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PERCOLATION AND DISORDERED SYSTEMS Geoffrey GRIMMETT

PERCOLATION AND DISORDERED SYSTEMS Geoffrey GRIMMETT

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Percolation and Disordered Systems 239<br />

is denoted by Z = (Zx : x ∈ Z 2 ) and is termed a ‘labyrinth’; we write P for<br />

the probability measure associated with the labyrinth, so that P is product<br />

measure on the corresponding environment space.<br />

The physical meaning of these terms is as follows. Suppose that some<br />

vertex x is occupied by a candle, which emits light rays along the four axes<br />

leaving x. When a ray is incident with a mirror, then it is reflected accordingly.<br />

When a ray encounters a crossing, then it continues undeflected.<br />

When a ray encounters a rw point, then it leaves this point in one of the four<br />

available directions, chosen at random in the manner of a random walk.<br />

We formalise this physical explanation by defining a type of random walk<br />

X = (X0, X1, . . . ) on L 2 . Assume that prw > 0, and sample a random<br />

labyrinth Z according to the measure P. Let x be a rw point, and set X0 = x.<br />

We choose a random neighbour X1 of x, each of the four possibilities being<br />

equally likely. Having constructed X0, X1, . . .,Xr, we define Xr+1 as follows.<br />

If Xr is a rw point, we let Xr+1 be a randomly chosen neighbour of Xr (chosen<br />

independently of all earlier choices); if Xr is not a rw point, then we define<br />

Xr+1 to be the next vertex illuminated by a ray of light which is incident<br />

with Xr travelling in the direction Xr −Xr−1. The consequent sequence X is<br />

called a ‘random walk in a random labyrinth’. Let P Z x denote the law of X,<br />

conditional on Z, and starting at x. We say that the rw point x is Z-recurrent<br />

if there exists (P Z x -a.s.) an integer N such that XN = x, and otherwise we<br />

say that x is Z-transient. We say that the labyrinth Z is recurrent if every<br />

rw point is Z-recurrent. It is easily seen, using the translation-invariance of<br />

P and the zero–one law, that the labyrinth is P-a.s. recurrent if and only if<br />

P � 0 is Z-recurrent � � 0 is a rw point � = 1.<br />

Theorem 10.10. If prw > 0 then the labyrinth Z is P-a.s. recurrent.<br />

This theorem, together with most other results in this chapter, appears in<br />

[165], and is proved by showing that a corresponding electrical network has<br />

infinite resistance. A brief proof appears at the end of this section.<br />

Remembering that irreducible Markov chains on finite state spaces are<br />

necessarily recurrent, we turn our attention to a question of ‘localisation’.<br />

Let x be a rw point in the random labyrinth Z, and let X be constructed<br />

as above. We say that x is Z-localised if X visits (P Z x -a.s.) only finitely<br />

many vertices; we call x Z-non-localised otherwise. We say that the random<br />

labyrinth Z is localised if all rw points are Z-localised, and we call it nonlocalised<br />

otherwise. Using the translation-invariance of Z and the zero–one<br />

law, we may see that Z is P-a.s. localised if and only if<br />

P � 0 is Z-localised � � 0 is a rw point � = 1.

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