Russos Formula
Serena Yuan
2015-03-16
0.1
Russos Formula
In Theorem 2.1 we saw that for increasing events A the probability Pp (A) is a
non-decreasing function of p. Russos formula gives a method for estimating the
rate of change of Pp (A) as a function of p. We construct the two processes on
the same probability space while comparing Pp (A) and Pp+ (A) having densities
p and p + . We let {X(e) : e Ed } be independent random variables with
the uniform distribution on [0, 1]. Also we define p (e) = 1 if X(e) < p and
p (e) = 0 otherwise. Then, for increasing events A we have that
Pp+ (A) Pp (A) = P (p 6= A, p+ A}.
If p
/ A, but np+ A there must exist edges e satisfying that np (e) = 0
and np+ = 1. or in other words, that p X(e) < p + . We let Ep, be the set
of such edges and we assume that A depends on the states of only finitely many
edges. We clearly have that P (|Ep, | 2) = o() as 0 and we can neglect
the possibility that there are two or more edges in Ep, .
If e is the unique edge that satisfies p X(e) < p + then e must be
essential for A in the sense that p
/ A but p0 A where we obtain p0 from
p by changing the state of e from 0 to 1. The latter property of e does not
depend on the state of e so this means that each edge contributes an amount
that is roughly
P (p X(e) < p + )Pp ( e is essential for A) = Pp (e is essential for A )
Rigorous derivation
We derive this formula in a way that is valid for all increasing events A which
depend on only finitely many edges.
We let A be an event (not necessarily increasing) and we let be a configuration. We call the edge e pivotal if for the pair (A, ) then IA () 6= IA ( 0 )
where we have that 0 is the configuration that agrees with on all edges except
e, 0 (e) = 1 (e).
This means that e is pivotal for (A, ) if the occurrence or the nonoccurrence
of A depends crucially on the state of e.
Also, the state e is pivotal for A for the set of configurations for which e
is pivotal for (A, ).
We may note that the event only depends on the states of edges other than
the state of e itself, where it is independent of es state.
We have interest in increasing events A (where an edge e is pivotal if and
only if A does not occur when e is closed but A does occur when e is open).
1.1
Russos formula
Let A be an increasing event which depends on only finitely many edges of Ld .
Then
d
dp Pp (A)
= Ep (N (A))
where N (A) is the number of edges which are pivotal
P for A.
d
This formula can also be written as dp
Pp (A) = eEd Pp ( edge e is pivotal for A).
Theorem of 2 phases of process
If d 2 then 0 < pc (d) < 1.
2.1
Proof
We have seen that pc (d+1) pc (d) and it is sufficient just to show that pc (d) > 0
for d 2 and pc (2) < 1.
First we may prove that pc (d) > 0 for d 2.
We may show that (p) = 0 whenever p is close enough to 0.
Let (n) := number of paths of Ld with length n that begin at the origin.
Let N (n):= the number of paths of (n) which are open.
Any path of (n) is open with probability pn so we have
Ep (N (n)) = pn (n).
If the origin is in an infinite open cluster then there are open paths of all
lengths beginning at the origin such that
(p) Pp (N (n) 1) Ep (N (n)) = pn (n)n. (eq. 1)
By definition of the connective constant (d) we have that
(n) = {(d) + o(1)}n as n and we can put this into eq. 1 to have
(p) {p(d) + o(1)}n 0 for p(d) < 1 (eq. 2)
as n .
So above it is shown that pc (d) (d)1 where (d) (2d 1)1 > 0.
Next and finally we will show that pc (2) < 1 using a Peierls argument.
Consider bond percolation on L2 .
We may show that (p) > 0 for p sufficiently close to 1.
We let G be a planar graph that is drawn such that edges intersect at vertices
only.
2
We will place a vertex at each face of G (including the infinite face if it
exists) and join two such vertices by an edge whenever the corresponding faces
of G share a boundary edge of G.
It is easy to see that the dual of L2 is isomorphic to L2 and we use this
self-duality later chapters.
We take the vertices of this dual lattice as the set {x + ( 12 , 12 ); x Z2 } and
we join two such neighboring vertices by a straight line segement of R2 .
There is a 1-1 correspondence between the edges of L2 and those of the dual.
We let an edge of the dual be closed or open depending on if it crosses a closed
or open edge of L2 , respectively.
This assignment initiates a bond percolation process on the dual lattice with
the same edge-probability p.
Now we suppose that the open cluster at the origin of L2 is finite. (surrounded by a closed circuit in the dual lattice) In other words, the origin is
surrounded by a necklace of closed edges which may act to block off all possible
routes from the origin to infinity. (this is a casual proof of the previous statement) The converse holds in a similar way; if the origin is in the interior of a
closed circuit of the dual lattice, then the open cluster at the origin is finite.
We now count the number of such closed circuits in the dual.
We let (n) be the number of circuits in the dual with length n and which in
their interiors contain the origin of L2 .Each such circuit will pass through some
vertex of the form (k + 21 , 12 ) for 0 k < n and we see this because of two facts:
1. the circuit surrounds the origin and therefore passes through (k + 12 , 21 )
for some k 0
2. it cannot pass through (k + 12 , 12 ) where k n since then it would have
length at least 2n
Therefore such a circuit contains a self-avoiding walk of length n-1 starting
from a vertex of the form (k + 12 , 12 ) where 0 k < n. (eq. 3)
The number of self-avoiding walks is at most n(n 1) giving: (n)
n(n 1).
2
Let be the P
circuit of the dual containing
its interior.
P nthe origin of LPin
By eqn. 3,
P
(
is
closed)
q
n(n
1)
=
p
n=1
n=1 qn{q(2) +
o(1)}n1 < if q(2) < 1 (eqn. 4)
where q = 1
Pp and the summation is over all such .
In addition, Pp (is closed) 0 as q = 1 p 0
P
letting us find which satisfies 0 < < 1 such that Pp ( is closed) 21
if p > .
It follows from previous remarks that
P
Pp (|C| = ) = Pp (no such circuit is closed) 1 Pp (is closed)
1
1
2 if p > which is able to give us pc ( 2 ) .
We need to use more tools to derive that pc (2) 1 (2)1 .
We let N be a positive integer and FN be the event that there does not
exist a closed circuit of the dual containing the origin in its interior and having
length N or less and let GN be the corresponding event involving circuits and
with length exceeding N. If both FN and GN occur then |C| = so that
(p) Pp (FN GN ) = Pp (FN |GN )Pp (GN ).
Now we use a correlation inequality. We have that events FN , GN are increasing on the lattice of subsets of E2 in the sense that if FN (GN ) and
0 then 0 FN (GN ).
This means that if we are given that GN occurs then the conditional probability of FN is at least as large as its unconditional probability; or that Pp (FN |GN )
Pp (FN ).
With the FKG inequality we may deduce that (p) Pp (FN )Pp (GN ).
Now suppose that (1 p)(2) < 1.
P
n
We have as in eqn. 4 that Pp (GcN )
n=N (1 p) n(n 1), the tail
of a convergent series and therefore it is possible for us to choose N such that
Pp (GN ) 21 .
Here the event FN only depends on states of edges within distance N of the
origin,Pp (FN ) is at least as large as the probability all such edges are open,
giving that Pp (FN ) > 0. Then it follows that (p) > 0 if (1 p)(2) < 1; or
that pc (2) 1 (2)1 .
2.2
Proving additionally theorem
Theorem - The probability (p) that there exists an infinite open cluster satisfies (p) = 0 if p < pc (d), 1 if p > pc (d).
We first note that the event that {L2 contains an infinite open cluster } does
not depend on the states of any finite collection of edges. By the zero-one law
(the event has probability 1 P
or 0) we know that takes values of 0 and 1 only.
If p < pc (d) then (p) xZd Pp (|C(x)| = ) = 0.
On the other hand, if p > pc (d) then
(p) Pp (|C| = ) > 0 so that (p) = 1 by the zero-one law, as required.
2.3
zero-one law
Let (En ) be a sequence of events in some probability space.
The Borel-Cantelli lemma states,
If
sum of the probabilities of the En is finite and such that
Pthe
n=1 P r(En ) < then the probability that infinitely many of them occur
is 0; P r(lim supn En ) =
n=1 k=n Ek = 0.
