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PERCOLATION AND DISORDERED SYSTEMS Geoffrey GRIMMETT

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264 <strong>Geoffrey</strong> Grimmett<br />

13.2 Weak Limits and Phase Transitions<br />

Let d ≥ 2, and Ω = {0, 1} Ed.<br />

The appropriate σ-field of Ω is the σ-field F<br />

generated by the finite-dimensional sets. For ω ∈ Ω and e ∈ Ed , the edge e<br />

is called open if ω(e) = 1 and closed otherwise.<br />

Let Λ be a finite box in Zd . For b ∈ {0, 1} define<br />

Ω b Λ<br />

= {ω ∈ Ω : ω(e) = b for e /∈ EΛ},<br />

where EA is the set of edges of Ld joining pairs of vertices belonging to A.<br />

On Ωb Λ we define a random-cluster measure φbΛ,p,q as follows. Let 0 ≤ p ≤ 1<br />

and q > 0. Let<br />

(13.6) φ b 1<br />

Λ,p,q (ω) =<br />

Zb �<br />

�<br />

p<br />

Λ,p,q e∈EΛ<br />

ω(e) (1 − p) 1−ω(e)<br />

�<br />

q k(ω,Λ)<br />

where k(ω, Λ) is the number of clusters of (Z d , η(ω)) which intersect Λ (here,<br />

as before, η(ω) = {e ∈ E d : ω(e) = 1} is the set of open edges). The boundary<br />

condition b = 0 (resp. b = 1) is sometimes termed ‘free’ (resp. ‘wired’).<br />

Theorem 13.7. The weak limits<br />

exist if q ≥ 1.<br />

φ b p,q = lim<br />

Λ→Zd φ b Λ,p,q, b = 0, 1,<br />

Proof. Let A be an increasing cylinder (= finite-dimensional) event. If Λ ⊆ Λ ′<br />

and Λ includes the ‘base’ of A, then<br />

φ 1 Λ,p,q (A) = φ1 Λ ′ ,p,q (A | all edges in E Λ ′ \Λ are open) ≥ φ 1 Λ ′ ,p,q (A),<br />

where we have used the tower property and the FKG inequality. Therefore<br />

the limit limΛ→Zd φ1 Λ,p,q (A) exists by monotonicity. Since F is generated by<br />

such events A, the weak limit φ1 p,q exists. A similar argument is valid in the<br />

case b = 0. �<br />

The measures φ 0 p,q and φ 1 p,q are called ‘random-cluster measures’ on L d<br />

with parameters p and q. Another route to a definition of such measures<br />

uses a type of Dobrushin–Lanford–Ruelle (DLR) formalism rather than weak<br />

limits (see [162]) 10 . There is a set of ‘DLR measures’ φ satisfying φ 0 p,q ≤ φ ≤<br />

φ 1 p,q , whence there is a unique such measure if and only if φ0 p,q = φ1 p,q .<br />

10 ξ<br />

Let φΛ,p,q be the random-cluster measure on Λ having boundary conditions inherited<br />

from the configuration ξ off Λ. It is proved in [162] that any limit point φ of the family<br />

of probability measures {φ ξ<br />

Λ,p,q : Λ ⊆ Zd , ξ ∈ Ω} is a DLR measure whenever φ has the<br />

property that the number I of infinite open clusters satisfies φ(I ≤ 1) = 1. It is an open<br />

problem to decide exactly which weak limits are DLR measures (if not all).

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