Conformally invariant scaling limits in planar critical percolation

This is an introductory account of the emergence of conformal invariance in the scaling limit of planar critical percolation. We give an exposition of Smirnov's theorem (2001) on the conformal invariance of crossing probabilities in site percolation on the triangular lattice. We also give an introductory account of Schramm-Loewner evolutions (SLE(k)), a one-parameter family of conformally invariant random curves discovered by Schramm (2000). The article is organized around the aim of proving the result, due to Smirnov (2001) and to Camia and Newman (2007), that the percolation exploration path converges in the scaling limit to chordal SLE(6). No prior knowledge is assumed beyond some general complex analysis and probability theory.Comment: 55 pages, 10 figure

Strong path convergence from Loewner driving function convergence

We show that, under mild assumptions on the limiting curve, a sequence of simple chordal planar curves converges uniformly whenever certain Loewner driving functions converge. We extend this result to random curves. The random version applies in particular to random lattice paths that have chordal $\mathrm {SLE}_{\kappa}$ as a scaling limit, with $\kappa <8$ (nonspace-filling). Existing $\mathrm {SLE}_{\kappa}$ convergence proofs often begin by showing that the Loewner driving functions of these paths (viewed from $\infty$) converge to Brownian motion. Unfortunately, this is not sufficient, and additional arguments are required to complete the proofs. We show that driving function convergence is sufficient if it can be established for both parametrization directions and a generic observation point.Comment: Published in at http://dx.doi.org/10.1214/10-AOP627 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Central limit theorem for biased random walk on multi-type Galton-Watson trees

Let T be a rooted supercritical multi-type Galton-Watson (MGW) tree with types coming from a finite alphabet, conditioned to non-extinction. The lambda-biased random walk (X_t, t>=0) on T is the nearest-neighbor random walk which, when at a vertex v with d(v) offspring, moves closer to the root with probability lambda/[lambda+d(v)], and to each of the offspring with probability 1/[lambda+d(v)]. This walk is recurrent for lambda>=rho and transient for 0<lambda<rho, with rho the Perron-Frobenius eigenvalue for the (assumed) irreducible matrix of expected offspring numbers. Subject to finite moments of order p>4 for the offspring distributions, we prove the following quenched CLT for lambda-biased random walk at the critical value lambda=rho: for almost every T, the process |X_{floor(nt)}|/sqrt{n} converges in law as n tends to infinity to a reflected Brownian motion rescaled by an explicit constant. This result was proved under some stronger assumptions by Peres-Zeitouni (2008) for single-type Galton-Watson trees. Following their approach, our proof is based on a new explicit description of a reversing measure for the walk from the point of view of the particle (generalizing the measure constructed in the single-type setting by Peres-Zeitouni), and the construction of appropriate harmonic coordinates. In carrying out this program we prove moment and conductance estimates for MGW trees, which may be of independent interest. In addition, we extend our construction of the reversing measure to a biased random walk with random environment (RWRE) on MGW trees, again at a critical value of the bias. We compare this result against a transience-recurrence criterion for the RWRE generalizing a result of Faraud (2011) for Galton-Watson trees.Comment: 44 pages, 1 figur

Factor models on locally tree-like graphs

We consider homogeneous factor models on uniformly sparse graph sequences converging locally to a (unimodular) random tree $T$, and study the existence of the free energy density $\phi$, the limit of the log-partition function divided by the number of vertices $n$ as $n$ tends to infinity. We provide a new interpolation scheme and use it to prove existence of, and to explicitly compute, the quantity $\phi$ subject to uniqueness of a relevant Gibbs measure for the factor model on $T$. By way of example we compute $\phi$ for the independent set (or hard-core) model at low fugacity, for the ferromagnetic Ising model at all parameter values, and for the ferromagnetic Potts model with both weak enough and strong enough interactions. Even beyond uniqueness regimes our interpolation provides useful explicit bounds on $\phi$. In the regimes in which we establish existence of the limit, we show that it coincides with the Bethe free energy functional evaluated at a suitable fixed point of the belief propagation (Bethe) recursions on $T$. In the special case that $T$ has a Galton-Watson law, this formula coincides with the nonrigorous "Bethe prediction" obtained by statistical physicists using the "replica" or "cavity" methods. Thus our work is a rigorous generalization of these heuristic calculations to the broader class of sparse graph sequences converging locally to trees. We also provide a variational characterization for the Bethe prediction in this general setting, which is of independent interest.Comment: Published in at http://dx.doi.org/10.1214/12-AOP828 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

The number of solutions for random regular NAE-SAT

Recent work has made substantial progress in understanding the transitions of random constraint satisfaction problems. In particular, for several of these models, the exact satisfiability threshold has been rigorously determined, confirming predictions of statistical physics. Here we revisit one of these models, random regular k-NAE-SAT: knowing the satisfiability threshold, it is natural to study, in the satisfiable regime, the number of solutions in a typical instance. We prove here that these solutions have a well-defined free energy (limiting exponential growth rate), with explicit value matching the one-step replica symmetry breaking prediction. The proof develops new techniques for analyzing a certain "survey propagation model" associated to this problem. We believe that these methods may be applicable in a wide class of related problems

Satisfiability threshold for random regular NAE-SAT

We consider the random regular $k$-NAE-SAT problem with $n$ variables each appearing in exactly $d$ clauses. For all $k$ exceeding an absolute constant $k_0$, we establish explicitly the satisfiability threshold $d_*=d_*(k)$. We prove that for $d<d_*$ the problem is satisfiable with high probability while for $d>d_*$ the problem is unsatisfiable with high probability. If the threshold $d_*$ lands exactly on an integer, we show that the problem is satisfiable with probability bounded away from both zero and one. This is the first result to locate the exact satisfiability threshold in a random constraint satisfaction problem exhibiting the condensation phenomenon identified by Krzakala et al. (2007). Our proof verifies the one-step replica symmetry breaking formalism for this model. We expect our methods to be applicable to a broad range of random constraint satisfaction problems and combinatorial problems on random graphs