Math 2.0

Probability theory and stochastic processes Definition

Percolation theory

Builds on GraphConnected componentProbability measure

Definition

Let G=(V,E)G = (V, E) be a graph with countably many vertices, each of finite degree, and let p∈[0,1]p \in [0, 1]. Bernoulli bond percolation on GG with parameter pp is the product probability measure PpP_p on Ω={0,1}E\Omega = \set{0, 1}^E. Under PpP_p the coordinates ω(e)\omega(e), e∈Ee \in E, are independent and Pp(ω(e)=1)=pP_p(\omega(e) = 1) = p. An edge ee is open if ω(e)=1\omega(e) = 1 and closed otherwise. The open cluster C(x)C(x) of a vertex xx is the vertex set of the connected component of xx in the subgraph (V,{e:ω(e)=1})(V, \set{e : \omega(e) = 1}). For a fixed vertex oo, the percolation probability is θ(p)=Pp(∣C(o)∣=∞)\theta(p) = P_p(\abs{C(o)} = \infty). Site percolation is defined in the same way, with open and closed vertices in place of edges. Percolation theory is the study of these random clusters.

Remarks

Example: on the line graph ℤ\Z, a cluster is infinite only if all edges on one side of oo up to infinity are open. This has probability lim⁡npn=0\lim_n p^n = 0 for p<1p < 1, so θ(p)=0\theta(p) = 0 for p<1p < 1 and θ(1)=1\theta(1) = 1. Non-example: a random subgraph in which two edges at the same vertex are never both open is not Bernoulli percolation, since its edge states are not independent. The function θ\theta is nondecreasing in pp, by coupling all PpP_p with one family of uniform random variables on [0,1][0, 1].

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  1. Connected component concept
  2. Graph concept
  3. Probability measure concept
  4. Percolation theory definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Percolation_theory
About this page
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Kinddefinition
WritingW0 stub
MSC60K35, 82B43
DefinesPercolation theory
UsesGraph, Connected component, Probability measure
Changed2 November 2026

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