A NNALES DE LA FACULTÉ DES SCIENCES DE T OULOUSE
O LIVIER C OURONNÉ
A large deviation result for the subcritical Bernoulli percolation
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201
A large deviation result for the subcritical Bernoulli percolation (*)
OLIVIER
COURONNÉ(1)
ABSTRACT. - We consider subcritical Bernoulli percolation in dimen-
sions two and more. If C is the open cluster containing the origin, we prove that the law of
C/N
satisfies a large deviation principle with respect to the Hausdorff metric.RÉSUMÉ. - Nous considérons la percolation de Bernoulli dans les dimen- sions supérieures ou égales à deux. Si C est le cluster d’arêtes ouvertes contenant l’origine, nous prouvons que la loi de
C/N
satisfait un principede grandes déviations par rapport à la métrique de Hausdorff.
Annales de la Faculté des Sciences de Toulouse
1. Introduction
Consider the cluster C of the
origin
in the subcriticalphase
of Bernoullipercolation
inZd.
This is a randomobject
of the space/Cc
of connectedcompact
sets inRd.
We letDH
be the Hausdorff distance on/Cc.
Letbe the inverse correlation
length.
Assume thatH103BE
is the one-dimensional Hausdorff measure onRd constructed
from03BE.
In the
supercritical regime, large
deviationprinciples
have beenproved
for the law of
C / N [3, 4].
In twodimensions,
it relies on estimates of the law of dualclusters,
which are subcritical. Moreprecisely,
let h be a contourin
R2 enclosing
an area. Theprobability
that a dual cluster is close for the Hausdorff distance to Nh behaves likeexp(-NH103BE(0393)).
But whathappens
if we consider more
general
connected sets than contours ?(*) Reçu le 6 novembre 2003, accepté le 1 i juin 2004
(1) Université Paris-Sud, Laboratoire de mathématiques, bt. 425, 91405 Orsay Cedex,
France.
E-mail : couronne@cristal.math.u-psud.fr
In this note we establish a
large
deviationprinciple
for the law ofC/N
in the subcritical
regime
in dimensions two and more. Let)C,
denote the set of connectedcompact
setsof Rd quotiented by
the translationequivalence.
The usual
distance
betweencompact
sets is the Hausdorff distance. We denote itby DH
when considered as a distance onK,.
Let C be still the open clustercontaining
theorigin.
Write C for theequivalent
class of C inK,.
Let P be the measure and Pc be the criticalpoint
of the Bernoullipercolation
process. The formulation of ourlarge
deviationprinciple
is thefollowing:
THEOREM l.l. - Let p pc. Under
P,
thefamily of
the lawsof (C/N)N1
on the spaceK, equipped
with theHausdorff
metricDH
sat-isfies
alarge
deviationprinciple
withgood
ratefunction H103BE and speed
N:
for
any borel subsetU of lCc,
where the interior and the closure are taken with
respect
to theHausdorff
metric on
/Cc.
The
proof
of the lower bound relies on the FKGinequality;
we use it toconstruct a cluster close to a
given large
connected set with a sufficienthigh probability. Concerning
the upperbound,
theproof
is based on the skeletoncoarse
graining technique
and on the BKinequality;
it follows the lines of theproof
in[3]
withslight adaptations.
We underline that in
supercritical percolation
thelarge
deviationprin- ciples
lead to estimates of theshape
oflarge
finite clusters. Infact,
thereexists a
shape
called the Wulffcrystal,
which minimizes the rate function under a volume constraint.Unfortunately,
thelarge
deviationprinciple
doesnot allow us to describe the
typical shape
of alarge
cluster in the subcriti- calphase.
In thisrégime,, computing
simulations oflarge
clusters show veryirregular objects.
We note furthermore that our main result has been obtained
indepen- dently by Kovchegov,
Sheffield[11].
Theirapproach
isquite
different andmakes use of Steiner trees to
approximate
connectedcompact
sets.In the next section we recall the definition and basic results of the perco- lation model. Then we define the measure
H103BE
and the spaceK,.
Geometricresults
required
about connectedcompact
sets aregiven
in Section 4. InSection 5 we introduce
skeletons,
and use them toapproximate
connectedcompact
sets. Theproof
of the lower bound follows in Section 6. The coarsegraining technique
isgiven
in Section7,
and theproof
of the upper bound follows in Section 8.Acknowledgements. 2013
This issue was raisedby Raphaël Cerf,
whospared
no effort ingiving
me advice. I thank him.2. The model
We consider the site lattice
Zd
where d is a fixedinteger larger
thanor
equal
to two. We use the euclidiannorm 1. 12
onZd.
We turnZd
into agraph JLd by adding edges
between allpairs
x, y ofpoints
ofZd
such thatlx - g|2 =
1. The set of alledges
is denotedby JEd.
Apath
in(Zd, Ed)
isan
alterning
sequence xo, eo,..., en-l, xn of distinctvertices xi
andedges
ei where ei is the
edge between xi
and Xi+1.Let p be a
parameter
in(o,1).
Theedges of E d
are open withprobability
p, and closed
otherwise, independently
from each others. We denoteby
Pthe
product probability
measure on theconfiguration
space Q ={0,1}Ed.
The measure P is the classic Bernoulli bond
percolation
measure. Two sitesx and g are said connected if there is a
path
of openedges linking
x to y. Wenote this event
(x - y}.
A cluster is a connectedcomponent
of the randomgraph.
The model exhibits a
phase
transition at apoint
p,, called the criticalpoint:
for p Pc the clusters are finite and for p > pc there exists aunique
infinite cluster. We work with a fixed value p pc.
The
following properties
describe the behaviour of the tail distribution of the law of a cluster(for
aproof
see[9]).
LEMMA 2.1. - Let p Pc and let C be the cluster
of
theorigin.
Thereexists ao > 0 and ai > 0 such that
for
all nWe
briefly
recall two fundamental correlationinequalities.
To a confi-guration
cv, we associate the setK(03C9) = {
e eJE2 : o(e) = 11.
Let A and B be two events. Thedisjoint
occurrence A o B of A and B is the eventw
such that there exists a subset H ofK(w)
such thatif
w’, w"
are theconfigurations
determinedby K(w’) = H and K(03C9") = K(03C9)BH, then 03C9’ ~ A and 03C9" ~ B.
There is a natural order on Q defined
by
the relation:03C91
w2 if andonly
if all openedges
in W1 are open in w2. An event is said to be increas-ing (respectively decreasing)
if its characteristic function is nondecreasing (respectively
nonincreasing)
withrespect
to thispartial
order.Suppose
A and B are bothincreasing (or
bothdecreasing).
The Harris- FKGinequality [7, 10]
says thatP(A
flB) P(A)P(B).
The van denBerg-Kesten inequality [1]
says thatP(A
oB) P(A)P(B).
For x, y two sites we consider
(x - y}
the event that x and y areconnected. In the subcritical
regime
theprobability
of this event decreasesexponentially:
for any x inRd,
we denoteby [x]
the site ofZd
whosecoordinates are the
integer part
of those of x. ThenPROPOSITION 2.2. - The limit
exists and is >
0,
see[9,
section6.2].
Thefunction 03BE
thus obtained is a normon Rd.
In addition for every site x in
Zd,
we haveSince 03BE
is a norm there exists apositive
constant a2 > 0 such that for an xin Rd,
3. The
H103BE
measure and the space of thelarge
déviationprinciple
With the
norm 03BE,
we construct the one-dimensional Hausdorff measure1t¿.
If U is anon-empty
subset ofRd
we define the03BE-diameter
of U as03BE(U) = sup{03BE(x - y) : x,y ~ U}.
If E CUiEIUi
andg(Uj)
ô for eachi,
- 205 -
A large deviation result for the subcritical Bernoulli percolation
we say that
f Uiliei
is a 6-cover of E. For every subset E ofRd,
and every real ô > 0 we definewhere the infimum is taken over all countable 8-covers of E. Then we define the one-dimensional
Hausdorff
measure of E asFor a
study
of the Hausdorff measure, see e.g.[6].
We denote
by
lC the collection of allcompact
sets ofR d.
The Euclidian distance between apoint
and a set E isWe endow 1C with the Hausdorff metric
DH:
Let
Kc
be the subset of JCconsisting
of connected sets. An element ofKc
iscalled a continuum. We define an
equivalence
onKc by: K1
isequivalent
toK2
if andonly
ifKi
is a translate ofK2.
Wedenote by Kc
thequotient
setof classes of
Kc
associated to thisrelation,
andby DH
theresulting quotient
metric:
We
finally
define the Hausdorff measure onK, by
which makes sense since
H103BE
is invariantby
translation on/Cc.
Now we state an essential
property required by
thelarge
deviationprin- ciple.
PROPOSITION 3.1. - The measure
H103BE is
agood
ratefunction
on thenspace
Kc.
Proof.
- The lowersemicontinuity
is due to Golab and theproof
can befound in
[6,
p39].
We follow now theproof
of theproposition 5
in[3].
Lett > 0 and let
(Kn, n E N)
be a sequence in/Cc
such thatH103BE(Kn)t
for alln in N. For each n we can assume that the
origin belongs
toKn.
Since thediameter of an element of
/Cc
is boundedby
a constant time itsH103BE-measure,
there exists a bounded set B such that
Thus,
the setsKn
are subsets of B. For everycompact
setKo
the subset{K
e K : K cK0}
is itselfcompact
withrespect
to the metricDH [2].
Hence
(Kn)n~N
admits asubsequence converging
for the metricDH ;
thesame
subsequence
of(Kn)n~N
converges for the metricDH.
D4. Curves and continua
A curve is a continuous
injection
F :[a, b]
-Rd, where [a, b]
C R is aclosed interval. We write also F for the
image F([a, b]).
We call0393(a)
thefirst point
of the curve andr(b)
its lastpoint. Any
curve is a continuum. We say that a curve isrectifiable
if itsH103BE-measure
is finite.We state a
simple
lemma:LEMMA 4.1. - For each curve r :
[a, b]
-Rd,
Next,
we associate to a continuum a finitefamily
of curves in two differ-ent manners. With the first one, we shall prove the lower
bound,
and withthe second one, we shall prove the upper bound.
DEFINITION 4.2. - A
family of
curves{03B3i}i~I
is saidhardly disjoint if for
all i~ j,
the curve "Yj can intersect "Yionly
on oneof
theendpoints of
03B3i.
PROPOSITION 4.3. - Let F be a continuum with
H103BE(0393)
oc. Thenfor
all
parameter 6
>0,
there exists afinite family f Filie, of rectifiable
curvesincluded in F such that
DH(F, UiCI:F?-,) 6, U1,Elri
is connected and thefamily {0393i}i~I
ishardly disjoint.
Furthermore,
there exists a deterministic way to choose theFi ’s
such thatif
r’ is a translateof r,
the resultantP’
’s are the translatesof
theFi
’sby
the same vector.PROPOSITION 4.4. - Let r be a continuum with
H103BE(0393)
00. Thenfor
all
parameter
03B4 >0,
there exists afinite family {0393i}i~I of rectifiable
curvesincluded in r such that
DH(f, UiEIr2) 6,
with thefollowing properties:
theeuclidian diameter
of fi
islarger
than ôfor
all i inI, Uli=10393i
is connectedfor all l 1,
and thefirst point of Fl
is in~kl0393k.
-207-
Propositions
4.3 and 4.4 are corollaries of lemma 3.13 of[6]
in which wehave stated the additional facts
coming
from theproof.
DWe often think of
ILd
as embedded inRd,
theedges {x, y} being straight
line
segments [x,y].
An animal is a finite connectedsubgraph
ofILd
con-taining
theorigin.
The Hausdorff distance between an animal and its cor-responding
clusteris - So,
to prove thelarge
deviationprinciple
we shallconsider the animal of the
origin
instead of the cluster. Thepoint
is thatan animal is a continuum. Hence we shall be able to
apply Propositions
4.3and 4.4 to an animal.
5. The skeletons
DEFINITION 5.1. - A skeleton S is a
finite family of segments
that are linkedby
theirendpoints.
We denoteby E(S)
the setof
the verticesof
thesegments of S and by
card5’ the cardinalof E(,S’) .
Wedefine HS103BE(s) as
the sum
of
theç-length of
thesegments of
,S’. Apoint
is also considered as a skeleton.Examples :
Counter-examples:
thefollowing families of
twosegments
are not skeletons- .
Sometimes a skeleton S is
simply
understood as the union of itssegments,
and so is acompact
connected subset ofRd.
This is the case when we writeH103BE(S).
Wealways
haveIf
Si
and,S’2
are two skeletons which have a vertex in common, then S’ =S1
U,S’2
is also askeleton,
andLEMMA 5.2. - For every P continuum with
H103BE(0393)
oc,for
all ô >0,
there exists a skeleton S such that
The skeleton S is said to
6-approximate
F.Proof.
- Let f be a continuum withH103BE(0393)
00. Let{0393k}k~I
be thesequence of rectifiable curves
coming
fromProposition
4.3 withparameter
6/2.
Considerri.
We taketo
=0,
xo =03931(0)
and for n à 0If
tn+1
is finite then Xn+1 =Fi (tn+1). Otherwise,
we take for xn+1 the lastpoint
offI
if it is different from xn, and westop
the sequence of thexi’s.
Since
03931
is rectifiable and because of Lemma4.1,
this sequence is finite.We call
Si
thefamily
of thesegments [xi, Xi+1]
for i = 0 to n - 1.By
construction
Si
is askeleton,
theendpoints
offI
are vertices ofSi
andSi 6/2-approximates Fi.
We construct in the same way the otherSi’s
for i inI.
By assumption,
theFz’s
are connectedby
theirendpoints.
Since theseendpoints
are vertices ofSi’s,
the union of theSi’s
denotedby
S is also askeleton. We control the
HS103BE
measure of ,S’by
where we use
(5.2)
and Lemma 4.1. The Hausdorff distance between S and r is controlledby
DH(S,0393) DH(S, UiElfi)
+6/2 sup DH(Si, ri)
+8/2
8. ~ici
Remark 5.3. - If F’ is the
image
of rby
a translation of vectoril,
thenthe skeleton
S’
constructed as above from I" is theimage by
the sametranslation of the skeleton ,S’ constructed from r.
6. The lower bound
We prove in this section the lower bound stated in Theorem 1.1.
By
astandard
argument [5],
it isequivalent
to prove that for a1l8 >0,
all r inK,
We introduce two notations. The
r-neighbourhood
of a set E is the set-209- Let
E1, E2
be two subsets ofRd.
We defineWe now take r in f such that the
origin
is a vertex of the skeleton S constructed fromf,
as described in theproof
of Lemma 5.2. This can be done because of theprevious
remark. First observe thatWe let
G(N, 6/2, r)
=13
a connected setC’
of thepercolation
process,containing 0,
such thatDH(C’/N, F) 03B4/2}.
We hav
We
study
the first term of theproduct.
Let r bepositive
and let x and y be two sites. The event that there exists an openpath
from xto y
whose Hausdorff distance to thesegment lx, y]
is less than r is denotedby x
y.We restate lemma 8 in Section 5 of
[3]:
LEMMA 6.1. - Let
0(n)
be afunction
such that0(n) -
oo.For every
point
x, we haveTake the skeleton S which
6/4-approximates r,
as in Lemma 5.2. Wehave
carefully
chosen r such that theorigin
is a vertex of S. We label xi, ... , xn the vertices of S. We note i- j
if[xi, xj] is
asegment
of S. ThenThe fact that the
origin
is a vertex of ,S is used in the lastinequality.
Sincethe events last considered are
increasing,
the FKGinequality
leads toBut
by
Lemma 6.1Hence
Now we
analyze
the second termP(e(I, CIN) 61 G(N, 03B4/2, 0393))
of theproduct
in(6.1).
First observe that the eventis included in
The two events
appearing
in the last intersection areindependent,
sincethey depend
ondisjoint
sets of bonds. Sofor a certain constant ci > 0. In the last
inequality,
we use(2.1)
and abound of the
cardinality
of03BD(N0393, N 8) ~Zd.
The member on the RHS tends to 0 as N tends toinfinity.
HenceBy
limits(6.2)
and(6.3),
theinequatity (6.1) yields
to the lower bound.n
7. Coarse
graining
Now we associate a skeleton to an animal.
By
acounting argument
it willyield
to the desired upper bound.DEFINITION 7.1. - Let S =
{Ti}i~I
be askeleton,
and let C be an ani-mal. We say that S
fits
Cif E(S) is
included in the setof
verticesof C, if for
all i in I there exists a curve 03B3i such that 03B3i is included in C and hasthe same
endpoints
thanTi,
andif
thefamily {03B3i}i~I is hardly disjoint.
LEMMA 7.2. - Let s > 4. For all animal C with
diam(C)
> s, there exists a skeleton S such thatHS103BE(S) a2(s/8)cardS, DH (C, S) s, and
the skeleton S
fits
the animal C.Such a skeleton is said to be
s-compatible
with the animal C.Proof.
- We recall that an animal is also a continuum. Let{0393k}k~I
bea sequence of rectifiable curves as in
Proposition
4.4 withparameter s/2.
Consider for
example fi.
We take xo =03931(0)
andto
= 0.For n 0,
letIf
tn+1
isfinite,
then xn+1 =fI (tn+1). Otherwise,
we erase xn, weput
xn the last
point
ofPl
and westop
the sequence. Note that t1 cannot be infinite.We call
S’1
thefamily
of thesegments [xj, Xj+1].
The setS’1
is askeleton,
and is called the s-skeleton of
FI.
For the other i’s in I we constructS’i
thes-skeleton of
Fi
in the same way. For each i in I we haveSince the euclidian diameter of
Fi
islarger
than s for each i inI,
we havecard S’i
2. Since s >4,
it follows thatHS103BE(S’i) a2(s/8) card S’i, for each
1 in I.
We now refine the
skeleton S’i
into another skeletonS’i.
Foreach j
> i such that the firstpoint
of0393j,
say z, is inFi
but is not a vertex ofS§ ,
we takethe
segment
ofS’i
whoseendpoints
x and y surround z onr2.
Wereplace
in
S’2
thesegment [x, y] by
the twosegments [x, z]
and[z, y].
When we havedone this for
all j
werename S’i by Si.
The setSi
isalways
a skeleton which satisfiesDH (Si, Fi) sl2. By triangular inequality, HS103BE(Si) HS103BE(S’i).
We denote
by
S the concatenation of theS’2’s. By induction,
S is a skeleton.Furthermore,
each vertex of S is a vertexof Si’
for a certain i.Now we check that S fulfills the
good properties.
We haveand
The next statement
gives
the interest of such a construction. For agiven
skeleton S we let
A(S)
be the event that S iss-compatible
with an animal.LEMMA 7.3. - For all scales s >
4,
Proof.
- If S iscompatible
with ananimal,
we have thedisjoint
occur-rences of the events
(xz - Xj 1
for all ij
such that[xi,xj]
is asegment
of S. The BK
inequality implies
The last sentence of
Proposition
2.2yields
to the desired result. D8. The upper bound
We prove here the upper bound stated in
Theorem
1.1.Consider
theanimal C
containing
theorigin.
Let03A6H(u) = (K
EKC: H103BE(K) u}.
Weprove that ~u 0, ~03B4 > 0, ~03B1 > 0, ~N0 such that ~ N N0,
This is the Freidlin-Wentzell
presentation
of the upper bond of ourlarge
deviation
principle,
see[8].
Let c be a
positive
constant to be chosenlater,
and take s = 8c ln N. For Nlarge enough, DH(C/N, 03A6H(u)) 03B4 implies
diam C > s.By
Lemma7.2,
we can take S a skeleton that
s-approximates
C. We haveDH(C/N, S) 8c ln N/N,
so for .Nlarge enough,
Since S is an element of
/Cc,
theinequality DH(S/N, 03A6H(u)) 6/2 implies
that
H103BE(S)
uN and soHS103BE(S)
uNby (5.1).
- 213 - Let a be such that a >
u/al.
We haveBut
P(diam
C >aN)
exp-alaN by inequality (2.2).
Since a >u/al,
we have
P(diam
C >aN)
exp -uN.We estimate now the term
P(HS103BE(S) uN, diam C aN).
Let
A(n,
u, a,N)
be the set of skeletons T such thatHS103BE(T) uN, E(T)
is included in
Zd, card T
= n, and there exists a connected set of sites con-taining
theorigin
of diameter less than aN that iss-compatible
with theskeleton T. We have
The number of skeletons we can construct from n
points
is boundedby
(nn)2.
Take a skeleton inA(n,
u, a,N).
All its vertices are in a box centeredat
0,
of sidelength 2 (aN
+c ln N) .
So the cardinal ofA(n, u, a, N)
is lessthan
2dn(aN + c ln N)dn(nn)2 exp a3n ln N,
for a certain constant a3 > 0.Take b > 0 a constant such that a3 -
a2 b
0. We assume now that c > b.We have
because
HS103BE(T) a2(s/8)card T. Then for N large enough by
Lemma 7.3
P(HS103BE(S) uN, diam C x aN)
for any a4 > b and N
large enough.
We take c such thata4/c
a and thisconcludes the
proof.
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