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PERCOLATION AND DISORDERED SYSTEMS Geoffrey GRIMMETT

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266 <strong>Geoffrey</strong> Grimmett<br />

where p = 1 − e −βJ . Therefore<br />

M(βJ, q) = (1 − q −1 ) lim<br />

Λ→Zd φ 1 Λ,p,q (0 ↔ ∂Λ).<br />

By an interchange of limits (which may be justified, see [16, 162]), we have<br />

that11 lim<br />

Λ→Zd φ 1 Λ,p,q (0 ↔ ∂Λ) = θ1 (p, q),<br />

whence M(βJ, q) and θ 1 (p, q) differ only by the factor (1 − q −1 ).<br />

13.3 First and Second Order Transitions<br />

Let q ≥ 1 and 0 ≤ p ≤ 1. As before, φb p,q is the random-cluster measure<br />

on Ld constructed according to the boundary condition b ∈ {0, 1}. The<br />

corresponding percolation probability is θb (p, q) = φb p,q (0 ↔ ∞). There is a<br />

phase transition at the point pc = pc(q). Much of the interest in Potts models<br />

(and therefore random-cluster models) has been directed at a dichotomy in<br />

the type of phase transition, which depends apparently on whether q is small<br />

or large. The following picture is credible but proved only in part.<br />

(a) Small q, say 1 ≤ q < Q(d). It is believed that φ 0 p,q = φ 1 p,q for all p, and<br />

that θ b (pc(q), q) = 0 for b = 0, 1. This will imply (see [162]) that there is a<br />

unique random-cluster measure, and that each θ b (·, q) is continuous at the<br />

critical point. Such a transition is sometimes termed ‘second order’. The<br />

two-point connectivity function<br />

(13.12) τ b p,q (x, y) = φbp,q (x ↔ y)<br />

satisfies<br />

(13.13) − 1<br />

n log τb p,q (0, ne1) → σ(p, q) as n → ∞<br />

where σ(p, q) > 0 if and only if p < pc(q). In particular σ(pc(q), q) = 0.<br />

(b) Large q, say q > Q(d). We have that φ0 p,q = φ1 p,q if and only if p �=<br />

pc(q). When p = pc(q), then φ0 p,q and φ1p,q are the unique translationinvariant<br />

random-cluster measures on Ld . Furthermore θ0 (pc(q), q) = 0 and<br />

θ1 (pc(q), q) > 0, which implies that θ1 (·, q) is discontinuous at the critical<br />

point. Such a transition is sometimes termed ‘first order’. The limit function<br />

σ, given by (13.13) with b = 0, satisfies σ(pc(q), q) > 0, which is to say<br />

that the measure φ0 p,q has exponentially decaying connectivities even at the<br />

critical point. Trivially σ(p, q) = 0 when p > pc(q), and this discontinuity at<br />

pc(q) is termed the ‘mass gap’.<br />

11 We note that the corresponding limit for the free measure, limΛ→Z d φ 0 Λ,p,q (0 ↔<br />

∂Λ) = θ 0 (p, q), has not been proved in its full generality; see [162, 315].

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