Skip to main content
Log in

The Alexander-Orbach conjecture holds in high dimensions

  • Published:
Inventiones mathematicae Aims and scope

Abstract

We examine the incipient infinite cluster (IIC) of critical percolation in regimes where mean-field behavior has been established, namely when the dimension d is large enough or when d>6 and the lattice is sufficiently spread out. We find that random walk on the IIC exhibits anomalous diffusion with the spectral dimension \(d_{s}=\frac{4}{3}\) , that is, p t (x,x)=t −2/3+o(1). This establishes a conjecture of Alexander and Orbach (J. Phys. Lett. (Paris) 43:625–631, 1982). En route we calculate the one-arm exponent with respect to the intrinsic distance.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Aizenman, M.: On the number of incipient spanning clusters. Nucl. Phys. B 485(3), 551–582 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  2. Aizenman, M., Barsky, D.J.: Sharpness of the phase transition in percolation models. Commun. Math. Phys. 108(3), 489–526 (1987)

    Article  MathSciNet  MATH  Google Scholar 

  3. Aizenman, M., Newman, C.M.: Tree graph inequalities and critical behavior in percolation models. J. Stat. Phys. 36(1–2), 107–143 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  4. Alexander, S., Orbach, R.: Density of states on fractals: “fractons”. J. Phys. (Paris) Lett. 43, 625–631 (1982)

    Google Scholar 

  5. Barlow, M.T.: Random walks on supercritical percolation clusters. Ann. Probab. 32(4), 3024–3084 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  6. Barlow, M.T.: Which values of the volume growth and escape time exponent are possible for a graph? Rev. Mat. Iberoamericana 20(1), 1–31 (2004)

    MathSciNet  MATH  Google Scholar 

  7. Barlow, M.T., Bass, R.F.: Brownian motion and harmonic analysis on Sierpinski carpets. Can. J. Math. 51(4), 673–744 (1999)

    MathSciNet  MATH  Google Scholar 

  8. Barlow, M.T., Bass, R.F.: Random walks on graphical Sierpinski carpets. In: Random Walks and Discrete Potential Theory. Sympos. Math. XXXIX, Cortona, 1997, pp. 26–55. Cambridge Univ. Press, Cambridge (1999)

    Google Scholar 

  9. Barlow, M.T., Kumagai, T.: Random walk on the incipient infinite cluster on trees. Ill. J. Math. 50, 33–65 (2006)

    MathSciNet  MATH  Google Scholar 

  10. Barlow, M.T., Perkins, E.: Brownian motion on the Sierpinski gasket. Probab. Theory Relat. Fields 79, 543–623 (1988)

    Article  MathSciNet  MATH  Google Scholar 

  11. Barlow, M.T., Járai, A.A., Kumagai, T., Slade, G.: Random walk on the incipient infinite cluster for oriented percolation in high dimensions. Commun. Math. Phys. 278(2), 385–431 (2008)

    Article  MATH  Google Scholar 

  12. Barsky, D.J., Aizenman, M.: Percolation critical exponents under the triangle condition. Ann. Probab. 19(4), 1520–1536 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  13. Benjamini, I., Mossel, E.: On the mixing time of a simple random walk on the super critical percolation cluster. Probab. Theory Relat. Fields 125(3), 408–420 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  14. Berger, N., Biskup, M.: Quenched invariance principle for simple random walk on percolation clusters. Probab. Theory Relat. Fields 137(1–2), 83–120 (2007)

    MathSciNet  MATH  Google Scholar 

  15. Borgs, C., Chayes, J.T., Randall, D.: The van den Berg-Kesten-Reimer inequality: a review. In: Perplexing Problems in Probability. Progress in Probability, vol. 44, pp. 159–173. Birkhäuser, Boston (1999)

    Google Scholar 

  16. Chandra, A.K., Raghavan, P., Ruzzo, W.L., Smolensky, R., Tiwari, P.: The electrical resistance of a graph captures its commute and cover times. Comput. Complex. 6(4), 312–340 (1996/1997)

    Article  MathSciNet  Google Scholar 

  17. Chayes, J.T., Chayes, L.: On the upper critical dimension of Bernoulli percolation. Commun. Math. Phys. 113(1), 27–48 (1987)

    Article  MathSciNet  MATH  Google Scholar 

  18. De Masi, A., Ferrari, P.A., Goldstein, S., Wick, W.D.: An invariance principle for reversible Markov processes. Applications to random motions in random environments. J. Stat. Phys. 55(3–4), 787–855 (1989)

    Article  MATH  Google Scholar 

  19. Doyle, P.G., Snell, J.L.: Random Walks and Electric Networks. Carus Mathematical Monographs, vol. 22. Mathematical Association of America, Washington (1984)

    MATH  Google Scholar 

  20. Erdős, P., Rényi, A.: On the evolution of random graphs. Magyar Tud. Akad. Mat. Kutató Int. Kőzl. 5, 17–61 (1960)

    Google Scholar 

  21. Grimmett, G.: Percolation, 2nd edn. Grundlehren der Mathematischen Wissenschaften, vol. 321. Springer, Berlin (1999)

    MATH  Google Scholar 

  22. Grimmett, G.R., Marstrand, J.M.: The supercritical phase of percolation is well behaved. Proc. R. Soc. Lond. Ser. A 430(1879), 439–457 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  23. Gromov, M.: Groups of polynomial growth and expanding maps. Publ. IHES 53, 53–78 (1981)

    MathSciNet  MATH  Google Scholar 

  24. Hara, T.: Decay of correlations in nearest-neighbour self-avoiding walk, percolation, lattice trees and animals. Ann. Probab. 36(2), 530–593 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  25. Hara, T., Slade, G.: Mean-field critical behaviour for percolation in high dimensions. Commun. Math. Phys. 128, 333–391 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  26. Hara, T., Slade, G.: The scaling limit of the incipient infinite cluster in high-dimensional percolation. I. Critical exponents. J. Stat. Phys. 99, 1075–1168 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  27. Hara, T., van der Hofstad, R., Slade, G.: Critical two-point functions and the lace expansion for spread-out high-dimensional percolation and related models. Ann. Probab. 31, 349–408 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  28. Hebisch, W., Saloff-Coste, L.: Gaussian estimates for Markov chains and random walks on groups. Ann. Probab. 21(2), 673–709 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  29. Heydenreich, M., van der Hofstad, R., Sakai, A.: Mean-field behavior for long- and finite range Ising model, percolation and self-avoiding walk. J. Stat. Phys. 132(6), 1001–1049 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  30. Hughes, B.D.: Random Walks and Random Environments, vol. 2. Random Environments. Clarendon/Oxford University Press, New York (1996)

    MATH  Google Scholar 

  31. Kesten, H.: Analyticity properties and power law estimates of functions in percolation theory. J. Stat. Phys. 25(4), 717–756 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  32. Kesten, H.: Subdiffusive behavior of random walk on a random cluster. Ann. Inst. H. Poincaré Probab. Stat. 22, 425–487 (1986)

    MathSciNet  MATH  Google Scholar 

  33. Kesten, H.: The incipient infinite cluster in two-dimensional percolation. Probab. Theory Relat. Fields 73, 369–394 (1986)

    Article  MathSciNet  MATH  Google Scholar 

  34. Kolmogorov, A.N.: On the solution of a problem in biology (in German). Izv. NII Matem. Mekh. Tomskogo Univ. 2, 7–12 (1938)

    Google Scholar 

  35. Kozma, G., Nachmias, A.: The one-arm exponent in high-dimensional percolation (in preparation)

  36. Kumagai, T., Misumi, J.: Heat kernel estimates for strongly recurrent random walk on random media. J. Theor. Probab. 21(4), 910–935 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  37. Lawler, G., Schramm, O., Werner, W.: One-arm exponent for critical 2D percolation. Electron. J. Probab. 7(2) (2002)

  38. Mathieu, P., Piatnitski, A.L.: Quenched invariance principles for random walks on percolation clusters. Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 463(2085), 2287–2307 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  39. Menshikov, M.V.: Coincidence of critical points in percolation problems. Dokl. Akad. Nauk SSSR 288(6), 1308–1311 (1986) (in Russian)

    MathSciNet  Google Scholar 

  40. Nachmias, A., Peres, Y.: Critical random graphs: diameter and mixing time. Ann. Probab. 36(4), 1267–1286 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  41. Nash-Williams, C.St.J.A.: Random walk and electric currents in networks. Proc. Cambridge Philos. Soc. 55, 181–194 (1959)

    Article  MathSciNet  MATH  Google Scholar 

  42. Nguyen, B.G.: Gap exponents for percolation processes with triangle condition. J. Stat. Phys. 49(1–2), 235–243 (1987)

    Article  MATH  Google Scholar 

  43. Peres, Y.: Probability on trees: an introductory climb. In: Ecole d’Été de Probabilités de Saint-Flour XXVII. Lecture Notes in Mathematics, vol. 1717, pp. 193–280. Springer, New York (1999)

    Google Scholar 

  44. Rammal, R., Toulouse, G.: Random walks on fractal structures and percolation clusters. J. Phys. Lett. 44, L13–L22 (1983)

    Article  Google Scholar 

  45. Sakai, A.: Mean-field behavior for the survival probability and the percolation point-to-surface connectivity. J. Stat. Phys. 117(1–2), 111–130 (2004). Erratum: J. Stat. Phys. 119(1–2), 447–448 (2005)

    Article  MATH  Google Scholar 

  46. Schonmann, R.H.: Multiplicity of phase transitions and mean-field criticality on highly non-amenable graphs. Commun. Math. Phys. 219, 271–322 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  47. Schonmann, R.H.: Mean-field criticality for percolation on planar non-amenable graphs. Commun. Math. Phys. 225, 453–463 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  48. Sidoravicius, V., Sznitman, A.S.: Quenched invariance principles for walks on clusters of percolation or among random conductances. Probab. Theory Relat. Fields 129(2), 219–244 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  49. Smirnov, S.: Critical percolation in the plane, draft. http://www.math.kth.se/~stas/papers/percol.ps (2001)

  50. van den Berg, J., Kesten, H.: Inequalities with applications to percolation and reliability. J. Appl. Probab. 22, 556–569 (1985)

    Article  MathSciNet  MATH  Google Scholar 

  51. van der Hofstad, R., Járai, A.A.: The incipient infinite cluster for high-dimensional unoriented percolation. J. Stat. Phys. 114, 625–663 (2004)

    Article  MATH  Google Scholar 

  52. van der Hofstad, R., den Hollander, F., Slade, G.: Construction of the incipient infinite cluster for spread-out oriented percolation above 4+1 dimensions. Commun. Math. Phys. 231, 435–461 (2002)

    Article  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Asaf Nachmias.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Kozma, G., Nachmias, A. The Alexander-Orbach conjecture holds in high dimensions. Invent. math. 178, 635–654 (2009). https://doi.org/10.1007/s00222-009-0208-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00222-009-0208-4

Keywords

Navigation