0Introduction

III Percolation and Random Walks on Graphs

0 Introduction

This course is naturally divided into two parts — percolation, and random

walks on graphs. Percolation is one of the simplest models that experience phase

transition — an abrupt change in quantitative feature due to a continuous change

of a parameter. More sophisticated examples of percolation the boiling of water

and the loss of long-range correlation in magnets when temperature increases.

But we are not physicists. So let’s talk about percolation. For reasons that

become clear later, consider an n ×(n + 1) lattice connected by edges:

We now fix some

p ∈

[0

,

1], and for each edge in the graph, we either keep it

or remove it with probability

p

. There are many questions we may ask. For

example, we may ask for the probability that there is a left-to-right crossing of

open edges.

For example, we have f

n

(0) = 0 and f

n

(1) = 1.

An interesting choice of

p

to consider is

p

=

1

2

. We can argue that

f

n

(

1

2

)

must be

1

2

, by symmetry. More precisely, consider the dual lattice:

Note that this lattice is isomorphic to the original lattice we were thinking about,

by applying a rotation. Now each edge in the dual lattice crosses exactly one edge

in the original lattice, and we can set the edge to be open iff the corresponding

edge in the original lattice is open. This gives rise to a percolation on the dual

lattice with p =

1

2

as well.

Now notice that that there is a left-right crossing of open edges in the original

lattice iff there is no top-bottom crossing in the dual graph. But since the dual

and original lattices are isomorphic, it follows that the probability that there is

a left-right crossing in the original lattice is equal to the probability that there

is no left-right crossing in the original lattice. So both of these must be

1

2

.

The ability to talk about the dual graph is a very important property that

is only true in 2 dimensions. In general, there are many things known for 2

dimensions via the dual, which do not generalize to higher dimensions.

The other topic we are going to discuss is random walks in graphs. In IB

Markov chains, and maybe IA Probability, we considered random walks on the

integer lattice

Z

d

. Here we shall consider random walks on any graph. We

shall mostly think about finite graphs, but we will also talk about how certain

results can be extended to infinite graphs. It turns out a rather useful way of

thinking about this is to think of the graph as representing an electrical network.

Then many concepts familiar from high school physics translate to interesting

properties about the graph, and importing well-known (and elementary) results

from electrical networks helps us understand graphs better.