?3 , so the rest of P' lies inside D'. Far limn the comers
Pi , a point is inside D. i e, inside if and only if it is inside 17 Thus,
all other edges of P are inside D. and P' is a crossing of D from A I to
A3
mw mussing of D horn A, to .1 4 retraining fat from all Pi
includes a crossing of 0,7 hour AT to AT which. by Lemma 5, must
meet P
Let 0;7 be defined as 0T. but with all subscripts cveled, so ice take
and 84 outside F'. and 8 1 and 84 inside r
89
Claim 20. Let Di and E > 0 tie given IfE i

mid CIW 07 Ulc constructed as above. then
>0
is chosen small enough.
Pitt() - E < (DI < &tact)+ E

ate separated by some positive distance
Opposite arcs of
Proof
c > 0 horn (29), it follows that if Er is small enough, then any pair
of opposite arcs of D4 , 0T or 0;1 are at distance at least c/2 From
Lemma A, it follows that if El is small enough, then the probability that
am of these domains has an open crossing joining opposite arcs and
passing within distance E l of some Pi is at most s Assuming no such
999
Conformal invariance Smic no t t's Theorem
crossing exists. then by Claim 19 any crossing of G7 front Ai to A.

(losses D, 1 front A i to Aa, so
R5 (D. 1 )
Ps(C; )
The second statement follows sit/Wally.
The final property that we require of out domains Gt is that nea t fps.
points may be joined by a shot t path in the domain We prove this for
Gs; the conesponding statement for G ict then follows by per tnutit i g the
marked points R.
Claim 21. Let y > 0 be given Their is an q = q(D4 , 1 ) > 0 with th
following property. If E l is chosen small enough, then any two points
w and z of C -5- with dist
B., (w).
Z) < n OIC
:joined by a path. iu G7 lying hr
Proof We shall assume that ti < 7/2
We may assume without loss of generality that m and z lie on the

boundary of Gs (viewed as a union of closed hexagons) To see this,
consider the line segment wz If this lies in 67, we me done Othet wise,
let x and g be the fist and last points of this segment on the boundary
of so 'on'. gz C G q Then disiff, y) < y < 772, so it suffices to
joins and y E OCC by a path in 67 lying within 13_ /2 (y). saw Thus,
Claim 21 fat tv, z E (16- follows front the same claim fit iv', E
with 7 replaced by -I/2
We may also assume that the line segment tvz does not meet OGri
again: other wise.. listing the points c1 in which this segment meets 00,7
in order, it suffices to connect each to the next by a path in Thi n(ri ) C
B-, (w) Then the union of these paths contains a path in B-,(w) joining
ay to
We shall choose 11(.0.1 ,7) .50 that g < 7/100 and
5r/ < r (F. 7/3),
(30)
where r(r ,E) is the function appeming iu Lemma 15 We shall choose

ai <
If the line segment iv: lies inside Gs, then we ate done, so we may
assume that it lies outside As tvz meets the simple closed curve 8(77
only at its endpoints, it divides \ GIs into two components, one of which
is bounded: see Figtue 23 Let R denote the bounded component. Let
B be the at c. of 06T which. together with iv:, bounds R If B C L32(w),
7 2 Sunni
Theorem
99:3
Figure 23 Pmt of CC (hexagons). including two points at and z on its boundary with dist(w, z) <
'Hie shaded legion R. is bounded by B C OCC, a
piecewise linen/ curve joining w to z and the line segment
The curved
line is part of F - ; the point :r' E
is within distance 25 of the point x E DC",
and B- C I? is the arc of
from le ' to z'
then we ate clone, since B C

joins ar to c Thus we may assume that
d ime is a point ,r E B wit h dist(t,
> 7.
One of the hexagons meeting at say H1 , lies in U. while anothet,
flo, does not, and so lies in 17; the hexagon tr is drawn with dashed
hues in Figure 23 As Hi and Ho are adjacent, it follows from the
definition of G ,7 that 17 .- meets Ho. at a point x', say Let w' and z' be
the points at which we leave 1? when we trace the cm ye F- front a' in
the two possible directions, and let B- C 1? be the ate of E- horn Iv'
to z' containing x' As r- cannot cross 80:5-, the points t ri and z' lie
or/ the line segment to:: Iu particulat , dist(uV , c') <
As noted above, it follows front Claim 17 that we may parametrize F and so that co t responding points ale within distance 5. . 3 < E t Rom
the construction of f" (see Figure 19), it follows that we may parametrize
F- and r so that cot responding points ale within distance 2-7 1 < 2q
Let w" and z" be the points of F cottesponding to the points ed and
c' of r- Then dist(w". z") < 5q, so. IA' (30) and Lemma 15, one of
the two arcs of E joining w" and z" lies in 13,)/3 (17" ) The points of I"-
Confot mal in vat iamt Suth6ov s 'Thcorem

conesponding te,/ this ate Mini an am B' joining er/' and
lonmining
within 1.3_,,,3,:,(6 ") C d o(w) This ate cannot be 13 - , which emit /tins
the point: 2 r 13. 1 ,(r) Thus. B - U
= [The calve B - U /IC:/ / is contained in B. and so does not wind mound
curve 13' U tv'z' is contained in B-,(w). and so does not wind
atoned r Hence. I3 U B' = P c does not wind mound x, cunt /Mid ing
E
Cri T
CD
The pool of Lemma 1/1 is now easily completed It remains to cuisine

that CI ,7! and (.7-i" satisfy all the conditions in the definition of a discrete
domain The conditions that the domains and theit outer Imundmies
have no cut v e hex 11110 he et/Fenced by fit st teplacing tS bti et/10, and then
I mincing each hexagon by a 'hexagon of hexagons" As noted eat Mu the
condition that each marked vertex has at least two neighbours outside
the domain can be ensmed by moving each walked vertex at most one
step nronnd t he boundal v
Proof of Lent Illa .14 \Ve have shown that given a small enough Ei > 0,
= E5(EI).
the construction tot
described abm, e is valid lot all it <
Considering a sequence of Values of m
O. we may thus pick domains
Cit lo t all rt smaller than some no in such a way that Cs is defined using
h m(rr) 0 as el 0.
a value s- 1 (6)
The tcyuir etn ent that CST and /7 1 ale o(1}-close as 0 Inflows nom
(29) Condition (19) is given In' Chihli 20, and the final condition of
Lemma 14 is gum/it/O'er! by Claim 21
Let Os I emai 1r that the proof of Lenuna 1-1 shows that when defining
Pi ( /7/, TL it does not inattel exactly how we neat the houndmv
proof of SmirnoWs Them cm will be valid tot any definition of a c t ossing
of D., lin \vhich a flossing of the 'longer. thinner' domain C-:;" horn
01 1 (LC ) to ../1/ ! (CC) t hat stays tar ham t he cot nets guru antees a crossing
of D., how .ffl to 21 3 . and prevents a mussing of DA 110111 1 2 to .4 I . FOr
example, we could define a ("tossing of DA 111 ST from A i to .4 ) to be
open path in D Ma/ling and ending at points within distance 1051 of Ar
and .!1!
7.2,6 Completing the Proof of Smirnov's Theorem

Let D4 = (D: P). P./ . P i ) he a -1-ntai keel hot dan domain. rind as berme let 7(D 1 ) denote the limiting ctossing ptolabilit S lot D I predicted
by Ca t ilv l s fonnula Thus 7(/). 1 ) is a cottfbnual MN/a/iron of D I which.
7.2 Smirnov's Theorem
225
following; Ca t lescm may he defined as follows: let

be the unique conto the equilateral triangle that maps
k/rut/II map from
, P2 and
8 to the vertices (1.0). (1/2. fil/2) and (0.0), respectively, so /naps
p, into a pout (r, 0). 0 < ar < 1 Then rc(Ds) =
Let
C ST be the discrete domains approximating Ds whose existence is guaranteed by Lemma 14 Note that there is a function E =
0 as r5 -r 0, such that
with s
0:sl. is ai-close to Ds
(31)
Of coutse, the same holds for Cl,t, but, as we shall see.. it suffices to
consider G's-.
To prove Ibeotent
we shall show that
Ps(G)
rr(D.1 )
(32)
as /5
0. where Ps(CCir ) is the pH/It/Wilily that the 4-marked discrete
domain
contains an open crossing joining its first and Hind boundary
at es. Indeed,

(33)
P,s(Gt )
r(D-1)
can be lamed in the same way as (32) and then P i (Dr)
7i(D4)
follows front (19). In fact. WI iting = P2 . P3, P I , PI ) lot the dual'
marked domain. the consti net ions of the apptoxiination CI" to D4 and
the apt/it/xi/nation 61,1 to DI given in the previous section ate identical
Hence. (33) follows hum (32). the /elation m(D. 1 )-+ 7,-(D1) = 1 (see (4))..
and Lemma 5 ha this leason we consider only C;"
Tot the moment, we shall regard the domains D., = (.D: Pt , P2.
PI)
and 0,T
(67: e t .r u:t vs) as 3-mallred, by fmgetting the fourth
mailed point.. Pi of v., We write = .4 i (D// ), 1 < i < 3, fig the
boundary mcs of the 3-tai Iced domain .D 3 = (D; P}, P4 ) \\'e use
corresponding notation 16/ the brt/Id/ay arcs of 67
Let f,l(z) he the 'et ossing-under' probabilities defined by (9), for the
domain Gs = = , 173 ) Thus, lot z the centre. of a triangle
in CI . th e have
C5(z) = P(E75(.:)).
where Es(z) is the event that these is an open path in 67 born =

A 1+1 (67) to .:4; 4.2 separating z horn Ai (an arc of the outer bor/ditty
of 67) Hoe, the subsoipts ale taken modulo 3
Let us extend
to a continuous function /115 on the closure D of D
as follows Recall that
is defined at/ yin ions points of
i e..
226
Conformal Maw lance S t mirnov'a Theorem
the centres of various triangles (faces) of the lattice 81/' At the centre
E 61-1 of any face of 45T meeting D. set: g,C(z) equal to the value
of JA at the closest point ay where /,( is defined. (H there is mote than
one such iv, choose one in an arbitrary way ) Note that, from (31), we
have
dist (II'
< E +
26.
(3
say
\\1e extend hour the centres of the triangles meeting .D to the entire'
triangles as follows: first, take the value of fio at the corner :r of such a
triangle to be (say) the average of the values at the centres of all triangles
incident with a and meeting D. Then divide each face of ST into t lace
triangles meeting at the centre, and define chi on each of these triangles
by linear interpolation Finally, 'forget' the values of 9 i5 outside D to
obtain a function with domain of definition D
\Ve shall Use two proper ties of the interpolating functions f./15.
each !Ali is a continuous function on D Second, for any
and c E D.
there are points le t E 811 at which fA is defined. with 115 (w) < gfc(z)<
fRui f ). and dist (net). dist (iv', z) < 2E.. where = 5(5) is as in (31) The
first property is inunediate from the definition of q The second follows
Prow (34)
Claim 22 The f (Indians
MY'
uniformly equiconlinnowi
Proof It suffices to show that t he functions fL ii ate tudIcainly equicout iummns Given ii > U, we roust show t hat t here is an q > 0 such that. for all
to EDCC With dist (c. u . ) < q Mid all 8, Ale !Mee
(c) (415 001 <.1
ht doing this, we may choose an) 6 1 (ii) > 0 and restrict our attention to the functions
for S < 11 1 (0): whatever the values of
(z)
tSr
(it)
the
linear
inter
polation
in
the
definition
of
id
ensures
that
the
>
functions gA. e > 0r ( i3). are uuiforruhy ecpticont imams (indeed. indica rub,
Lipschitz)
As no point of the 3-marked J o rdan domain
3 D3 lies on all three arcs
=
(D3 ). there is a constant e > 0 such that
max dist (II', A i (D3 )) >

fi n
(35)
aro. rc E 1)
Let us choose 'y > 0 so that < c/ltl and (63/c)'< d/2. where o >
is the constant in Lemma -I By Lcuuua 1-1, if we choose Sr small enough.
I Iwn t here is an I/ > tl such that any two 'mints
g of GT. 8 < S I . at
7 :2 Sminuols Theorem
227
distance at most q are joined by a (geometric) path in G il that stays

within tire ball 13s, CO Reducing 6 1 , if necessary. we may assume that
for all 6 < 6 1 , where 6(5) is as iu (31)
c(6) <
Suppose that 6 < 6 1 . and ar z E D with dist(w,z) < ti/-f. It suffices to show that g,15 ( z ) < 0, 15 (w) +13 From the second property of
the interpolating fitnctions q listed above, there are ///, z' E 67 with
( to') and
dist,(tu,a0 < ti/4 and dist(z, z') < 0/4 such that gA(tv) >
z'
may be
<
0(z)).
Note
that
dist(a",zn
<
q
The
points
9,i(z)
joined by a path in CI; lying within 13-,(u') As (715 is 2-connected, it
follows that there is a path P' E 811 from w' to z' all of whose vertices
are the centres of triangles iu CT. with P' C B22(1/P1)
Suppose that EA(z') \ EA(iii') holds Then there is an edge :ry of P'
such that EA (0\ EA (x) holds. But then, by Claim 10, the three sites
of 07 immediately next to :c are joined by monochromatic (i.e all sites
open, or all sites closed) pat hs to the three boundary arcs of CT One
of these paths must: end at a distance at least c > c/2 front ni',
say, where e is as in (35) Note that dist(r, w') <
We have shown that if EA (.-2')\ EA (tv') holds, then there is a monochromatic path crossing the anutilits centred at a / with inner and outer radii
3 7 and c/2 By Lemma -1 and our choice of 2.. this event: has probability
at most
2 Hi
It follows that
' ') < ci Thus.

(a
< /Pc ' ) C ( 0'1 ) + <
as required
The functions ifs take values in [0,..11 Hence, these Functions are uniformly equicontinuous and uniformly bounded Thus, by the ArzelftAston Theorem (see, for example, Bollobtis [1999, p. 90]), any subsequence of (g-, A, q) contains a subsequence that converges uniformly
continuous
to a limit
IP), with each
The last two (rather substantial) pieces of the jigsaw puzzle needed to
complete the proof of Theorem are collected in the next two
claims The first describes some crucial proper ties of the possible limits
(g 1 . 0 2 . ,q 3 )
Claim 23.
Suppose, fa, sonic sequence
-- 0, the G inks (11
228
C'onfot mat mew lance
converge toilfu l oily to (g 1

// l1 )
any contom C in D. we have
nov 5 l'hemmti
avtk each
oE
5C1
Then
or
(36)
A i we ham
11'(o)=
who du 'opal
coalMoon
g(c)do.
g i+I (o) do = w
an foi (my point
and gi+1(z)-1-
(0)
= 1.
(37),
ipts are taken modals 3.
Proof Thioughout the proof
WC consided onl y values of in the sequence

/5 lot d to /noid nimbi/is/Atte notation
We stmt with (3(t): since the g i ale continuous functions on a compact set. they ate unikandv continuous Thus. it: suffices to consider
equilateral triangular contours C with sides parallel to the bonds of T:
an arbitrate contour C' in 11 call be approximated by a sum of such
SS. wilting
CO/MOMS
Let C be an equilateral t tiangulin contour ill D with sides parallel to

t he bonds of T Poi each J there is a discl et e triangular contain Cs in
ST tc id lin distance ci of C. Using (31). as C is contained ill t he open set,
D. lot ri sufficient-1Y 5116111 we Iliac
C C7 ,-c-
Recall that the discrete
contom
chi? [ 15 (i:)d:: is defined IA int grating a function uhosc
/dues
al given IA values of
at lattice points wit hin dist mice
and, at these lattice points.
= rhii Since t he fittict ions ti,C a t e unifin nthequicontinuous. it follo/ s hat
/)
dz
!Edo)
o(I.)
as S
whete the second it/leg/id is t he usual contom ioteguai Since
the ri1c = q converge indlo t l i th to
we have
( lc
as 61 = d
deduce that
-r-
(I) f:/(:)(1
o(1)
Combining the relations /Write with Lemma 13. we
g'(1)
d o
0(1)
Since licit het integral depends on S. this proves (3(1)

FO 1 (37). it suffices to prove the case i = 3. sad, flu a fixed o
7 2 Smil noWs Theorem

Since the g
of .43,
at e
229
continuous We mar assume that is not an endpoint

disc(_. .*1r). (list (c.. A 2 ) > a
(38)
for sotuw (I> 1)

0. the 3-marked domain (3iis .s-close to D 3 with E = E(6) 0
As 6
Shifting
GITT with co e D and co
Hence. thew a t e points
E 8H is the centre of a ttiangle
1w at most 26. we mac assume that
uniformly,
coo fro in C1sThus. f,((cs) is defined. and. as !LI
latch)
fhis( c ) = g (c ) + o(1)
(39)
Is 0
Flom (31) we may choose a porn ft's On the 'mutably of CT,T (viewed
and hence
as a union of hexagons) so that, its (5 + lb we have ws
first (ms, c o) 0 Let :I's E C',.,1" lie a site of the inner houndm v of Coll in
whose hexagon tux lies, so (list (,ro. ws) < 6 Note that it c = P l . then
we may take rs to be e 3 The :Hausdoi II distance between the discrete
boundary arc A;(67) and the emit:imams air A i (Da) tends to zero
0 Thus. from (38).. lot 6 sufficiently small. the site lies on the
ate A3 of C1,7 (viewed as it 3-marked domain) and the point: ws on the
cottesporaling ate of the bow/du t y 30W of the union 0,7 of hexagons
Suppose that D:51 (.7. 3 ) holds Thcn time is an open path limn Al(0,7)
limn At (Gill ), and, in pal t Rada', sepal ating
to .'10(03l ) sepat ating
Such
a
path
must
moss the line segment: cows It follows that
horn ws
some site of
within distance (list(:,, ws) + 26 = o(1) of c 3 is joined
by au open path to snow site at distance at least a o(i) hum c3
this event has mobabilitv o(11), so
Lemma
=,i) = 111'(El i3 (c 3 )) = o(1)
Using (39). it follows that cia (:) =
Recall that 3! 3 is a lumndat V site of A 3 (0) within distance 6 of ms
Let Es be the event that some site in Baistfrc ?co+ t oc(zo) is joined by an
open path to A i (CI3- )U Aii,(CC) As above, LP(E3 ) = obi ) Let 0,15 be the
4-marked domain obtained front the 3-marked domain 03 l by taking to
as the 'Muth marled point Note that if c = so ,r 3 = el , then we
recover the original -I-marked domain
If E3 does not hold. then no open path horn A t (gli ) to A;1 (0) can
tome within distance 26 of the line segment /tows. Hence E,i(z:s) holds if
and only if Cfs has an open (dossing h om A [ (Cs ) = (0;C: ) to .13(6"3):
see figure 2-1
Conformal
230
ar lance - Mirwou's Theorem

rs-- A!,
Figure 24 A 3-marked discrete domain 61 1,1 with boundary ales A i , 1 < i < 3,
and the corresponding 4-marked domain 0,1j with boundary 8104 < i < 4,
obtained by marking a point ass on .4 3 . If no open path joins A I U An to the
line segment ,rozo, then an open path from .1 ' to A3 separates z,) from :At if
and only if it ends at a site of AC,
Hence,
P(Gs has an open classing limn A', to A'a ) = d(zs) + o(1) (-10)
Similarly. if E6 does not hold, then EA (As) holds if and only if C's has
an open crossing from ,41, to .4 ,',, so
has an open (flossing from A1, to A',1 ) =
(zs) + o(1)
Using Lemma 5. it follows that

fd (z6) + ffi (-7. 6) = o(1).
Appealing to (39) again. g 1 (z)+ 92 (z) = 1 follows, completing the proof

of the claim
As before,
+ fr3)/2 be a. cube root of unity
Claim 24. Let A he the equilateral triangle with vertices n i = no = w

and va = w2 . There is a unique tnide (2 1 ,62 , y 3 ) of continuous functions
and satisfying (36) and (37). MU theunore
on.D taking values in ( 0,
y i (z) = (:z(z)), where h i is the lineal function On A with // 1 (z) equal
to two-thirds of the distance from z to the ith side of A, and y is the
unique conformal map from D to A whose continuous extension to F
maps Pi to ye for 1 < i < 3
Proof Let (0', r?, q 3 ) be continuous functions on D satisfying (3(i) and
7 2 Smirh an's Theorem

(37), and set = t +0_,92
contour C in D we have
g =-
9 +
g2 + w 2
w293
g3
231
Then g is continuous on D. For any

91 +w2
gl (a2.1
g'= 0.
ice, by Morera's Theorem (see, e.g Bear don 11979, p 1661), the
g is analytic in D.
unction
f
On the b011./IdatY of D, condition (37) ensures that, fors E A i , the
value of g(z) is a convex combination of co 1+ r and44) 1+2 , i.e., that g maps
into the line segment ig 4. 1 e i+ 0 Since g is continuous, it follows that
g maps Pi into Furthermore, as z traces the boundary of D in the
anticlockwise direction, g(z) remains within DA and winds exactly mice
around this boundary As noted by Bettina (2005], it follows that g is a
conformal map from D to A Indeed, applying the argument principle
(see, e.g., Beardon (1979, p 1270, the equation g(2) = w has a unique
solution for each w E A, and no solution for w outside A Since g maps
the craps g and y are identical
Pi to
Arguing similarly, the function
+ g2 -1-:g3 is analytic in D. continuous
on the boundary, and takes the constant value 1 on the boundary Thus
g2 + ga is identically 1 This means that the real-valued functions
g' are determined by g: for example,
(201 g2 ga ) / 3 + (g 1 + 9 2 + ifs)/3 = 211.e(g)/3 + 1/3
As g
y, this shows that the triple (g I ,g 2 ,g3 ) is uniquely determined.
The triple given by g i (z) = hi(c,..-..:(z)) satisfies conditions (36) and (37),
so the claim follows
We now have all the pieces iu place to prove Sinn noy 's Theorem
Proof of Theorem 2 Let
P3, P4 ) be a 4-mmked Jordan
domain Let (.7:5- and G7 be defined as in Lemma 14, for all 0 < S < So,
7r(D4 ), since
where So > 0 is constant It suffices to show that Ps(C7)
the same argument shows that Ps(G,I)
ir(D4 ), and then .P,5(D4,T)
g (D.1 ) follows from (19).
Let f and g,is be defined as above, using the discrete domains 67
We claim that /4; o y, where h i and y are defined as in (Hahn 24
Suppose, for a contradiction, that this is not the case, i.e that there is
there are 1 < e < 3
an E. > 0 and a sequence (50 such that for each
and 2 E D with
^
(41)
Co Ilia ! Mal 1111 , 01 )(HUT S1011101 s Theorem
232
B y Claim 22. the functions g are unifounk eqificont Moons on the

compam set IT Since they ate also unifinink bounded the sequence
,,
, has )1 1111ilin ink COMV/ gent subsequence Li t Claims 23
and 2[1, this subsequence CO/Wetgem to (h i 0 y.11 2 0 ;. // 1 o y) contradicting (A )
The proof of Claim 23 slams that these are points c, [ n
with
Pr such that
f
,14
P,;(67 )
(cs)
o(1) =
o( 1)
1 ) = 11 2 (y:(P.1 ))
o( )
Indeed. the first equation is exact Iv (-10) For c oo- PI : as noted Mat\ e. the
domain Cr[:, appeal ing in (-10) is exact IN t he -1-m a nked domain 0:[[ in this
case As 11-' (y(1). 0) = 7(1 ) 1 ) by definition, t he proof is complete
Site poi colatimi on the tiiiiiiLmtm lattice is t he mils standard pc[ i colat ion model For g hick toilful/nal invariance is kiwi\ iv. tittle MC SOUR' 110/1standaid models to \\ inch either Sinn nov's Themem. or its pub! has
been adapted Indeed. Canria. Nelk111811 and SidthilVitillti [2002: 2004]
haVe ', 1 St ithiitiii0(1 t ith i lismal invariance
certain dependent site peu blat ion models nu the tiiaugular Lattice, obtained l, l imning a patIicnlur
deterministic cellular automaton horn an initial state given 11\ independmo site percolation The\ establish continual invarance by showing
t hat the dependent model is hi a cethriu sense a small per tin bat ion' of
t he independent ittoth . 1 and t hen apply ing
Themem
Chaves Lei 120061 defined a Lather unusual class of percolation
mids based on dependent bond percolation on t he I iangulal lattice.
mid muted the equiirdent of SmitnoCs theoreur t o t these models by
t I anslat ing Stint
Smituoc s pool to this context ft remains an blip)! ant
challenge to move conEumal invariance for am other standard model.
lo t example. lo t site or bond pet colation on the square lattice. or lot
Gilbert 's model or random \Mir : Hun percolation in the plane (see Chapter SI
lot
7.3 Critical exponents and Sell/ aminLoewner evolution

Thee is a widel y held belief t hat the behaviour of various
phenomena'. inducting critical percolation. should be chat arm/ ized by
certain èthical exponents" This opinion originated among theoretical
physicists hilt by WA\ mnuy mat hematicians hale been come t red Pot
percolation. these et itical exponents should (10 1 )0 1 1(1 on the dimension.
but nut on the details 01 the particular nrodel considered. T[his is a eels
7 3 C ritical exponents and Schramnistocuinel evolution
233
substantial topic in its own right; a detailed discussion is beyond the

scope of this book Hew. we shall briefly state the main rigorous results
for percolation: the existence and values of these critical exponents for
site percolation on the triangular lattice follow from Smitnov's Theorem and the work of ',alder. Schramm and Weiner. Our presentation is
based on that of Smirno y and Werner [2001]: we refer to the reader to
their paper for further details and full references
To describe the exponents associated to critical percolation we need a
few definitions. \Ve shall consider only site percol a tion on the triangular
lattice, although the definitions make sense in a much broader context
We write F1, 1, for the probability measure in Whiell each site of
the triangular lattice I' is open with probability p, and the states of
the sites are independent As before. we write Co for the open erratic;
of the origin, i the largest connected subgnaph of T containing (I. all
of whose sites are open Fin the critical exponents. we use standard
notation: see, e g Reston [1987c]
Recall that the percolation probability 0(p) is defined as
= fril i ,(C la is infinite)
= 1/2. while 0(p) > 0 if p > 1/2

and that 0(p) = 0 it p <
general set ting. the behaviour of 0(p) rrs p
It is believed that. ill a
that
i
tends to m hom above follmis a power
0(p) = (p
p()4*()(1)
p, limn above.
(42)
where ./.1 > (I is a constant that depends on the dimension but not the
details of the petcolat ion model
Tinning to the size of the open cluster Co when it is finite. as earlier,
we write V (p) = Ep (lCal) for the expected size of (number of sites in)
Co As k(p) = x for p > mr . it is rather mote informative to modify the
definition slightly.. and consider
\ f (P) = E a
so that
\ f (p) = A(p)
( lCallacokic)
tP,,(IC01
if p < pr Again, power-law behaviour is expected:
\ I ( p ),
as p pc,
(43)
where is a positive constant. and p

p, bran either side.
Fru theimme, at the critical probability. the tail of the distribution
23-1
Conformal hrouriunce Smintov'S Theorem
leol is expected to follow a power law:

(it < ro l < oc) = a-1/64-am as
11
as is the tail of the distribution of theradius 1-(C0):

(11. S
r(Co) < oc.) = n- 1 / 6 , +00) as
In the last definition, it makes no difference whether we measure the

radius r(Co) of Co in the graph-theoretic or the geometric sense, since
these two metrics are equivalent More precisely, we may take r (C0 ) to
be the maximum graph distance of a site at E C0 from 0, as before. (a we
may take r (Co) to he the maximum Euclidean distance of a site in
from the origin For site percolation on the triangular lattice, we have
0(pr ) = 0. so the condition roj C Do can be omitted in (bl) and (15)
The ear relation length describes the 'typical radius' of art open cluster:
writing for the Euclidean distance between rr E T C C and the origin,
lei
Co
1/2
5(M- -,01)),E7
1111 2 11',({0
rol < x})
It is conjectured that
= IP Pc1 -1 '
for
(-1G)
The reason for the term 'correlation length' is that ti(p) is expected to
be closely related to the probability that two sites at a given distance
1. arc in the same finite open cluster: roughly speaking, this probability
should decry exponentially with WE(p)
Finally, it is expected that, at the critical probability, we have
P P- ( 0 -
(I) = i41 2-d-11+"(1) as
(-IT)
where (/ is the dimension (so (I. = 2 for percolation on the triangular

lattice )
The constants (.3 7, 6, (b., v and ri defined above are called critical
exponents, provided they exist We have used standard notation for
these exponents (though 6, is also written as p); the !bun of (47).
example. shows that this notation is not the most natural for percolation.
In two dhnensions, it is not hard to deduce horn the Russo -SevinottrWelsh Theorem that it one of r l and 6, exists, then so does the other,
and
d-2-hq=216,
(48)
235
Y3 Critical exponents and .Schramm.-Loeumer evolution
' Aced, let x i , ,1], be two points at sonic (large) distance r II there is an
open path joining II and to, then each,r; must be joined by an open path
to the boundar v of the ball B, i3 Ur 0, say But with probability bounded
awa y from zero there arc open cycles in these two balls surrounding the
centres that ate joined to each other; relation (-IS) their follows using
Ian is's Lemma (Lemma 3 of Chapter 2).
Mester' [19871; 1987c] established highly non-trivial relationships bemen the various exponents for two-dimensional percolation. Firstly,
building on Iris work on the 'incipient infinite cluster (Kesten (19861),
exists), then so does 6',
he showed that if ti exists (or, equivalently. it
Fur
then/lore,
Ire
showed
that
if the exponents ri and
11
(5
1)
=
with
S exist, then so do the other exponents, and
Ij
In pa/
2 1/
6-I- 1 '
6 I
+ 1
sind "

for two-ditnensim al percolation the 'scaling relatio

+ 2,3 = 0(5
and
= ti(2
1/ ),
ns'
(J19)
hold, as do the '111 T elsealing relations.

dO, = +
and 2 q

S+
(50)
It. is believed that (-19) holds in all dimensions, and that (SO) holds fo r
d < 6: see Chimmett [1999] A yet y large number of papers have been
written about the ethical exponents associated to percolation aud the
relationships between them: see, for example, Rudd and Frisch [1970],
Wu [1978], Kesten [1981], Aizemnan and Newman [198-1], Durrett [1985],
Chayes and Chayes [1987], lasaki 11984 Mester and Zhang [1987],
IKesten [1987a: 1988] and Hammond [2005] Burgs, Ch ryes, Kestim and
Spencer [1999] proved the deep result that the hyperscaling relations
(50) hold as long as two assumptions are satisfied: 5, exists, and, at
p = N. the crossing probabilities for cuboids with fixed aspect ratios are
bounded away from I. (Their results are stated for bowl percolation
in Za , but proved in a more general setting.) The latter assumption is
expected to hold for cl 6
Bettuning to two dimensions, Selo anun [2000] studied a certain scaling limit of 'loop-erased random walks' in the plane, which we shall riot
define. He defined a family of random curves iu a domain in the plane,
whose distribution depends on a real parameter which he called the
stocli astic Locivrod evolution with parameter h, and denoted SLE.. The
230
Confirm& i mam iance 5'mirnotc.s Theorem
random cunt S L E is often known b y the name Schwalm Locione i con:

lotion. SatWI W I showed that if. as conjectured. the scaling limit of the
loop-erased random walk is confounall y invariant. then it roust be SLE),
Fun thermore. he showed that SLE6 is the only possible cordon wally in_
variant 'scaling limit: of el itical percolation on a lattice in a sense that
we shall not untke precise
Stith nov [2001a] proved that critical site percolation on T does indeed
have a scaling limit. and that this limit is conformalle invarinrut and thus
equal to SLEn Considering the face percolation on the hexagonal lattice
corresponding to site percolation on the triangular lattice. it liAlows
that. for p 1/2. the long-range behaviour (i.e . limiting helm ion ic as
the lattice spacing tends to zero) of interfaces between open and closed
(black and white) regions converges to SLE1
In a series of papers Lawler. Schramm r i nd \Ve t net [2001c: 2001d;
20026; 200221] studied the behaviour of SLE: ire particular. the y deter
ironed Nal cl it ical exponents' associated to SLEi ; Combining these
results whin those of Slid/ /10V [200!a]. SLIM mixt and \Vet nett [2001] established the existence and values of the various critical exponents fin sit e
percolation on T
Theorem 25. Poi site parrolation on the biangulat lattice the critical
opponents 3. -; ti and q di/toed implicitly by(42). (-13). (.16) and (.17)
and
flu' inners
5
-13
15;
5
and= TT-
These values for the critical exponents coincide with the predictions
of theoretical physicists: see Kesten (1987c]. Sion 110V and \Victim' [20011
and the references therein As noted above. 6, = 1112 = 5/48 follows
relatively easily, and d = 91/5 161 IOWS ftun a the results of [(estctu [1984
The proof of Theorem 25 is based on crossings of annuli lb sa y a
few words about this proof. denote tu ALt the event that in the site
percolation on r restricted to the disc /3 R (0), there are (at least)
distinct open clusters each of which connects a site in B, (0) to a site
near the boundary of B E (0) For fixed i. the asymptotic behaviour
of P IT:, (A; ??) does not depend on as long as n is large enough for
tins probability to be positive \\:n it ing A llt for rr, ??. say, S i nn no\ and
\\hiller noted that. b y the results of Kesten 119874 Theorem 2,5 fellows
horn the tur, relations

P1 / 2 ( A IR) =
(51)
.1
ideal cdpoilelds and Schramm doewnci cuolution
237
wd
(52)
P l/ q (-1 ;?) = R-5/
exists and takes

Clearl y . the [list of these total ions states siniph that,
the value 5/iIS
Lawler, Schlanun and \ Vet net (20021)] showed that relation (51) Eelhaws flow SItlit 410V ' S COltrOl inal 'mini lance tesults and then results on
SLE6 Smiinov and Wei net (20011 then punted (52) and thus 'Theoem 25
In fact_ Smir uov and \Venni' moved a none genital statement about
ct ossings of the tumulus A); 1?) emitted tit the origin. with inner and
ante! tadii / and R respectively As helmet we think of open Paths
as black and closed paths as white Given a sequence c = (c;)1=! E
,If
of colones. let H,( 1 , I?) he the event that A(t. I?) contains j

vertex-disjoint monochr intuit ic paths P i whew P1 has cutout et,
each 1); starts at a site of .4(7 1?) adjacent to the inside of the annulus
ar id ends tit a site adjacent to the outside. and the initial sites c i al the
c((,
, v 1 around the cliche of tachus
P1 appeal in the cyclic oi del
(As the paths do not (loss.. then final vertices apnea/ in the sane cyclic
order al ound the outer tit cle ) Let Ge (1. I?) he the emus corr esponding
to 1-1(1 17). hut defined in the hull'-annulus
=
E C : t
<
< R lite(z) >
It is not haul to sett that. For crit ical site percolation on It the probabilit y of the event C,(1 .1?) does not depend on the terms of the sequence
c, only on its length Indeed.. the woof of Lemma 5 allows us to deli ie a
I?) From the inner tilde
'lowest' (clockwise-most) open missing of e."(;.1?)
to the ante! citele. 'whi t /revel such a crossing exists Having Found such
a classing. Pi , we may then look lot a lowest open at closed crossing
above PI in the same wa y. The lowest classing P i may be found without examining the states of sites above Pi . so when we look fin the next
clossing, the inobabilitv of success does not depend on whetIon it is tin
open cat a closed crossing that we seek It follows sin/HaiIv that
ûs(C',(; R)) =
R)
lot sonic (ti (t, lit ) that depends on the length of c but not the actual
sequence Sinn ion and Wet nei (2(101 showed that. , it j > 1 is fixed and
d is huge enough. then
(1 ) (t .1?), 1?
(53)
238
Conic)! Mal inner iance
Theolvin
on 's
x This exponent JO + 1)/6 is known as the j-arnt exponez

in the half-plane
as R
Returning to the full annulus, one can show (see Aizenman, Duplantit
(fIc ( t, R)) is independent of the colours
and Allat011y 119991) that P i r,
in the sequence c, provided C contains at least one B and at least One
H' This is related to Lemma 6 above: if the sequence contains two
terrns of opposite colours, then it contains two consecutive terrns, and
one can start by searching for an Innermost' pair of paths of opposite
colours Then, working outwards, each remaining path may be found as
the lowest crossing of a certain region, and the probability of finding the
next path does not depend on the colour
\VI iting bj (t, H.) for P i/2 (He (t,R)), wirer e c is airy sequence of length j
containing at least one B and at least one H', Snriu nov and Werner [2001]
showed that if ) > 2 is fixed and r is large enough, then
Di (r,B)
RH12- 0/12+00)
(54)
as R ce This exponent (12 1)/12 is tire (inallichromati i) 'harm

exponent in the plane The values of these exponents, and of the halfplane exponents, were pr edicted correctly by ph y sicists: see, for example,
Salem and Duplantior [1981], Aizennum, Duplantier and Akaror/y[4999]
and the references therein.
If one is careful with the exact definitions at the boundary (rather
than glossing over them as we do here in our brief description of the
results), then the events .4 /;:i? and fle(r,R) coincide, where c is the
alternating sequence of length 2k: the k black paths correspond to the
k open clusters joining the inner and outer circles of A(r,/?), and tire
white paths witness the fact that: these clusters are disjoint. Hence, the
case
4 of (54) is exactly (52)
\\T ifton': going into the details, we shall sty a few words about the
proofs of (53) and (54), and hence of Theorem 25 As noted ear lie, t he
key elements are the result of SMitlIOV12001a1 that the (suitably defined)
scaling limit of an interface in critical site percolation on T exists and is
equal to SLEG , and the results of Lawler, Schramm and Werner on the
behaviour of SLE6 Putting these ingredients together, one can show
that
a d ( i . R)
(R 11)--.1(i+1)/ti+o(I)
(55)
as R, r x with .1711 fixed. (In fact, to obtain (55), one first needs an 'a
priori' bound of the Ram a 3 (1 R) = 0(17- I I ) as R cc, for constants
I
and > 0; see Smirnov and \Verner 120011 and the references therein )
7 3 Critical exponents and Seltrantra-Locumei evolution
239
To obtain (53), one also needs 'approximate multiplicativity' that, for

< 1 < 13,
(1,1(1 1, 1 -2) 65(T2, 1 3)
e(a10r,13));
see Kesten [1987c] and Kesten, SidO/aViellIS and Zliang [1998] When
Considering paths of the same colour, this relation is fairly easy to derive
front the Russo-Seyrnom-Welsh Theorem Fortunately, for half-annuli,
One can assume that all paths have the same colour: The corresponding
relation for hi is much harder; see SatittION" and Werner [2001]
Finally, let us note that, in the annulus, the restriction that not all
paths be the same colour really does seem to matter It is likely that
1Pr/2(lf,(7,R))
a, cc with t and j fixed, where c is a sequence of length j with =
.13 for every i However, these 'monochromatic' exponents 7; are very
likely different horn the multichromatic exponents (j2 - 1)/12 above
" rm. ticulm, Grassberger [1999] reported numerical evidence that =
0.3568 0.0008. The numerical value, or even the existence, of -;; for
j > 2 is not known, although Lawler, Schramm and Werner [20026]
showed that 7,, exists and is equal to the maximum eigenvalue of a
certain differential operator
Critical percolation is not the only discrete object known to have a
cargo, mally invariant scaling limit described by SLE: Lawler, SCl/181M/1
and Werner [2004] have shown that one may define certain natural scaling limits of loop-erased random walks in the plane and of uniformly
chosen spanning trees in a planar lattice; these are related to SLE2 and
to SLE8 , respectively.
The brief remarks hr this section hardly scratch the surface of the
the theory that has grown out of conformal invariance and the study of
SLE For a selection of related results see, for example, Schramm 120014
Lawler Schramm and Werner [2001a; 2001b; 2002a; 2002c; 2003], Kleban
and Zagier [2003], Beflara [2004], Dubedat [2004], Than [2001], Morrow
and Zhang [2005], and Rohde and Schramm [2005], Informative surv eys
of the field have been written by Schramm ' [2001b], Lawler [2001; 2005],
Werner [2004; 2005], Kager and Nienhuis [2004] and Canty [2005].
8
Continliuni percolation
Shortly after Broadbent and Hanttnetsley slatted percolation theory rind

Eras and Bnyi 11960; 1961a1, together with Gilbert 119591, founded,
the theory of random graphs. Gilbert. 119611 started a closely related
area that is now known as continuum percolation The basic objects of
study are IV/1(101U g cometric graphs, both finite and infinite Such graphs
model, for example a network of transceivers scattered at random in the
plane or a planar domain, each of which can communicate with those,
others within a fixed distance
Although this field has attracted considerably less attention than percolation theory, its Minot tante is undeniable: in this single chapter, we
cannot. do justice to these topics. Indeed, this area has been treated
in hundreds of impels and several monographs, including Hall [1988]
on coverage processes Monts 1199-11 on random Vorolmi tessellations,
{tester and ROY [1996] on continuum percolation, and Penrose 120031
on 1. rtmlotn geometric graphs These topics are also touched upon in
the books by Mathison [1975]. Santal6 119701, Stoyan, Kendall and
Mecke 11987: 19951. And kutzutnian [1990] and Molchano y [2005]
In the first section we present the most basic model of continuum
percolation, the Gilbert disc model or Boolean model, and give sonic
fundamental results on it, including bounds on the critical area In the
second section we take a brief look at finite random geometric graphs,
with emphasis on their connectedness The most important part of the
chapter is the third section, in which we shall sketch a proof of the
analogue of the Hatiis Kesten result for continuum percolation: the
critical probability for random Volonoi percolation in the plane is 1/2.
lyre shall frequently circuit/1ns sequences of events (A) with E(.4)
as n :xy, using standard shorthand, we say that A holds why or
with high probability in this case. As usual, an event holds almost snafu,
or as . if it has mobabilibt
The Gilbert disc model
2-11
8.1 The Gilbert disc model

for r > 0. the yerfes set of the standmd Gilbert diNC model, or the
Boolean model. G,, is a set of points distributed 'uniformly' in the plane,
with density 1 To obtain G,, join two points by an edge if the distance
between them is at most i The trouble with this 'definition' is that it
is not clear how we can choose points unifinntly, with a certain density
n fact, it is easy to turn this hopelessly loose idea into a definition
of a Poisson process in the plane, the 'proper' way of selecting points
uniformly
Let A be a positive real number.. and let PA C
be a random countably infinite set of points in the plane Let us write bi A (U) fin the
number of points of PA in a bounded Bore! set U: note that i t A (U) is a
random variable \Nje call PA a homogeneous Poisson process of intensity
(density) A it the following two conditions hold
(i) If U,.
..U are pair wise disjoint bounded Borel sets, then the
random variables p A (Ujj ),
pA(U) are independent;
(ii) For every bounded Borel set U, the random variable / A (U) is a
Poisson random variable with mean AlUi, where IUD is the standard (Lebesgne) measure of U
It is easily seen that there is at most one random point process (a
random countably infinite subset of the plane) satisfying these conditions; in fact, as pointed out In finyi in the 1050s, condition (ii) alone
defines the Poisson process P A In the other direction it is not hard to
show that !hele is a point process satisfying conditions (i) and (ii): for
example, one can use the following concrete construction
For A > 0. let {Ne i :
j) E 2'} be independent Poisson random
variables, each with mean A Thus,
for k =
(I, )) E
0. 1
Let
P ( X i ,i = h ) = (CA\k
/,!
be the unit square with bottom left vertex
Q;; = {(i.!/): I ti .< i
1. j < y < p 1
every
j) E E.2 , select Nu points independently and unifinudy
from
then the union of all these sets has proper ties (i) and (ii), so
we may take this as the definition of PA
Although we shall not study it here, let us remar k in passing that a
Poisson process P f of intensit y satisfies (i) and (ii), except that the
2-12
Continuum prErrolation
is a lion-negative _el:
mean of j(U) is given by 11 , /, where
integrable function
RenitIllilg to Pa, note that if Z is a Bore! set of measure 0, then the
probability that PA lets any point in Z is 0; hence, in what follows, we
shall assume (lint PA fl Z = th lot all measure 0 sets Z that we consider.
For example, we shall assume that no point of P A is on a given (fixed)
polygon; a little wore generally, given a plane lattice, every point of PA
will be assumed to be an interior point of a face
For A > (1 and 7' > 0, let a, a be tine random geometric graph whose
vertex set is P. with an edge joining two points of Pa if they are at
distance at most 1; see Figure I We call C, A the Chlber t model with
parameter s r and A, of the Boolean inadel with parameter 5 r and A. With
this notation, the standard Gilbert (or Boolean) model is C. = C
Figure I. Pail of Hie graph C a (dots and lines) Two vertices ale joined
they are within distance i e , if each lies in the shaded circle centred on the
other
The model GC , A has numerous variants and extensions First, let
us rescale by writing H, ,A for C.), A. This resealing is not entirely
pointless, since it allows us to define a random subset of R2 in a natural
way, by writing D = .D, ,A (P A ) for the union of the discs of radius 7'
about the points of Pa; see Figure 2 Note that the probability that
there are two points of out Poisson process at distance exactly r is (l,
so it makes no difference whether we take open discs or closed discs
There is a. one-to-one cot respondence between the compor ter its of C2,. a =
(1,,, ',CPA ) and those of D, A = D, a(PA ); in particular, as P A has (a s )
8.1 The Gilbert disc model
243
Figure 2 Pail of the jit atilt G2, A (dots and lines) The shaded region is D,. A.
of (.32,. A toe adjacent if and only if the conesponding shaded
discs meet
Two VW tices
no accumulation points, Go t A has an infinite component: if and only it

1),. A C R2 has an unbounded component Note that although D, A is
veto close to H, A. the two models are not isornol pine, since the disc
of radius I about a point may be covered by other discs making up
D A The advantage of consider ing rather than Go, A is that the
complement: of .D, A, the 'empty (or vacant) space' 1:3, ,A = 1R 2 D, A not
coveted by the discs, is just as interesting as the original set D,.A
particular, we can study the the component: structure Of E A as well:
we can look for an unbounded vacant component, i e , an unbounded
component of E,,A
We may define variants of the graphs (1, ,A and 11, A, and sets D, ,A and
E, A, by replacing the circular disc by an arbitrary centrally symmetric
subset of R2 . Thus, given au open symmetric set A C R 2 for 11 C p2
we write G A (11 7 ) for the graph with vertex set 11 1 hi which two vertices
x and y ate joined if xy E A. Equivalently, for x E R2 , set Br B+x,
where B = and join two points x and y of IV if 13, n B = Again,
the union jrciv B reflects the structure of G .4 (11') If A is the disc
of radius r, then we may write G, for GA (IF) In two of the most
natural variants A is taken to be a square and an annulus Of course,
the model also generalizes to d dimensions in a natural way.
Taking for W the point set of a homogeneous Poisson process PA of
intensity A, and letting A be the disc of radius r centred at the origin,
we see that G A (PA ) = G, ,y More genet ally, in G A (1r) both A and 11/
211
Continuum percalat iaaa
may be chosen to lm random: one of t he simplest cases is when we assign

independent identicall y dish United non-negative random variables r(x):
to the points .c of a homogeneous Poisson process 'P A , and take the unit
of the discs 13,x)(3.), E PA
Clearly. all the models above extend trivially to higher dimensions
There me many other 'natur al ways to define random geometric graphs,
some of which we shall mention' in Section' 2
If we condition on a particular point c: E 112 being in PA , then the
degree of c in G, ,A has a Poisson distribution with mean riT 2 A lit rad
the sir tutu e of G, ,A depends on the parameters 1 and A only through
the expected degree: for Aurg A t 11): , the graphs A and C A, have
the same dish ibution as abstract ,midair' graphs Thus, when studying
fin exannile, the various critical phenonwna concerning these giaphs,
are free r1) change either / on A, provided we keep a = / 2 A COnSrallr In
view of t his, ice shall \\ /ite (7(a) fu, any of the random graphs C, A with::
o = -at 2 A, the canonical neptesentative being C, we call a the degree
of 0, A The quantih a is also known as the connection arca. OF ShIlply,
area: G, is ((ethicl bi joining each point x E P, to all othei points of
P, in a disc with area
hi an obvious sense. the random graph CI, A models an infinite corn
mimic:at:ion ! Rawer k in which two transceivers can cornmunicate if their',
distance is at most 1
As in the discrete case (when studying percolation On lattices or
hit (ice-like infinite graphs), we sa y that (.7, A percolates if it has an infinite component N'Ve unite 0(t A) = 0(a) for the probability that the
component of t he or igin is infinite To intake sense of this definition_ we
shall condition C, ,\ on the or igin being one of the points; equivalently,
we shall assume that the origin is in 'P A This assumption does not
change the distribution of the remaining points of C, A
The first question concur Mug I his ; continuum percolation' is when the
'percolation mobabiliti s 0(t, A) = 0(a) is strictl y ppositive. It is trivial.
that 0(a) = 0 if a is sufficientl y small and 0(a) 1 as a Since
0(a) is monotone ha:teasing, there is a critical degree or ci Meal area a,:
if a < 0, then the probability t hat C7(a) maculates is 0, and if a > at
then this probability is strictl y positive Also, as inn the discrete case.
Kohnogolo y 's 0-1 law (Theorem I of Chapter 2) implies that if a < 0
then every component of G(a) is finite a s and if a > a, then C.;(0) has
an infinite component a s Note that I he critical degree a t cot responds
For percolation As we shall see later in
to the critical probability
Theorem 3, the natural analogue an of :/ci is equal to a,.
S I The Gitlie,t disc model
245
Our main aim in the test of this section is to give hounds on the n itica t degree a c . An easy way of bounding a, is by e0111pat ing C, A to a
discrete percolation model with good bounds on its critical probability
Perhaps the most natural model in the face immolation On the hexagonal
lattice in which each face is open with the Sallie probability indeipen(entry of the states of the other faces, and closed odic' wise; two faces ate
iwighbouts if they share au edge (As every vertex has degree 3, someshat misleadingly, this is equivalent to sliming a vertex ) This amdel
is t ome usually desetibed as site petcolation on the triangular lattice
Theorem 8 of Chapter 5 tells us that if p < 1/2. then a s there is no
face petcolation, and if p > 1/2, then a s we have face percolation
To obtain a face percolation model F l om PA. let A be a hexagonal
lice, with each face a regular hexagon of side-length s. Define a
face percolation model on A b y setting a face to be open if it contains
i t least one point of PA. and closed ()diet wise. so each face is closed
with limitabilit y c -AA and open with probability t - C AA , \viten, A =
3452 /2 is the area of a hexagonal face (see Figure 3) Front Theorem 8
010
Figure 3 Comparison between Gilberts model and face percolation on the
hexagonal lattice, i e site pwcolation on the hi:log[11w lattice: a hexagon is
shaded if it contains one or more points of the Poisson process The co p esponding site in the triangular lattice is then taken to be open If the hexagons
have side-length s. then AB = 2 ,/s. so AC =
of Chaplet 5, if 1 - c -A1 < 1/2 then we do tot have face pet col ion,
and if 1 - c -AA > 1/2 then we do
All that remains is to thaw the appropriate conclusions alma the
disc model G, A Note that any two points in neighbouring faces ate
at distance at most ((2A 2 1 2 ) i/2 s
s /171, and any two paints
iu non-neighbouting faces are at distance at least H Consequently, if
246
1 e- A1 < 1/2 and r < s then we do not have percolation in C,,A,

and if 1 c- AA > 1/2 and r > sVT
.3 then we do, Taking A = 1 and
substituting A = (3/:73/2) 5 2 , we find that if (3 41/2)s 2 > log 2 then
a > 7r5 2 , and if (342)52 < log' 2 then a c < 137,s2 , i c ,

log 2
Mil-1o'c, 9< a, <
34
34
We have given these inequalities to show what one can read out of the
approximation of a Poisson process by face percolation on the hexagonal
lattice, although the lower bound above is worse than the trivial boon
1 implied by the simplest branching process argument. On the other
hand. the t i pper bound, given by Gilbert [1961] under the assumption
(unproved at the time, but proved now) that the critical probability for
site per colation on the triangular lattice was 1/2, has not been improved
much in over four decades The slightly better upper bound in the
theorem below is due to Hall [1985b], while the lower bound is the bound
from the seminal paper of Gilbert [1961]. (In fact, the numerical value
for the formula given there was 1 75. !)
Theorem 1. Let a be the critical degree (area) Pi the (tither (Boolean
,lice model G,. Then
671
271-
612
< (lc < 10 588
Proof Let us start with the lower bound. Let Co he the vet tex set of
the component of the origin in G, = G, , r, briefly, the component of the::
or igin We shall use a very simple process to find the points in Co one
by one, but in order to achieve a concise formulation of this pr ocess, we
describe it in a rasher formal way.
We shall constr uct, a sequence of pairs of disjoint (finite) sets of points
of the plane, (Do, Lo),(D 1 ,
say The points in D, are the points
of the component Co that ale dead at time t: they belong to the component Co, and so do all their neighbours; the points in L 1 are hue at
time t: they belong to Co, but we have made no attempt to find their
neighbours. To star t t he sequence, we set Do = 0 and Lo = {X 0 }, where
X 0 = 0 is the origin Next, let No be the set of neighbours of Ko, and
set Dr = {X 0 } and L i = No Having found (D,, L i ), if L, = 0 then
we terminate the sequence; otherwise, we pick a point K, horn L I , and
define Dt+. = Dt U{Xt } = {X 0 ., X,
} and L 1+1 =
u L,\ {NJ,
where Nt is tire set of neighbours of Kt that are not neighbours of any of
8 1 The Gi(bell (list model
247
is locally finite (no disc of radius l' contains

the points in D, Since
infinitel y many points of P i ), the sets D, and L, al e disjoint finite sets
By construction.
fun then mole, if
=0 then Ca =
U
C
Since
\
I.V
0 1
At
CU
Ar
i=0
laVe
ID / I =
t1<
(1)
Let 1 7, be the disc of /minis I with centre X t , and set U, = (1,0

Conditioning on the points Xo.
.X1 . we find that IN / l is a Poisson,
andom vat iable with wean II ./ \U,_ 1 1 Since the centre K t of I", is in, a
disc V,. s < t I. Figure -I tells us that
Figure 4 Two (lists V, and I; of radius r with effi g ies A. and Xf, such that.
E
The (nett of Pr \ V1 (shaded) is maximized if dist (X. X t ) ttct I, as
shown In this ease the area is ft = (if + 4-1+t 2
Now. to bound let Zo. Zi. be independent Poisson random
variables. with E(2 0 ) = a7 2 , the men of the disc Dr,, and E(Zi ) = b fur
i> 1 Then inequality (1) implies that
POCol > <
i k\i=0
II 6 <
it follows easif\ that 1
il l ^
IC
as A
i .
9-18
Cortiirtir II III Ile IrOla 1011
Since r
= 71 - <
we have b <
= 2if + 3 \ /73
the ni tnat area is indeed at least as huge as claimed
Pot time upper bound on a u , Flail (19851,1 tweaked Ciilbe i Ls argument

r km2
that gave die trivial hound 't' 3,111
19 89 by replacing the cells of a
hexagonal tessellation be 'rounded hexagons' To give the details of this
argument, consider the lattice of hexagons, each with side-length I For
each hexagon H, let H' be the rounded hexagon in 11, the int ersection
of the six discs with centres at t lie mid-points of the sides and touching
the opposite sides. 05 iu Figure 5 By coast/ uct ion, each of these discs
Pigmy 5. The shaded part of each hexagon is the legion within distance
the midpoints of all ti sides The labels correspond to those in Figure
I of
has marlins 15. so am two points of two neighbouring rounded hexagons

ale at distance at most 2 N/if Hence. if the probability that a 'minded
hexagon contains at least one point of the Poisson process PA is greater
than 1j2 then. appealing to Themeni 8 of Chapter 5 as berme, we find
that ary/ii.A Petcolates with strictly positive plot/ability therefore, if
the area of a rounded hexagon is a then C .A" < 1/2 implies that a, <
1.27A Hence.
97 log 2
<
Finall y . the men a 01 a rounded hexagon H' can be mead out of

Figure 0 First the area of the sector ACD is 3c/2 To calculate
lip . note that sinyi, = r. }ir; sin(57/(i) =
so cos; = /15/4
Also.
S / The Glebe') disc inodd
249
Figure
The points A and C' are midpoints of two opposite sides of a hexagon
II; 0 is the centre of H and 131' is half of a side. Thus, A0 = 01' = V3/2.
013 =
BC = 1/2 and LCOB = 7/6 The shaded region is part of a circle
wit It centre A, so AD = We write y for LIDO and r5 for so
that ,42, + = 7/6. The shaded domain DOC' is one twelfth or the area of a
rounded hexagon II'
sin 12
4'5T \ir") --- I). while t1'=

sin ) = --)f)Fin t lumina e.
sin c
OD =
sin(57/6)
II
esio( ) = 0 2709
AD (1-7)
and so the area of the triangle .40D is

(Bc,
The mea a of
OD) = 31.-'3(15). 1)
OD /I
' is twelve times the area of DOC'. so

13\41.(Ji
:32
so that u = 2 -167
3r--1 tncsin(
and a r. < ID 588
91:3( \/-7) 1
8
. as claimed.
The simplest form of the branching process a/glutton' above implies

that if .1 is any bounded open svnunettic set in 1P1( 1 . then the critical
degree fin C T (PA ) is at least i
IGdI [1985b] improved
s lower bound as well: this inunoventent
involves a more substantial modification of Cilbez argument than the
tweaking of the upper bound p l esented above. Indeed to obtain his
improvement.. Flail compares disc percolation ' to a multi t y pe 'munching
ocess, with the 't y pe' of a child defined as its distance hour the father.
Them em 2. The radical degree for the Gilbeil (Boolean) iliac model is
()realer than 2.181.
259
ermithumn percolation
There has been much numerical work on the critical degree For the
Boolean model, and on its square yin iant Simulation methods have been
used For the disc by Roberts [1964 Don't) [1972], Pike and. Seager [1971],
Seager and Pike [1.971], Flenrlin [1976], Haan and Zwanzig [1977], GawL:
inski and Stanley [1981], Rosso [1989], Lorenz, Otgzali and Heuer [1993],
Quinlan:ilia. and Torquato [19991, and Quintanilla, Torquato and Ziff
[2000], among others, and fort the square by Dubson and Garland [1985];
Aron, Drmy and Balbog [1990], Garboczi, Thorpe, DeVries and Dm.,
[1994 and Baker, Paul, Sreenivasan and Stanley [2002] (Not suupr is
night., several of the bounds obtained happen to contradict each other )
For the critical degree of disc percolation, Quintanilla, Torquato and
Ziff [20001 gave lower and upper bounds of 1 51218 and 4.51228; for
square percolation, Baker, Paul, Sreenivasan and Stanley [2002] suggested 1 388 and 4..396
In studying the critical degrees in these two models, Baliste" , Bollobris
and Walters [ 2 005] gave rigorous reductions of the problems to complicated mune] ice! integrals, 1\ hich they calculated by Monte Cat lo methods Indeed, their method was the basis of the discussion of rigorous 99%
confidence intervals For site and bowl percolation critical probabilities in
Chapter 6 The basic idea is to use results about k-independent per colaHon to prove that a certain bound On holds, as long as a certain event
E defined in ter ins of the restriction of 0, to a finite l egion has at least
some probability Thi (For example, they consider the event E that the
largest components of the subgraphs of (7, induced by the squares [0, ((2
and [1 . 2/1 x [0. L] are part of a single component: in the subgraph induced
by 10,2(1x (0, t] Considering events isomorphic to E, there is a natural
way to define a Lindependent bond percolation measure on Z 2 such that
ever V bond is open with probability P(E). Another possible choice ha
E is described in Chapter 6 ) Unica tunately, one cannot evaluate P(E)
exactly: however, there are Monte Car lo methods for evaluating P(E)
that conic with rigorous bounds on the probability of errors of certain
magnitudes; see Chapter 6 for more details of the basic method Using
this technique. Balister, Ballobris and Walters [2005] proved that. with
confidence 99 99%, the cr itical degree for the disc percolation is between
4.508 and 4 515 and that fin the square percolation' is between 4.392
and 4 398
The results and methods we discussed in ear lier chapters for discrete
percolation models are easil y applied to the Gilbert Boolean disc model
to 'rime the Ind( 11/01 letiti of the infinite open cluster above the critical
9_5
251
8 I The Gilbw t disc Model
degree a c. and exponential decay below a, We start with a a result of

Roy [1990] giving exponential decay below a. which implies the analogue
of pH pr for Gilbert's model This result holds in any dimension; lot
notational simplicity we state and prove it only for dimension two
Theorem 3. Let 7c. f 2 A = a < a c . where a is the critical degree for
the Gilhevl model, and let ro (ar A H denote the Immix, of points in the
component of the origin in G,
Then
P0C0 (G, A )] >
<
where c > 0 does not depend on n In pal ticular a
ur= thr
{71/ 2 A : IrtaCo(G,
L. where
A lp = Do}
Proof 'The result is more or less immediate from klenshikov's Theotent
(see Theorems 7 and 9 of Chapter 4), using the natural approximation

of continuum percolation by discrete percolation Roughly speaking, we
shift the points of the Poisson process PA slightly. by ;rounding their
coordinates to multiples of a small constant S If the shifted points
are at distance at most r - then the original points must have
been connected in C, A On the other hand, if the shifted points are at
distance more than r + 20.6. then the original points cannot have been
connected in C, A
Let us fill in the details of the argument. Pick A i > A and rr >
so that a <
< o r , and 6 > 0 such that r + 2015 < r I Let
6722 = (62.7) 2 lie the square lattice with laces
Fit = {(,c, y): IS < < (i
< y <(J+ 1)6}.
Let A(6,./ j ) be the graph whose veil are the faces Flci , in winch two
faces are joined if the maximum distance between two points of their
union is at most r i We couple G,, A, with independent site percolation
on A(S. L I ) in the obvious way: declare a site F15:, of AO, to be open
if and only if it contains at least one point of 'P A , Note that the states
of the sites (i e laces) are independent, and that each is open with
probability pr = 1 - c-Ala
Suppose that there is an infinite open cluster in A(6,1 j ). If :r and y
ate adjacent open sites of AR I I ). then there is at least one point of PA,
in the faces of ,5& corresponding to A and g. and any two such points
are joined in CI, , ,A , . Hence. G,, A, has an unbounded open cluster But
or < a. so this event has probability zeta Thus, p i < pli(A.(6.11))..
9'0
Continuum pettolalion
The gul l) ) ) A O I I I satisfies the conditions of Menshikov's Theorem,

Theorem i of Chapter (As usual we tepid A(6.1 1 ) as an oriented
graph In replacing each edge by two oppositel y oriented edges ) Set
p = 1 - e- A<C2 p i If each site of A(6, 1 i ) is now taken to be open
\lit II wok/tinily p, independentl y of the other sites, then by Theotems 7
rind 9 of Chapter 1. we have exponential deca y of the tartlet of sites in
the open cluster of the (night in A(S. r r)
net uming to Gilberts model, this time we take a lace of 6: 2 to be
open if it contains at least one point of PA. so the faces me open hidependently with probabilit y p Vie condition on the (night l y ing in PA
If two points ()I P A ate \\ ithin distance I then am two points of the
6 < !I so the fates are
couespondin faces ale within distance + 2
joined iu AO./ Thus lot every vertex of C r A in the component Co
of the might, the co/responding face is in C(,, the open clustet of the
(night in AO, II) Given the unwire/ of points of PA in each lace of
el, has a Poisson distribution conditioned on being at least I An easy
calculation shows that the total number of points in such laces is very
unlikely to be much beget than IC11. and the result follows
irleester and R i o i19911 purred uniqueness lot both the occupied and
vacant clusters. Again, this result holds in any dill/C11:60/1
Theorem 4. In Ihr Gilbert model G, A n s There iv at most one
compor t ( rd. and ol row,/ WIC 11111101111(led component o f E, A
Unlike Theorems 3. this does not follow easilr limn the co/les/Raiding
discrete results: the Brent that them is at most one unbounded (occupied
there is no
01 vacant) cluster is 'within increasing not decreasing .
stotight fo t w i nd wa\ to bound its probabilit y b \ that ( )I an event iu a
disown. , app t oximation to ()illicit 's model However. the Button Keane
proof of the Aizenman ICesten Newman uniqueness result lot lattices
(Themen t 1 of Chilling 5) can easilr be adapted to Gilbett's model
(hice we know d i nt (with probability I) G, A has a unique infinite
component-. it is reasonable to expect that inside a -big box' them is
onl y one -big component. Pen t ose and Pisztoi a [1990] showed drat the
heuristics. if moped r stated, ate indeed tine. but they hare to work
rather Laud to more 1110111
Ot Ile/ results tot percolation on lattices have analogues lot cuminmn pe t ( M i tt km Fro example, Alexander 0996] proved an rutalogne
(111? Russo SCVIIRMI SVelsh liniment for occupied eh/stets in G, A.
8I 7Ite Gillett disc model 253

e
101
13, A
N.
C(
tesponding result lot vacant clusters was plover( by
Bo y [1990]
Even in the plane. t he 011)00 model has 1111111(1 otts
tur d extelisions
Em example. instead if a dim... We way use a convex domain IC C R2 to
define a random set
ti
D a . = U(
IC )
i=
whew PA
} is a Poisson process of intensity A in the plane
This process percolates if D k. A has an unbounded component Note that
K is not assumed to be s we genet alize the I/11(1 etat ion of
the Gilbet t model shown in Figure 2 The co t tesponding giaph is exact Iv
G A (P A ) as defined eat lief wit h A =I( k In pm ticulal. fhe expected
degree of a vet tex is A times the m e t' of IC IC \
(IC rot
the critical intensity of this percolation process. lonasson [2001] proved
the beautiful result that, among convex (10111/1illti IC of area A, (K )
is minimal fin a triangle Ro y and Tairenuna [20021 showed that an
analogous result holds in higher dimensions, with a simplex replacing
the triangle
To conclude this section Nye note that thew turf natural models with
critical degrees close to the minimum First, as shown by Pent ose
the finical degree for long purge pe t colat kW " ill Z2 (ot J') tends to 1
as the 'range' tends to infinity (See I3ollobas and Kohayakawa [1995]
for a combinatorial pool.) 'Molesurprisingly. let A :
the annulus
with twin 1 and I + e (anti so area rr(2s.
E 2 )); then the critical degree
for (Py ) tends to 1 as E 0. This was proved. independently by
Flanceschetti, Booth. Cook. Aleeste/ and Duck [2005]. and I3alistet.
Bollobtis and NValters (2001) In the lattei. Impel. it was shown that the
of tesponding asset t ion for 'squaw annuli' is false: let S, be t he squa t e
annulus with the buret square having side-length 1, and t he outer 1
0 < E < 1. say 'Then the critical degree for Cs_ ('PA ) is at least c > 1.
with c independent of E
Tinning to hall pc/potation in higher dimensions (corresponding
the Boolean disc model in dimension two), let (14(!ì) be the critical degree
(volume) in E a , so that
= (4.2) Peru ose 1[996] showed that HY)
d (pc., Batiste/.. Bollobris and N Yakut s (20011 proved a general result
about models with ethical degrees tending to I t he minimum possible
value: t his implies tiiyiallv the results fin annuli and high-dimensional
balls
254
Ilathet than asking fin an unbounded component, one may ask Mr

all el almost all of out space to be coveted by a collection of random
sets Usually, the random sets a t e not translates of the same set, but
are chosen with a certain probabilit y distribution For example, we may
take independent identically distributed compact sets K I ,16, in Rd
and take the random set
E U(,r1 NJ,
in I
when! {.1 _ is a random sequence of points in 1P d Conditions

impl y ing that E is the entity space R I were given by Stovall. Kendall
and Mucky [1987], Hall [1984 Meustet and Ro y [1994 and Mo[clumpy
and Scher balm\ [2003]: At linn a, Roy and Sat hat [200-1] gave conditions
for the sets to covet all but a bounded part of
8.2 Finite random geometric graphs

As random geometric graphs fiequently model 'real-life' networks, e g a
network of transceivers dist/ Hutted in a bounded domain, it is mum al to
stud y finite random geometric graphs.. with the quintessential example
being the restriction of the Boolean model to a finite set To define this,
be the restriction of a Poisson process P of intensity n to the
let
squaw [0,
Fur r > O. let G, (1;,) be the random geometric graph in
hich two points of V ate joinecl if their distance is at most I It is easy
to check that C, (1 7,, ) is close to the model C.', (U).. in which U consists
of a points chosen uniformly noun the unit square, and two points are
joined as before Clearly, scaling makes no dillerence to the model:
multiplying I by I and taking the testi idiot/ of the Poisson process,
P 712 to ID, ([ 2 we get a model isomorphic to GC (1/1) Fat example,
it is natural to replace the unit striate by [0, jir] 2 and then take the
tesniction of the Poisson process of intensit y I to this squaw AV hat
does matter is the relationship between the expected degree and the
expected number of points
In fact, to obtain a mathematically more elegant model, we shall
choose our points front the torus .11 obtained horn [0,11 2 by identifying
0 with C. To he precise, let G, A) he the random graph whose vertex
set is a Poisson process PA on ff7 with intensity A, in which two points of
r The expected number of yer'PA are joined if their distance is at
and fort
tC/2 .
that a E PA,
Rees of this random graph is n =
t he expectation of the degtee of a in CI, (Iti, A) is d = n 2 A Once again,
8 2. Finite noulom geometric graphs
255
the scaling is irrelevant: a and d determine (3, (r71, A) so, with a slight
abuse of notation. we may write (17 d for this model. The main advantage of using the tor us, and so C,, e h is the homogeneity of the model:
however, to all intents and purposes, for r1 = il(n)
o(n) the models
Cri
(tin) and (3, (U) are interchangeable provided d =7112n.
The first question we should like to answer about the finite graphs
C , a is the following For what values of the parameters n and d is the
random geometric graph C a likel y to have isolated vertices? This was
answered by Steele and Tierney [1989] Later, Penrose [1997; 19991 extended this result by giving detailed information about the distribution
of the minimal degree ti(G a) of C ( 1 It is fascinating that this result is
the exact analogue of the classical result of Lidos and R 6/ IVi [1961Id on
random graphs (see also Bollohas [2001, Theorem 3 5 .1) Here we present
only a weaken for w of Penrose's thecae'''.
Theorem 5. Let rl = d(n) = log p A; log log n
fixed non-negative integer. If o(n)
then
Nri(G
and tf 0( )
<
o(n) where Ar is a
then
(8(G > lr
Pi vot :10 simplik the calculations. we sketch a proof

h=0 Thus.
we set e = log p + o(n) : and let A and t satish = A1.1= and d = 71-12A,
so that C 6', (14, A) We write X for the number of isolated
vertices in C u m, A) The probability that a fixed disc of radius 1 in ti
contains no points of our Poisson process Pt is c'n-A It follmvs horn

basic properties of Poisson processes that

(2)
ilit t A u) = ne-' 1A pe ti c-cr
Indeed, dividing T? into (C/r) 2 small squares Si of side ar < 1/2, by
linearity of expectation, 1E(X 0 ) is (I/s) 2 times the probability that Si
contains an isolated vertex of CI, OTT A) (No Si can contain two such
vertices ) As E 0. this probability is asymptotically
so
li ltt/s) 2 AE 2 C -AS2
r".
(1
Coolinuum pc, colotion
256
imph ing (2)
II (1
then (2) implies t hat

P(S(G
> 1) <
u( 1)
Now, suppose that (1(11)

To prove that in this case (7
(7, (T./. A) is ye t v liken to have isolated vet tices. we need mutt het Oat her
trivial) step IVe knou that
ni
= Iti(X0 ) Ix: It is easil y checked
that t he second moment Itt(V,.;) of Xo is oh, = (1 + o( 1 ))/// i ; hence. by

bi ltebvelly% l ts inequality
INO(G a) > = Pau =
u( 1
The genet al case can he p i ( ed along the same lines. \\ it 11 a little mote
calculation.
Im fact. it is easy to pttne that- Fin d = ((Oil in the pp/ Op into lunge,
thenuttbet _Ar. of Net t ices of degtee A. has as y mptot ically Poisson distribution: t his implies Yen good bounds on t he mobability Il il ei(G a) >
Although this is not inintediatek obvious, it is not hind to show that
hemetn 5 does nuked cal y ore/ to t l i e model (3, defined on the
souffle l athe/ than the lotus, i e that the dumndan effects do not
matte]
ou t nex t aim is to state a considembh weight jet lesnit of Pentose
establishing a close connection between t he mope ' ties Of 4-runitecteduess
and of l i ming minimal degree at least s
e star t br defining t he hit ling
radius lot at at hitt tu
ptopett y and an al bin set Chen a point set
P and a monotone inneasing propel Iv Q of graphs lie a I n Opelty Q

such that if (7 has Q and C' is obtained In adding an edge to G then
C' also has (9) the !Oiling !who .: pQ (P) of (9 on Pis defined as
pQ (P) = whiff : C,(P) E Q}
Note t hat if Q C
(hell P(2(
> 1 ) (2'(P)
for
PVC?
ty set. P In pm t ic-
ulat . the hitting radius of s-connectedness is at least as huge my t hat of
htrc ing minimal degree at least s:

)
lot
f PC I
A basic Jesuit it t lie them \ of randrun glitplis is the result of 13ollobtis

and 7itonmson fltS51 that lot almost even I //mIum graph process t he
hit ting time of s-connectedness equals the hitting title of having minimal
8 :2 Finite random a t:met t le 'myths
257
degree at least s (see Bollobas [2001]. Theorem 7 -1) Penrose [1999] (see
also Penrose (2003. pp 302- 3051) showed that this result car ies over to
the Boolean model on the tor us
Theorem 6. Let PA be a Poisson process on the ton If with intensity A Then
(PA) = ps>,(17 A )) = 1
lint
Thus, for A huge enough, if we strut with a set PA of isolated points,

and add edges one by one, always choosing the shortest possible edge
to add. thew with high probability. the very moment this graph has
minimal degree 5, it is also s-connected
Combining this result with Theorem 5 we can identif y the critical
degree for s-connectedness
Theorem 7. Let s he a freed non-negative i ntent ' , awl let d = (1(0=
then
0.(n)
log + (s ) log log f t of )
IP'(G :I is s-conneeled) 4
and if (1(0
then
d is ssivnneetcd)
As shown b y Pennose [1999]. all these results can's over to random

graphs on the snuffle and. nuttati dis nuttotis to the / i f-dimensional cube
10, lf"' and torus The analogous problems For the simpler graph delined using the If.-distance, rather than t he Euclidean distance were
studied by Appel and Huss() [1997; 20021
The random graph (7 d above is connected if and only it . the minimal
weight spanning nee in the complete graph on the same vertex set.
wit h each edge weighted by the distance between its end-vertices. has
no edge longer than d. Such spanning trees, generated by a (possibly
non-uniform) Poisson process in the m-dimensional cube [0,1]"'.. have
been studied by a number of people, including Henze [1983], Steele and
Slump [1987]. and Kesten and Lee [1996]
Our next aim is to studs the connectedness of one of the many models
of random geometric graphs related to t he Boolean model. Let be
the restriction ()I a Poisson process of intensity l to a square S of urea
to the A. points nearest to it. Let 11 t be
n and join each point r E
258
the random geometric graph obtained in this way Note that o is the,
e,rpected number of vertices of H , e; also, if H . p has or > 1 vet (ices
then it has at least km/2 and at most km edges
The random geometric graph H k is again a model of an ad hoc::
network of transceivers and, as such, it has been studied by many people,:
including Kleimock and Silvestet [1978], Silvester [1980], Flajek [1983]
Takagi and kleimock [1984], Hon and Li [1986], Ni and Chandler [1994]
Gonzales-Banjos and Qniroz [2003], and Xue and Kumar [20041.
We should like to know for which Functions k = k(n) the graph
. More precisely, we should like
is likely to be connected as n
find a function ko(n) such that, if F.- > 0 is constant, then
lim P(
,A-
ro
if k 5 (1 04.0(4
is connecte ) =
if k
(1 + E)ko(o)
Such a function ko(n) is considerably harder to deter mine than the ctiti-:
cal deg/ ee d for connectedness in the Boolean model given by Theorem 7;
since the trivial obstruction to connectedness, the existence of an isolated vet tex, is ruled out by the definition of H
As we shall now See, simple back-of-an-envelope calculations give us
the order of /,.[) (o) Nevertheless, we ate very far from determining the
asymptotic value of 1;0 (0 In the arguments that fellov,, the inequalities
are claimed to hold only if o is sufficiently huge.
Let us see first that if r > e then k = k(n) = [clog
is an upper
bound fix ko(n). If every disc of area a = 7r1 2 centred at a point a: E V
contains at most k other points of S. then ti e contains
as a
subgraph, whew is the graph on V,, obtained by joining two points
if they are within distance r The variant of Theorem 7 for the square
(rather than the torus) tells us that the graph C is connected whp
(with high probability, i e., with probability tending to 1 as n x) if
a = log n + log log o, say. (In the application of the theorem, s = 1, and
ev(n), log logn ) Fm this a, the probability that a fixed disc of area a.
contains at least A' + I points is at most

ah1
(k + 1)!
<
([/(!)/ <
where c < < c and z > 0 nom basic proper ties of Poisson processes,
it Follows that the probability that the disc of area a about seine point of
1,7 contains more than A. other points of V is at most 1E' Consequently.
H , p is connected hp, as claimed
8 2 Finite modont geometric graphs
259
1(1 s)logn/81 1 is a lower

Next, we show that if z. > 0, then k
bound for
To this end, define > 0 hi = + 1, and consider a
family 'D of three concentric discs D I , D3 and D5 contained in S, where
D; has centre x and radius it: see Figure 7 We say that the family D is
WO
Figure '1 A family D = {D i , D. Dr,} of three concentric discs, and two possible discs D, touching D I For k 2. the fandiv D is had., so contains
no edges from the vertices in D I to the test of the graph
bad for the graph
hold:
1, (or set V) if the following three conditions
(i) D I contains at least k + 1 points of 11,

(ii) D3 \ D I contains no point of V, and
\ at , the region D, fl (D 5 \ D3 ) contains at least
(iii) for every c E
+ I points of 1 1. where D, is the disc with centre c and radius
dist(x..i) 1
k is disconClearly, if some family D is bad lot H t , then the graph
nected. A family is good if it is not bad
Let us show that the probability that a fixed famil y D is bad fin H k
is not too small First, the probability that D i contains at least k +
260
points is approximatel y 1/2; an\ at least 1/3 Next soin thin (ii) holds
with ptobalrilit
Finally. condition (iii)) holds if it holds tin the points c with dist(i)..r),
tar For such a point c, the area of D, n (Dr, \ Da) is en 2 for sow
> 2 1111/S. one call cover D 5 \ D3 by a constant number C of regions
contaitrs sonic The probability that.
R., of area 27/ 2 so that any D, con)
a given R, does not contain at least k+1 points oft is Y(1) Hence, the
probability that (iii) holds is 1-0(1). and in pm Perrin/ at least 1/2 lot y
large Since the events (i), (ii) and (iii) are independent, the probability
that a family D is bad tor [I n k is at least fr-H-5/(i
The square .5 contains at least

>)-
101(( x) log n)/(87v)
)0 -11
//
5 log n
disjoint squirts of side-length lot so it contains at least this Walk"

disjoint discs of radius St Therefore. the probability that even- familt
D is good For 11 p is at roost
(
+16)
lug!,
ConsequentIt the plObabilli V that 11 k is connected is at most cii

of I)
The mg uncut above can he consirkriabli simplified if all we want
is that connectedness happens around k = Sflog 0: there is no need
to use Penrose s Theorem. Firemen ' 7, which is quite a big gun lot
such a S/11)111 sparrow Be that as it mat, the tenni/1(s above tell us
that if c 1/S then /1 rg ) is disconnected whp. and if r then
H Li l ; ,, i is connected whir :Kite and Kumar (200-11 were the first to
publish bounds on li tt (n): they Firmed that 0 07. i logy is a lower hound
and 5 1771logn is an tippet hound. with the upper hound firllowing from
Pemose's Theorem (In fact, the upper bound 3 8597 log y is implicit in
Cionzriles-Barrios and Quiroz [20031 )
Bollobris. Sailun and \Villiers 120051 considerabl y Unmoved
the constants 78 and r in the Pi\ ird bounds above: in pm t
they disproved the nal trial coujectuc t hat kay) is asymptotically log y
which is the analogue of Theorem 6 fin H k
Tlieolern 8. If < 3103 Own II , 1 i I s ( I l yto li nerlfrl wh i t. I 11( 1 if
H kfitlfleCh (I why
c> 1f log I
0 51:19 fin?,
S Punic irutdoin geometric gtretlIP
261
rather
involved proof and a nundail of related distills \VC itelet

the reader to the ot iginal impel
Pot I he
Instead of asking lot the connectedness of certain million' geotnet tic

graphs. \ye ma y ask ha the mound domain to he cou r ted by the t andont sets we used to define the graph. These enticing() questions have
a long history. and ate prominent in three boolts: Stu\ an. Nendall and
Matte [1987]. Hall [1988] and Meestet awl Roy 119961 Here we shall say
a few avoids about some of the man y results
lust before the dawn of percolation. D ymetzEN 119561 laised a beimHiltl question collect ning cove t ing a citric la /tuition) 11(5 Let 0 <
independent IN at iondont
<1 Drop airs of lengths 1 1 . lg.
(0.
onto a circle with perimeter ro t w hat sequences (I ) do mu at cs cowl
the entity circle whp? Independent IN of 1)NowtzltN St eutel 119671 wised
a sindlat question and proved a 101mula that has trtnmid out to by yet v
useful Shepp 119721 gave a delicate at gument to in
t hat a necessm \
and sufficient condition is that
a
2(
Flat to [1973] considered iandoin arcs of the same length (r. 0 < 0 <
(Sin pi isingly. this problem had been considered br Stevens 119391swei al
years byline Eho t etzlt N posed Ids question. in a 101 1 111a1 on eugenics.) To
state Flat to's distill. let m be a fixed nal inal nundaa and (hop the at cs
on the (Tide (01 pet inwtei I) al Iiin(loni one la one. stopping ;is soon
as CNC( y point of the cl i ck' is co N end at least ni limes \I) /he A , 101
the /Hunk , ' of tics used (Thus. A , is the hit ting time lot baying
an m-Fold covet.) Flat to showed that
litre 1111(;V,
0-6
1 ( log( I /d )
loglog(1/d) th id)) =
(:2"7(
\\ hich is once again itiminiscent of the classical Eldirs Ren y ' result
Siegel [1979] plowed results about the distribution of thy length of the
!Income ( ' pall of the chyle: late/. Hall [1985a] extended this Jesuit to
higher dimensions. The t esult s of Stevens wen' gene/ idized Ir y Siegel and
Hoist [1982]
The number, total length m i d sizes of the gaps left by the coveti ng
arcs were studied b y Hoist and Hasler 119841 and Iluillet [2(103]. among
Whets Inparticular,Huillet made use of Stentels identity to Noy('
exact and as\ nip( ot ie results about these quantities
A dilated problem_ due to 1 11 ()ns i 119581 conceins choosing disjoint
9 1i 9
C'oatinaryrn pal colal ion
shot t subintervals of an interval at random: this problem and variants

of it gave rise to much research (see. e g . Nev (19021, Dvoietzkv and
Robbins [196-II, Solomon and \keine' . [1986]. mid Coffman, Flatto and.
delenkovie. E2000D; these problems are also studied under the name of
random sequential adsorption models
Turning to random covets in higher dimensions, Machina [1988] studied the threshold lot random caps to covet t he unit sphere 8 2 C le'*
Suppose we put N spite/War caps of area rEtp(N) independently and at
tantrum on 8 2 , and that
p(N)N
lam
log A"
Machina proved that if r < 1. then whp the sphere is not coveted completel y, while if c > I then whp it is. Further results of 'Mitcham 11090;
200-0 concert the intersection gr aphs of random arcs and random caps:
these graphs are the analogues of the gr aphs on the tor us and
square we studied ear her in this sect ion
In a differ ent vein, Aldous [1989] used Stein's method to prove sharp
results about covering a square b y random small squares
Gene] alizing several em rim results. Janson ([986] used ingenious and
long arguments to prove that. under rather weak conditions and aler iippoquiate inalization. the (random) numbei of random small
set s needed to cover a larger set t ends tot he ext Imile-value dist ill n i t ion
exp(-c 11 ") as the measure of the small sets tends to 0
TO conclude this section, we shall sa l a few words about the random
convex hull problem vet ,mother old problem about random points in a.
convex domain Pick a points at 1 ile(10111 horn a convex domain K CIE2.
NV hat can one say about the (r andorn) number X of sides of the convex hull H of these II points? Renvi and Sulanke [1963] proved that:
the distribution of X depends very strongly on the smoothness of the
boundary: if K has a smooth boundary then Et-k) = 0(1 1/3 ), while if
K is a convex k-goll titan Er(X) =
(log
wrier(' C
(1)+ L(C )
is .Eulet's constant and c(K) = o(k) depends on K and is maximal fin
regular polygons and their shine equivalents In a follow-up paper,. Renyi
and Sulanke [190-1] studied the area and perMiele/ length of the convex
hull 11 These results of Reny' and Sulanke have spurted much research,
including papers In- Cimeneboom [1988]. Cabo and GI oeneboom 099-0,
Using [199 0, Hume! [199-1: 1909a; 1999b].
Using and Bingham (19981, Brinker and lising 119981. and Finch and [-ureter (2004] For
8 Random Vih onot percolation
263
II
the normalized random variable (X 27rc i a l/3 )1(n 0' V27o)) tends to a standard normal
random wadable, inhere(37/2)"-1/3 r(5/3) 0 538 and co is
expressed in tams of complicated double integrals Finch and Hnetet
gave an explicit expression fin c
example. Gr Oen/MOM/I pl (Wed that, as
8.3 Random Voronoi percolation

In this section we shall considet Net another nuns per colation p i 0Criss associated to a Poisson process in 1Pil l for d > 2 Up to n ow. out
Poisson process was used to define a random geometric graph. and the
question was whether this graph has nu infinite component or not.. this
time we go farther: we consider a graph defined by the Poisson process,
and then considet site percolation On this graph
To be precise, let 'P lie a Poisson process (of intensity 1. sa y ) in RI
E P), the Open Voronoi colt U of
Fot even: Poisson point: z (i e
with tespect to P is the set of all points closet to ,r than to am : other
of U. is the closed rolonth cell of
Poisson point The closure
with respect to P Thus.
simply the Voronoi cell of
=
(P) =
: dist (y. ,r) < clist(y,x 1 ) for: ail .riE
It is easily seen that. lot a Poisson process P. with mobability I each

cell lir = ll,.(P) is a if-dimensional convex poh tope with (Mitch main
(4 1)-dimensional laces, and any two Votonoi cells ate either disjoint
or meet in a full (4 1)-dimensional face Also, for any k-dimensional
face of ljr , them are exactly d + 1 k Voronoi cells Vit containing it
Fot convenience, we shall assume that these conditions always hold We
E PI the Voronoi tessellation associated to P. The
call V(P) = {Vir.
V(P) is 0 lundata Voronoi tessellation of Rd;
random tessellation V
see Figure 8.
The Voronoi tessellation defines a graph Gp on P: two VDT onoi cells
are ailjaceni, if they share a (4 1)-dimensional face, and we join two
points X, y E P if their Voronoi cells ate adjacent; see Figure 8.
The terminology is in honour of Voronoi [1908] who, at the beginning'
of the last centur y , used these cells and tessellations to study quadratic
forms In fact, concerting tessellations in two and thee dimensions,
Dirichlet [1850] had anticipated \ To:tonal by ovet fifty years, so one may
also talk of Dirichlet domains and Ph Oil& tessellations In 1911, these
tessellations were again rediscovered (see 'Thiessen and Alter [19111), so
in some circles they go under the mane of Thiessen polygonalizations
9 64
Continuum p(vcakifion
l'ignie $ [lie upper figure slums pact of I he Voronoi tessellation I (P) associated to it P0i55011 process P c E* 2 : the points ()I P me also short n If the
inert t hen their common edge is pall of
Voronoi cells associat ed
I he per pendiculat bisector of ry -the lower figures slum t he graph Cc
dal ed to I . (2): I 0 points ()I P arc joined if the cur responding Voronoi (ells
meet On the left each hund of Cr is (Hoc ir rising two st might line segments
on the right using one I he first ewbedding (4 Gp is r lent lv plaua i II is east/
to shore 1 hit/ t he second is also
S :1 Random Vowing percolai nn
255
Other selbexplanatm y terms are Voronoi dingrmn and Mt idled diagram

for the tessellation. Voronoi polygon and Di; ichlci polygon for a cell,
and Poisson- Voronoi lesscllation tot our raudour tessellation. In what
follows, we shall use the terms Voronoi tessellation and random Voronoi
tessellation
The stink of Voronoi (Dirichlet) tessellations has a vet v long histolv.
especiall y in discrete geometr V ill connection with sphere paekings and
other problems: See for example. the books by Fejes lath [1953; 1972].
Rogers (19611 and BOrOczky [200-0 Although detruministic problems
rue outside t he scope of t his book let us remark that I he sphere packing
pr oblem asks for the maximum density of a packing ol congruent spheres
in Ed In 1929 Bliclihrldt gave t he impel hound 2-(1/2 (d 2) for this
density Using all ruguinent suggested by H E Daniels. Ilogets [1958]
2-`'f2 d/c as
impuued this bound to a certain constant ad. With (Id
x Twent y Yeats later_ Kabatjanskir and LevenStein [1978] gave
a bound which is better lot > 13: recently Bezdek [2002] proved a
lower bound for the sulfate area of Voronoi cells which enabled hint to
improve Rogers's bound for all d > 8
There has been much research on random Vol tu g tessellat ions as well.
first in civstallogiaph y and then in mathematics. For solids composed
of diner ent kinds (A cr vstals. Delesse [I8-18] estimated t he fraction of the
1, (flume occupied by the it Ir CI Nstal: a cent in N Into. Chaves [1 956] gm()
statistics fin these estimates. Johnson and Meld [1939] gme a model
for crystal growth: the cells of this model depend not onl N on a Poisson
process. but also OH tire 'arrival times' of the nuclei These cells need
not even be convex, although the \ ale star-domains lion their !nuclei
Meijering [195:3] int t oduced Voronoi tessellations into crystallography,
without being aware ol the considel ably earlier papers of Dirichlet and
Voronoi Since then, this model (attributed to Meijering. rather than
Dit bidet or \known) and the related Johnson Mehl !node] have been
much studied
Gilbert [1962] ' moved results about the expectations of the surface
area the nunther of faces. the total edge length. and other parameters
of a cell (poi Itedion) in a landon) \Ammi tessellation In pm titular,
he noted in passing that Enlels Formula implies that in the plane the
expected numbei ol vertices (r1 a pol ygon is ti
Since the 1960s. a considerable both of results has been proved about
the 'typical cell of a random Voronoi tessellation: see Moller R99-11
and Stu \ an Kendall and Med:v[1995] ha man y results. Here, we shall
266
Crontinuuni percolation
note only some of the MOHe recent results concerning planar tessellations Haven and Chine (2000) gave a formula for the probability that
the cell containing the migM is a triangle, and Calka [2003] gave an
explicit formula for the distribution of the number of sides Calka and
Schreiber [2005) proved results about the asymptotic number of vertices and the area of a cell conditioned to contain a disc of radius r as
Continuing the work of Foss and Zuyev [19961, Calka [2002a;
2002b], made use of the result of Stevens [1939) mentioned in the previous section to study the radius of the smallest circle containing the cell
of the origin, and tire radius of the largest circle in the cell
Somewhat surprisingl y although Gilbert introduced Iris disc percolation 'nuclei, and studied the random Volonui tessellation as a model of
Crystal growth, he did not pose the problem of face percolation on a
nanchnn Vilronoi tessellation. However, a little later, in one of the early
papers devoted to percolation (hear y, Frisch and Hammersle y [1963]
called for attempts to pioneer 'branches of mathematics that might he
called stochastic geometry or statistical topology'. Eventually, this challenge was taken up Inv physicists; for example, Pike and Seager [1971]
and Seeger and Pike [1974] per fornwd compute" analyses of the percolation and the conductance of the Gilbert model and some of its variants
Detailed computer ' studies of these models were carried out by many
people, including Hall!) and Zwanzig [1977], Vicsek and !Kw tesz [19811,
Gawliniski and Stanley [1981], and Gawlinski and Redner [19831 among
others
Percolation on random Vonmoi tessellations was studied by Hatfield
[197$], Winter Feld, Scrken and Davis [1981), .1cmuld, Hatfield, Scr iven
and Davis [1.9841, and kraut* Striven and Davis [1984]. In panticuIan, based on compute ' simulations and the cluster moment. method of
Dean [19631, %\i interfeld Striven and Davis estimated that 0 500 0 010
is the critical probability for random VO/Olkai percolation in the plane
(to be defined below) Nevertheless, no proof was offered even for the
simple fact that the critical probability is strictly between' 0 and I As
we shall see later. this is not entirely trivial, unlike for lattices such as
the example S in Chapter I
In a series of papers, Valddi-As1 and Wier man [1990; 1992; 1993] studied first-passage percolation on random Vononoi tessellations More recently. Gurvnel and Gliffitath [1997] proved substantial results about
random \km onoi tessellations: in the problem thew consider. the laces
are coknued at /widow with I colours, and then the colours change ac-
S.3 Random. Voronoi percolation
267
cording to the deterministic, discrete-time rules of a cellular automaton

The question is what happens in the long run
Here, we consider cell or face percolation on the random Voronoi tessellation Vassociated to a Poisson process P on le of intensity 1: each
d-ditnensional cell, or face, V. x e P. of V is open with probability
p, independently of the other faces See Figure 9 for part of a random
Figure 9 Random Voronoi percolation in the plane at p = 1/2

Voronoi tessellation of the plane; the 01)(1/ faces are shaded Ecprivalently, we shall study site percolation On the random graph Op, in
which two vertices ;r, q E P we adjacent if their Voronoi cells
and
meet in a (d 1)-dimensional face In this viewpoint, given P, each
site of Gp is open with probability p, independently of the other sites
Co PI ipuu pt pet (plat lop
268
Since P has (a s ) uo ticc mu t ilation points, the graph Op is a s locally

finite, infinite m u ll connected
This set ting is rather different front that of previous chapters: we are
now considering percolation in a random NI vi ton went. i e.. stud y ing a
random subgraph of a graph that is it sell tandom The fundamental
concepts of percolation on fixed paints cat ty me t vet N. natm all to this
set ting: we shall go met the basics in detail.
Let us define a little mo t e formall y the probability measure we shall
1), Px be a Poisson process on 1P1 with intensit \ \ (Usually,
use Let .
and without loss of genet alitv, we take A = 1 ) We shall assign a state,
open of cloced, to each point of P so that, conditioning on P. the states

of the points me independent. and each .1' E P is open with probability
p \Viitiog P + and P- lot the sets of open and closed points in P,
respect kel t% lion a fin nad definition it is simpler to (fist define P .' mid
and then set P to be then union
To spell this out. let P -1 and P- be independent Poisson processes
on -R d w i t h intensities p\ and (I respectively Prow the basic
properties of Poisson processes, or from the (roust uct ion given eat Her . it,
and P + ate disjoint a s tun Cher mot e.. given P
U P each point of P is in with probability p. independentl y of
is emu 10 check that
the other points in P
w rite
ho the probabilit y measure
associated to the pith (P + ).
and Pp ha Pr p : to avoid clutter we
suppress the dependence on the dimension d. which will always be cleat

hour the context. The ptolmbilik measure is defined on a state
space fl consisting of oarfraturdions = (A - I .
). whet e X + and A-
are disjoint discrete (i e without accumulation points) subsets of

The J7-field of measurable events is inherited how the constr net ion of
the Poisson process \\Then talking of P and Op. we shall often ignore
events (It plobabilih 0: ha example we say that
Op
is infinite rather
I han infinite as.

Matt\ of the basic concepts of per colation ttanslate naturalk to the
andom Vo l carol context. although in some cases there are two descriptions one gt aph-t hear etic and one geometric. Let us colour a \aaonoi
cell
black il the point c E P is open. i e if E P . and while other-
wise \ Ve say that r E
is black if
a'
lies in a black cell. i e . it c E F-
tot sonre z E E R d is whitc if it lies in a white cell: see

Figure 9 'Chas, a. point .r E Pl a is black (white) if and ooh if a point of
P at minimal distance flows is open (closed) Note that points I hat lie
in the laces of the Volonoi cells ma 't be both black and white Ic w hat
8.`f Random inonoi percolation
269
follows tic shall mostl y write

IC lin a point of P. awl
o for a
point of ifi'l
As usual an open cherlci is a maximal connected subgraph of the
graph C-p all of whose sites are Open Alternativel
y a black elastic ! is a
maximal connected set of black points in Rd i e . a component of the set
.rt E
:
black} ()In twstin i ptions on P ensure that two Votonoi
cells l', arid
meet if and only if they share a (d 1)-dimensionallace.
Hence. open clusters and black clusters
i e if tool onb if :de E E(C7
are in one-to-one
t espondetwe
Let Ei he the (tient that Op contains an infinite open duster Note
that PALL,: ) is au increasing lunction of p Also. slime P lots ne accumulation points. E r., is exact Ir the dent that t here is an unbounded
Itlack dust 01
FO/ ant L. the event IL, is independent of the values of P t"n [L
and P-11 L. LP' Hence as P I' is the union of tlw independent Landon)
the event E,_ \ be viewed
0,1 E
sets P + 1 ).
Kohnogwor s
as a tail c/,0111 in a product limitabilit y space
04 law (Hutment I of Chapter 2). PI 1,(E.,) is () or I fin an y p Since
such
Pi,(E.,) is inciensing. it foliar\ s that there is a fin =
E
that
if p <
Iilp> pn
(3)
Since Op is locall finite, infinite. and connected as noted in Output] I. there is a critical probabiliti ////(Gp) = pi i (Cp) associated to
site percolation on (3 p Note that ',OC R ) is a buolow variable, as
it depends on the Poisson process P How (3) if p <
mi have
we
lime
(E,
Hp)
=
0
a
s
.
and.
for
p
>
ps
i
C'p)
=1as
Pe
Thus
Pn(C'p) = Pit 0 s
i e the I nidcun satiable pil(Gp) is essentially deterministic We sh a ll
call p H the ci !tient probability fro random i'wonoi putrid& ion in
noting that p it is also the critical plobabiliti rot site percolation on
almost //Vet \ VOInnui tessellation associated to a Poisson process in P1't
\\c next tin n to the percolation purbabiliti ll(p) l\ it h probtrhilicr 1.
Use or igin lies in a unique Voionoi cell io E P. If co is open, let
Cf; he tire open cluster in Op containing the site to Also let Co be
the Had, diode/ of the might i e the component of black points in Trid
awl Co are taken to
containing the or igin II Co is closed then both
270
Continuum pc [rotation
be empt yNote that Co is the union of the cells
E eff
Set
0(p) =
IP (ci `
1P1, (C is
bounded)
p 0 for p > pu(ap),

Since 0(G p) = 0
flt on i (T) we have 0(p) = 0 if p 0 if p > A i , just as for
site or bond percolation on a fixed graph
Let us note that, unlike pu(ap), lot a fixed p > [ (1) the percolation
porbability p) associated to ap is not a constant but a tandom
variable Let us consider d = 2 fin simplicity; we shall see late/ that
y 11 (2) = 1/2. so. Cot p > 1/2, we have O(n) = E(O(Cdp i p)) > 0 It is easy
to see that, fin any 1 I bete is a positive probability that ap contains k
disjoint triangles
1), each of which surrounds the origin When
this happens. we
. Nap: p) < ([ (1 p) 3 ) 1'. : if all Once sites in any
are closed, then there is a closed cycle stalemating the et ight, and Co
is bounded It follows that, even fin p close to 1, the /widow vaiiahle
0(ap:p) takes values Arbit/tu ily close to 0 with positive pr obability In
pa l ticula b 0(C my; p) 0(p) with positive probability, so 0((dp; I)) is not
almost surely constant In the other ditect ion. it may happen that there
is one (11101 /110115 \colonel cell centred on the origin. with h un dreds of
neighbows mound it: in this (1118e, lot any fixed p > 1/2. the !widow
vat intik O(Gp:p) can presumably take values al bit/ to Hy close to
101
11.M C1
As we saw i l l Chaplet I, for percolation on lattices. it is I t kin! that

the ethical probabilit y is bounded au a \ bout 0 and I As we teinalIced
(nutlet , the cot tesponding tesult fin 'widow Volonoi pet colatien is not
emit el% trivial The approach that [list sin lugs to mind is comparison
with independent percolat ion 01/ a lattice: rye applied this to Gilhett's
model in the previous section Unlit' Innatel y. the tessellation 1 - (P) can
and will contain at bitIwily large cells Thus. given any two points .r. y E
Fr t . there is a positive probabilit y that .r and y lie in the saute Voionoi
cell so the events r is black' and 'y is black are not independent One
can get mound this problem by continuing talld0/11 T onoi percolation
to a suitably chosen 1-independent percolation model, and considering
the event that the lest/jet ion of (P i-H.P-1 to a certain local legion I?
knees eel rain points in Eild to be black. whatever P + and look like
out side I?
\ O/
Lemma 9. ho, mum d > 2,
We
ha vc p ii (d) < I
S 3 Random l'oronoi petrolation
271.
Pion{. \\le shall l escale, considering a Poisson process P = PA oil IRd

with density A much huger than 1
For each bond c of the graph E d , let L 1 , be the corr esponding line
segment of length 1 in Ra , and write
R,,
[4 112)
ELF. dist (x, q) < 1/2}
lot the (closed) 1/2-neighbour hood of L.

Fixing the bond e fin the moment., we call covet L. by three closed
balls Bcf , i = 1,2,3, of radius 1/1 whose interiors ate disjoint; see
Figure 10 Let
but radius 1/2
13,, be the corresponding balls with the same centres
i = 1.2 ,3. of ' adios 1/-1 covering the

Elgin ID Three (closed) balls
C H i . with
unit line segment
and the corresponding halls
1/2 (labelled only foi i II each 71, point. Of p and no ,
contains any point of P - . then evei \ point of IL, lies in a black (open) Voronoi
cell
.
the event that each B. contains at least one point of
and no 8,,, contains a point of P
For .r E B, , every point of B,
than any point outside 13,. is Hence, whenever L.T,.
strictly closet to
holds. eve' v Point E
C U Be is black.
The event ET, depends on the restriction of (P c , P- ) to the region R,
and R I are disjoint,
c and E E(Za ) do not slime a vertex, then
Let U. l e
or meet only at boundat v points of both. We may ignore the probability

zeta event that the bulimia! V of any Re contains a point of P = Pi UP
Thus, Ur and U1 ate independent In fact. it S. T C E(27.,") ate sets of
edges at graph distance at least I how each other, then the sets Uics
and UrET 17, tneet onl y in t !wit boundaries, so the families {tic c E S}
279
Continuum pmrolation
and LT,
C T lie i ndependent Thus. taking a bond o //I Di to
be open if mid oni
U, holds we have defined a 1-independent bond
pet colation model
on Ed
The probability of the event U,. is
P A(Lr) =
exp(pAv4) exp(--(I p) And),
whew nit is the volume of a [Ttlimensional ball with radius 1/-1 and
//,/ < 3 x Tl ed is the wItune of the union of the balls 13,2
Choosing A huge enough that 0 9Ac, / > IQ say.. and then 9 0 8639
'Thus. in the I-independent bond petcolation model .11 on 271 , each bond
is open with plobabilitL at least 0 8639 Hence. hom the result of Ballstet BolloMis and Walters [20(15). Lemma IS of Chapter 3. with positive
limb/Minty the origin is in au infinite open path P in III lViten this
event happens. tlw get/met/it path 11 E 6 ( C P/ i consists entirely
of black points. so the black component Ca of the origin is unbounded
Hence lift the chosen valves of p and A. 1l(` have
O(p) =
showing that p H = m i (d)
it (C0 is unbounded) > (1

p 2 we ham p it (if)>
Mont
rid C
0..
II, be the In peicrube
and. lif t t > 0 let 10 denote the /-neighbourhood of

Let S,
he the event that son c ball of (adios 1/6 with trentte
1-1, contains
no point of P = U' PT and let U, he the event that sonar black
component. (union of open Votor toi cells) meets hot H,, and a point of
the boundat Off/L I "1 of 11[ I ' ' Note that if Co is unbounded then
U, holds tot every r such that Co meets
8 ,f Random Voconoi percolation
273
Clearl y . the event 5, depends oak on the restriction of ('P". P - ) to

H;, I/6) Also. U1 . is the event that Hal e is ti black path in 11;, I/6) joining
0(11,(1/1 1 Hence U, depends onl y on the colon's of the points
x (of P:) ) with a E Hil l/(1) If S does not hold. then the closest point
E H;. 1/6) is within distance 1/3. so the colom of .v is
of P to any
determined by the testi iction of (PUP - ) to /4. 1/2) Thus, U,,\ Sy.
U (U,,\ S e ) is determined b y the restriction of
and hence U, US,. =
(P + . p-) to /1,'/2)
> 2 lot smile then the interiors
If ti
E :S U ate such that ler -
the sets HI, 1/2) and 11;,.112) are disjoint. Let (7 be the graph with ver tex
in which e and a' ate adjacent if nu - icT < I for even- i. so
set
U S, holds.
U is a (3` ) -f)-regular graph faking (' to he open if
we obtain a 2-independent site percolation model elf on G. As A
and p 0 with Ap 0, we have PA 1 ,(U, U S,) By Lenuna II
of Chapter 3. it follows that 'bete ate A > 0 and (I 
The arguments above ale vet'. crude: we Mute included them only to
give an indication of the basic techniques needed to handle the longr ange dependence in random Nroionoi percolation Pot huge fr. home\ el.
it turns out that the method of Lemma 1(1 gives a bound that is not that
tat from the bulk: the towe l bound in the result of Brdister, 13ollokis
and Quas [2005] below was obtained in this way The upper bound is
much mote difficult
Theorem 11. If 4 et sufficiently huge, then the el Meal prob ab ility pH(d)
fin random Voronoi percolation on R d ,tatetfics

2 - (1 (9il log d)" i < p H (d) < ( 1 2 - (/ 71/ log&
mhate C Is an absolute constant.
We now tu t u to the main topic of this section, the critical probability

lot miion' Voronoi percolation in the plane If P is a Poisson process
in the plane. then with probabilit y I the associated Voronor tessellation
has three cells meeting at even' ve t tea: we shall assume this alwa ys holds
how now on Thus the graph U-p is a triangulation of the plane.. and
Eidel s lot implies that the ayetage (tepee of a vet tex of Up is 6
Thus. J on avetage', ap looks like the triangular lattice This suggests
that random Voionoi percolation in the plane mat- be similar to site
27,1
percolation on the triangular lattice Of course, critical probability is

not just a function of average degree For example, it is easy to see that
fm any (small) e > 0 and any (large) d, h > 3, there is a k- connected
lattice A with all degrees at least d such that p7;1(A) > 1 ctThe numerical experiments of Winter Feld, &liven and Davis 119811
mentioned earlier suggested that p H (2) = 1/2 There is also a compelling
mathematical reason for believing this: random Voronoi percolation in
the plane has a self-duality proper ty that implies analogues of Lemma 1
and Corollary 3 of Chapter 3, the basic starting point for tire proof of the
Hart Theorem, and of Kesten's result that p7.1 (T) = pfr (T) Tr,
1/2, where T is the triangular lattice (Theorem 8 of Chapter 5).
Let I?= [a, /4 [c, (II be a rectangle in t he plane By a black horizontal
crossing of R. ve mean a piecewise linear path P C 1? starting on the
left-hand side of H. and ending on the the right-Laud side, such that
every point :r E Pis black, i e lies in the Voronoi cell of some E P
with t: open; see Figure 11 We write H(R) 111,(1?) for the event that
Figure 11 In the figure err the left, 11(R) holds: the thick line is a black
horizontal crossing of R. In the figure on the right, /1(R) does not hold
1? has a black hot izontal crossing Equivalently. 11(1?) is the event that
the set of black points in I? has a component, meet ing both the left- and
right-hand sides of I?
Ignoring probability zero events, the event .11(R) holds if and only if
there is an open path P =n rr2 e t in Cp such that
meets the
left-hand side of R, 1:;., meets the right-hand side, and, for 1 < i < t
the cells V, and 1 7,. , meet inside I?
write 11(1?) for the event that I? has a white horizontal crossing,
8.3 Random Voranoi percolation
275
and Vi,(/?), VAR) for the events that I? has a black or white ve rtical
crossing, respectively
Lemma 12 *
Let I? be a 'rectangle in R2
events Ilb (R) and V (B) holds
Then precisely one of the
Proof The proof is essentially the saute as that of the corresponding

result for bond percolation on Z2 (or site percolation on the triangular lattice) Defining the colours of the points in 1? from the Poisson
processes (P + ,P ), colour the points outside I? as in Figure 12
Figure 12. the shading inside the (square) rectangle R. is flour the Poisson
process 111 ,(R) holds if and only if the outer black regions rue joined by a
black path, and V. (I) holds if and only if the outer white regions are joined
by a white path. Tracing the in/Efface between black and while regions shows
that one of these events 11;st hold
Let I be the inter face punk i e the set of all points that are both
black and white (lie in the boundaries of both black and white regions)
With probability 1 the set I is a drawing in the plane of a graph in which
every vertex has degree exactly 3, apart front Four vertices of degree 1
As in previous proofs of this type, considering a path component of the
276
Continuum pereolai ion
interface shows t hat one Of HI V?) awl (I?) must Ind If boll; hold,
A5 can be drawn in the plane
Cotollaxy 13, If S 1 4, anti 9quarc
/2( 11 ( 3 )) = 1/2
x [g. Ii (
>
O.
Mc
Proof Dv Le1 1 1111a 1 2 . lb/ U < p < 1 we have Pp(llt,(5))+P i,(Vi v(S)) =
Flipping the states of all sites now open to closed or vice V(11S11.
se
that lil y ( Vw(S))
Flt-/)(11,(8)) Fioni the sin/ i n/env of the Poisson pro
cuss , = Ifi.),(III,(8)) Thus. P),(//b(8))+IPI_,,(1-1-1,(5))=. 1
Taking p = 1/2 the result follows
0
I t ;eedinau 11997j plover' ;01 analogue of Co t 011 8 1 N' 13 rtniceining 'essential loops in 'widow \lo t onoi percolation on the projective plane
lie untuoks that p 8 (2) = 1/2 In' notnett v consideurtions floweret,
although Co/011m v 13 is t he 'uison wh y. p 8 (2) = 1/2. I his Elkin' ohserration is even further how a woof than in t he case of bond percolation
on Z2
Fin the Val ions lattices w hose et it ical ptobabilitv is known exactly,
ant of the ninn y plaids of the trainer 1Kesten Theorem can be adapted
with out too n i nth work 1 7 o/ /widow Votonoi percolation
. the situation
is different Some of the tools used to stud y percolation on lattices do
cal v met t o t his cont ext , but ot het s do not In pal ticitlat e is
no ohs 101111 was to wink .Nlenshikov's I hern CM. and no direct equi snleut
of t he Rosso -Se% mow AVelsh Thiess is known. although, as we shall
see late!. ;t weak loin; of t he hatterresult has been plover!
Let us tarn w our main /11111 in t his section, a sketch of the proof t hat
/111 (2) = 1/2 We star t w ith Hat rim's Lemma, t he first of the basic / esults
for ordin a ry percolation Burt do extend to I he \ Tot onoi setting slate
its analogue for Vor onoi per colat ion, we need t o define 'increasing (1 \ cuts'
in t his context
We call an event, E defined in toms of t he Poisson processes (Pt P-)
block-inctrusing, or simpl y increacing, if. fin ever } configuration
=
(Xt. XI')
E and ere; configut at ion
= (X.1).
) ivith
C X1E
and Ail AT, we have
E In other words. E is preserved lw the
addit ion of open points, t he deletion of closed points 1 he definition of
an increasing function j (P + P-) is analogous: / is hue/easing if adding
open points or deleting closed points cannot decrease the value of .1
Since a point of 1R 2 is Hack if t he (a) newest point of p is open adding
open points and deleting closed points can change fhe colon/ of a point
S Random Voinnui ' ,ovulation
277
2 how vylire to black. but not vice versa

any event defined
by the existence of cer brill black sets is incwasing: an example is the
MVO
event
It is easy to see flow Hat is's Lemma that, with respect to P p . incwasing events rue positively correlated, at least if they are sufficiently
well behaved In fact. all increasing events are positively correlated To
see this, let us first ()onsider the case of a single Poisson process of
intensity I on 1?2 Let us wtite (Q 1 iF ) lot the corresponding probability space, so Str is the set of all dist:tete subsets of F 2 .
P i is the
pr obabilit y Wen:it/In defining the Poisson process We shall write E i for
the associated expectation. Let
I. 2 he two bounded measurable
in I lie sense
functions on 0.1 1 , P i 1. and suppose that each is
that ir) C u/ implies ,b (w) < (La')
Following Roy [1991) let E k he the a-field gene/rued hi the rolloir ing
iulou ttation: set g = 2 k , divide Hu. a] 2 into do squares of side-length
and decide fru each whether or not it contains points of Y E
Thus Er. pm (Rim 's Q., into 2 4 " pmts. with each part consisting of all
E
1 that have at least one point in each of cei lain small squaws.
and no points in certain other small squates Any two discrete sets lie in
differ ent pat Is of E
i k lot large enough so t lie sequence Er. is a lint at ion
of M t , Pi)
As E l (pr 1. ma y be viewed as an increasing flint( i011 On a discrete
product space. bout Lemma -I of Chapter 2 (a simple coiolltu t of Hauis's
Lemma) we have
E R
1-1(R)=
i =
l/n,
C-2
I.
EI(EW/i :0EM2 1:0)
(EMI E k)) E 01(1/4 I Ek))(*))

Ei(m)Ei(f/2)
Since i is hounded mid Er. is a lint at ion, lir, the Mat ti

Theorem (see, [or example. 'Williams I1991D
g
E t ( g i I L k) 22'
le Convergence
C/a
almost er el \ here. Hence la dominated comet gence. the left-hand side

of (5) converges to (g i go). proving t hat
Et
( g i q2)
POE' 02)
(6)
whenever th and
are nwasumble hounded and Met easing
The cot tesponding result flu the colour ed process follows immediately
\Vt. ) state this 418 a lemma giving onl y the character istic function case
- although the proof Fin increasing functions is the smile we shall not
gu
Conti truant percola lion

need the result. Hem. then is the equivalent of Harris's Lemma for
taudom Voronoi percolation in the plane Of course. a corresponding
result holds ha random Vol own percolation in Ea
Lemma 14. Let Ei = E i (P + .2 - ). = 1.2. be two black-Me

events. Then lo t any 0 < p < 1 use hone
IPy (E,
IP,,(E1)Pp(E2),
where
iti the probability measure minor:toted to fandom Volonoi percolation in the plane
Pl oy/ -We shall w i ne E
i e
)Cei at ion with respect.
e
to EL p Let,
J; be the elm/atter istic function /if E h so h is black-increasing Fixing
F
lot (guilt h. I (P r .P - ) is increasing in P l.-. so IA O.
Eli 12 I P
P- HE(/ I P-4
fat every possible 2 - Taking the expectation of both sides ((wet Ps),
GUif2)
ri( E t (r I P - )E( ig 2))
But as 1' 1 . Ei ale dee/easing in P , so are the functions g i = E(1; I P-).

Applying (6) to 1 y 1 sad 1 -go. which ate incteasing functions LPthat
( thl Y. we see th a t E g ig2) > E(gr )E(q)
EP4 Tr P .-p a/H.21 P - 1) ^ E(E(li P-))1E(E(./2 P-))
=
11': (
)E( /2)
Combining I he last. two inequalities, we see that Et J i Li) >

as el/Mucci
f i iEt (p),
The uniqueness theorem of Aizumnan. Kesler ' and Newman [1087],

Theorem 4 of Chaplet 5. also carries over to the Waonor setting (in any
dimension). Just as fur the Gilbert model, the proof given by Button
and Keane [1989] goes through. although a little cu t e is needed with the
details: we shall not spell these out
Theorem 15. Fm any A > and any 0 < p < 1 thene is alumni ninety
at most one infinite open cluster in Op
In Chaple t 5. we presented a proof of Hai / is's Theorem due to Zhang

This moo( retied on the basic crossing lemma (Lemma 1 Of Chapter 3).
8.d Random Voronoi percolatton
279
Harris's Lemma, and the symmetr y of the square lattice In his rutpublished MSc thesis. Zva y itch [1996] pointed out that Zhang's proof
carries over to the random Voronoi setting, giving the following result.
Theorem 16. Fm random Voronoi percolation in the plane, 0(1/2) = 0
Hence, pn(2) > 1/2.
Unfortunately, none of the many proofs of Kesten's Theorem seems

to adapt to the random Voronoi setting: there seems to be no easy way
of proving the analogue of Kesten's Theorem Nevertheless, using an
argument which is considerably more involved that any of the proofs
of Kesten's Theorem, Bollolgis and Riordan [2006al did prove this analogue
Theorem 17. Fm nindom Voronoi i noculation h i the plane, par = 1/2.

As we shall see at the end of this section, the proof of this result also
gives an analogue of Kesten's exponential decay result, 'Theorem 1.2 of
Chapter 3, and so establishes that the natural analogue of pr is also
equal to 1/2
As /Mira/ Iced above, the wool of Theorem 17 is rather involved, so we
shall describe only its key ideas: for full details we refer the reader to
the or iginal paper
Perhaps surprisingly, the lack of independence in the random Voronoi
model turns out not to be the main problem (or even one of the main
problems) Indeed, it is easy to see that fig rectangles I? and say,
separated by a moderate distance, any events E. E' depending only on
the colours of the points in B. and B.' respectively are almost independent In particular, there are independent events E. E' that almost
coincide with E and E': this property turns out to be just as good as
independence We make this idea more precise in the lemma below
Hem, we think of s as the scale of the rectangles I? and 1?!: we shall
take s
cc with all other parameters fixed From now on, we fix the
irrelevant scaling of the Poisson process 'P = TA by setting A =1
Given p > 1, s > 1 and a ps by s rectangle B, C R2 with any
orientation, we write F(Its ) = F,(R.,;) for the event that every ball
E
B, (a:),
contains at least one point of P = P + U
where
= 2y/log s (It does not matter whether we consider open or dosed
balls; up to a probability zero event, which we shall ignore, this makes
no clifference )
Continuant Navarreton
28(1
Lemma 18. Let p> I be mistant let

C IR 2 he a / pi ha s rectangle,
> 1 god set r
2v/logs Theo (R,) = 1",(R,,) holds with probability
rilso if E(R s ) is any event defined 0 0 1 0 in terms
o(1) as s
of the colours of the points in R s . then E(R,)11F(R 1/2 ) depends only on
the rest/idiot) of IP -1 .P ) to the -rag a hbourhood
R,
Progl The firs t statement is immediate horn the properties of it Poisson
process Indeed. we 1111W covet Rs with 0( s2 / I2 ) = s2 ) disjoin t (half
open) scrum ps S, of side-length r [ 122 The area of each 9, is /2/2
2 hogs. so then number of points of P in
has a Poisson dist) Haitian
with mean 21 0g s Hence. (he probability that a particular 8, contains
II() points of P is exact Is C 2 Thus. 1eitlr in obabilit \
I ) [ A vi v S.
contains a point of P. and FL/11,1 holds
The second statement is immediate Itonn the definition of 17(13.4:11nr
argument is as in the p i vot of Lemma 10 above Indeed E(R...) chanty
depends oils on the restrict ion of (Pt P ) to the -neighbour hood ./ef)
of R, [(Ili's) holds then the closest point of P to ^ 111V .r E R, is r
point of B, (r), and hence a point of ri in Mc') Thus the colour of ,r is
det e i mined by the closest point of the restriction of (P I . P ) to [((;)
Of course thew is nothing special about rectangles in Lemma 18;

choosing t he slim let site of the rectangle am 010 'scale parameter s will
be convenient lac er Also Lemma 18 has an analogue in am dimension,
concei ving cuboids say
mi ning now to the specific stud y of dimension t \so. the lundiunental
quantit y that wee Awn!: %vitt; is the probabilik of a black crossing of a
rectangle. Let
/(p, s) =
(HO. ps] x [0, si))
he the P/3 -piobabilits that a ps bs s Ieelangle has a black Innizontal

crossing start with two easy observations about the behaviour of
ji ( p s) Fi t st
/p(m)s) 5 1,(112. s)
whenever p l < pg, as the cor i esponding events ale nested
'The second obsei sat ion is that
/ /,(01
/ ),(m s )hAt)2. s )1),(
s )
(7)
foi all m
> 1. The argument is exactl y as in Chapter 3: Iet R 1 and
R 2 he m s ha s and / srs he s rectangles intersect lug in an s by s squaw
S Bondi n
own porcolotion
98
Figure 13 1 vo rectangles Pr and lip intersecting in a square S. 11 P and

P_ are Hack f t .arzontal crossings of fir arc P2 , respectively, an 1 Pr is a black
vertical crossing of then P t U U Pr contains a black horizontal crossing
of Pt U Po
S. as in Figure 13 The events H(R I ). 11(R ) and F(S) ate increasing

Thus. la Ha t is s Lemma. in the Form of Lemma H.
PgH(R
ni-R re 2 )nits1)
> Pp(H(RWPI(H(R2))11'1,(1.(3))
If 1-1(R I )na(R 2 )n r (5) holds, then so does II (R U

As re,(1"(8))= P(H(8)) =
(see 1:',.igitte
s). I he telatimi (7) follows
The itatin al analogue of the Russo Seymour Welsh (RSW) 'Thewern

would state that if fp (1, s) > s > a then p (p. s) > ird > for
some function q(9, E) not depending on s (so. in particulin fr it .(2. ^ ) is
bounded awa y flout zero) Such a statement: has not been proved lot
ardour Voionoi nett:oration
ft might seem that the proof of the RS \V-type thethent te e presented
in Chapter 3 would early me t to the random Voionoi setting. The
strut is indeed promising: thew is no problem defining the left-most
black vertical crossing' Lt (P) of R whenever 1 1 (R) holds: we simply
follow a black-white interface as befote. The problem is the next step:
the event LT(R) = P is independent of the stales of the points of
P to the light of P. but not of II/eh positions: we can find LP(R)

without looking at the colours of the cells to the light of 1,1"(R), hut
knowing LI ; (1?) tells tts whew tlw centres of these cells are, and that
thew ate no points of P in certain discs, puts of which are to the light
of .LII (R) Thus, there is no simple way of showing that the limitability
that LI: (R) is joined by a black path to the tight side of R is at. least
P(1-1(R)) Of course, a general problem wit h iandoin Voronoi percolation
is that no two regions ate independent, although well-separated legions
ate asymptotically independent
The first step towards the proof of Theotent 17 is the following result:.
although this is considerably weaker than a direct analogue of the RSW
Theorem. it tutus out to be sufficient lb/ the determination of pa (2)
Continirilin percolation
282
Theorem 19. Let 0 1 be fixed If lint inf,
0, then lint sup,_, f,,(p, ^ )> 0
s)
Lemma 12 states that the hypothesis of this themem is satisfied for

p= 1/2: thus Theorem 19 has the following consequence
Corollary 20. Let p > 1 be fixed. There is a constant co = to(P) 0

such that . for every so them is an s > sa with f il s(p, ^ )> Co.
The proof of Theorem 19 is rather lengthy, so we shall give only
sketch
Proof We proceed in two stages, throughout assuming for a contradie2
tion that the result does not hold Thus, there is a constant cm > 0 such
that
40,
(8)
for all large enough s, but, for some fixed p > 1,

Ip(IL, s)
(9)
Here, and throughout, the limit is taken as s pc with all other parameters, for example p. fixed. In this context, an event holds with high
probabititw or why), if it holds with probability 1 o(1) as s cc.
'The assumptions above imply that. Mr any fixed E > 0,
fp (l +5,5)
as s
(10)
xi Indeed. taking > (p 1)/5 and using (7) k times,
fp (p, ^ )
.n,(1
/,76, s)
fff ,(1
s)fp(1,
(b,(1 +
fp (1
(k 1) 5 , s) >
s) fp (1, s)) k f(1, s) 71-i. 0,
contradicting (9)
Condition (10) imposes very severe restrictions on the possible black
paths crossing a square, fOr example: roughly speaking, no segment of
such a path can cross horizontally a rectangle that is even slightl y longer
than high Thus, fot any E > 0, wisp all black horizontal crossings of a
given s by 5 squat e 5' pass within distance E s of the top and bottom of
5': otherwise, with positive probability we could find a black horizontal
crossing of on e of two 3 by (1 E)s rectangles, contradicting (10)
The next observation is that wh i p any black horizontal crossing of
air s by s square 5' starts ar i d ends near the midpoints of the vertical
S 3 Random I lmonoi percolation
283
sides. Indeed, if there is a positive pr obability that some black crossing

P starts at least es/2 above the midpoint of the left-hand side, then,
reflecting S in a horizontal line and shifting it vertically by es to obtain a
square there is also a positive probability that some black horizontal
crossing P' of 5' star ts at least 65 12 below the middle height of 8', and
hence below P. By Harris's Lemma, crossings P and P' with the stated
proper ties then exist simultaneously with positive probability But, whip,
P must pass within distance es/3, say, of the bottom of 8, and hence,
below S' This forces P and P' to meet; see Figure 14 As P' passes
8'
Figure 14 Two squares S and S'; their horizontal axes of symmetry are shown
bye clotted lines Each of the horizontal crossings P. P' of S and 5' passes near
the top and bottom of the square it crosses. If P starts above P' then t he
paths cross: P ' must leave the region bouncied by partt of the bounds ' v of S'
and the initial segment of P up to the point it
within distance Es/3 of the top of we find a black vertical crossing

of a rectangle taller than it is wide Using rotational symmetry of the
model., this contradicts (10)
In a moment:, we shall state precisely a consequence of (10).. For
now, we continue with our sketch of the argument Suppose that P is
a black horizontal crossing of the square S = [O, x [0, s] Let Pr be
the initial segment of P, starting on the line x = 0 and stopping the
first time we reach s = 0.99s Similarly, let I2 be the final segment of
P, obtained by tracing P backwards horn the = s until the first
time we reach x = 0 01.s; see Figure 15. Arguments similar to those
above show that each of Pr and P, star is and ends yen \' close to the line
= s/2. Fur thermore, one can show that, whip, since each Pi crosses a
28-1
Continuum petrol& an
Figure 15 A squa t t S (outer lines) and a black path P crossing it (solid and
dot ted curves) 'The path P i is the initial segment of P s:opr ing at Hie inner
vertical line The he al segment P. of P is defined similarh Ii ;uglily speaking,
each Pi crosses a square smaller than 5', and so cannot a vroach too close to
the top and hot ton of .9 Thus ;24. P: her wise a slightly flattened
rectangle in S would have a black horizontal crossing T he dotted p i nt at
in fact passes very close to the top mid botto m of S
rectangle of width II 99s, it remains within height (0 -195 4- 5)s of its

stinting points. It follows Hat Pr and A are wh p disjoint: otherwise,
P = Pr U is a Hack crossing of 5' that does not conic within height
0 004s, say, of the top and hottom of S: the probability that such a
crossing exists is o(1) by (10) But then each of Pr and P, similarly
contains two disjoint crossings of rectangles of width 0 98, and so on
ft is not hard to make the vague rugument just outlined pwcise, although it, turns out to be bet ter to work in a r (retail*, [0. x [Cs. Ci],
say, of bounded aspect ratio 2C > I. In Bollobris and Riordan [2006a1,
Hie following consequence of (10) is proved
Claim 21. Let C > 0 he ficed and lel 1? =
be the y by 2Cs rectangle

[0.s] x [Cs.Csj Pot
< j < 4. set
[js1100.(1
90) ,4/1001 x
[Cs.Cs] Assam:My Mat (10) holds why eve, y black path. P (71),;sing
i <
aqierc
I? ha/C.:on/oily contains 16 disjoint black paths P. 1
each Pi crosses ,/onte 1?) Ito/ icantally.
In other \t'olds, the path P contains 10 disjoint paths 1 i winding
S3 Random 1 /01'0110i percolation
285
backwards and to wards in a manner similar to the paths in Figure 15

Of course, in proving Claim 21, one must: be a lit tle mo t e careful titan in
the vague outlirie above Never tireless, the proof is fair ly straightfor ward:
it uses only- Harris's Lemma, certain symmetr ies of the nuclei, and (H))
The last condition is applied to show that \\lip none of a fixed number
N = N(C.e) of rectangles with aspect ratio 1 + s is crossed the long
vu}' In a black path
The conclusion of Claim 21 is clearly absurd: 1? has a black horizontal
crossing with probability at least f,(1, s), which is hounded away from
zero Taking the shortest black horizontal crossing of R. this somehow
winds backwards and forwards almost all the way across R. containing
segments that star t and end in almost t he save place lint somehow never
meet each other Also, the shot test crossing of R is almost, certainly at
least 16 times longer than the shortest crossing of a slightl y narrower
rectangle As the length of a crossing of R, cannot scale as more than
52 , this is impossible
All this sounds convincing: nevertheless. it is not so easy to deduce a
contradiction The problem is t hat, while the constant 16 in Claim 21
can he replaced by any l a rger constant it cannot be replaced by a function of s tending to infinity: we can only appl y (10) directl y ton bounded
number of rectangles. Otherwise.. t he o(I) error probabilities il(t1/11111late
En get around this, we use alutost-independence of disjoint regions to
.seurre the error probability' Tire idea is to consider the length (as a
piecewise linear path) 1,(IR) of the shortest black horizontal crossing P
of certain .s by 2.9 rectangles R. when such a P exists We take L(1?,) =
x it I?, has no black horizontal crossing. Even fen widely separated
rectangles. L(R s ) and L(131,) are not independent, so we modif y the
definition slightly- to achieve independence
As in Lemma 18. let P(R s ) = (R s ) be the event that e ye/ y ball of
radius r = 2Vlog s centred at a point in R., contains at least one point.
of P, and set
7(1?,) =
L(R)F(Rs) holds
0
of her wise
13v Lemma 18. 1,(1?,) = 1,(R.) whp Furthermore. 1.(R,) depends only
on the restriction of (P + ,P-) to the t meighbom hood of 17, Hence. if
R s and 1r, me separated by a distance of at least 2r o(a). tire random
variables 1,(17,) and Z (TC) are independent
Roughl
y speaking, we wish to relate t he distribution of i,(R J. which
286
Continuum pc/colahop
depends only an
to the distribution of L(I? s /2 ), using Claim 21[
fact to leave a lit t le elbow room, we relate L(I?) to L( Bo
). say For
71> 0 a (very small) constant, define g(s) by
g(s) = sup{ :
CL- (R s ) <
<
where I?, i s any s by 2s rectangle Recall that that L(1?,) < at if and
only if I?, has some black horizontal crossing, an event of probability
f,,(1/2, 2s) >
> cy > 0, horn (8) As L(R.,,)
L,(1?,; ) Min, it
follows that 0 g(s) < cc if q is chosen small enough. and then s large
enough, which we shall assume from now on Also, the sumer/m i n above
is attained. so
Pii(L(Rs) < 1/( s ))
( 11)
Claim 21 tells us that, whp, ever y black horizontal crossing of R.,[[

including the shortest. contains 16 disjoint crossings P, of slightly
rower rectangles. Using the fact that whp every crossing of a 0 96 9 by
2.5 rectangle is actually almost, a crossing of a square, we can place a
bounded number of 0 47s by 0 94s rectangles
1 < i < N, such that;
w hp, each Pi includes crossings of some pair (R, R,;) of these rectangles,
with and Bk, separated by a distance of at least 0 01.s Here N is an
absolute constant.. For each such pair (16,Ra), the variables L(B' ) and
L(R k ) are independent, so
(1.1 (11 ) )
7(&) < g(0 17s)) 5 Pi, (11(Rj ),11(Rk ) < q(0.47s))
= F n (2:(R') < g ( 0117s )) illp ( Z ( R k) < g(0 47s)) 5
112
from (11) Hence, the probability that i(IL) ) + 2,;(1?k ) < g(0 .17s) holds
for saute pair (Hi , Bk ) separated by distance 0 Ols is at roost N9 and
hence at roost 11/2 if we choose ri small enough
The proof of !lemur 19 is essentially complete: horn Me remarks
above, whp every black horizontal ossing of B. has length at least
16 times the minimum of L(R 1 ) + .L(Rk ) over separated pails (B1. Rk).
Thus,
L(R,) < 16g(0.47s))
g/2 o(1) < q,
so g(s) > 160 47s), and g(s) grows faster than s [1 , say As g(so) > 0 for
some so, it follows drat there are arbitrarily huge s with (33 < g(s) < cc.
But then. with probability bounded away horn 1, the shortest black
hor izontal crossing of IL, = [0, ,s1 x [0,2s1 has length at least [[; 3 'This is
$ 3 Random Voronoi percolation
287
impossible, since, will). R. meets only 0(s2 ) Vorouoi cells, and each has
diameter at most 0(log s)
As noted in the original paper, the proof of Theorem 19 outlined

above uses rather few properties of random Voronoi percolation: certain
symmetries, the fact that horizontal and vertical crossings of a rectangle
must meet, and an asymptotic independence property. For this reason,
the proof carries over to many other contexts; see, for example, Bollobris
and Riordan [2006b] \Tan den Berg, Brouwer and VrigvOlgyi [2006]
proved a variant of this result for 'self-destructive percolation', a model
of forest growth taking into account forest fires, which they used to prove
results about the continuity of the percolation probability in this model
Using Corollary 20 and Harris's Lemma, Theorem 19 easily implies
that 0(1/2) = 0, giving an alternative proof of Theorem 16 Of course,
this result can be proved more cleanly by adapting Zhang's proof of
Kestert's Theorem; see Zvavitch [1996] However, Corollary 20 is a good
star ting point for the proof of the analogue of Kesten's Theorem, namely
Theorem 17
The main idea of the proof is to use some kind of sharp-threshold
result to deduce that, for any p > 1/2 and any so, there is an > so
with
(12)
f(3,5) > 0.99,
say Before sketching the (rather lengthy) proof of (12), let us see how
Theorem 17 follows The argument:, based on 1-independent bond percolation on 2Li 2 . is very close to an al gument given in Chapter 3
Given a 3s by s rectangle I?, with the long axis horizontal, let
G(R.,) = II(R s ) n V(5 1 ) n V(S2),
where S I and 5, are the
two
s by send squares' of R see Figure 16
g
le
Figure 16 A 3s by s rectan
such that
G(R s ) holds
B y translational and rotational symmetr y.

Pp ( I ( .52)) =
(Sr =
p( ER S1
)) = (
ji,(3, ^ ) > 0 99.
288
Continuum purolation
so P 1,(0(.11)) > 0,97 Let
G(Rh), G(R.,) n F(1?),

and define elkfil,C) similarly for a 33 by 5 rectangle RI, with the long side
vertical From Lemma IS, Pp (F(Rs )) 1 as s x Thus, if s is huge
enough,

P, (G(R, )) > 09
(1;3)
for every 3s by s rectangle Rs . By Lemma 18, the event 61 (R s ) depends only on the restriction of the Poissiu processes (P lP ,P-) to the
Tmeighbewa hood of B. Choosing s larg , enough. we may assume that
= 2Vlog < s/2
For each horizontal bond 0 = ((a, b). (a + 1, IR) of V let
= [g as, 2as + 3s] x
2b9+ s)
be a 3 3 by s rectangl e in 1E 2 Similxtly for e = ((a. b). (a,b 1)). set

,R, = 12as, 2as + x [21m. 2bs + 33]
Let us define a bond percolation model AI on 1 2 by taking a bond c to
be open if and only if G(R) holds. If e and I' ale vertex-disjoint bonds
of 1 2 , then the rectangles and RI are separated by a distance of at
least s. Hence. if S and T me sets of bonds of V at graph distance at
least 1, then the families {C(/?) : 0 E
and {6(R ) : e E T} depend
on the restrictions of the Poisson processes (P-4),P-) to the disjoint
regions MI) and U rE7 RI B t , and are thus independent Hence, the
probability mensme associated to AI is 1-independent From (13), each
bond is open in 21 with probability at least 0 9 so, from Lemma 15 of
Chapter 3. with positive probability the origin is in an infinite open path
in A7 Such a path guarantees an infinite black path meeting [0. SP (see
Figure 11 of Chapter 3), so
1F),([0, s] = meets an unbounded black component) > 0.
The increasing event that even- point in [0. SP is black has positive
probability, If this event holds and (0, meets an unbounded black
component, then Co is unbounded From Harris's Lemma, this happens
with positive probability so 0( /)) > 0 As p > 1/2 was arbitrary, and
0(1/2) = Theorem 17 Follow s
Our aim for the rest of the section is to sketch the proof of (12). that
lot any p > 1/2 and an) so thew is an s > 3 0 with f),(3.. 3 ) > 0.99: as we
Random l'oronot percolation
289
have seen, this implies 'Theorem IT As a starting point. Corollary 20

is strong enough: one o l d\ needs / 1/ 0(3, s) > err for ma l e sufficiently
huge s In a discrete setting, we could easily use the Ftiedgut-kalai
sharp-threshold result (Theorem 13 of Chapter . 2) to deduce that, for
this s, we have fp (3, s) > 0.99 It is not unreasonable to expect it to be a
simple matter to adapt this argument to random Voronoi percolation, by
choosing a suitable discrete approximation, as in the proof of Theorem 3.
say However, as we shall see, there is a problem
In Chapter if, we presented various methods of deducing the statement,
fin bond percolation on V that corresponds to l i,(3, ^ ) 1 for p > 1/2
fixed One of these. the method based on the study of symmetric events..
originated in the context of random Voronoi percolation the others do
not seem to adapt to this setting As in Chapter :3, to define symmetric
events we shall work in the torus, i.e.. the quotient of Pf 2 by a lattice
Mote precisely. we shall work irr the torus
72 = L o = R2/(10sZ)2
i.e the sox face obtained from the square (0. l(Is) x (0,10,s1 Ire identifying
opposite sides Here s will be out scale parameter; we shall consider
rectangles R in 1'2 with side-lengths Afs where 1 < k < 9
The notion of a random Volonoi tessellation makes perfect sense on
the torus: we star t with Poisson pr ocesses P + and P - of intensity p and
I -p on I'm which we may take to he the restriction of our processes on
Pi2 to (0. 10sI2 The definitions of the \Unman cells and of the graph Op.
UP- ate as berme. We shall always consider s huge It is easy
P =
y disc in
of radius \/log S. sa y, contains a point
to check that whp ever
of P, so the diameters of all Vinonoi cells are at most 2 Ylog s = o(s)
In particular., no cell f ivr aps mound' the torus
The rectangles R we consider also do not come close to wrapping
around the tot us Thus, events such as .1-1 (1?) have almost the same
probability whether we regard I? as a rectangle in R2 ca in T2:
7:2
11= , (H(R)) =
(I-I(R))+, o(I)
where Pi, and Pr;' = F,, ar e the probability measures associas s

ated to Poisson processes (P lil .P-) on '12 = Trotand on R 2 respectively
There is ji natural notion of a's y mmetric' event with respect to the
measure P2 namely, an event that is preserved by translations of the
torus The is one of t he two ingredients required for the application of
the Ft iedgut-Kalai shat p-t lueshold result: the other is a discrete pr oduct
space
290
Let 6 = 6(s) > 0 be such that 109/6 is an integer, and divide T 2 = Tios
up into (10s/6) 2 squares 51 of side-length S in the natural way We
shall approximate (Pt P-) (defined on the torus) with a finite product
measure as follows: a square S i is bad if [Si n
> 0, neutral if i n
0 and
n P 4 > 0; see
Pfl P + = 0, and good if 18 1 n
Figure 17 Thus, open points (points of 7) ) ate good, and closed points
1S
= 1Si
Figure 17 A small part of the decomposition of the torus into squares Sr.
Points of P" are shown by dots those of P.- by crosses A square is good
(heavily shaded) if it meets P -1 but not r , neutral (lightly shaded) if it meets
neither P 1- nor P -, and bad (unshaded) if it meets PM The 'crude state1. of
the torus is given by the shading of the squares Usually, almost all squares
are neutral
are bad, and the presence of a bad point outweighs that of a good one;
we shall see the reason for this choice later
For each 4, the probabilities that 51 is bad, neutral and good ate
it had
Pnemrrat
Prood
- exp (-62 (1 - p))
82 ( 1 p),
exp(-82) = 1 - 0(62 ), and

eXP (
( 11)
- 62 (i - p)) (1 - exp(-52p))
respectively, and these events are independent for different; squares

By the trade stale of Si we mean whether Si is had, neutral, or good;
the erode slate CS = C5,5 of the torus is given by the crude states of
all (10s/6) 2 squares Si
It is cleat that if S is sufficiently small as a function of s, then CS
essentially determines (I) + , P-), and thus Op (defined on the torus).
8.3 Random 1/monai percolation.
291
Indeed, for s fixed, the a-fields generated by CS =CSo are a. filtration

72
of that associated to PI, In fact, fen the discrete approximation to (essentially) encode the entire graph Gp, it is enough to take 6 = a(811).
Indeed, it is easy to check that if S is this small, then two things happen
wisp First, no Si contains more than one point of P, so CS essentially
determines (p' -1 ,P ), up to shifting each point by a distance Second, there is no point of T2 such that the distances to the four closest
points of P lie in an inter val 2 0.,(5] Thus, shifting points of P
by at most \FM does not change which Voronoi cells meet, and so does
riot affect the graph structure of Op
As we shall see. we shall not be able to take S this small, so the graph
structure of Op will be affected by the discrete approximation, although
only 'slightly'
The possible crude states CS of the torus correspond to the elements
of Q" = (-1,0,11", where a = (10s/S) 2 is the number of squares Si,
and for w (w 1 ) E Q" we take (+4 to be 1, 0 or 1 if Si is bad, neutral
or good, respectively. Let us write Pp_ r,. for the product probability
measure on Q" in which each w i is 1, 0 or 1 with respective probabilities
1,, 1 p_ p+ , anti pi. Then the discrete approximation to P. given
by C'S corresponds to the measure
on Q" More precisely, if
E is any event that depends only on the crude state of the torus. then
P (E)=
(F),
(15)
where F C Q." is the corresponding event. and

pgd and p are
related by (11)
It will clearly be convenient to use a form of the Fr iedgutKalai sharpthreshold result for powers of a 3-element probability space (-1,0,11
In this context, an event E C .C2" = (-1, 0, 1}" is increasing whenever
w
for every then w' = (c.,1) E E An event
(w i ) E .E and Ji >
E C Q" is symmetric if it is invariant under the action on 4" of some
group acting transitively on [rd,-- {1,2, . .
From (1-1), both p kid and pg,Ki will be very small, so the sharpthreshold result we shall need is an equivalent: of Theorem LI of Chapter 2 As noted by Bollobiis and Riordan [2006a], the proof given by
iedgut and Kalai [1996] extends immediately to give the following result:
Theorem 22 There is fai absolute constant Ca such that, '11' < q_ <
p_ < 1/c, 0 < p+ < q+ < 1/e, E C
0, 11" is symmetric and
Contiaaoat ',cicalaI ion
292
increasing and Ft :
win { ri+
where p,
(E) >
p_ q - }
then
(E) > 1 e whenever
tid log( 1/E)p,, log( 1
)/ log tt.
( to)
nrx{g+.p_}.
When we come to apply this result, the hunt of (16) will /natter; this
is in sharp contrast to the situation lot bond percolation on 2: 2 , Indeed,
when we used Thement 13 of Chapter 2 to (move Kestells 'Theorem in
Chaplet 3, the hun t of the era responding bound was not it/tiro/taut
All that, mattered was that, with s: fixed and II tending to infinity, the
inctease in p required to taise P,,(E) front E to 1 E tends to zero
Mete even though we are using a strange/ tesult, (with the extra factor
p,, log(.I/p,;,) working in out la yout). flame is a limit as to how' small
we can take (5 while still getting a useful result front Theorem 22
Vie shall eta/pant (E) with Pi t,(E) fot a suitable event E. when/
p > 1/2 is fixed. Row Corollary 20. the hate/ probability will be at
least some small constant E. and to prove (12) it will suffice to show that
(E) 1 E. In doing this, we shall make a discrete approximation
as above. Et ow (1+1). when we apply Theorem 22, we shall have

p_ a_ ,= itS 2 6 2 /2 = e(a-)
Also, a will he constant. p, = 8(e5 2 ), and n = (10s/(5) 2 = e(r2/8.2)

Substihdiug these quantities into (16) we see t hat this condition w ill be
satisfied if and out- if a > lot some constant > 0 depending on p
As p ant/ aches 1/2 front above. the constant ^1 tends to zero Thus, we
cannot aff o rd to take a lei ibly fine discrete approximation; recall that
= 0(S - ) vonld be needed for the alma oxiination (access not to affect,
Op at all
With for - a 5 0 1 8 11 positive constant, out discretization
pottiest; will inhoduce ! defects' Mime, given the 'rounded' positions of
t he points of P. we do not know which Voionoi cells actually meet The
density of these defects will be small (a negative power of s) so one
might expect them not to matte!. 'r Ids tutus out to he the case, but
n eeds a lot of wo rk lo prove
Benjamin' and Seta anon 11998] env/untie/ ed the same p i oblent in ram ing a certain 'confoi mal oval fiance' pi upc/ tv of random Vet/m ini per colation in two and since dimensions This is not conformal inwat lance
in the sense of the conjecture of skizentrunt and Langlands Pouliot and
Saint-Aubin [199-f] discussed in (Maple' 7 Instead, in two dimensions.,
what Idenjamini and Scht alma proved is essentially the following Let
8 d Random Voronoi percolation
293
C IP1.2 he a (nice) domain. and let S i and 5"g be t g o segments of its

boundm y Consider t he Vol onoi percolation associated to a Poisson po t cess O f intensity A on 1?. using a cot tarn metric ds to form the Voronoi
cells, rather than tine usual Euclidean metric. Then. as A a fixed
confor 'nal (locally angle-preset ving) change in the met:tic ds does not
change the probability that there is a black path horn S i to So by tame
than o(1)
Let us note that this is also a statement about detects: each \Towing
cell is very small. and, locally, the change in the metric is multiplication
he a constant factor, so there \\ill be very few 'defects' whore different.
Vor (anti cells meet for the two metrics: in two dimensions the expected
in three dimensions there
number of defects is bounded as A
are more but the density is still vei l: low the result of Benjamini
turd Schr arum is that these defects do not affect the crossing probability
significantly: even though there ate very few defects the proof is far
nom simple
In proving Theorem 17 we have a large] densit y of defects: on the
of het hand. we have the freedom to vary the probability p, replacing an
err bitril/ V p> 1/2 by (p+ 1/2)/2, say. Roughl speaking. we shall show
that the effect of the defects is smaller than the effect of decreasing p in
ti l ls way
Let us nog make some of the above ideas precise Let 1? he a rectangle
,
in 2 NVe wish to define an event E depending on the Poisson processes
(P c . P-) on 72 :Mtn that, whenever E holds. then 11(1?) holds even if
we move the points of P a little. Given rt > 0. rte say that a point A t E I"
E P + with dist (.r. z') > dist(1 . , z)
is 1i -robustly blink if them is
for all o f E P-; in other words, the nearest open point of P is at least
a distance closer than Ow neatest closed point If rte move all points
of Pat most a distance if/2. then any .c E 1 2 that was if-robustly black
(and hence black) will still he black We SUN that a path P C 12 is
it-robustly Huck if every point of P is tfa ()busily black.
It tin US out that if 0 < pr < po < 1 and > 0, then we can couple
the probability measures Ft.), and so that, whp, for event' path PI
that is black with respect to the first measure, there is a 'nearby' path
Pr that is if -robustly black with respect to the second measure, whew
=
<
Theorem 23, Let 0 <
u(s) be any function with q(s) <
and > 0 be given. Let ill =

111c way cough nil in the same
294
Con tinituill percolation
probability space Poisson processes P r*

PT and o re/
= nos
and 1 po respectively, such that P;.4"
with intensities p i! 1
and pi are independent foi each
and Mt; following global event Eg
x fo i every piecewisefinew path P 1 that is black with
holds whp as s
respect to (Pt , p i ) there is a pieceivise-lineal path P that is 4h-robustly
black with respect to (PT
), with (In (Pr, Po) < (logs )2
The proof of Theorem 23 is perhaps the hardest: part of the proof

of Theorem 17, and we shall say very little about it Essentially, we
roust deal with certain 'potential defects', where the four closest points
of Pr = U' I to some point E 11 .2 are at almost the same distance
(the distances differ In at roost s e ( I )) We call such points of Pr bad,
Roughh speaking, a bad cluster is a component in the graph on the had
points in which two bad points are adjacent if they are close enough to
interact. The heart of the proof of Theorem 23 is a proof that, tinder the
conditions of the theorem, whp the largest bad cluster has size (log s).
As the probability that a given point is bad is 5 e(0 , one might expect
the largest bad cluster to have size 0(1); it turns out. however, that
there will be bad clitsters of size e(log s/ log log .^ ) Hence, the o(logs)
bound needed for the proof of Theorem 23 is not far from best possible.
Using Theorems 22 and 23. it is not too hard to deduce (12) from
Col olltuv 20. and so prove 'Theorem 17..
Proof of Theo:T.7n 17 Let p > 1/2 be fixed As shown above, to prove
that 0(p) > 0, it suffices to show that, given so, there is an s > so for
which (12) holds

Let 7 be a positive constant to be chosen later In fact, we shall set
= (p 1/2)/C, where C is absolute constant Let er > so be a large
constant. such that all statements ' if .9 is large enough' in the rest
of the proof hold kw all s > sr 13), Corollary 20, there is an s >
such that / 1/ .,(9,
> co, where co > 0 is an absolute constant; we fix
such an s throughout the proof. Let Rr be a fixed Os by 9 rectangle
in P., = , so P i p(11(R 1 )) > co. Regarding R i as a rectangle in the torus
II" = let E 1 be the event that R i has a black horizontal crossing
in the random Vcnonoi tessellation on the torus As noted earlier, since
I?, does not come close to (within distance ()(log s) of, say) wrapping
mound T 2 , we have
a( I% i) = Pi';2(H(Ri))
o(1)
8 ,9 Random Volonoi percolation
as s
295
oc. . In particular, if s is sufficiently large, we have
r;9(Er) .^ co/2,
(17)
say.
Let 6 be chosen so that 10.9/6 is an integer, and S -2-1 < 6 < s14;
is possible if s is huge enough, which we /nay enforce by our choice
of sr. We shall first apply Theorem 23, and then 'cliscretize' by dividing
the torus 2 into (108/5) 2 small squares S i of side-length 6, as above
Set p' = (p + 1/2)/2, so 1/2 < p < p, and consider the coupled
Poisson processes (Pif , P and (Pt PT ) whose existence is guaranteed
by Theorem 23. applied with m = 1/2, po = p', and q =16 < c1
Let R. , be an Ss by 2s rectangle obtained by moving the vertical sides
of outwards by a distance 8/2, and the horizontal sides inwards by
the same distance; see Figure 18 Let E2 be the event that there is a
horizontal crossing of Ro that is IS-robustly black.
this
i)
s,
Figure 18 The 9s by s and Ss by 2s rectangles A and (riot to scale),

together with a black path PI (solid curve) crossing R I horizontally and
a nearby robustly black path P2 (dashed curve), part of which crosses ki
horizontally
Suppose that Er holds with respect to (Pi", Pr); flour (17), this event
has probability at least co /2 Let Pr C R 1 C T2 be a black path that
crosses R I horizontally If the global event Eg described in Theorem 23
holds, as it does whim then there is a path A with (In (Pr P2 ) < (logs)'
such that P, is IS - robustly black With respect to (Pt. If s is
sufficiently large that (log 8) 2 < s/2, then any such path 12, contains
a sub-path A crossing horizontally, so E, holds with respect to
(P:t,P.r) If s is large enough, then Eg holds with probability at least
1 e0 /4, so
(E2 ) >
(E, ) P(Eg ") >
co/2 co/4 >
co/I
be the event that. some Ss by 2s rectangle it/ 2 has a 46-robustly
296
Continuum imirolati OP
black horizontal crossing Then

(E.)>
P-, (Eo) > col
Let us divide T2 into n = (10s/6) squares Si as before, and define

the crude state of each Si and the etude state CS of the whole torus
as above. Let :p; be the event that the crude state CS of the torus is
compatible with E3. Since P(E 3 ) = E(P(E3 CS)) < IF(ED, we lune
P;,, (EEO > co/4
Let ',brit' and proud be defined by (14), and let
similarly, but with p' in place of p. Thus.
and p'gt.
be defined
= 1 - exp (-62 (1 - p ')) ti S2 (.I - if). and

//gond =
exp (-82 (1 - p'))(1 - exp (- 62 1/ ))
(52p
As the event E:63 depends only on CS, it may be viewed as an event E3

in the finite product space Q" = {-1, 0,1}" In particular, nom (15)
= P7; (E753 ) > co/4.
(19)
The event F3 is symmetric, as E3 and hence Elsi is preserved by a translation of the torus through (18, Pi. ), ) E Z. ft is not hard to check that
1:3 is also increasing
From (11) and (18) we have
pit i
(1-p1 )52 , pig , 1 t-pe, /Thad ti (1 -p)82 . and it,
p82 (2(1)
shall apply Theorem 22 to -1, 0, 11", n = (10s/8) 2 , with p_ =

= p800, 1 , and with e = min{c0 /4, ill- In,
say Note that z > 0 is an absolute constant
Let A be the quantity appearing on the light-hand side of (16) with
this choice of parameters From (20), all fern of the quantities p_ and
are at most
if s is large enough Hence, p,, < 62 , and
WC
= peso" , a_ = pima and
A = 0(62 log(1/62 )/ loge).

where the implicit constant is absolute By om choice of 6, we have 1/6 <
s 2-f On the other hand, = (10s/8) 2 > s2 Thus, log(1/5 2 )/ log a < 27.
Hence. A < Chi ,i 2 for some absolute constant C
As C is an absolute constant. we may go back and choose .7 small
enough that CT, < (p - p')/2. so
A 5_ (P - P/)62/2
8 (( Random Vownoi percolation
997
hot (20). we have

q+ - v+, P-
^" (1)- 91)52
Thus, if s is large enough, q+ -p+ and p_ - q_ ale larger. than A, i.e.,

the hypotheses of Theorem 22 are satisfied Theorem 22 and (19) then
imply
I 5 > 1 10 WO
(PII)
Retruning to the continuous setting, but considering t h e event Er),
which depends only on CS, we have
p (E) = p
F ) > -
(")
Suppose that CS is such that LI holds, and let (P P-) be aqy configuration of the Poisson process consistent with this particular elude
state of the tot us By the definition of E7)') . there is another realization
consistent with the same crude state such that E. holds. i e such that
there is a 4S-robustly black path P Grossing some Ss be 2s rectangle in
72 Prom the definition of bad, neutral and good squares, it follows that
in the realization (Pt P - ). the path P is still black Hence. -)\ riling E4
for the event that some Ss by 2s rectangle in T 2 has a black horizontal
Cl owing. we have
PI, (Er) ^ 1Pi, (Etr ) > 1 -
I"
The rest of t he argument is as in Chapter. 3: we can cover 7 2 with

(is be -Is rectangles /?, , ,R9 5 so that, whenever Er holds, one of the
R i has a black Mu izontal crossing Using the 'rah-root trick', it Follows
that
(H(R ) ))> 1 -
Returning to the plane,

fir (3/2,45) =
(1-1(R1))+ o(1)> 0 999
s is large enough Appealing to (7), it is eas y to deduce that fp (3, -Is) >
0 99. As noted earlier, 0(p) > (1 then follows easily by considering 1independent percolation Since p > 1/2 was at bitranr, and 0(1/2) = 0
from Theorem 16, the result follows
The argument: above was just a sketch of the proof of Theotem 17

hi particular. we said almost nothing about the moor of Theorem 23
Although purely 'technical', such a result seems rather difficult to plover
this is actually a huge part of the work in the or iginal paper
298
As shown by Bollobiis and Riordan [2006a], for p < 1/2, the proof of
'Thoth ern 17 also gives exponential decay of the size of the open cluster
Co or cot responding black cluster Crg containing the origin; this result
follows from (12) by considering a suitable k-independent site percolation
model on Z2
Theorem 24. Let leol denote the diameter of Co, the area of Co, or
the 711110101 ICT of I/010710i cells in Co Then, for any p < 1/2 > there
is a constant c(p) > 0 such that
F
Pp (FCol
hi every n > 1
n)
exp(e(p)n)
As in Chapters 3 and 4, this implies that the Hanunersley and Temper ley
critical probabilities coincide
Theorem 25. Let p i he the Tempe/ley cr itical probability for random
Ijoronoi percolation in the plane above which Ej,(Kup diverges, where
roi denotes the diatnetei of Co, the area of Co, or the number of Voronai
= p i( = 1/2
crffs in Co Then.
We have seen that :random Voronoi percolation can be very difficult

to work with. Nevertheless, there is some hope that the conformal
invariance conjecture of Ai-tern/mu and Langlands, Pouliot and SaintAubin [1994] discussed in Chapter 7 may be approachable for this model:
the model has much [note built-in syninteti y than site or bond percolation on ain lattice. Also, the result of Ben] amini and Schramm [1998]
provides a possible alternative method of attack: roughly speaking, t hey
showed that for :random Voionoi percolation, conformal invariance is
equivalent to 'density invariance', i e , the statement that, with suitable
scaling, the crossing probabilities associated to two different inhornogeneous Poisson processes converge
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Index
2-close domains, 211

fl-regular infinite tree, 6
:Farm exponents, 238
k-branching tree, 6
k-independent percolation, 70, 73, 108,
162, 250, 270, 287
nth-root trick, 41
Aizelurian-Langlamils-Pouliot-SaintAtibin conjecture, 178,
181
amenable graph, 121
Archinieclean lattice, 154, 155
aspect ratio, 184
attachment vertices/sites, 10, 157
automorphism-invariant event, 1IS
ball (in a graph), 108
Vat) den Berg--Nesten conjecture, 44
Van den Berg-Kesten inequality, -12
in percolation, 78
Bettie lattice, 6
black cluster, 269
black horizontal crossing, 274
black-increasing event, 276
bond percolation, 1
bond, i e , edge, 1
Boolean niodel, 240, 242
box product, 42
branding process, 8
cactus, 10
Cardy's formula, 184
Carleson's form of Cardy's formula
cell percolation, 267
closed bond/site, 1
Colour-Switching Lemma,196
configuration, 2, 268
conformal
equivalence, 182
86
invariance, 176 239

map, 178
rectangle, 184
connective constant, 17
continuum percolation, 240
correlation inequalities
of Ahlswede and Boykin, 45
of van den Berg and kesten, 43
of Fortnin, liasteleyn and Cinibre, 6
of Harris, 39
of Reimer, 44
correlation length, 234
coverage questions, 261
critical area (Gilbert's model), 244
critical degree (Gilbert's model), 24-1
critical exponents, 62, 232, 234
for the triangular lattice, 236
critical probability, 5
cross-ratio, 183
cube, 38
decreasing
event, 39
set system, 39
dependent percolation, see
k-independent percolation
directed graph, 24
Dirichlet diagram/domain/polygon/
tessellation, see Voronoi tessellation
discrete contour integral, 207
discrete domain, 191
mesh of, 191
discrete torus, 65
discrete triangular contour, 207
domain in 12, 178
clown-set, 39
dual bond, 12
dual graph, 12
dual lattice, 12
dual site, 12
Meted,
320
Nlenshikov, 93
Newman and Schulman 1211
Smirnov, 196
line graph, 3
log-nioncit one, -16
log-sitpermodular,
edge, sec bond

equivalent
bonds 138
percolation measures 81
random graphs, 119
sites. 1 85, 138
weighted graphs, 156
exponential deep, 70 . 10-1
for Gilberts [node/ 251
for Voronoi percolation, 298
extended KagoutO lattice 155,
external boundary
in IC, 216
in :2 13
fact' percolation, 12, 2-
finite-type graph 85
r.K.c; inequality, -61, 16
marked discrete domain,193

/narked domain. /79
Martingale Convergence Theorem
matching lattices, 146
mixed percolation, 21, 24
monochromatic path, 191
multi-graph, 2
67
Newman Ziff method 175
Gilbert (disc) model, 2-10, 2-12

Harris's Lemnm
for \Orono! percolation 278
bin usdor tf distance, 211
Hex, game of, 130
hexagonal lattice. 9, 136, 155
bond percolation,1A9
face percolation 131, 2-15
site percolation, 1(i5
hitting I adius, 256
honeycomb lattice, see hezagonal lattice
horizontal dual 51
hype/cube 38
hyperscaling relations 235
increasing
event, 39 276
function on a poser.
set system, 39
independent percolation measure, 3
influence
of a amid in percolation 63
of a variable, /16
inner boundary 192
interface graph, 5-1 131 Ill-I, 275
Jordan
(10111:1111,
17!)
Kagons1 lattice, 15-1, 155 157

Kohnogorcw's 0-1 law 36
Lemma:
Balkier Bollolnis mid Wallet
de Binijn anal Ercilis 37
Fekete 36
11in ris 311
A far gulls and Russo .16
-1
open bond/site, 1
open cluster, 3, 269
open dual cycle 16
open horizontal glossing 51
open our-cluster . 25, 111
open path, 3
open subgraph, L 80
open vertical crossing, 51
oriented graph.. 2-1
oriented line-graph 82
oriented path, 25
oriented percoIat ion, 21 , 167
out-ball. /0-1
out-class 81
out-class graph, 8-1
out-lilac sites 8-1
out-sphere. Sli
out-subgraph 25, 81
outer boundary. 192
partially (mimed set :38
Peierls argument., 16
percolation measure, 3, 80
percolation probability, 5
pivotal
bond in percolation, 63
variable 16
planar lattice, 138
Poisson process, 2,11
Poisson-Voronoi tessellation me
ranc:an Voronoi tessellation
poset, 38
power set, 37
radius of a cluster
in an oriented g r aph, 86
random convex hull problem. 262
random geometric graphs. 2-10 25 - I
random set process_ 176
random Vinonid percolation 263
Inded:
pindout Voronoi tessellation, 263
retticamalization argument, 68
itliemann Mapping Theorem, 178
robustl y black path, 293
B;e1W T'lleorem, see
Russo-Seymour-Welsh T'hcoret
scale, scale parameter, 279
scaling relations, 235
Schramm-Loom/et. evolution (STE),
232, 235, 239
self-avoiding walk, 15
self-duality, 12, 129, 274
sharp threshold, 49
site percolation 1
site. i e vertex I
SLE. sae Schramm-Locuetner evolution
sphere (in a graph), 79
square lattice, 2
bond percolation, 50
site percolation, 133, 162 . 1165
square product, 42
square-root trick, 41
star-delta transformation, 148. 151
stn--triangle transformation, sac
star-delta I ransforma I ion
stale of a bond/site, 1
stochastic domination, /57
strongly connected graph, 26. 85
sub-exponential decay, 76
substitution method. 149, 156
symmetric
event, 66
plane graph 138
set system, 49
ail event 36
Theorem:
Aldswede and Daykin, 45
AiZe11111811 and Barsky, 103
Aizettman, Nester and Newman, 121
Mammon and Newman, 107, 111
Arzelit tend Ascoli, 227
Balister, Bollobeis. Sarkar tend
Walters, 260
Batiste!. Bollobas tend Stacey, 171
Batiste') Bollokis and Quas, 273
van den Berg tend Kest en, 43
Bollobas and Riordan, 279, 282, 298
Bourgain, Kahn,
Katznelson
and
48
Cara/ Intodory, 182
Tot tuin ICasteleyn and Milne, 46
Friedgut and halal, 48, 49
321
Gilbert 246
Grimmett 152
Grinunett ancl Stace
Hall 246, 249
Hammersley, 19, 106
Harris 61, 124
Harris and Kesten, 50, 13, 128 146
Kahn, Nalai and Linial,
Kesten, 67, 71, 131, 1.17
Kohnogorov, 36
Liggett., 171, 172
Wester and Roy, 252
lienshiletut, 90. 96, 100
Penrose, 255, 257
Reimer, 44
Roy 251
Russo, 134
Russo and Seymour and Welsh 57
Smirnov, 187, 188
StIlit'llOV and Werner, 236
\ Vierrnan, 149, 169, 162
Zravitch, 279
'Ft/lessen polygonalizat ion sac Voronoi
Iessellatiem
t ranslat ion-invariant event 120
triangular lattice, 13, 136, 155
bond percolation, 1,19
Grit ical exponents. 236
site percolation, 129. 187
two-dimensional lattice, 182
uniqueness of the infinite/ cluster,
for (filbert's model, 252
for random Voronoi percolat ion, 278
in amenable graphs, 121
up-set 39
vertex see site

dual, 51
Voronoi
cell, 263
diagram, 265
percolation, see random Voronoi
percolat ion
polygon, 265
/ essellat ion, 263
vertical
weighted graph, 138 156

weighted hypercube, 37
weighted platuu hit tic( 138
witness, 42
ill percolation, 78
Zill s foomila 186
List of notation
1,41: cardinality,
ALB: symmetric difference, 38
A 0 .41, A 08: square/box product., -12
:1 C B: subset (equality allowed), 38
A P.L : closed 6-/leighbourhood, 211
A L : boundary are of a (discrete)
domain, 179, 193
At: outer boundary arc of a discrete
domain, 193
13i (a
binomial distribution, 28
8,4,1:4 Indl in a graph, 108
Br(z): ball in Ia 2 or C, L83
Bh:D: out-ball in an oriented graph,
104
C: complex number-s, 178
= {/1 E A : y}: open cluster
containing :r, 4
G;f: open out-cluster, 25
C'-: out-class graph, 8-1
Dr y: occupied set in 0, , A 212
El, etc: expectation associated to Pp
elm. 6
B(A): edge set of a graph A, 1
E15.(:): existence of open separating
path, 201
E, A: vacant set in GI ,. A, 243
0(o): 0, ,A with ers 2 A = 244
G A (Il!): generalized Gilbert model, 2-13
Cis: discrete domain, 191
CTT: discrete approxinuttions to a
domain, 212
G,,7 : finite random geometric graph
with degree d, 255
G, A: Gilbert model, 2-12
G,: G et , 212
C r (1,), (1 ' A): finite noulom
geometric graphs 254
H: hexagonal lattice, 136
11(11)= 11 1,(R): 17 Ili; a black
horizontal crossing, 274

lo-nearest graph, 257
there me k infinite open clusters.
118
P = PA: Poisson process, 2-11
P A : open points of P, 268
P closed points of P, 268
p : probability ineastit e associated to
bond percolation, 2
P';\ probability measure associated to
site percolation, 2
(2, 11, (4: weighted hypercube, 37
(2: mulch: ant of 27 2 168
17,, (:r) = (4 + -1): there is an open path
from 9i (:r) to St (:r), 87
S LEN : Schrtunin-Loewnet evolution,
235
5,(4): sphere in a graph, 70
St (r): out-sphere in an oriented graph
86
I: triangular lattice, 129
:2 7 2 * torus, 954
:2,, : 2 : discrete torus, 65
1 - (A): vertex set of a graph A, 1
VI (11), 1--E (R): R. has a black/white
vertical crossing, 275
1:r : Voronoi cell of a, 263
natural orientation of 'Si/ 10
H
(11(!): degree of a vertex/site 24

d(r,y): graph distance, (ii
d(::, y) Um an oriented graph: distance
from a to Li, 86
dist(x,y): Euclidean distance-, 211
flauselorff distance, 211
f/z): probability of EA (:), 207
List
of
f p (p, .9 ): pa by s crossing probability,

280
(4: continuous extension of fi}, 225
It p (rn. n): In by n crossing probability
in 52 , 59
1,(m, n): h rr(nr,n), 59
pH: lialffillettiley critical probability, 5
PH (1): critical probability for Voronoi
percolation in Rd , 269
pi : lemperley critical probability, 6
pc : p H or p i , 9
r (ex ): radius of open cluster, 61
in an oriented graph, 86
s: scale paranteter, 279

or {:r y}: t here is an open

path front x to p, 3
{:r -L }: there is a long open path from
:r, 79., 8(i
:r` y}: uu open path front St (r) to
(a : WI
{a rt' IL} = R,,(a): here is MI open path
Gen Sj (t) to St (r), 87
A: a (usually infinite) graph, 1
A': dual graph, 12
17 o
I ati o n
323
(A, p): a weighted graph, 138

A il :: open subgraph in bond percolation,
A-;,: open subgraph in site percolation, 2
TV: oriented graph, 24
out. subgraph, 25
influence, 46
SA: resealed lattice. 179
511: resealed hexagonal lattice, 191
ST: resealed triaiiguha lattice, 187
ll(p) = 0}; (p), etc: percolatirm
probability, 4
x(p) = x!,.!(p) etc: expected cluster size,
6
A( 4 ): connective constant, 17
p,,(p): min x pn(a7 , p ), 88
p11(x,p): probability of Rar(x), 87
(CO: inner boundary, 192
(0): outer boundary. 192
it': external boundary. 13 216
D : discrete contour integral. 207
a s: with probability I, 240

whp: wit h probability I of1i 240

Bela Bollobás, Oliver Riordan-Percolation - Cambridge University Press (2006)

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Bela Bollobás, Oliver Riordan-Percolation - Cambridge University Press (2006)

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Percolation

Percolation them y was initiated some 50 years ago as a umthernatical ft aurework

caauuunora UNIVERSII i PRESS

.1SBN-13 078-0-521-87232-4 11 11(11MCI:

Cambridge University Press has no responsibility flu the persistence or accuracy

To Gabriella and Gesine

Basic concepts and results

Bond percolation on V the Harris-Kesten Theorem 50

Uniqueness of the infinite open cluster and critical

The star-delta transformation

Estimating critical probabilities

Conformal invariance Smirnov's Theorem

Percolation theory was founded by Broadbent. and Hammer sley [1957]

Percolation thecny was founded by Broadbent and Flantnansley f19571.

Basic concepts and results

where F is a finite subset of E and a E 10, I F Let p =

I Basic concepts and results

When pc = p for every edge e, as before, we write P,I4 for PbAp

re open and those in Fa are closed)

We call I1114 an independent bond percolation IIICatilln on A The special

3usic Concepts and rcvalts

= 0,1; (A: p) =11') 1,(1Cr i = c.c.)

where 11 ' ter is the ntunbe t of sites in C r We shall use

.1 Basic concepts mid orsalt 5

Basic concepts and results

= suP{p: iVr(P) < oc } =

which does not depend on X. By definition, p i . < One of our aims

Figure 3 The 3-regular nee, for which A = 1. ), = A = 1ii i = 1/2 Deleting

I Basic concepts and results

Figure 1 The tree J .1 w i th root vo

height (or, following the common mathematical convention of planting

Figure 5 For k = 2 and p = 2/3, the increasing concave function fix) =

Basic concepts and results

implies tr > .to Since rut = I, it follows that rr > .rp

which is finite tot p < 1/k and infinite lot p

1 Basic cancel& curd results

on the critical probability is easy to calculate. For example, if A is

In this way, by a trivial operation on the graph, a critical probability in

Basic concepts and resu lts

. Basic concepts and results

Figure 7 Part of the cactus C 3 r: each circle represents a complete graph on

step, the number of further attachment vertices that.

( C k = lid (1) E(X11) >

Figure 8 Neither t he interim tun t he exterior of a cycle visiting a, b c d in

Let us point out an important : sell-duality property of This will

.1 Basic cconcept, s and re5ults

Figure 9 Portions el t li e latti c e A

(solid law s ) awl the isomorphic dual

percolation on A is equivalent: to site percolation on A' Thinking of

Basic con its and results

Figure 11 A finite connected subgiaph H of Z 2 with vertex set C (solid lines

Lemma 1. If C is the vertex set of a finite connected subgraph of V,

Proof. Let F be the set of C-C, bonds, oriented flow C to Ct. Em

clockwise through r/2 about: its midpoint Let a-0={ 7

I. Basic concepts and results

Figure l2 The oriented dual bond f corresponding to au oriented bond f

In the rest of this chapter we present some basic results concerning

Lemma 2. Pot bond percolation in Z 2 we have

Basic concepts and results

Piing As we noted ("alien pr < i n t in ' un: context:, so we roust show

only the outer inequalities

l im p" < 1 + 1 'OPYI

c, --It (3(1 p))2(