Exceptional times for percolation under exclusion dynamics

We analyse in this paper a conservative analogue of the celebrated model of dynamical percolation introduced by H\"aggstr\"om, Peres and Steif in [HPS97]. It is simply defined as follows: start with an initial percolation configuration $\omega(t=0)$. Let this configuration evolve in time according to a simple exclusion process with symmetric kernel $K(x,y)$. We start with a general investigation (following [HPS97]) of this dynamical process $t \mapsto \omega_K(t)$ which we call $K$-exclusion dynamical percolation. We then proceed with a detailed analysis of the planar case at the critical point (both for the triangular grid and the square lattice $Z^2$) where we consider the power-law kernels $K^\alpha$ $$K^{\alpha}(x,y) \propto \frac 1 {\|x-y\|_2^{2+\alpha}} \, .$$ We prove that if $\alpha > 0$ is chosen small enough, there exist exceptional times $t$ for which an infinite cluster appears in $\omega_{K^{\alpha}}(t)$. (On the triangular grid, we prove that it holds for all $\alpha < \alpha_0 = \frac {217}{816}$.) The existence of such exceptional times for standard i.i.d. dynamical percolation (where sites evolve according to independent Poisson point processes) goes back to the work by Schramm-Steif in [SS10]. In order to handle such a $K$-exclusion dynamics, we push further the spectral analysis of exclusion noise sensitivity which had been initiated in [BGS13]. (The latter paper can be viewed as a conservative analogue of the seminal paper by Benjamini-Kalai-Schramm [BKS99] on i.i.d. noise sensitivity.) The case of a nearest-neighbour simple exclusion process, corresponding to the limiting case $\alpha = +\infty$, is left widely open.Comment: 50 pages, 6 figures, there was a problem with the compilation of the tex fil

On the convergence of FK-Ising Percolation to SLE(16/3,16/3−6)(16/3, 16/3-6)

We give a simplified and complete proof of the convergence of the chordal exploration process in critical FK-Ising percolation to chordal SLE$_\kappa( \kappa-6)$ with $\kappa=16/3$. Our proof follows the classical excursion-construction of SLE$_\kappa(\kappa-6)$ processes in the continuum and we are thus led to introduce suitable cut-off stopping times in order to analyse the behaviour of the driving function of the discrete system when Dobrushin boundary condition collapses to a single point. Our proof is very different from [KS15, KS16] as it only relies on the convergence to the chordal SLE$_{\kappa}$ process in Dobrushin boundary condition and does not require the introduction of a new observable. Still, it relies crucially on several ingredients: a) the powerful topological framework developed in [KS17] as well as its follow-up paper [CDCH$^+$14], b) the strong RSW Theorem from [CDCH16], c) the proof is inspired from the appendix A in [BH16]. One important emphasis of this paper is to carefully write down some properties which are often considered {\em folklore} in the literature but which are only justified so far by hand-waving arguments. The main examples of these are: 1) the convergence of natural discrete stopping times to their continuous analogues. (The usual hand-waving argument destroys the spatial Markov property). 2) the fact that the discrete spatial Markov property is preserved in the the scaling limit. (The enemy being that $\mathbb{E}[X_n |\, Y_n]$ does not necessarily converge to $\mathbb{E}[X|\, Y]$ when $(X_n,Y_n)\to (X,Y)$). We end the paper with a detailed sketch of the convergence to radial SLE$_\kappa( \kappa-6)$ when $\kappa=16/3$ as well as the derivation of Onsager's one-arm exponent $1/8$.Comment: 35 pages, 7 figures. Final version, to appear in Journal of Theoretical Probabilit

The expected area of the filled planar Brownian loop is Pi/5

Let B_t be a planar Brownian loop of time duration 1 (a Brownian motion conditioned so that B_0 = B_1). We consider the compact hull obtained by filling in all the holes, i.e. the complement of the unique unbounded component of R^2\B[0,1]. We show that the expected area of this hull is Pi/5. The proof uses, perhaps not surprisingly, the Schramm Loewner Evolution (SLE). Also, using the result of Yor about the law of the index of a Brownian loop, we show that the expected areas of the regions of non-zero index n equal 1/(2 Pi n^2). As a consequence, we find that the expected area of the region of index zero inside the loop is Pi/30; this value could not be obtained directly using Yor's index description.Comment: 15 pages, 3 figure

The scaling limits of the Minimal Spanning Tree and Invasion Percolation in the plane

We prove that the Minimal Spanning Tree and the Invasion Percolation Tree on a version of the triangular lattice in the complex plane have unique scaling limits, which are invariant under rotations, scalings, and, in the case of the MST, also under translations. However, they are not expected to be conformally invariant. We also prove some geometric properties of the limiting MST. The topology of convergence is the space of spanning trees introduced by Aizenman, Burchard, Newman & Wilson (1999), and the proof relies on the existence and conformal covariance of the scaling limit of the near-critical percolation ensemble, established in our earlier works.Comment: 56 pages, 21 figures. A thoroughly revised versio

The scaling limits of near-critical and dynamical percolation

We prove that near-critical percolation and dynamical percolation on the triangular lattice $\eta \mathbb{T}$ have a scaling limit as the mesh $\eta \to 0$, in the "quad-crossing" space $\mathcal{H}$ of percolation configurations introduced by Schramm and Smirnov. The proof essentially proceeds by "perturbing" the scaling limit of the critical model, using the pivotal measures studied in our earlier paper. Markovianity and conformal covariance of these new limiting objects are also established.Comment: 72 pages, 7 figures. Slightly revised, final versio

Coalescing Brownian flows: A new approach

The coalescing Brownian flow on $\mathbb{R}$ is a process which was introduced by Arratia [Coalescing Brownian motions on the line (1979) Univ. Wisconsin, Madison] and T\'{o}th and Werner [Probab. Theory Related Fields 111 (1998) 375-452], and which formally corresponds to starting coalescing Brownian motions from every space-time point. We provide a new state space and topology for this process and obtain an invariance principle for coalescing random walks. This result holds under a finite variance assumption and is thus optimal. In previous works by Fontes et al. [Ann. Probab. 32 (2004) 2857-2883], Newman et al. [Electron. J. Probab. 10 (2005) 21-60], the topology and state-space required a moment of order $3-\varepsilon$ for this convergence to hold. The proof relies crucially on recent work of Schramm and Smirnov on scaling limits of critical percolation in the plane. Our approach is sufficiently simple that we can handle substantially more complicated coalescing flows with little extra work - in particular similar results are obtained in the case of coalescing Brownian motions on the Sierpinski gasket. This is the first such result where the limiting paths do not enjoy the noncrossing property.Comment: Published at http://dx.doi.org/10.1214/14-AOP957 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org