Probability on graphs random processes on graphs and lattices Second Edition Grimmett all chapter instant download
Probability on graphs random processes on graphs and lattices Second Edition Grimmett all chapter instant download
com
https://textbookfull.com/product/probability-on-graphs-
random-processes-on-graphs-and-lattices-second-edition-
grimmett/
OR CLICK BUTTON
DOWNLOAD NOW
https://textbookfull.com/product/probability-on-graphs-random-
processes-on-graphs-and-lattices-geoffrey-grimmett/
textboxfull.com
https://textbookfull.com/product/random-walks-and-heat-kernels-on-
graphs-1st-edition-martin-t-barlow/
textboxfull.com
https://textbookfull.com/product/generating-random-networks-and-
graphs-1st-edition-annibale/
textboxfull.com
https://textbookfull.com/product/random-graphs-geometry-and-
asymptotic-structure-1st-edition-michael-krivelevich/
textboxfull.com
Graphs, Algorithms, and Optimization, Second Edition Kocay
https://textbookfull.com/product/graphs-algorithms-and-optimization-
second-edition-kocay/
textboxfull.com
https://textbookfull.com/product/graphs-algorithms-and-optimization-
second-edition-william-kocay/
textboxfull.com
https://textbookfull.com/product/schaums-outline-of-probability-
random-variables-and-random-processes-fourth-edition-hwei-p-hsu/
textboxfull.com
https://textbookfull.com/product/optimization-algorithms-for-networks-
and-graphs-second-edition-james-evans/
textboxfull.com
https://textbookfull.com/product/applied-probability-from-random-
sequences-to-stochastic-processes-valerie-girardin/
textboxfull.com
Cambridge University Press
978-1-108-43817-9 — Probability on Graphs
2nd Edition
Frontmatter
More Information
Probability on Graphs
Second Edition
This introduction to some of the principal models in the theory of disordered systems
leads the reader through the basics to the very edge of contemporary research, with
minimal technical fuss. Topics covered include random walks, percolation,
self-avoiding walks, interacting particle systems, uniform spanning trees, and random
graphs, as well as the Ising, Potts, and random-cluster models for ferromagnetism, and
the Lorentz model for motion in a random medium. Schramm-Löwner evolutions
(SLE) arise in various contexts. This new edition features topics in which there has
been major recent progress, including the exact value of the connective constant of the
hexagonal lattice and the critical point of the random-cluster model on the square
lattice.
The choice of topics is strongly motivated by modern applications, and focuses on
areas that merit further research. Special features include a simple account of
Smirnov’s proof of Cardy’s formula for critical percolation, and an account of the
theory of influence and sharp-thresholds. Accessible to a wide audience of
mathematicians and physicists, this book can be used as a graduate course text. Each
chapter ends with a range of exercises.
I N S T I T U T E O F M AT H E M AT I C A L S TAT I S T I C S
TEXTBOOKS
Editorial Board
D. R. Cox (University of Oxford)
B. Hambly (University of Oxford)
S. Holmes (Stanford University)
J. Wellner (University of Washington)
IMS Textbooks give introductory accounts of topics of current concern suitable for
advanced courses at master’s level, for doctoral students and for individual study. They
are typically shorter than a fully developed textbook, often arising from material
created for a topical course. Lengths of 100–290 pages are envisaged. The books
typically contain exercises.
Probability on Graphs
Second Edition
GEOFFREY GRIMMETT
Statistical Laboratory
University of Cambridge
www.cambridge.org
Information on this title: www.cambridge.org/9781108438179
DOI: 10.1017/9781108528986
c Geoffrey Grimmett 2018
This publication is in copyright. Subject to statutory exception
and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without the written
permission of Cambridge University Press.
First published 2018
Printed in the United States of America by Sheridan Books, Inc.
A catalogue record for this publication is available from the British Library.
ISBN 978-1-108-43817-9 Paperback
Cambridge University Press has no responsibility for the persistence or accuracy of
URLs for external or third-party internet websites referred to in this publication
and does not guarantee that any content on such websites is, or will remain,
accurate or appropriate.
Contents
Preface ix
vi Contents
5 Further Percolation 86
5.1 Subcritical Phase 86
5.2 Supercritical Phase 90
5.3 Uniqueness of the Infinite Cluster 96
5.4 Phase Transition 99
5.5 Open Paths in Annuli 103
5.6 The Critical Probability in Two Dimensions 107
5.7 Cardy’s Formula 115
5.8 The Critical Probability via the Sharp-Threshold Theorem 126
5.9 Exercises 130
Contents vii
References 240
Index 261
Preface
x Preface
Preface xi
efited from conversations with Rob van den Berg and Tom Liggett. Stanislav
Smirnov and Wendelin Werner have consented to the inclusion of some of
their neat arguments, hitherto unpublished. Several readers have proposed
suggestions and corrections. Thank you, everyone!
G. R. G.
Cambridge
April 2010
July 2017
17:53:41
.002
2 Random Walks on Graphs
Any reversible Markov chain1 on the set V gives rise to such a walk as
follows. Let Z = (Z n : n ≥ 0) be a Markov chain on V with transition
matrix P, and assume that Z is reversible with respect to some positive
function π : V → (0, ∞), which is to say that
(1.1) πu pu,v = πv pv,u , u, v ∈ V .
With each distinct pair u, v ∈ V , we associate the weight
(1.2) wu,v = πu pu,v ,
noting by (1.1) that wu,v = wv,u . Then
wu,v
(1.3) pu,v = , u, v ∈ V ,
Wu
where
Wu = wu,v , u ∈ V.
v∈V
That is, given that Z n = u, the chain jumps to a new vertex v with probability
proportional to wu,v . This may be set in the context of a random walk on
the graph with vertex-set V and edge-set E containing all e = u, v such
that pu,v > 0. With edge e ∈ E we associate the weight we = wu,v .
In this chapter, we develop the relationship between random walks on G
and electrical networks on G. There are some excellent accounts of this
subject area, and the reader is referred to the books of Doyle and Snell
[83], Lyons and Peres [221], and Aldous and Fill [19], amongst others. The
connection between these two topics is made via the so-called ‘harmonic
functions’ of the random walk.
1 Accounts of Markov chain theory are found in [148, Chap. 6] and [150, Chap. 12].
17:53:41
.002
1.2 Electrical Networks 3
17:53:41
.002
4 Random Walks on Graphs
1.8 Kirchhoff’s current law The total current flowing out of any vertex
u ∈ V other than the source-set is zero, that is,
(1.9) i u,v = 0, u = s, t.
v∈V
where
Wu = wu,v .
v∈V
17:53:41
.002
1.2 Electrical Networks 5
valid for any cycle v1 , v2 , . . . , vn , vn+1 = v1 . With (1.7) written thus, each
law is linear in the currents, and the superposition principle follows.
1.13 Theorem (Superposition principle) If i 1 and i 2 are solutions of the
two Kirchhoff laws with the same source-set then so is the sum i 1 + i 2 .
Next we introduce the concept of a ‘flow’ on a graph.
1.14 Definition Let s, t ∈ V , s = t. An s/t-flow j is a vector j =
( ju,v : u, v ∈ V , u = v), such that:
(a) ju,v = − jv,u ,
(b) ju,v = 0 whenever u v,
(c) for any u = s, t, we have that v∈V ju,v = 0.
The vertices s and t are called the ‘source’ and ‘sink’ of an s/t flow, and
we usually abbreviate ‘s/t flow’ to ‘flow’. For any flow j , we write
Ju = ju,v , u ∈ V,
v∈V
Therefore, Js = −Jt , and we call |Js | the size of the flow j , denoted | j |. If
|Js | = 1, we call j a unit flow. We shall normally take Js > 0, in which
case s is the source and t is the sink of the flow, and we say that j is a flow
from s to t.
Note that any solution i to the Kirchhoff laws with source-set {s, t} is an
s/t flow.
1.15 Theorem Let i 1 and i 2 be two solutions of the Kirchhoff laws with
the same source and sink and equal size. Then i 1 = i 2 .
Proof. By the superposition principle, j = i 1 − i 2 satisfies the two Kirch-
hoff laws. Furthermore, under the flow j , no current enters or leaves
the system. Therefore, Jv = 0 for all v ∈ V . Suppose ju 1 ,u 2 > 0 for
some edge u 1 , u 2 . By the Kirchhoff current law, there exists u 3 such that
17:53:41
.002
6 Random Walks on Graphs
17:53:41
.002
1.2 Electrical Networks 7
Proof of Theorem 1.16. We first check the Kirchhoff current law. In every
spanning tree T , there exists a unique vertex b such that the s/t path of
T contains the edge s, b, and the path traverses this edge from s to b.
Therefore,
N (s, s, b, t) = N, N (s, b, s, t) = 0 for b ∈ V .
b∈V
By (1.17),
i s,b = 1,
b∈V
and, by a similar argument, b∈V i b,t = 1.
Let T be a spanning tree of G. The contribution towards the quantity
i a,b , made by T , depends on the s/t path π of T and equals
n
(1.20) i v j ,v j+1 = 0,
j=1
17:53:41
.002
8 Random Walks on Graphs
N −1 if B ∈ B(s, a, b, t),
−N −1 if B ∈ B(s, b, a, t),
0 otherwise.
Therefore, B makes a contribution towards the sum in (1.20) that is equal to
N −1 (F+ − F− ), where F+ (respectively, F− ) is the number of pairs v j , v j+1
of C, 1 ≤ j ≤ n, with v j ∈ Ts , v j+1 ∈ Tt (respectively, v j+1 ∈ Ts , v j ∈ Tt ).
Since C is a cycle, we have F+ = F− , whence each bush contributes 0 to
the sum and (1.20) is proved.
Let φ and i satisfy the two Kirchhoff laws. We apply Proposition 1.21
with ψ = φ and j = i to find by Ohm’s law that
(1.22) E(i ) = [φ(t) − φ(s)]Is .
17:53:41
.002
1.3 Flows and Energy 9
That is, the energy of the true current-flow i from s to t equals the energy
dissipated in a (notional) single s, t edge carrying the same potential dif-
ference and total current. The conductance Weff of such an edge would
satisfy Ohm’s law, that is,
(1.23) Is = Weff [φ(t) − φ(s)],
and we define the effective conductance Weff by this equation. The effective
resistance is
1
(1.24) Reff = ,
Weff
which, by (1.22) and (1.23), equals E(i )/Is2 . We state this as a lemma.
1.25 Lemma The effective resistance Reff of the network between vertices
s and t equals the dissipated energy when a unit flow passes from s to t.
e f
f
Figure 1.1 Two edges e and f in parallel and in series.
1.26 Series law Two resistors of size r1 and r2 in series may be replaced
by a single resistor of size r1 + r2 .
1.27 Parallel law Two resistors of size r1 and r2 in parallel may be replaced
by a single resistor of size R, where R −1 = r1−1 + r2−1 .
A third such rule, the so-called ‘star–triangle transformation’, may be
found at Exercise 1.5. The following ‘variational principle’ has many uses.
17:53:41
.002
10 Random Walks on Graphs
Proof. Let j be a unit flow from source s to sink t, and set k = j − i , where
i is the (unique) unit-flow solution to the Kirchhoff laws. Thus, k is a flow
with zero size. Now, with e = u, v and re = 1/we ,
2E( j ) = 2
ju,v re = (ku,v + i u,v )2 re
u,v∈V u,v∈V
= 2
ku,v re + 2
i u,v re + 2 i u,v ku,v re .
u,v∈V u,v∈V u,v∈V
Let φ be the potential function corresponding to i . By Ohm’s law and
Proposition 1.21,
i u,v ku,v re = [φ(v) − φ(u)]ku,v
u,v∈V u,v∈V
= 2[φ(t) − φ(s)]K s ,
which equals zero. Therefore, E( j ) ≥ E(i ), with equality if and only if
j = i.
The Thomson ‘variational principle’ leads to a proof of the ‘obvious’ fact
that the effective resistance of a network is a non-decreasing function of the
resistances of individual edges.
1.29 Theorem (Rayleigh principle) The effective resistance Reff of the
network is a non-decreasing function of the edge-resistances (re : e ∈ E).
It is left as an exercise to show that Reff is a concave function of the vector
(re ). See Exercise 1.6.
Proof. Consider two vectors (re : e ∈ E) and (re : e ∈ E) of edge-
resistances with re ≤ re for all e. Let i and i denote the corresponding unit
flows satisfying the Kirchhoff laws. By Lemma 1.25, with re = ru,v ,
Reff = 21 2
i u,v re
u,v∈V
u∼v
≤ 1
2 (i u,v )2 r e by the Thomson principle
u,v∈V
u∼v
≤ 1
2 (i u,v )2re since re ≤ re
u,v∈V
u∼v
= Reff ,
as required.
17:53:41
.002
1.4 Recurrence and Resistance 11
exists.
1.30 Theorem The probability of ultimate return by Z to the origin 0 is
given by
1
P0 (Z n = 0 for some n ≥ 1) = 1 − ,
W0 Reff
where W0 = v: v∼0 w0,v .
The return probability is non-decreasing as W0 Reff increases. By the
Rayleigh principle, this can be achieved, for example, by removing an edge
of E that is not incident to 0. The removal of an edge incident to 0 can have
the opposite effect, since W0 decreases while Reff increases (see Figure 1.2).
A 0/∞ flow is a vector j = ( ju,v : u, v ∈ V , u = v) satisfying (1.14)(a),
(b) and also (c) for all u = 0. That is, it has source 0 but no sink.
1.31 Corollary
(a) The chain Z is recurrent if and only if Reff = ∞.
(b) The chain Z is transient if and only
if2 there exists a non-zero 0/∞ flow
j on G whose energy E( j ) = e je /we satisfies E( j ) < ∞.
17:53:41
.002
12 Random Walks on Graphs
e
0
Figure 1.2 This is an infinite binary tree with two parallel edges joining
the origin to the root. When each edge has unit resistance, it is an easy
calculation that Reff = 32 , so the probability of return to 0 is 23 . If the
edge e is removed, this probability becomes 12 .
17:53:41
.002
1.5 Recurrence and Resistance 13
whence
E(i ) ≥ lim E(i (n)) = Reff .
n→∞
Therefore,
E( j ) ≤ lim Reff (n k ) = Reff < ∞,
k→∞
17:53:41
.002
14 Random Walks on Graphs
Proof. For simplicity, and with only little loss of generality (see Exercise
1.10), we shall concentrate on the cases d = 2, 3. Let d = 2, for which case
we aim to show that Reff = ∞. This is achieved by finding an infinite lower
bound for Reff , and lower bounds can be obtained by decreasing individual
edge-resistances. The identification of two vertices of a network amounts
to the addition of a resistor with 0 resistance, and, by the Rayleigh principle,
the effective resistance of the network can only decrease.
0 1 2 3
17:53:41
.002
1.5 Pólya’s Theorem 15
Cu Fu,v
(Fu,v )
0
Figure 1.4 The flow along the edge u, v is equal to the area of the
projection (Fu,v ) on the unit sphere centred at the origin, with a suitable
convention for its sign.
the second, which has its inspiration in [83]. By Corollary 1.31, it suffices
to construct a non-zero 0/∞ flow with finite energy. Let S be the surface
of the unit sphere of R3 with centre at the origin 0. Take u ∈ Z3 , u = 0,
and position a unit cube Cu in R3 with centre at u and edges parallel to the
axes (see Figure 1.4). For each neighbour v of u, the directed edge [u, v
intersects a unique face, denoted Fu,v , of Cu .
For x ∈ R3 , x = 0, let (x) be the point of intersection with S of the
straight line segment from 0 to x. Let ju,v be equal in absolute value to the
surface measure of (Fu,v ). The sign of ju,v is taken to be positive if and
only if the scalar product of 12 (u + v) and v − u, viewed as vectors in R3 , is
positive. Let jv,u = − ju,v . We claim that j is a 0/∞ flow on L3 . Parts (a)
and (b) of Definition 1.14 follow by construction, and it remains to check
(c).
The surface of Cu has projection (Cu ) on S. The sum Ju = v∼u ju,v
is the integral over x ∈ (Cu ), with respect to surface measure, of the
number of neighbours v of u (counted with sign) for which x ∈ (Fu,v ).
Almost every x ∈ (Cu ) is counted twice, with signs + and −. Thus the
integral equals 0, whence Ju = 0 for all u = 0.
It is easily seen that J0 = 0, so j is a non-zero flow. Next, we estimate
its energy. By an elementary geometric consideration, there exist ci < ∞
17:53:41
.002
16 Random Walks on Graphs
such that:
(i) | ju,v | ≤ c1 /|u|2 for u = 0, where |u| = δ(0, u) is the length of a
shortest path from 0 to u,
(ii) the number of u ∈ Z3 with |u| = n is smaller than c2 n 2 .
It follows that
∞
c1 2
E( j ) ≤ ju,v ≤
2
6c2 n 2 2 < ∞,
v∼u
n
u =0 n=1
as required.
Another way of showing Reff < ∞ when d = 3 is to find a finite upper
bound for Reff . Upper bounds can be obtained either by increasing individual
edge-resistances or by removing edges. The idea is to embed a tree with
finite resistance in L3 . Consider a binary tree Tρ in which each connection
between generation n−1 and generation n has resistance ρ n, where ρ > 0. It
is an easy exercise using the series/parallel laws that the effective resistance
between the root and infinity is
∞
ρ n
Reff (Tρ ) = ,
2
n=1
17:53:41
.002
1.6 Graph Theory 17
and this is assumed henceforth. Two vertices u, v are said to be joined (or
connected) by an edge if u, v ∈ E. In this case, u and v are the endvertices
of e, and we write u ∼ v and say that u is adjacent to v. An edge e is said
to be incident to its endvertices. The number of edges incident to vertex u
is called the degree of u, denoted deg(u). The negation of the relation ∼ is
written .
Since the edges are unordered pairs, we call such a graph undirected (or
unoriented). If some or all of its edges are ordered pairs, written [u, v, the
graph is called directed (or oriented).
A path of G is defined as an alternating sequence v0 , e0 , v1 , e1 , . . . , en−1 ,
vn of distinct vertices vi and edges ei = vi , vi+1 . Such a path has length
n; it is said to connect v0 to vn , and is called a v0 /vn path. A cycle or circuit
of G is an alternating sequence v0 , e0 , v1 , . . . , en−1 , vn , en , v0 of vertices
and edges such that v0 , e0 , . . . , en−1 , vn is a path and en = vn , v0 . Such
a cycle has length n + 1. The (graph-theoretic) distance δ(u, v) from u to
v is defined to be the number of edges in a shortest path of G from u to v.
We write u v if there exists a path connecting u and v. The relation
is an equivalence relation, and its equivalence classes are called components
(or clusters) of G. The components of G may be considered either as sets of
vertices or as graphs. The graph G is connected if it has a unique component.
It is a forest if it contains no cycle, and a tree if in addition it is connected.
A subgraph of the graph G = (V , E) is a graph H = (W, F) with
W ⊆ V and F ⊆ E. The subgraph H is a spanning tree of G if V = W
and H is a tree. A subset U ⊆ V of the vertex-set of G has boundary
∂U = {u ∈ U : u ∼ v for some v ∈ V \ U }.
Lattice-graphs are the most important type of graph for applications in
areas such as statistical mechanics. Lattices are sometimes termed ‘crys-
talline’ since they are periodic structures of crystal-like units. A general
definition of a lattice may confuse readers more than help them, and instead
we describe some principal examples.
Let d be a positive integer. We write Z = {. . . , −1, 0, 1, . . . } for the
set of all integers, and Zd for the set of all d-vectors v = (v1 , v2 , . . . , vd )
with integral coordinates. For v ∈ Zd , we generally write vi for the i th
coordinate of v, and we define
d
δ(u, v) = |u i − vi |.
i=1
17:53:41
.002
18 Random Walks on Graphs
1.7 Exercises
1.1 Let G = (V, E) be a finite connected graph with unit edge-weights. Show
that the effective resistance between two distinct vertices s, t of the associated
electrical network may be expressed as B/N , where B is the number of s/t bushes
of G, and N is the number of its spanning trees. (See the proof of Theorem 1.16
for an explanation of the term ‘bush’.)
Extend this result to general edge-weights we > 0.
1.2 Let G = (V, E) be a finite connected graph with strictly positive edge-
weights (we : e ∈ E), and let N ∗ be given by (1.18). Show that
1 ∗
i a,b = N (s, a, b, t) − N ∗ (s, b, a, t)
N∗
constitutes a unit flow through G from s to t satisfying Kirchhoff’s laws.
1.3 (continuation) Let G = (V, E) be finite and connected with given conduc-
tances (we : e ∈ E), and let (xv : v ∈ V ) be reals satisfying v xv = 0. To G
we append a notional vertex labelled ∞, and we join ∞ to each v ∈ V . Show that
there exists a solution i to Kirchhoff’s laws on the expanded graph, viewed as two
laws concerning current flow, such that the current along the edge v, ∞ is xv .
17:53:41
.002
Exploring the Variety of Random
Documents with Different Content
back
back
back
back
back
back
back
back
back
back
back
back
back
back
back
back
Welcome to our website – the ideal destination for book lovers and
knowledge seekers. With a mission to inspire endlessly, we offer a
vast collection of books, ranging from classic literary works to
specialized publications, self-development books, and children's
literature. Each book is a new journey of discovery, expanding
knowledge and enriching the soul of the reade
Our website is not just a platform for buying books, but a bridge
connecting readers to the timeless values of culture and wisdom. With
an elegant, user-friendly interface and an intelligent search system,
we are committed to providing a quick and convenient shopping
experience. Additionally, our special promotions and home delivery
services ensure that you save time and fully enjoy the joy of reading.
textbookfull.com