Search arXivSearch

arXiv · 2203.00981

Hyperbolic site percolation

Abstract

Several results are presented for site percolation on quasi-transitive, planar graphs $G$ with one end, when properly embedded in either the Euclidean or hyperbolic plane. If $(G_1,G_2)$ is a matching pair derived from some quasi-transitive mosaic $M$, then $p_u(G_1)+p_c(G_2)=1$, where $p_c$ is the critical probability for the existence of an infinite cluster, and $p_u$ is the critical value for the existence of a unique such cluster. This fulfils and extends to the hyperbolic plane an observation of Sykes and Essam(1964), and it extends to quasi-transitive site models a theorem of Benjamini and Schramm (Theorem 3.8, J. Amer. Math. Soc. 14 (2001) 487--507) for transitive bond percolation. It follows that $p_u (G)+p_c (G_*)=p_u(G_*)+p_c(G)=1$, where $G_*$ denotes the matching graph of $G$. In particular, $p_u(G)+p_c(G)\ge 1$ and hence, when $G$ is amenable we have $p_c(G)=p_u(G) \ge \frac12$. When combined with the main result of the companion paper by the same authors ("Percolation critical probabilities of matching lattice-pairs", Random Struct. Alg. 2024), we obtain for transitive $G$ that the strict inequality $p_u(G)+p_c(G)> 1$ holds if and only if $G$ is not a triangulation. A key technique is a method for expressing a planar site percolation process on a matching pair in terms of a dependent bond process on the corresponding dual pair of graphs. Amongst other things, the results reported here answer positively two conjectures of Benjamini and Schramm (Conjectures 7 and 8, Electron. Comm. Probab. 1 (1996) 71--82) in the case of quasi-transitive graphs.

Explore related subjects

Keep this discovery

BibTeXRIS

Geoffrey R. Grimmett, Zhongyang Li. 2022-03-02. Hyperbolic site percolation. https://arxiv.org/abs/2203.00981

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR