Near-critical 2D percolation with heavy-tailed impurities, forest fires and frozen percolation

• Published in: Probability theory and related fields Vol. 181; no. 1-3; pp. 211 - 290
• Main Authors: van den Berg, Jacob, Nolin, Pierre
• Format: Journal Article
• Language: English
• Published: Berlin/Heidelberg Springer Berlin Heidelberg 01-11-2021; Springer Nature B.V
• Subjects: Apexes; Clusters; Economics; Finance; Forest & brush fires; Forest fires; Impurities; Insurance; Lattices (mathematics); Management; Mathematical and Computational Biology; Mathematical and Computational Physics; Mathematical models; Mathematics; Mathematics and Statistics; Operations Research/Decision Theory; Parameters; Percolation; Probability; Probability Theory and Stochastic Processes; Quantitative Finance; Statistics for Business; Theoretical; Trees (mathematics); Self-organized criticality; 82B43; 60K35; Near-critical percolation; Forest fires; Frozen percolation
• ISSN: 0178-8051; 1432-2064
• DOI: 10.1007/s00440-020-01022-4

We introduce a new percolation model on planar lattices. First, impurities (“holes”) are removed independently from the lattice. On the remaining part, we then consider site percolation with some parameter
p
close to the critical value
p
c
. The mentioned impurities are not only microscopic, but allowed to be mesoscopic (“heavy-tailed”, in some sense). For technical reasons (the proofs of our results use quite precise bounds on critical exponents in Bernoulli percolation), our study focuses on the triangular lattice. We determine explicitly the range of parameters in the distribution of impurities for which the connectivity properties of percolation remain of the same order as without impurities, for distances below a certain characteristic length. This generalizes a celebrated result by Kesten for classical near-critical percolation (which can be viewed as critical percolation with single-site impurities). New challenges arise from the potentially large impurities. This generalization, which is also of independent interest, turns out to be crucial to study models of forest fires (or epidemics). In these models, all vertices are initially vacant, and then become occupied at rate 1. If an occupied vertex is hit by lightning, which occurs at a very small rate
ζ
, its entire occupied cluster burns immediately, so that all its vertices become vacant. Our results for percolation with impurities are instrumental in analyzing the behavior of these forest fire models near and beyond the critical time (i.e. the time after which, in a forest without fires, an infinite cluster of trees emerges). In particular, we prove (so far, for the case when burnt trees do not recover) the existence of a sequence of “exceptional scales” (functions of
ζ
). For forests on boxes with such side lengths, the impact of fires does not vanish in the limit as
ζ
↘
0
. This surprising behavior, related to the non-monotonicity of these processes, was not predicted in the physics literature.