Abstract
We consider simple random walk on the incipient infinite cluster for the spread-out model of oriented percolation on \({\mathbb{Z}}^{d} \times {\mathbb{Z}}_+\). In dimensions d > 6, we obtain bounds on exit times, transition probabilities, and the range of the random walk, which establish that the spectral dimension of the incipient infinite cluster is \(\frac {4}{3}\), and thereby prove a version of the Alexander–Orbach conjecture in this setting. The proof divides into two parts. One part establishes general estimates for simple random walk on an arbitrary infinite random graph, given suitable bounds on volume and effective resistance for the random graph. A second part then provides these bounds on volume and effective resistance for the incipient infinite cluster in dimensions d > 6, by extending results about critical oriented percolation obtained previously via the lace expansion.
Similar content being viewed by others
References
Aizenman M. and Newman C.M. (1984). Tree graph inequalities and critical behavior in percolation models. J. Statist. Phys. 36: 107–143
Aldous, D., Fill, J.: Reversible Markov Chains and Random Walks on Graphs. Book in preparation, available at http://www.stat.berkeley.edu/~aldous/RWG/book.html, 2003
Alexander S. and Orbach R. (1982). Density of states on fractals: “fractons”. J. Physique (Paris) Lett. 43: L625–L631
Angel, O., Goodman, J., den Hollander, F., Slade, G.: Invasion percolation on regular trees. Ann. Probab., to appear
Barlow M.T. (2004). Random walks on supercritical percolation clusters. Ann. Probab. 32: 3024–3084
Barlow M.T., Coulhon T. and Kumagai T. (2005). Characterization of sub-Gaussian heat kernel estimates on strongly recurrent graphs. Comm. Pure Appl. Math. 58: 1642–1677
Barlow M.T. and Kumagai T. (2006). Random walk on the incipient infinite cluster on trees. Illinois J. Math. 50: 33–65
Kesten H. and Berg J. (1985). Inequalities with applications to percolation and reliability. J. Appl. Prob. 22: 556–569
Berger N. and Biskup M. (2007). Quenched invariance principle for simple random walk on percolation clusters. Prob. Theory Related Fields 137: 83–120
Berger N., Gantert N. and Peres Y. (2003). The speed of biased random walk on percolation clusters. Probab. Theory Related Fields 126: 221–242
Bezuidenhout C. and Grimmett G. (1990). The critical contact process dies out. Ann. Probab. 18: 1462–1482
Billingsley P. (1995). Probability and Measure, 3rd edition. John Wiley and Sons, New York
Croydon D. (2008). Volume growth and heat kernel estimates for the continuum random tree. Probab. Theory Related Fields. 140(1–2): 207–238
Croydon, D.: Convergence of simple random walks on random discrete trees to Brownian motion on the continuum random tree. Ann. Inst. H. Poincaré Probab. Statist., to appear
Doyle, P.G., Snell, J.L.: Random Walks and Electric Networks. Washington DC: Mathematical Association of America, 1984; avilable at http://arxiv.org/abs/math/0001057v1, 2000
Fortuin G., Kastelyn P. and Ginibre J. (1971). Correlation inequalities on some partially ordered sets. Commun. Math. Phys. 22: 89–103
Gennes P.G. (1976). La percolation: un concept unificateur. La Recherche 7: 919–927
Grimmett G. (1999). Percolation, 2nd ed. Springer, Berlin
Grimmett, G., Hiemer, P.: Directed percolation and random walk. In: V. Sidoravicius, editor, In and Out of Equilibrium, Boston: Birkhäuser, pp. 273–297, 2002
van der Hofstad R. (2006). Infinite canonical super-Brownian motion and scaling limits. Commun. Math. Phys. 265: 547–583
van der Hofstad, R., den Hollander, F., Slade, G.: Construction of the incipient infinite cluster for spreadout oriented percolation above 4 + 1 dimensions. Commun. Math. Phys. 231, 435–461 (2002)
van der Hofstad, R., den Hollander, F., Slade, G.: The survival probability for critical spread-out oriented percolation above 4 + 1 dimensions. I. Induction. Probab. Theory Related Fields 138>, 363–389 (2007)
van der Hofstad, R., den Hollander, F., Slade, G.: The survival probability for critical spread-out oriented percolation above 4 + 1 dimensions. II. Expansion. Ann. Inst. H. Poincaré Probab. Statist. 43, 509–570 (2007)
van der Hofstad, R., Járai, A.A.: The incipient infinite cluster for high-dimensional unoriented percolation. J. Statist. Phys. 114, 625–663 (2004)
van der Hofstad, R., Slade, G.: A generalised inductive approach to the lace expansion. Probab. Theory Related Fields 122, 389–430 (2002)
Slade G. and Hofstad R. (2003). Convergence of critical oriented percolation to super-Brownian motion above 4 + 1 dimensions. Ann. Inst. H. Poincaré Probab. Statist. 39 415–485
Hughes B.D. (1996). Random Walks and Random Environments. Volume 2: Random Environments. Oxford University Press, Oxford
Janssen H.-K. and Täuber U.C. (2005). The field theory approach to percolation processes. Ann. Phys. 315: 147–192
Kesten H. (1986). The incipient infinite cluster in two-dimensional percolation. Probab. Theory Related Fields 73: 369–394
Kesten H. (1986). Subdiffusive behavior of random walk on a random cluster. Ann. Inst. H. Poincaré Probab. Statist. 22: 425–487
Kigami J. (2001). Analysis on Fractals. Cambridge University Press, Cambridge
Kumagai, T., Misumi, J.: Heat kernel estimates for strongly recurrent random walk on random media, preprint, 2007
Lyons, R., Peres, Y.: Probability on Trees and Networks. Book in preparation, available at http://mypage.iu.edu/~rdlyons/prbtree/prbtree.html
Mathieu P. and Piatnitski A. (2007). Quenched invariance principles for random walks on percolation clusters. Proc. Roy. Soc. A 463: 2287–2307
Sidoravicius V. and Sznitman A.-S. (2004). Quenched invariance principles for walks on clusters of percolation or among random conductances. Probab. Theory Related Fields 129: 219–244
Slade, G.: The Lace Expansion and its Applications. Lecture Notes in Mathematics Vol. 1879. Ecole d’Eté de Probabilités de Saint–Flour XXXIV–2004, Berlin: Springer, 2006
Telcs A. (2001). Volume and time doubling of graphs and random walks: the strongly recurrent case. Comm. Pure Appl. Math. 54: 975–1018
Telcs, A.: Local sub-Gaussian estimates on graphs: the strongly recurrent case. Electron. J. Probab. 6, paper 22 (2001)
Telcs A. (2002). A note on rough isometry invariance of resistance. Combin. Probab. Comput. 11: 427–432
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by M. Aizenman
Rights and permissions
About this article
Cite this article
Barlow, M.T., Járai, A.A., Kumagai, T. et al. Random Walk on the Incipient Infinite Cluster for Oriented Percolation in High Dimensions. Commun. Math. Phys. 278, 385–431 (2008). https://doi.org/10.1007/s00220-007-0410-4
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00220-007-0410-4