This paper proves that random triangulations with critical site percolation converge simultaneously in metric and peanosphere senses to Liouville quantum gravity decorated by SLE$_6$ and CLE$_6$, advancing understanding of their scaling limits.
Contribution
It establishes the first simultaneous convergence in both metric and peanosphere senses for a random planar map model, specifically for site percolation on triangulations.
Findings
01
Joint convergence in metric and peanosphere senses.
02
Full collection of percolation interfaces converges to CLE$_6$.
03
Advances towards proving Cardy embedding convergence.
Abstract
Recent works have shown that random triangulations decorated by critical (p=1/2) Bernoulli site percolation converge in the scaling limit to a 8/3â-Liouville quantum gravity (LQG) surface (equivalently, a Brownian surface) decorated by SLE6â in two different ways: 1. The triangulation, viewed as a curve-decorated metric measure space equipped with its graph distance, the counting measure on vertices, and a single percolation interface converges with respect to a version of the Gromov-Hausdorff topology. 2. There is a bijective encoding of the site-percolated triangulation by means of a two-dimensional random walk, and this walk converges to the correlated two-dimensional Brownian motion which encodes SLE6â-decorated 8/3â-LQG via the mating-of-trees theorem of Duplantier-Miller-Sheffield (2014); this is sometimes called peanosphere convergence. WeâŠ
Equations153
\mathopen{}\mathclose{{}\left(\frac{2}{27}}\right)^{n}\frac{(\ell-2)!\ell!}{(2\ell-4)!}\mathopen{}\mathclose{{}\left(\frac{4}{9}}\right)^{\ell-1},\qquad\textrm{where $n$ is the number of inner vertices.}
\mathopen{}\mathclose{{}\left(\frac{2}{27}}\right)^{n}\frac{(\ell-2)!\ell!}{(2\ell-4)!}\mathopen{}\mathclose{{}\left(\frac{4}{9}}\right)^{\ell-1},\qquad\textrm{where $n$ is the number of inner vertices.}
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Full text
Joint scaling limit of site percolation on random triangulations in the metric and peanosphere sense
Ewain Gwynne
Nina Holden
and Xin Sun
Abstract
Recent works have shown that random triangulations decorated by critical (p=1/2) Bernoulli site percolation converge in the scaling limit to a 8/3â-Liouville quantum gravity (LQG) surface (equivalently, a Brownian surface) decorated by SLE6 in two different ways:
âą
The triangulation, viewed as a curve-decorated metric measure space equipped with its graph distance, the counting measure on vertices, and a single percolation interface converges with respect to a version of the GromovâHausdorff topology.
âą
There is a bijective encoding of the site-percolated triangulation by means of a two-dimensional random walk, and this walk converges to the correlated two-dimensional Brownian motion which encodes SLE6-decorated 8/3â-LQG via the mating-of-trees theorem of Duplantier-Miller-Sheffield (2014); this is sometimes called peanosphere convergence.
We prove that one in fact has joint convergence in both of these two senses simultaneously.
We also improve the metric convergence result by showing that the map decorated by the full collection of percolation interfaces (rather than just a single interface) converges to 8/3â-LQG decorated by CLE6 in the metric space sense.
This is the first work to prove simultaneous convergence of any random planar map model in the metric and peanosphere senses.
Moreover, this work is an important step in an ongoing program to prove that random triangulations embedded into C via the so-called Cardy embedding converge to 8/3â-LQG.
1 Introduction
1.1 Overview
A planar map is a planar graph (multiple edges and self-loops allowed)
embedded into the two-dimensional sphere, viewed modulo orientation-preserving homeomorphisms of the sphere.
Starting in the 1980âs, physicists have interpreted random planar maps as the discrete analogs of random fractal surfaces called Liouville quantum gravity (LQG) surfaces with parameter Îłâ(0,2) (see [DS11, Nak04] and the references therein).
Heuristically speaking, if Dâ\mathbbmC and h is some variant of the Gaussian free field (GFF) on D, then for Îłâ(0,2) the Îł-LQG surface corresponding to (D,h)
is the random two-dimensional Riemannian manifold with Riemannian metric tensor eÎłh(dx2+dy2).
The parameter Îł depends on the particular type of random planar map model under consideration.
Uniform random planar maps â including uniform maps with local constraints like triangulations and quadrangulations â correspond to Îł=8/3â, which is sometimes called âpure gravityâ. This case will be our main interest in this paper.
Other values of Îł correspond to random planar maps weighted by the partition function of a statistical mechanics model, such as the Ising model (Îł=3â) or the uniform spanning tree (Îł=2â).
The above definition of an LQG surface does not make literal sense since h is only a distribution, not a function, so cannot be exponentiated.
However, one can rigorously define various aspects of LQG surfaces using regularization procedures.
For example, one can define the Îł-LQG area measureÎŒhâ on D as a limit of regularized versions of âeÎłh(z)d2zâ, where d2z denotes Lebesgue measure [DS11, Kah85, RV14, DKRV16].
In the special case when Îł=8/3â, one can also define 8/3â-LQG as a random metric space [MS20, MS16a, MS16b, Mie13, Le 13] (it is a major open problem to construct a metric on Îł-LQG for Îłî =8/3â).
Mathematically, the statement that ârandom planar maps are the discrete analog of LQGâ means that the former should converge in the scaling limit to the latter as, say, the total number of edges of the map tends to â.
For a number of natural random planar maps decorated by statistical mechanics models, various curves associated with the statistical mechanics model also converge in some sense to Schramm-Loewner evolution (SLEÎș) curves [Sch00] for Îșâ{Îł2,16/Îł2} which are independent from the limiting LQG surface.
There are three main ways to formulate the convergence of random planar maps (decorated by statistical mechanics models) to LQG surfaces (decorated by SLE curves).
The main goal of the present paper is to show that random triangulations decorated by critical (p=1/2) Bernoulli site percolation converge jointly to 8/3â-LQG decorated by SLE6 in two of these senses: metric convergence and peanosphere convergence.
This is a major step toward proving convergence in the third sense (embedding convergence), which will be accomplished in [HS19].
Let us now briefly review the main types of convergence for random planar maps.
Metric convergence. One can view a planar map as a random metric measure space â equipped with the counting measure on vertices and the graph distance â and show convergence to an LQG surface â equipped with its LQG area measure and LQG metric â with respect to the GromovâHausdorffâProkhorov topology, the natural analog of the GromovâHausdorff topology for metric measure spaces (see, e.g., [ADH13]).
Presently, this type of convergence is well understood for uniform random planar maps, but not for random planar maps in the Îł-LQG universality class for Îłî =8/3â.
The main reason why distances in uniform random planar maps are tractable is the Schaeffer bijection [Sch97] and its generalization due to Bouttier-Di Francesco-Guitter [BDFG04], which encode various types of uniform random planar maps by means of labeled trees, where the labels correspond to graph distances in the map.
Using the Schaeffer bijection, it was shown independently by Le Gall [Le 13] and Miermont [Mie13] that uniform quadrangulations converge in the scaling limit to a random metric measure space called the Brownian map, a continuum metric measure space constructed via a continuum analog of the Schaeffer bijection.
Subsequent works have extended this result to planar maps with different local constraints [Mie13, Le 13, ABA17, BJM14, Abr16, BLG13] and planar maps with different topologies (such as the whole plane or disk, instead of the sphere) [BM17, CL14, GM17c, BMR19, GM19c, AHS20].
Particularly relevant to the present work is the paper [AHS20], which shows that uniform triangulations of the disk of type II (i.e., multiple edges, but not self-loops, allowed) converge in the scaling limit to the Brownian disk, the disk analog of the Brownian map which was constructed in [BM17].
In a series of works [MS20, MS16a, MS16b], Miller and Sheffield showed that one can define a metric on a 8/3â-LQG surface (i.e., a metric on Dâ\mathbbmC induced by a GFF-type distribution on D). Moreover, it is shown in [MS16a, Corollary 1.4] that certain special 8/3â-LQG surfaces (corresponding to particular choices of (D,h)) are equivalent, as metric measure spaces, to Brownian surfaces such as the Brownian map and Brownian disk.
We will review the background on Brownian and 8/3â-LQG surfaces necessary to understand the present paper in Section 3.3.
For certain planar maps decorated by a curve, one can prove convergence to SLE-decorated LQG with respect to the GromovâHausdorffâProkhorovâuniform (GHPU) topology, the natural generalization of the GromovâHausdorff topology for curve-decorated metric measure spaces which was introduced in [GM17c].
For example, it was shown in [GM16, GM17b] that a uniform random planar map decorated by a self-avoiding walk or a percolation interface converges in the scaling limit to a 8/3â-LQG surface decorated by SLE8/3 or SLE6, respectively.
We remark that the Îł-LQG metric for general Îłâ(0,2) was very recently constructed in [GM21], building on [DDDF19, GM19b, DFG*+*20, GM20]; see also [GM19a]. For Îłî =8/3â, it is conjectured, but not yet proven, that appropriate weighted random planar map models converge to Îł-LQG surfaces equipped with this metric in the GromovâHausdorff sense.
Peanosphere convergence. Certain random planar maps decorated by statistical mechanics models can be encoded by random walks on \mathbbmZ2 (with increment distributions depending on the model). Some encodings of this type are called mating-of-trees bijections since the bijection can be interpreted as gluing together, or âmatingâ, the discrete random trees associated with the two coordinates of the walk to construct the map.
The simplest such bijection is the Mullin bijection [Mul67] (see [She16b, Ber07b] for more explicit expositions), which encodes a planar map decorated by a spanning tree by a nearest-neighbor random walk on \mathbbmZ2.
Other mating-of-trees bijections are obtained in [She16b, KMSW19, GKMW18, Ber07a, BHS18, LSW17].
We will review the mating-of-trees bijection for site percolation on a uniform triangulation from [Ber07a, BHS18] (which is the only such bijection used in the present paper) in Section 2.2.
In the continuum setting, Duplantier, Miller, and Sheffield [DMS14] showed that a Îł-LQG surface decorated by a space-filling variant of SLEÎș for Îș=16/Îł2 can be encoded by a correlated two-dimensional Brownian motion, with the correlation of the two coordinates given by âcos(ÏÎł2/4), via an exact continuum analog of a mating-of-trees bijection.
This result is sometimes called the peanosphere construction since it implies that SLE-decorated LQG is homeomorphic to a random curve-decorated topological measure space called the peanosphere which is constructed from two correlated Brownian motions.
For each of the mating-of-trees bijections discussed above, it can be shown that the walk on \mathbbmZ2 which encodes the decorated random planar map converges in the scaling limit to the correlated two-dimensional Brownian motion which encodes the SLE-decorated LQG.
We interpret this as a scaling limit result for random planar maps in a certain topology â namely, the one where two decorated âsurfacesâ are close if their encoding functions are close.
Convergence with respect to this topology is called peanosphere convergence.
Several extensions of peanosphere convergence are possible, giving convergence of a wide range of different functionals of the decorated random planar map to their continuum analogs. See [GHS16, GMS19, GS17, GS15, LSW17, BHS18].
Embedding convergence.
There are several natural ways of embedding a planar map into \mathbbmC, such as circle packing, Riemann uniformization, and Tutte embedding.
It is expected that for any reasonable choice of embedding with conformal properties,
the embedded planar maps should converge to LQG, e.g., in the sense that the counting measure on vertices (appropriately rescaled) should converge to the LQG measure. Moreover, certain random curves on the embedded planar map should converge to SLE curves.
So far, this type of convergence has only been proven for a special one-parameter family of random planar maps called mated-CRT maps which are defined for all Îłâ(0,2)Â [GMS17].
A priori, there is no direct relationship between the above modes of convergence.
Each encodes different information about the planar map and none implies any of the others.
One expects that random planar maps in the Îł-LQG universality class should converge to Îł-LQG in each of the above three senses. In fact, this convergence should occur jointly, in the sense that the joint law of the triple consisting of three copies of the random planar map should converge to the joint law of the triple consisting of three copies of the Îł-LQG surface with respect to the product of the above three topologies.
In this paper, we will prove the joint convergence of critical site percolation on a random triangulation to SLE6 on 8/3â-LQG in the metric and peanosphere sense (Theorem 1.2). This is the first such joint scaling limit result for any random planar map model.
We will also extend the result of [GM17b], which gives the GHPU convergence of the map decorated by a single percolation interface toward 8/3â-LQG decorated by chordal SLE6, to a convergence result for the full collection of interfaces toward 8/3â-LQG decorated by a conformal loop ensemble with Îș=6 [She09] (Theorem 1.3).
This paper is an important step in an ongoing program of the second and third authors to prove that site percolation on a random triangulation converges to SLE6-decorated 8/3â-LQG under a certain embedding â the so-called Cardy embedding â which is named after Cardyâs formula for percolation [Car92, Smi01].
In fact, combined with the results of the present paper the argument will give joint convergence in all three of the above senses.
Other papers involved in the proof of the Cardy embedding convergence include [GM17a, GM17b, BHS18, HLLS18, HLS18, GHSS19, HS19, AHS20].
See Section 1.3 and Remark 6.8 for further discussion of the Cardy embedding.
1.2 Main result
For a planar map M, we write V(M), E(M), and F(M) for the set of vertices, edges, and faces, respectively, of M.
A map is rooted if one of its edges, called the root edge, is
distinguished and oriented. The face to the right of the root edge is called the root face. Given an integer ââ„2, a planar map M is called a triangulation with boundary if every face in F(M) has degree 3 except that the root face has degree â. We call â the boundary length of M. We write âM for the graph consisting of edges and vertices on the root face of M. A vertex on M is called a boundary vertex if it is on âM. Otherwise, it is called an inner vertex. We similarly define boundary edges and inner edges.
A graph is called 2-connected if removing any vertex does not disconnect the graph. If a triangulation with boundary M is 2-connected, we call it a (loopless) triangulation with simple boundary since there are no self-loops in M and âM is a simple cycle.
For an integer ââ„2, let T(â) be the set of such maps with boundary length â.
By convention, we view a map with a single edge as an element in T(2) which we call the degenerate triangulation. To highlight the role of the root, we will write each element in âȘââ„2âT(â) in the form of (M,\mathbbme), where \mathbbme is the directed rooted edge of M.
Given MââȘââ„2âT(â), a site percolation on M is a coloring of V(M) in two colors, say, red and blue. The Bernoulli-21â site percolation on M is the random site percolation Ï on M such that each inner vertex is independently colored in red or blue with equal probability. The coloring of the boundary vertices is called the boundary condition of Ï, which can follow any distribution independent of ÏâŁV(M)ââV(M)â.
We say Ï has monochromatic red (resp. blue) boundary condition if all boundary vertices are red (resp. blue).
Definition 1.1**.**
For an integer ââ„2, the (critical) Boltzmann triangulation with simple boundary of lengthâ is a probability measure on T(â) where each element is assigned probability
[TABLE]
Suppose a random triple (M,\mathbbme,Ï) is such that the marginal law of (M,\mathbbme) is the critical Boltzmann triangulation given its boundary length and conditioning on (M,\mathbbme) and ÏâŁV(âM)â, the conditional law of Ï is the Bernoulli-21âV(M) site percolation. Then we call (the law) of (M,\mathbbme,Ï) a critical site-percolated Boltzmann triangulation.
The site-percolated Boltzmann triangulation was first studied in [Ang03], where it was proved that the critical threshold is 21â.
In that paper a key tool called the peeling process was introduced. The peeling process also plays a fundamental role in, e.g., [Ang05, AC15, AR15, Ric15, GM16, CC19, GM19c, GM17b].
We will review the peeling process associated with the percolation interface in Section 2.1. Roughly speaking, this process explores the edges along the percolation interface in order, keeping red vertices to the left and blue vertices to the right.
In [BHS18], an iterative peeling process was used to define a space-filling exploration111Throughout this paper, we denote space-filling curves with a prime and non-space-filling curves (such as percolation interfaces or ordinary chordal SLE6) without a prime. Note that this differs from the convention of [MS16c, MS16d, MS16e, MS17], where a prime is used for any non-simple curve.
λËn of E(Mn), i.e., a total ordering of E(Mn). Moreover λËn defines a random walk ZËn=(LËn,RËn) of duration
#E(Mn), with steps in {(1,0),(0,1),(â1,â1)}, describing the evolution of the lengths of the two arcs between the starting point and the target point on the boundary of the unexplored region.
The construction of λËn and ZËn will be reviewed in Section 2.2.222In fact the peeling process perspective is alluded to but not highlighted in [BHS18]. We give a self-contained treatment in Section 2.2 with this perspective.
We equip Mn with the graph distance and the counting measure on vertices, rescaled appropriately (the precise scaling is specified at the end of Section 3.1). Then MËn:=(Mn,λnË) can be thought of as a compact metric measure space decorated with two curves, âMn and λËn. The natural topology on the space of compact curve-decorated metric measure spaces is the GromovâHausdorffâProkhorovâuniform (GHPU) topology, whereby two such spaces are close if they can be isometrically embedded into a common space in such a way that the spaces are close in the Hausdorff distance, the measures are close in the Prokhorov distance, and the curves are close in the uniform distance. This topology was introduced in [GM17c], and will be reviewed in Section 3.1.
The continuum analog of site percolation on a Boltzmann triangulation with boundary is a space-filling SLE6 curve on a Brownian disk (equivalently, by [MS16a, Corollary 1.4], a 8/3â-LQG disk) with boundary length l (and random area). This object can be viewed as a metric measure space decorated by two curves (the SLE6 and the boundary of the disk).
We denote this curve-decorated metric measure space by HâČ.
We will review the definitions of the above objects in more detail in Section 3.4. In particular, we will explain how the mating-of-trees theorem of [DMS14] allows us to associate with HâČ a pair of correlated Brownian excursions ZâČ=(LâČ,RâČ), with correlation 1/2,
in a manner directly analogous to the definition of the left/right boundary length process ZËn above.
The following is an informal statement of our first main result.
Theorem 1.2**.**
Under appropriate scaling, the joint law of (MËn,ZËn) converges to the joint law of (HâČ,ZâČ) where the first coordinate is given the GHPU topology and the second coordinate is given the uniform topology.
A precise statement of Theorem 1.2, including the proper scaling, the convergence topology and the description of the limiting object, will be given in Section 3 as Theorem 3.13.
An important input to the proof of Theorem 1.2 is [GM17b],
which give the joint convergence of a random triangulation decorated by a single percolation interface together with its associated left/right boundary length process to a Brownian disk decorated by a chordal SLE6 together with its associated left/right boundary length process.333Actually, [GM17b] proves the analogous statement for face percolation on a quadrangulation instead of site percolation on a triangulation. But, as explained in [GM17b, Section 8], the proof carries over verbatim to site percolation on a triangulation once one has the convergence of triangulations with simple boundary to the Brownian disk, which is proven in [AHS20].
Roughly speaking, the idea of the proof is to build the space-filling exploration from nested percolation interfaces, build the space-filling SLE6 analogously from nested chordal SLE6âs, and then apply the result of [GM17b] countably many times.
The relationship between chordal and space-filling curves is explained in the discrete (resp. continuum) setting in Section 2.3 (resp. Section 3.4). A similar iteration strategy is used in [CN06] to extract the convergence to CLE6â from the convergence to SLE6â for Bernoulli-21â site percolation on the regular triangular lattice. However, the argument in that paper heavily relies on the fact that the regular triangular lattice is nicely embedded in the plane, where very strong percolation estimates are known.
1.3 Applications of the main result
Suppose Ï is a site percolation on Mââââ„2âT(â) with monochromatic boundary condition.
Removing all edges on M whose endpoints have different colors, we call each connected component in the remaining graph a percolation cluster, or simply a cluster, of Ï.
By definition, vertices in each cluster share the same color.
Moreover, each pair of neighboring vertices that are on different clusters must have different colors.
We call the cluster containing âM the boundary cluster. If C is a non-boundary cluster of Ï, one can canonically define a loop on Mn surrounding C as a path of vertices in the dual map. See Footnote 5 and Figure 1.
The collections of such loops is called the loop ensemble of Ï, denoted by Î(M,Ï).
In [CN06], it is proved that given a Jordan domain D, the loop ensemble for Bernoulli-21â site percolation on the regular triangular lattice on D converges to the so-called CLE6â
on D, as defined in [She09], as the mesh size tends to zero. In Section 3.5 we review the definition of the CLE6â on the Brownian disk, which we denote by (H,d,ÎŒ,Ο,Î). We also define a natural topology called the GromovâHausdorffâProkhorovâuniformâloop (GHPUL) topology on metric measure space decorated with a boundary curve and a collection of loops.
As a byproduct of our proof of Theorem 1.2, we prove the following.
Theorem 1.3**.**
In the setting of Theorem 1.2, let În=Î(Mn,Ïn).
Then under the appropriate scaling (Mn,În) converges in law to (H,d,ÎŒ,Ο,Î) as a loop ensemble decorated metric measure space with a boundary curve.
Moreover, this convergence occurs jointly with the convergence of Theorem 1.2.
We state and prove the precise version of Theorem 1.3 in Section 6.2.
In [BHS18], many convergence results related to (Mn,\mathbbmen,Ïn) above are proved under a certain embedding from Mn to D depending on the randomness of the percolation configuration and a coupling of percolated maps for different n. Theorems 1.2 and 1.3 allow us to transfer all the convergence result in [BHS18] to a more intrinsic setting.
The reason for this is that Theorem 1.2 reduces convergence results for curves on Mn in the uniform topology and measures on Mn in the Prokhorov topology to the convergence result of certain time sets of the random walk ZËn.
As examples, we prove convergence results related to pivotal points and crossing events in Section 6.4 and 6.5, respectively. These results are important inputs for the work [HS19], which shows the convergence of Mn to 8/3â-LQG under the Cardy embedding. See Remarks 6.5 and 6.8 for more detail.
Another important application of Theorem 1.3 is related to the following question. In the setting of Theorem 1.2, condition on (Mn,\mathbbmen) and let Ïn be another critical site percolation configuration on Mn which is conditionally independent from Ïn.
Let În be the loop ensemble associated with Ïn.
In light of Theorem 1.3, it is natural to conjecture that (Mn,În,În) converges in law to (H,Î,Î) where Î and Î are conditionally independent CLE6âs on H. In a similar vein, one expects that the boundary length processes ZËn and Zn associated with (Mn,\mathbbmen,Ïn) and (Mn,\mathbbmen,Ïn) converge jointly to the boundary length processes ZâČ and ZâČ associated with two independent space-filling SLE6âs on the same Brownian disk.
These questions appear to be very challenging since it is difficult to tease apart the randomness arising from H and from ηâČ in the definition of Z.
Any subsequential scaling limit of (ZËn,Zn) is a pair of coupled Brownian motions. These coupled Brownian motions give rise to a pair of coupled SLE6-decorated Brownian disks due to the mating-of-trees theorem [MS19, Theorem 2.1].
Theorem 1.2 implies the corresponding Brownian disks must be equal almost surely.
In [HS19], it will be shown that in fact the corresponding space-filling SLE6âs are conditionally independent given the Brownian disk, which proves the joint convergence (ZËn,Zn)â(ZâČ,ZâČ). As demonstrated in [HS19], this joint convergence is essentially equivalent to the convergence of the Cardy embedding of (Mn,\mathbbmen,Ïn) to SLE6-decorated 8/3â-LQG.
Outline
The rest of this paper is structured as follows.
Section 2 is the combinatorial foundation of the paper, where we review the space-filling exploration of site-percolated loopless triangulations with simple boundary and the associated random walk encoding from [Ber07a, BHS18]. In fact, we will reformulate this encoding in terms of an iterative peeling process, which makes its connection to peeling clearer.
In Section 3, we review the GHPU topology used in Theorem 1.2 and provide the necessary background on SLE6â, 8/3â-LQG, and the Brownian disk. In particular, we explain how space-filling SLE6 can be constructed by iterating ordinary chordal SLE6 curves inside the âbubblesâ which the curve cuts out, in a manner analogous to the definition of the space-filling exploration from the previous section. We will also give a precise statement of Theorem 1.2.
In Section 4, we prove that the joint law of Mn (viewed as a metric measure space with a distinguished boundary curve) and the random walk ZËn converges in the scaling limit to a Brownian disk and a correlated Brownian excursion. In other words, we prove all of Theorem 1.2 except for the uniform convergence of the space-filling exploration toward space-filling SLE6.
In Section 5, we conclude the proof of Theorem 1.2.
The proofs in Sections 4 and 5 are both based on the main result in [GM17b], which gives the GHPU convergence of a single percolation interface and its left/right boundary length process, together with the description of the space-filling curves in terms of nested chordal curves.
In Section 6, we prove Theorem 1.3 as well as some consequences thereof which will be used in [HS19].
We thank an anonymous referee for helpful comments on the draft. E.G. was partially supported by a Herchel Smith fellowship and a Trinity College junior research fellowship.
N.H. was partly supported by a doctoral research fellowship from the Norwegian Research Council and partly supported by Dr. Max Rössler, the Walter Haefner Foundation, and the ETH ZĂŒrich Foundation.
X.S. was supported by Simons Foundation as a Junior Fellow at Simons Society of Fellows and by NSF grants DMS-1811092 and by Minerva fund at Department of Mathematics at Columbia University.
2 Discrete preliminaries
This elementary section reviews the classical peeling process as well as the bijection between percolated triangulations and certain random walks discovered in [Ber07a, BHS18]. Our presentation is self-contained and reveals the close relation between the peeling process and the bijection.
2.1 Peeling process along a percolation interface
We let P be the set of triples (M,\mathbbme,Ï) satisfying the following. First, Mââââ„2âT(â) is a loopless triangulation with simple boundary equipped with an oriented rooted edge \mathbbmeââM. Moreover, Ï is a site percolation on M with dichromatic boundary condition, namely,
if \mathbbme is oriented from a red vertex to a blue vertex, and if âM is counterclockwise oriented, then there exists a unique edge \mathbbmeâ oriented
from a blue vertex to a red vertex. Given (M,\mathbbme,Ï)âP, the boundary âM consists of a red (resp. blue) clockwise (resp. counterclockwise) arc between \mathbbme and \mathbbmeâ, which we call the left (resp. right) boundary of M. The left (resp. right) boundary length is the number of edges on âM whose two endpoints are both red (resp. blue). Given âLâ,âRââN0â, let P(âLâ,âRâ) be the subset of P where the left and right boundary length of each element is given by âLâ and âRâ, respectively. See Figure 2 for an illustration. For nâN0â let P(n;âLâ,âRâ) be the subset of P(âLâ,âRâ) where each map has n inner vertices. If M is degenerate, (i.e., M consists of a single edge), let \mathbbme=\mathbbmeâ be the unique edge in E(M), and let Ï be the coloring on V(M) such that \mathbbme is oriented from a red vertex to a blue vertex. By convention we consider (M,\mathbbme,Ï) to be the unique element in P(0;0,0).
We further let
[TABLE]
Remark 2.1**.**
Given a site percolation Ï on MâT(â) and an edge eâE(âM), suppose the boundary condition for Ï is monochromatic red. Then there is a unique way to orient e such that after flipping the color of the head of e to blue, the percolation on (M,e) belongs to Pr(â). This identifies (M,e,Ï) as an element in Pm(â). The same holds if we swap the roles of red and blue.
Definition 2.2**.**
For (M,\mathbbme,Ï)âP, there is a unique interface from \mathbbme to \mathbbmeâ with red to its left and blue to its right.
We can represent this interface as a function λ:[0,m]\mathbbmZââE(M) for some mâ\mathbbmN with the property that λ(0)=\mathbbme, λ(m)=\mathbbmeâ, λ(iâ1), and λ(i) share an endpoint for each iâ[1,m]\mathbbmZâ, and each edge λ(i) has one red and one blue endpoint (see Figure 2, left).
We extend the definition of λ from [0,m]\mathbbmZâ to \mathbbmN0â by declaring that λ(i)=\mathbbmeâ for i>m.
We call λ the percolation interface of (M,\mathbbme,Ï) and \mathbbmeâ the target of λ.
Given a planar map M and an edge subset EâE(M), let MâE be the collection of maps obtained by removing edges in E. The graph corresponding to MâE has vertex set V(M) and edge set E(M)âE.
Throughout this paper we identify M and MâE with their corresponding graphs when a graph-theoretic notion is applied to them. For simplicity MâE is written as Mâe if E={e}.
Given a graph G, a nonempty subgraph GâČ is called a 2-connected component of G if GâČ is the unique 2-connected subgraph of G containing GâČ itself. In Definition 2.2 where λ is the percolation interface, we write Mâλ(N0â) as Mâλ for simplicity.
The graph Mâλ has two connected components, both of which are triangulations with (not necessarily simple) boundary, where each component contains one endpoint of λ(i) on its boundary for each iâN. Moreover, the boundary of the two components are both monochromatic. We say that the component with red (resp. blue) boundary is to the left (resp. right) of λ. The interface
λ traces the left component in the counterclockwise direction in the sense that the left endpoint of λ(i) as i increases from [math] to m traces the boundary of the left component in the counterclockwise direction. Similarly, the interface λ traces the right component in the clockwise direction. For each 2-connected component U of the left (resp. right) component of Mâλ,
let
[TABLE]
The set of left (resp. right) endpoints of edges in λ(IUâ) equals V(âU)âV(âM) if U is on the left (resp. right) side of λ. Moreover, λ traces âU in the counterclockwise (resp. clockwise) direction.
One can also construct λ by exploring M one edge at a time, based on the information of Ï.
This is sometimes called peeling; see e.g. [Ang03].
We start by defining some related quantities. See Figure 3 for an illustration.
Definition 2.3**.**
Given (M,\mathbbme,Ï)âP which is not degenerate, let t:=t(M,\mathbbme) be the unique triangle (inner face) of M which is incident to \mathbbme and let v:=v(M,\mathbbme) be the vertex on t but not on \mathbbme (such a vertex exists since M has no loops).
Let \mathbbmeâČ:=\mathbbmeâČ(M,\mathbbme,Ï) be the edge on t other than \mathbbme with its two vertices having the opposite color.
Let MâČ:=MâČ(M,\mathbbme,Ï) be the 2-connected component of Mâ\mathbbme containing the target edge \mathbbmeâ and let ÏâČ be the restriction of Ï to V(MâČ). If Mâ\mathbbme has two 2-connected components, let MâČâČ:=MâČâČ(M,\mathbbme,Ï) be the one other than MâČ and let \mathbbmeâČâČ:=\mathbbmeâČâČ(M,\mathbbme,Ï)
be the edge shared by t and MâČâČ. Moreover, define a coloring ÏâČâČ:=ÏâČâČ(M,\mathbbme,Ï) on V(MâČâČ) by letting ÏâČâČ=Ï on V(MâČâČ)â{v} and ÏâČâČ(v) be opposite to Ï(v). We orient \mathbbmeâČ and \mathbbmeâČâČ so that (MâČ,\mathbbme,ÏâČ)âP and (MâČâČ,\mathbbmeâČâČ,ÏâČâČ)âPm.
Decompositions similar to the one in Definition 2.3 were used by Tutte [Tut68] to enumerate planar maps of various types.
It is also the building block of the peeling process.
Definition 2.4**.**
For (M,\mathbbme,Ï)âP,
if M is degenerate, let Peel(M,\mathbbme,Ï)=(M,\mathbbme,Ï).
Otherwise, let Peel(M,\mathbbme,Ï)=(MâČ,\mathbbmeâČ,ÏâČ) with notation as in Definition 2.3. We call Peel:PâP the peeling operator.
Now let (M0â,\mathbbme0â,Ï0â)=(M,\mathbbme,Ï) and for iâN, inductively let (Miâ,\mathbbmeiâ,Ïiâ)=Peel(Miâ1â,\mathbbmeiâ1â,Ïiâ1â). Then the percolation interface λ for (M,\mathbbme,Ï) satisfies λ(i)=\mathbbmeiâ for all iâN0â. For iâ[0,m]Zâ, the map Miâ is the 2-connected component of Mâλ([0,iâ1]Zâ) containing \mathbbmeâ. Here we make the convention that [0,â1]Zâ=â . We note that this is an example of a peeling process on M; see, e.g., the lecture notes [Cur16] for more information about such processes. Similar peeling processes to the one considered here are also used, e.g., in [Ang03, AC15, GM17b, Ric15].
For iâN0â, let âiâ be the boundary of Mâλ([0,iâ1]\mathbbmZâ) (by convention [0,â1]Zâ=â ) and Xiâ:=(âiâ,\mathbbmeiâ,ÏâŁâiââ).
Then {Xjâ}jâ[0,i]Zââ and ZâŁ[0,i]\mathbbmZââ determine each other.
The main property of Peel that we will rely on is the following domain Markov property.
Lemma 2.5**.**
Given âLâ,âRââN0â, suppose (M,\mathbbme,Ï) is a site-percolated Boltzmann triangulation with (âLâ,âRâ)-boundary condition.
Given iâN0â, for each 2-connected component of Mâλ([0,i]\mathbbmZâ), suppose a root edge is chosen in a manner depending only on {Xjâ}jâ[0,i+1]Zââ.
Then conditional on {Xjâ}jâ[0,i+1]Zââ,
the 2-connected components of Mâλ([0,i]\mathbbmZâ) together with the percolation Ï restricted to them are distributed as independent site-percolated Boltzmann triangulations with given boundary condition.
Proof.
Since λ can be constructed by a peeling process on M, Lemma 2.5 follows by iteratively applying the so-called Markov property of peeling (see, e.g., [AC15, Section 2.3.1]). In the notion of Definition 2.3, it gives that (MâČ,\mathbbmeâČ,ÏâČ) and (MâČâČ,\mathbbmeâČâČ,ÏâČâČ) (when it is defined) are independent site percolated Boltzmann triangulations given their respective boundary condition.
â
2.2 Space-filling peeling and random walk
In this section, we use the peeling process in Section 2.1 to review the bijection between random walks and site-percolated triangulations from [Ber07a, BHS18]. We also prove some basic lemmas about the bijections.
Definition 2.6**.**
Given (M,\mathbbme,Ï)âP, we define a total ordering of E(M), i.e., a bijection λË:[0,#E(M)â1]ZââE(M).
Let λË(0)=\mathbbme. If (M,\mathbbme) is not degenerate, we define λËâŁ[1,#E(M)â1]Zââ inductively as follows. Suppose that Î»Ë is defined for all elements in P whose number of edges is smaller than #E(M).
Recall the notation in Definition 2.3, including t, v, (MâČ,\mathbbmeâČ,ÏâČ), and (MâČâČ,\mathbbmeâČâČ,ÏâČâČ).
(1)
If vâ/V(âM), then the total ordering on E(M) induced by λË, restricted to E(M)â{\mathbbme}, is given by the total ordering for (MâČ,\mathbbmeâČ,ÏâČ), which is already defined by our inductive hypothesis;
2. (2)
If vâV(âM), then λË(eâČâČ)<λË(eâČ) for each eâČâE(MâČ) and eâČâČâE(MâČâČ).
Moreover, the total ordering of E(M) induced by Î»Ë restricted to E(MâČ) (resp. E(MâČâČ)) is given by the total ordering for (MâČ,\mathbbmeâČ,ÏâČ) (resp. (MâČâČ,\mathbbmeâČâČ,ÏâČâČ)).
We call Î»Ë the space-filling exploration of (M,\mathbbme,Ï).
In Definition 2.6, let N=#E(M). For iâ[0,Nâ1]Zâ, let Miâ=MâλË([0,iâ1]Zâ) and eËiâ=λË(i), where we set [0,â1]Zâ=â by convention. As Î»Ë is inductively defined, the edge eËjâ is assigned an orientation along the way (see Definition 2.3).
It can be checked inductively that (Miâ,eËiâ) is a triangulation with (possibly non-simple) boundary such that \mathbbmeââE(âMiâ).
Let LË(i) (resp. RË(i)) be the number of edges on âMiâ that are traversed when tracing âMiâ clockwise (resp. counterclockwise) from
the left (resp. right) endpoint of eËiâ to the left (resp. right) endpoint \mathbbmeâ. Let ZË(i)=(LË(i),RË(i)) for 0â€i<N and
ZË(N)=(â1,â1).
We call ZË={ZËiâ}iâ[0,N]Zââ the boundary length process of λË. See Figure 4 for illustration.
For each iâ[1,N]Zâ, we call ÎZËiâ:=ZË(i)âZË(iâ1) the step of ZË associated with the edge eËiâ1â.
By the definition of λË, for each iâ[1,N]Zâ, if eËiâ1â itself is a 2-connected component of Miâ1â as the degenerate element in P, then ÎZËiâ=(â1,â1).
Otherwise, the edges eËiâ and eËiâ1â share a unique vertex.
If the vertex is the tail (resp. head) of eËiâ1â, then ÎZiâ equals (1,0) (resp. (0,1)).
For any function Z=(L,R) from [a,b]Zâ to R2 for some a<bâN0â,
given i,jâ[a,b]Zâ with i<j, we write jâșZâi if L(k)>L(j) and R(k)>R(j) for all kâ[i,jâ1]Zâ. We say that j is an ancestor444
Our definition of ancestors and ancestor-free times, correspond to the definitions in [DMS14, Section 10.2] for the time reversal of the process.
of i.
Geometrically jâșZâi means that Z stays in the cone Z(j)+(0,â)2 between times i and jâ1.
In other words j is a simultaneous strict running minima of the two coordinates of Z relative to time i.
Given iâ€mâ[a,b]Zâ, we call i an ancestor-free time relative to m if each jâ[i,m]Zâ is not an ancestor of i.
Theorem 2.7**.**
Suppose (M,\mathbbme,Ï)âP(n;âLâ,âRâ) for some n,âLâ,âRââN0â and let ZË be its boundary length processes.
Let N=#E(M)=3n+2âLâ+2âRâ+1. Then ZË satisfies the following three properties.
(1)
ZË* is defined on [0,N]\mathbbmZâ starting at (âLâ,âRâ) and ending at (â1,â1);*
2. (2)
ÎZËiâ:=ZË(i)âZË(iâ1)â{(1,0),(0,1),(â1,â1)}* for all iâ[1,N]Zâ;*
3. (3)
N=\inf\mathopen{}\mathclose{{}\left\{i\in[1,N]_{\mathbb{Z}}:i\prec_{\acute{\mathcal{Z}}}0}\right\}, equivalently, N is an ancestor of [math] while [math] is ancestor-free relative to Nâ1.
Let K(n;âLâ,âRâ) be the set of walks satisfying the three properties above and define Ί(M,\mathbbme,Ï):=ZË. Then Ί is a bijection from P(n;âLâ,âRâ) to K(n;âLâ,âRâ).
Given n,âLâ,âRâ,ââN0â and ââ{r,b,m}, let K(âLâ,âRâ), K, Kâ(n;â), Kâ(â), and Kâ be defined as in (2.1) with P replaced by K. Then Ί defines a bijection from each set defined in (2.1) to its counterpart for walks.
Remark 2.8**.**
The bijection in Theorem 2.7 is slightly different from the one in [BHS18], since the walks considered in [BHS18] do not have the final step (â1,â1) but rather end at (0,0). We include this step to make the connection to the peeling process cleaner.
Proof.
We first prove that ZËâK(n;âLâ,âRâ), which is trivially true when N=1, where ÎZË1â=(â1,â1) is the single step of ZË.
When N>1 we do an induction on N and assume that
our assertion holds for every nonnegative integer smaller than N.
Recall the triangle t=t(M,\mathbbme) and the vertex v=v(M,\mathbbme) in Definition 2.3.
If vâ/âM, then we are in Case (1) of Definition 2.6. In this case, by the definition of ZË and our induction hypothesis, if v is red, then ÎZË1â=(1,0) and {ZË(i+1)âZË(1)}iâ[0,Nâ1]Zââ belongs to K(nâ1;âLâ+1,âRâ). Therefore ZËâK(n;âLâ,âRâ). The same arguments hold if v is blue, in which case ÎZË1â=(0,1).
If vââM, so that we are in Case (2) of Definition 2.6, recall (MâČ,\mathbbmeâČ,ÏâČ) and (MâČâČ,\mathbbmeâČâČ,ÏâČâČ) in Definition 2.3 and let ZËâČ and ZËâČâČ be the corresponding boundary length process. Then by the inductive hypothesis, we have that ZËâČâK(nâČ;âLâČâ,âRâČâ) and ZËâČâČâK(nâČâČ;âLâČâČâ,âRâČâČâ) for some (nâČ;âLâČâ,âRâČâ) and (nâČâČ;âLâČâČâ,âRâČâČâ). By the definition of Î»Ë and ZË, we have
[TABLE]
where NâČ=#E(MâČ) and NâČâČ=#E(MâČâČ). In words, we have that ZËâŁ[1,N]Zââ
is the concatenation of ZËâČâČ and ZËâČ. In particular,
ZË(1)=(âLâČâČâ+1,âRâČâČâ+1)+(âLâČâ,âRâČâ). Since ZË(0)=(âLâ,âRâ),
when v is red, we have
[TABLE]
This shows that ZËâK(n;âLâ,âRâ). When v is blue, the same argument works with the two coordinates of ZË swapped.
As a byproduct, we see that
N-N^{\prime}=N^{\prime\prime}+1=\inf\mathopen{}\mathclose{{}\left\{i\in[2,N]_{\mathbb{Z}}:i\prec_{\acute{\mathcal{Z}}}1}\right\}.
To prove that Ί is a bijection, we now define a âpeelingâ operator PeelZâ on K. Fix ZËâK(n;âLâ,âRâ) and let N=3n+2âLâ+2âRâ+1. If N=1, let PeelZâ(ZË)=ZË. Note that in this case we have ÎZË1â=(â1,â1).
Now we suppose N>1 so that NâșZËâ1. Let \Upsilon=\inf\mathopen{}\mathclose{{}\left\{i\in[2,N]_{\mathbb{Z}}:i\prec_{\acute{\mathcal{Z}}}1}\right\}. (See Lemma 2.10 below for the geometric meaning of ΄.)
(1)
If ΄=N, then let PeelZâ(ZË):={ZËi+1ââZË1â}iâ[0,Nâ1]Zââ.
2. (2)
If ΄<N, let PeelZâ(ZË):=(ZËâČ,ZËâČâČ) where ZËâČâČ={ZËi+1ââZË΄â1â}iâ[0,΄â1]Zââ and ZËâČ={ZËi+΄â}iâ[0,Nâ΄]Zââ.
Let Peel(M,\mathbbme,Ï)=((MâČ,\mathbbmeâČ,ÏâČ),(MâČâČ,\mathbbmeâČâČ,ÏâČâČ)) if M is not degenerate and Mâ\mathbbme has two 2-connected components (recall Definition 2.3). Let Peel=Peel otherwise.
Then the proof of Ί(P(n;âLâ,âRâ))âK(n;âLâ,âRâ) above shows that
PeelZââΊ=ΊâPeel, where if Peel(M,\mathbbme,Ï) has two components we apply Ί to each of them.
This commuting relation allows us to conclude the bijectivity of Ί by an induction on N.
â
Given âLâ,âRââN0â, let PBT(âLâ,âRâ) be the law of the site-percolated Boltzmann triangulation with (âLâ,âRâ)-boundary condition.
For ââN0â, let PBTr(â)=PBT(â,0). Under the identification in Remark 2.1, PBTr(â) can be throughout of as the law of a Boltzmann triangulation with boundary length â+2 decorated with a Bernoulli-21â percolation with monochromatic red boundary condition. Note that a necessary condition for Property (3) in the definition of K(n;âLâ,âRâ) to hold is that Ziââ[0,â)2 for all iâ[0,Nâ1]Zâ. Although it is weaker than Property (3) in general, the equivalence does hold when âLâ=0 or âRâ=0. This provides the following sampling method for PBTr(â).
Corollary 2.9**.**
For ââN0â, the set Kr(â) consists of walks with step choices (1,0), (0,1), and (â1,â1), starting at (â,0) and ending at (â1,â1), such that both of the two coordinates stay nonnegative except at the end point.
Let ZËâKr(â) be a random variable sampled from the probability measure where each element in Kr(n;â) is assigned probability (recall (1.1))
[TABLE]
Then (M,\mathbbme,Ï):=Ίâ1(ZË) has the law of PBTr(â)
We now list a few useful properties of Ί which essentially follow from more general results in [BHS18]. We give self-contained proofs using the language of peeling, which is not elaborated on in [BHS18]. Detailed proofs will only be given to relatively involved statements.
All the proofs are based on the same induction as in the proof of Theorem 2.7. We first summarize some useful facts from this proof.
In the following lemma and the rest of this subsection, given any j<kâ[0,N]Zâ, if {ZËi+jââZËkâ1â}iâ[0,kâj]ZâââK, we identify ZËâŁ[j,k]Zââ with this element in K.
Lemma 2.10**.**
In the setting of Theorem 2.7, suppose N>1 and let \Upsilon=\inf\mathopen{}\mathclose{{}\left\{i\in[2,N]_{\mathbb{Z}}:i\prec_{\acute{\mathcal{Z}}}1}\right\}. Recall notations in Definition 2.3. When v(M,\mathbbme)âV(âM), we have
΄=#E(MâČâČ)+1.
Moreover, λË(΄â1) is the target edge of (MâČâČ,\mathbbmeâČâČ,ÏâČâČ) and λË(΄)=\mathbbmeâČ.
Let ZËâČ=Ί(MâČ,\mathbbmeâČ,ÏâČ) and ZËâČâČ=Ί(MâČâČ,\mathbbmeâČâČ,ÏâČâČ).
Then
[TABLE]
When v(M,\mathbbme)â/V(âM), we have that ΄=N and
[TABLE]
Lemma 2.10 was proven in the proof of Theorem 2.7. As an immediate corollary, we have the following.
Lemma 2.11**.**
In the setting of Theorem 2.7, let λ:[0,m]ZââE(M) be the interface of (M,\mathbbme,Ï), and let Z be the boundary length process of λ as defined in
Section 2.1. For iâ[0,m]Zâ, let T(i) be such that λ(i)=λË(T(i)).
Then {T(0),T(1),âŻ,T(m)} is exactly the collection of ancestor-free times for ZË relative to Nâ1, in increasing order.
Moreover,
Z(i)=ZË(T(i)) for all iâ[0,m]Zâ.
Proof.
The result is immediate for N=1. By induction, we assume the first statement is true for maps with less than N edges. For N>1, we see that T(1)=1 when vî âV(âM) and T(1)=΄ as defined in Lemma 2.10 when vâV(âM).
In both cases, the time T(1) is the first ancestor-free time relative to Nâ1 after T(0)=0.
By Lemma 2.10, we have that T(i)>΄ for iâ„2. Applying the induction hypothesis to (MâČ,\mathbbmeâČ,ÏâČ), we see that
{T(1),âŻ,T(m)} is the collection of ancestor-free times for Ί(MâČ,\mathbbmeâČ,ÏâČ) relative to #E(MâČâČ)â1, in increasing order.
Now the first statement follows from (2.6).
The second statement follows from the definition of Z and ZË.
â
Here is another immediate corollary of Lemma 2.10, which we leave to the reader to verify.
Lemma 2.12**.**
In the setting of Lemma 2.11, for iâ[0,mâ1]Zâ, recall (Miâ,\mathbbmeiâ,Ïiâ) in Section 2.1 where \mathbbmeiâ=λ(i).
Then Miââ\mathbbmeiâ has two 2-connected components if and only if T(i+1)>T(i)+1.
Define (MiâČâČâ,\mathbbmeiâČâČâ,ÏiâČâČâ) as (MâČâČ,\mathbbmeâČâČ,ÏâČâČ) in Definition 2.3 with (Miâ,\mathbbmeiâ,Ïiâ) in place of (M,\mathbbme,Ï).
Then ZËâŁ[T(i)+1,T(i+1)]Zââ=Ί(MiâČâČâ,\mathbbmeiâČâČâ,ÏiâČâČâ).
Following [BHS18], given NâN, suppose ZË=(LË,RË)={ZË(i)}iâ[0,N]Zââ is a walk
ending at (â1,â1) satisfying Property (2) in Theorem 2.7.
For iâ[1,N]Zâ, we call ÎZËiâ:=ZË(i)âZË(iâ1)
an a-step if ÎZËiâ=(1,0), a b-step if ÎZËiâ=(0,1), and a c-step if ÎZËiâ=(â1,â1).
This identifies ZË with a word (i.e., sequence of letters) of length N on the alphabet {a,b,c}.
Given i,jâ[1,N]Zâ such that i<j, we say that an a-step ÎZËiâ and a c-step ÎZËjâ are matching if
[TABLE]
The matching of b-steps and c-steps
is defined analogously in the same way with LË replaced by RË. Using this terminology, and examining Property (3) in Theorem 2.7, we see that ZËâK if and only if
(1)
each a-step and b-step in ZË has a matching c-step, and
2. (2)
ÎZËNâ is a c-step and is the unique c-step of ZË with neither a matching a- nor b-step.
This identification gives that Theorem 2.7 is equivalent to the bijection in [BHS18, Corollary 2.12].
Since a triangulation of a 2-gon is equivalent to a rooted triangulation of the sphere by gluing the two boundary edges,
the special case âLâ=âRâ=0 of Theorem 2.7 gives a bijection between site-percolated loopless triangulations and walks in K(0;0), which is closely related to the one in [Ber07a].
Recall that M0â=M and Miâ=MâλË([0,iâ1]Zâ) for iâ[1,Nâ1]Zâ, which is a triangulation with boundary but not necessarily 2-connected.
The 2-connected components of Miâ
also have an easy description in terms of ZË. See the left part of Figure 5 for an illustration.
Lemma 2.13**.**
Fix iâ[0,Nâ1]Zâ. Set Ο0â=i. Let Ο1â,âŻ,Οkâ be the set {Οâ[i+1,N]Zâ:ΟâșZâČâi} listed in increasing order.
Then Miâ has k 2-connected components, which can be written as {Mijâ}jâ[1,k]Zââ such that E(Mijâ)=λË([Οjâ1â,Οjââ1]Zâ) for jâ[1,k]Zâ.
Moreover, let eijâ=λË(Οjâ1â) and eijâ=λË(Οjââ1). Let Ïijâ be such that
(Mijâ,eijâ,Ïijâ)âP with target eijâ and Ïijâ agrees with Ï
on inner vertices of Mijâ. Then
[TABLE]
Proof.
When i=Ο0â=0, we have k=1 and Ο1â=N. Lemma 2.13 is trivial in this case.
Therefore Lemma 2.13 holds when N=1.
By induction, we assume that Lemma 2.13 holds for maps with fewer edges than M.
If M1â has a single 2-connected component, then Lemma 2.13 holds for M by the induction hypothesis. Now suppose that M1â has two components MâČ,MâČâČ, as in Case (2) of the definition of λËâŁ[1,#E(M)â1]Zââ. For iâ[T(1),Nâ1]Zâ so that λË(i)âE(MâČ), we can apply the inductive hypothesis to (MâČ,\mathbbmeâČ,ÏâČ) to get the result.
If iâ[0,T(1)â1]Zâ, so that λË(i)âE(MâČâČ), then Mikâ=MâČ.
Moreover, we have that Οkâ1â=T(1)â1 and Οkâ=N. Therefore E(Mikâ)=λË([Οkâ1â,Οkââ1]Zâ) and (2.8) holds for j=k.
Since Ο1â,âŻ,Οkâ1â is the set {Οâ[i+1,T(1)â1]Zâ:ΟâșZâČâi}, Lemma 2.13 follows by applying the induction hypothesis to (MâČâČ,\mathbbmeâČâČ,ÏâČâČ).
â
The next lemma describes boundary edges in terms of ZË.
Lemma 2.14**.**
In the setting of Theorem 2.7, except for the c-step ÎZNâ, there are exactly âLâ (resp. âRâ) c-steps with no matching a-step (resp. matching b-step), which correspond to the âLâ left (resp. âRâ right) boundary edges of (M,\mathbbme,Ï).
Proof.
We first use the induction on N to show the following.
For jâ[1,âLâ]Zâ, let e be the j-th left boundary edge when tracing âM clockwise from \mathbbme to \mathbbmeâ and Ïjâ=λËâ1(e).
Then it must be the case that LË(Ïjâ)=âLââj and ÎZËÏjâ+1â=(â1,â1). Moreover, LË(i)â„âLââj for iâ[0,Ïjâ]Zâ. When eâE(MâČ), we apply the induction hypothesis and Lemma 2.10 to (MâČ,\mathbbmeâČ,ÏâČ). Otherwise, we have eâE(MâČâČ), in which case we apply the induction hypothesis and Lemma 2.10 to (MâČâČ,\mathbbmeâČâČ,ÏâČâČ). We leave the details to the reader. Also see the proof of Lemma 2.16 for a detailed implementation of the same induction scheme.
The induction above shows that
Ïjâ+1=inf{iâ[0,N]Zâ:LË(i)=âLââjâ1}. In particular, the step ÎZËÏjâ+1â corresponding to e is a c-step with no matching a-step. Since eî =\mathbbme and λË(Nâ1)=\mathbbme, we see that Ïjââ€Nâ2. The number of such c steps is âLâ since LËâŁ[0,Nâ1]Zââ reaches its record infima exactly at these c-steps.
Therefore every c-step without a matching a-step corresponds to a left boundary edge.
The same argument works for right boundary edges.
â
We conclude this subsection with the target invariance properties of percolation interfaces.
Definition 2.15**.**
Given âLâ,âRâ,nâN0â and â=âLâ+âRâ, let (M,\mathbbme,Ï)âKm(â) and Ï be such that Ï=Ï on V(M)âV(âM) and (M,\mathbbme,Ï)âP(n;âLâ,âRâ). Let λ be the percolation interface of (M,\mathbbme,Ï). We call λ the percolation interface of (M,\mathbbme,Ï) with (âLâ,âRâ)-boundary condition.
For an edge eâλ(N0â) other than the target \mathbbmeâ of λ, let i=λâ1(e) and let Miâ be the 2-connected component of Mâλ([0,iâ1]Zâ) containing \mathbbmeâ.
Then the 2-connected component of Miââe not containing \mathbbmeâ, if it exists, is called the
2-connected component disconnected from \mathbbmeâ when the edge e is peeled by λ.
Lemma 2.16**.**
In the setting of Definition 2.15, let Ï=λËâ1(\mathbbmeâ) so that eËÏâ=\mathbbmeâ. Let Ï(0)=0, Ï(1),âŻ, Ï(m)=Ï be the increasing sequence of ancestor-free times for ZË relative to Ï. Then λ(i)=λË(Ï(i)) for all iâ[0,m]Zâ.
Let (M0â,\mathbbmeâ,Ï0â)=(M,\mathbbme,Ï) and (Miâ,\mathbbmeâiâ,Ïiâ)=Peel(Miâ1â,\mathbbmeâiâ1â,Ïiâ1â) for iâ[1,m]Zâ.
For iâ[0,mâ1]Zâ, Ï(i+1)>Ï(i)+1 if and only if Miââ\mathbbmeâiâ has two 2-connected components and \mathbbmeââE(Mi+1â).
In this case, define (MiâČâČâ,\mathbbmeâiâČâČâ,ÏiâČâČâ) as (MâČâČ,\mathbbmeâČâČ,ÏâČâČ) in Definition 2.3 with (Miâ,\mathbbmeâiâ,Ïiâ) in place of (M,\mathbbme,Ï).
Then ZËâŁ[Ï(i)+1,Ï(i+1)]Zââ=Ί(MiâČâČâ,\mathbbmeâiâČâČâ,ÏiâČâČâ).
Proof.
We will use induction on N. The result is immediate for N=1 since \mathbbmeâ=\mathbbmeâ.
Assume Lemma 2.16 is true for maps with less than N edges.
When N>1 and v(M,\mathbbme)â/V(âM), then Ï(1)=Ï(0)+1 is the first ancestor-free time for ZË relative to Ï after [math].
Moreover λ(1)=λ(1).
Now Lemma 2.16 follows by applying the induction hypothesis and (2.7) to (MâČ,\mathbbmeâČ,ÏâČ).
Now suppose N>1 and v(M,\mathbbme)âV(âM).
If \mathbbmeââE(MâČ) and ΄ is as define in Definition 2.10, we have ΄â€Ï. By Lemma 2.10, we see that Ï(1)=΄>1 and λ(1)=λ(1)=\mathbbmeâČ.
Moreover, we have {Ï(2),âŻ,Ï(m)}â[΄+1,N]Zâ. Since (M0âČâČâ,\mathbbmeâ0âČâČâ,Ï0âČâČâ)=(MâČâČ,\mathbbmeâČâČ,ÏâČâČ), we have ZËâŁ[1,Ï(1)]Zââ=Ί(M0âČâČâ,\mathbbmeâ0âČâČâ,Ï0âČâČâ). Now Lemma 2.16 follows by applying the induction hypothesis and (2.6) to (MâČ,\mathbbmeâČ,ÏâČ).
We are left with the case N>1, v(M,\mathbbme)âV(âM), and \mathbbmeââ/E(MâČ). In this case, \mathbbmeââE(MâČâČ) and ΄>Ï.
By the definition of ΄, we see that 1 is ancestor-free for ZË relative to ΄â1, hence also relative to Ï. Therefore Ï(1)=1. Since \mathbbmeââ/E(M1â), in this case M0âČâČâ is not defined. Now Lemma 2.16 follows by applying the induction hypothesis and (2.6) to (MâČâČ,\mathbbmeâČâČ,ÏâČâČ).
â
Remark 2.17**.**
By Lemma 2.11 the order in which edges are visited for Î»Ë and λ are consistent. The same statement holds for Î»Ë and λ in the setting of Lemma 2.16. This geometric observation is fundamental to the construction in Section 2.3.
Lemma 2.16 gives the random walk encoding of the 2-connected components of Mâλ that are visited by Î»Ë before \mathbbmeâ.
Suppose \mathbbmeâî =\mathbbmeâ. Set i=Ï+1 in Lemma 2.13 and recall the notations there, including {Οjâ}jâ[0,k]Zââ and {Mijâ}jâ[1,k]Zââ. Then the 2-connected components visited after \mathbbmeâ are exactly {Mijâ}jâ[1,k]Zââ. Moreover, we can identify the time relative to Î»Ë when these 2-connected components are disconnected from \mathbbmeâ when exploring along λ using the following lemma.
Lemma 2.18**.**
In the setting of the above paragraph, for jâ[1,k]Zâ, let Ïjâ be such that ÎZËÏjââ is the unique matching step of the c-step ÎZËΟjâ1ââ,
whose existence is ensured by Lemma 2.14. Then both λË(Ïjââ1) and λË(Ïjâ) are on the interface λ.
Moreover, the map Mijâ is the 2-connected component disconnected from \mathbbmeâ when the edge λË(Ïjââ1) is peeled by λ (recall Definition 2.15).
Proof.
Let mâČ be the largest nonnegative integer such that \mathbbmeâ and \mathbbmeâ are in the same 2-connected component of Mâλ([0,mâČ]Zâ).
By definition, we have λâŁ[0,mâČ]Zââ=λâŁ[0,mâČ]Zââ and T(mâČ)<Ï<T(mâČ+1), where T(â ) is as defined in Lemma 2.11.
For any iâČâ[T(mâČ),T(mâČ+1)]Zâ,
we see that MT(mâČ+1)â
is the last 2-connected component of MiâČâ visited by λË.
Therefore Mikâ=MT(mâČ+1)â and Οkâ1â=T(mâČ+1). By the definition of Ïkâ, we have Ïkâ=T(mâČ)+1. By the definition of mâČ, we see that λË(Ïkââ1)=λ(mâČ)=λ(mâČ) is the last common edge of λ and λ. Moreover, the map Mikâ is the 2-connected component disconnected from \mathbbmeâ when the edge λ(mâČ) is peeled by λ.
This gives the desired result for j=k.
The j<k case follows by considering (MmâČâČâČâ,\mathbbmemâČâČâČâ,ÏmâČâČâČâ) (see Lemma 2.12 for definition) via induction.
â
2.3 A nested percolation interface exploration
Let (M,\mathbbme) be a triangulation with simple boundary and let Ï be a site percolation on (M,\mathbbme) with monochromatic boundary condition. We identify (M,\mathbbme,Ï) with an element of Pm as in Remark 2.1 and let Î»Ë be its space-filling exploration. In this section, we represent Î»Ë as a nested percolation exploration which will be convenient when we take the scaling limit in Section 4. We refer to Figure 6 for an illustration.
Definition 2.19**.**
A multi-index is an element of \mathbbmkââm=0ââ\mathbbmNm (where here \mathbbmN0={â }). For a multi-index \mathbbmk=(k1â,âŠ,kmâ)â\mathbbmNm, we define its parent\mathbbmkâ:=(k1â,âŠ,kmâ1â)â\mathbbmNmâ1. By convention, we write \mathbbmN0={â } so that \mathbbmkâ=â
for \mathbbmkâ\mathbbmN.
We write \mathbbmkâr for the rth parent of \mathbbmk, i.e., the rth iterate of the parent function applied to \mathbbmk. We define the set of children of \mathbbmk by
[TABLE]
For each nâ\mathbbmN, we iteratively define for each multi-index \mathbbmkââm=0ââ\mathbbmNm an element (M\mathbbmkâ,\mathbbme\mathbbmkâ,Ï\mathbbmkâ) in PâȘ{â }.
We also assign a type in {mono,di} to this element, denoted by type\mathbbmkâ.
As we will explain in Remark 2.20, the strings mono and di typically indicate whether the associated element has monochromatic or dichromatic boundary condition, but there are some exceptions, and the precise definition of type\mathbbmkâ is as given below.
For each multi-index \mathbbmk=(\mathbbmkâ,k), the map (M\mathbbmkâ,\mathbbme\mathbbmkâ,Ï\mathbbmkâ) will be defined as a particular percolated submap of (M\mathbbmkââ,\mathbbme\mathbbmkââ,Ï\mathbbmkââ) (modulo minor modifications to the boundary condition of Ï\mathbbmkâ). The idea of the iteration is to consider a percolation interface for (M\mathbbmkââ,\mathbbme\mathbbmkââ,Ï\mathbbmkââ), and let (M\mathbbmkâ,\mathbbme\mathbbmkâ,Ï\mathbbmkâ) be the k-th largest complementary component of the percolation interface. If type\mathbbmkââ=di, then the percolation interface is the natural percolation interface between blue and red as defined right after Remark 2.1, while if type\mathbbmkââ=mono then the percolation interface is obtained by considering a percolation exploration towards the boundary edge which is directly opposite \mathbbme\mathbbmkââ.
We will now give the precise definition of the maps (M\mathbbmkâ,\mathbbme\mathbbmkâ,Ï\mathbbmkâ) and type\mathbbmkâ. First consider the case m=0 and the empty multi-index â .
Let (Mâ â,\mathbbmeâ â)=(M,\mathbbme) and let ââ â be the boundary length of M.
Let Ïâ â be the site percolation on Mâ â such that Ïâ â and Ï agree on V(Mâ â)âV(âMâ â) and (Mâ â,\mathbbmeâ â,Ïâ â)âP(â2ââââ1,â2ââââ1).
Let λâ â be the percolation interface of (Mâ â,\mathbbmeâ â,Ïâ â)
and let \mathbbmeââ â be the target edge of Ïâ â.
We let typeâ â=mono.
Now suppose m=1 and \mathbbmkâCâ â. Then \mathbbmk=k1â for some k1ââN. Let
M\mathbbmkâ be the 2-connected component of Mâ ââλâ â with the k1â-th largest boundary length,
with ties broken in some arbitrary manner; or let M\mathbbmkâ=â if there are fewer than k1â such components. Let type\mathbbmkâ=mono (resp. type\mathbbmkâ=di) if M\mathbbmkâ is a 2-connected component of Mâλâ â visited by Î»Ë before (resp. after) \mathbbmeââ â.
If M\mathbbmkâî =â , let \mathbbme\mathbbmkâ be the first edge in E(M\mathbbmkâ) visited by Î»Ë and let â\mathbbmkâ be the boundary length of M\mathbbmkâ.
We will now define Ï\mathbbmkâ. If type\mathbbmkâ=mono, let Ï\mathbbmkâ be such that
[TABLE]
For the case type\mathbbmkâ=di, let i=λËâ1(\mathbbmeââ â)+1 and recall the notations of Lemma 2.13, including Miâ,
k and (Mijâ,eijâ,Ïijâ)jâ[1,k]Zââ.
By Lemma 2.18, there must be jâ[1,k]Zâ such that (M\mathbbmkâ,\mathbbme\mathbbmkâ)=(Mijâ,eijâ).
We let Ï\mathbbmkâ=Ïijâ for this choice of j.
By Lemma 2.13, the space-filling exploration of (M\mathbbmkâ,\mathbbme\mathbbmkâ,Ï\mathbbmkâ) visits edges of E(M\mathbbmkâ) in the same order as λË.
For M\mathbbmkâî =â , let λ\mathbbmkâ be the percolation interface of (M\mathbbmkâ,\mathbbme\mathbbmkâ,Ï\mathbbmkâ) and let \mathbbmeâ\mathbbmkâ be the target edge.
This concludes our construction for \mathbbmkâCâ â.
Now we assume \mathbbmkâN2. If M\mathbbmkââ=â , set M\mathbbmkâ=â .
Otherwise, if type\mathbbmkââ=di, we still let M\mathbbmkâ be defined from (M\mathbbmkââ,\mathbbme\mathbbmkââ,Ï\mathbbmkââ) in the same way as M\mathbbmkâ is defined from (Mâ â,\mathbbmeâ â,Ïâ â). However, in this case, if M\mathbbmkâî =â , then M\mathbbmkâ is visited by Î»Ë before \mathbbmeâ\mathbbmkââ and Ï\mathbbmkâââŁV(M\mathbbmkâ)â is monochromatic.
In light of this we assign type\mathbbmkâ=mono for all \mathbbmk such that M\mathbbmkâî =â . Still let \mathbbme\mathbbmkâ be the first edge in M\mathbbmkâ visited by λË. Let â\mathbbmkâ, Ï\mathbbmkâ, λ\mathbbmkâ, \mathbbmeâ\mathbbmkâ be defined from (M\mathbbmkâ,\mathbbme\mathbbmkâ,ÏâŁV(M\mathbbmkâ)âV(âM\mathbbmkâ)â) in the same way as ââ â, Ïâ â, λâ â, \mathbbmeââ â are defined from (Mâ â,\mathbbmeâ â,ÏâŁV(Mâ â)âV(âMâ â)â) described above.
Now let m>1 and consider a multi-index \mathbbmk=(k1â,âŻ,kmâ).
Inductively, suppose our construction has been done for all multi-indices in âȘn=0mâ1âNn.
If typek1ââ=mono, let \mathbbmkâ=k1â and \mathbbmkâČ=(k2â,âŻ,kmâ). If m>2, typek1ââ=di, and type(k1â,k2â)â=mono, let \mathbbmkâ=(k1â,k2â) and \mathbbmkâČ=(k3â,âŻ,kmâ).
In both cases, let (M\mathbbmkâ,\mathbbme\mathbbmkâ,Ï\mathbbmkâ), type\mathbbmkâ, â\mathbbmkâ, λ\mathbbmkâ, \mathbbmeâ\mathbbmkâ be defined from (M\mathbbmkââ,\mathbbme\mathbbmkââ,ÏâŁV(M\mathbbmkââ)âV(âM\mathbbmkââ)â) in the same way as (M\mathbbmkâČâ,\mathbbme\mathbbmkâČâ,Ï\mathbbmkâČâ), type\mathbbmkâČâ, â\mathbbmkâČâ, λ\mathbbmkâČâ, \mathbbmeâ\mathbbmkâČâ are defined from (Mâ â,\mathbbmeâ â,ÏâŁV(Mâ â)âV(âMâ â)â).
Besides these two cases, we must have M\mathbbmkââ=â and we set M\mathbbmkâ=â .
For each multi-index \mathbbmk, the iterative construction allows us define M\mathbbmkâ to be â or (M\mathbbmkâ,\mathbbme,Ï\mathbbmkâ)âP with type\mathbbmkââ{mono,di} and â\mathbbmkâ,λ\mathbbmkâ,\mathbbme\mathbbmkâ being the boundary length, percolation interface, and the target edge of (M\mathbbmkâ,\mathbbme,Ï\mathbbmkâ), respectively.
If M\mathbbmkâî =â , we call M\mathbbmkâ the bubble of index \mathbbmk associated with (M,\mathbbme,Ï). We make some basic observations about these bubbles:
(1)
Î»Ë visits λ\mathbbmkâ(N0â) in the same order as λ\mathbbmkâ;
2. (2)
type\mathbbmkâ=mono if and only if \mathbbmk=â or M\mathbbmkâ is visited by Î»Ë before \mathbbmeâ\mathbbmkââ, in which case
(M\mathbbmkâ,\mathbbme\mathbbmkâ,Ï\mathbbmkâ)âP(â2â\mathbbmkââââ1,â2â\mathbbmkââââ1) and Ï\mathbbmkâ=Ï on V(M\mathbbmkâ)âV(âM\mathbbmkâ);
3. (3)
type\mathbbmkâ=di if and only if M\mathbbmkâ is visited by Î»Ë after \mathbbmeâ\mathbbmkââ, in which case the space-filling exploration of (M\mathbbmkâ,\mathbbme\mathbbmkâ,Ï\mathbbmkâ) visits edges in E(M\mathbbmkâ) in the same order as λË.
Remark 2.20**.**
When (M,\mathbbme,Ï) is sampled from PBTr(â), for large â, the types mono and di typically indicate whether the maps M\mathbbmkâ (with coloring as induced from M) are monochromatic or dichromatic. When type\mathbbmkâ=mono, we always have that Ï\mathbbmkââ is monochromatic on V(âM\mathbbmkâ).
However, when \mathbbmkâ=â and type\mathbbmkâ=di, the percolation configuration Ï\mathbbmkââ could still be monochromatic on V(âM\mathbbmkâ). For example, it is possible that V(âM\mathbbmkâ)âV(âM\mathbbmkââ), in which case ÏâŁV(âM\mathbbmkâ)â is monochromatic.
As we will see later, as âââ, with probability 1âoââ(1)type\mathbbmkâ honestly indicates whether Ï has monochromatic or dichromatic boundary condition on M\mathbbmkâ.
For each M\mathbbmkâî =â , let S\mathbbmkâ,T\mathbbmkââN0â be such that λË([S\mathbbmkâ,T\mathbbmkâ]Zâ)=E(M\mathbbmkâ) and let T\mathbbmkâ:=λËâ1(\mathbbmeâ\mathbbmkâ)â[S\mathbbmkâ,T\mathbbmkâ]\mathbbmZâ.
Lemmas 2.14, 2.13, and 2.16 give the description of S\mathbbmkâ,T\mathbbmkâ,T\mathbbmkâ in terms of ZË=(LË,RË).
(1)
If type\mathbbmkâ=mono and ÏâŁV(âM\mathbbmkâ)â is red, then \widehat{T}_{\mathbbm{k}}=\inf\mathopen{}\mathclose{{}\left\{t\geq S_{\mathbbm{k}}:\acute{\mathcal{L}}_{t}-\acute{\mathcal{L}}_{S_{\mathbbm{k}}}=\lceil\frac{\ell_{\mathbbm{k}}}{2}\rceil-1}\right\}-1;
If type\mathbbmkâ=mono and ÏâŁV(âM\mathbbmkâ)â is blue, then \widehat{T}_{\mathbbm{k}}=\inf\mathopen{}\mathclose{{}\left\{t\geq S_{\mathbbm{k}}:\acute{\mathcal{R}}_{t}-\acute{\mathcal{R}}_{S_{\mathbbm{k}}}=\lfloor\frac{\ell_{\mathbbm{k}}}{2}\rfloor-1}\right\}-1.
If type\mathbbmkâ=di, then T\mathbbmkâ=T\mathbbmkâ. (See Lemma 2.14.)
2. (2)
For tâ[0,#E(M)]Zâ, let anfr(t) be the set of ancestor-free times for ZâČ relative to t. For each M\mathbbmkâî =â ,
the set of intervals {[S\mathbbmkâČâ,T\mathbbmkâČâ]Zâ:\mathbbmkâČâC\mathbbmkâ and type\mathbbmkâČâ=mono} equals the set of connected components of [S\mathbbmkâ,T\mathbbmkâ]Zââanfr(T\mathbbmkâ).
(See Lemma 2.16.)
3. (3)
If type\mathbbmkâ=mono, the set of intervals {[S\mathbbmkâČâ,T\mathbbmkâČâ]Zâ:\mathbbmkâČâC\mathbbmkâ and type\mathbbmkâČâ=di} forms a disjoint union of [T\mathbbmkâ+1,T\mathbbmkâ]Zâ. Moreover,
tâ{T\mathbbmkâČâ:\mathbbmkâČâC\mathbbmkâ and type\mathbbmkâČâ=di} if and only if t+1â{Οâ[S\mathbbmkâ,T\mathbbmkâ]Zâ:ΟâșZâČâ1+T\mathbbmkâ}.
(See Lemma 2.13.)
Let Z\mathbbmkâ=(L\mathbbmkâ,R\mathbbmkâ) be the boundary length process for λ\mathbbmkâ.
By iteratively applying Lemma 2.5, we have the following Markov property.
Lemma 2.21**.**
Suppose (M,\mathbbme,Ï) has law of PBTr(â) for some ââN0â.
For mâ\mathbbmN0â, conditioned on {Z\mathbbmkâ:\mathbbmkââi=1mâNi}, the conditional law of {(M\mathbbmkâČâ,\mathbbme\mathbbmkâČâ,Ï\mathbbmkâ):\mathbbmkâČâ\mathbbmNm+1,M\mathbbmkâČâî =â } is that of a collection of independent critical site-percolated Boltzmann triangulations with given boundary condition.
3 Precise scaling limit statement and continuum background
In this section we describe the scaling, topology and continuum limit in Theorem 1.2 precisely. To do this, we will need to review a number of existing results from the literature. Our exposition will be far from self-contained, but we aim to provide all of the background needed to understand the present paper.
3.1 The GromovâHausdorffâProkhorovâuniform metric
We first review the definition of the GromovâHausdorffâProkhorovâuniform (GHPU) metric from [GM17c], the natural generalization of the GromovâHausdorff topology to curve-decorated metric measure spaces. We will need the case of spaces decorated by multiple curves, rather than just a single curve. In this setting, which is also explained in [GM17b, Section 2.2], all of the statements and proofs are the same as in the one-curve case treated in [GM17c]. We follow closely the exposition of [GM17b, Section 2.2].
Hausdorff, Prokhorov, and uniform distances
We first need some basic definitions for metric spaces.
For a metric space (X,d), AâX, and xâX, we write d(x,A)=sup{d(x,y):yâA}. For r>0, we
let Brâ(A;d)={xâX:d(x,A)â€r}. If A={y} is a singleton, we write Brâ(y;d) instead of Brâ({y};d).
For two closed sets E1â,E2ââX, their Hausdorff distance is given by
[TABLE]
Let B(X) be the Borel sigma algebra of (X,d).
For two finite Borel measures ÎŒ1â,ÎŒ2â on X, their Prokhorov distance is given by
[TABLE]
Let f1â:I1ââX and f2â:I2ââX be two functions where I1â,I2ââR are intervals.
Their d-Skorokhod distance is given by
[TABLE]
where Ï ranges over all strictly increasing, continuous bijections from [a1â,b1â] to [a2â,b2â].
If I1â=I2â=R, then the uniform distance between f1â,f2â
is given by
[TABLE]
Let C0â(\mathbbmR,X) be the space of continuous curves η:\mathbbmRâX which extend continuously to the extended real line [ââ,â], i.e., the limits of η(t) as tââ or tâââ exist.
For a finite interval [a,b], we can view a curve η:[a,b]âX as an element of C0â(\mathbbmR,X) by defining η(t)=η(a) for t<a and η(t)=η(b) for t>b.
It is easy to see that
\mathbbmddSKâ and \mathbbmddUâ induce the same topology on C0â(R;X).
On the other hand, we will also use Skorokhod topology for certain discontinuous functions later in the paper; see e.g. Theorem 3.7.
Definition of the GHPU metric
For kâ\mathbbmN, let \mathbbmMkGHPUâ be the set of 3+k-tuples X=(X,d,ÎŒ,η1â,âŠ,ηkâ) where (X,d) is a compact metric space, ÎŒ is a finite Borel measure on X, and η1â,âŠ,ηkââC0â(\mathbbmR,X). If we are given elements X1=(X1,d1,ÎŒ1,η11â,âŠ,ηk1â) and X2=(X2,d2,ÎŒ2,η12â,âŠ,ηk2â) of \mathbbmMkGHPUâ and isometric embeddings Îč1:(X1,d1)â(W,D) and Îč2:(X2,D2)â(W,D) for some metric space (W,D), we define the GHPU distortion of (Îč1,Îč2) by
[TABLE]
The GromovâHausdorffâProkhorovâUniform distance between X1 and X2 is given by
[TABLE]
where the infimum is over all compact metric spaces (W,D) and isometric embeddings Îč1:X1âW and Îč2:X2âW.
Using the same argument in [GM17c], we have that \mathbbmdGHPU is a complete separable metric on \mathbbmMkGHPUâ provided we identify any two elements of \mathbbmMkGHPUâ which differ by a measure- and curve-preserving isometry.
Convergence with respect to \mathbbmdGHPU can be rephrased in terms of convergence of subsets, measures, and curves embedded in a common metric measure space, as we now explain.
Definition 3.1** (HPU convergence).**
Let (W,D) be a metric space. Fix kâ\mathbbmN.
Let Xn=(Xn,dn,ÎŒn,η1nâ,âŠ, ηknâ) for nâ\mathbbmN and X=(X,d,ÎŒ,η1â,âŠ,ηkâ) be elements of \mathbbmMkGHPUâ such that X and each Xn is a subset of W satisfying DâŁXâ=d and DâŁXnâ=dn. We say that XnâX in the D-Hausdorff-Prokhorov-uniform (HPU) sense if XnâX in the D-Hausdorff metric, ÎŒnâÎŒ in the D-Prokhorov metric, and for each jâ[1,k]\mathbbmZâ, ηjnââηjâ in the D-uniform metric.
The following result is the k-curve variant of [GM17c, Proposition 1.9] and is identical to [GM17c, Proposition 2.2].
Proposition 3.2**.**
Let Xn=(Xn,dn,ÎŒn,η1nâ,âŠ,ηknâ) for nâ\mathbbmN and X=(X,d,ÎŒ,η1â,âŠ,ηkâ) be elements of \mathbbmMkGHPUâ. Then XnâX in the GHPU topology if and only if there exists a compact metric space (W,D) and isometric embeddings XnâW for nâ\mathbbmN and XâW such that the following is true. If we identify Xn and X with their embeddings into W, then XnâX in the D-HPU sense.
Graphs as curve-decorated metric measure spaces
Given a graph G, let dGâ be the graph distance on V(G) and let ÎŒGâ be the measure on V(G) where the mass of each vertex equals half of its degree. In order to study continuous curves on G, we identify each edge of G with a copy of the unit interval [0,1] and extend dGâ and ÎŒGâ by requiring that this identification is an isometric measure-preserving embedding from [0,1] to (G,dGâ,ÎŒGâ).
For a discrete interval [a,b]Zâ, a function Ï:[a,b]ZââE(G) is called an edge path if Ï(i) and Ï(i+1) share an endpoint for each iâ[a,bâ1]Zâ. We can extend an edge path Ï from [a,b]\mathbbmZâ to [aâ1,b] in such a way that Ï is continuous and Ï([iâ1,i]) lies on the edge Ï(i). Note that there are multiple ways to extend Ï, but any two different extensions result in curves with uniform distance at most 1.
If G is a finite graph with edge paths Ï1â,âŠ,Ïkâ, then (G,dGâ,ÎŒGâ,Ï1â,âŠ,Ïkâ) is an element of \mathbbmMkGHPUâ under the extensions above. As an example, given (M,\mathbbme,Ï)âPm such that M has boundary length â, let λËMâ be the space-filling exploration of M based on Ï, as in Section 2.2, and let ÎČMâ:[0,â]\mathbbmZââE(âM) be defined by tracing âM counterclockwise with ÎČ(0)=ÎČ(â)=\mathbbme. Then both Î»Ë and ÎČ are edge paths of M and
therefore (M,dMâ,ÎŒMâ,ÎČMâ,λËMâ) can be viewed as an element in \mathbbmM2GHPUâ.
Space associated with site percolation on a triangulation
We now give the precise definition of the curve-decorated metric measure space MËn in Theorem 1.2, including the precise scaling for distances, areas, and boundary lengths. Throughout the rest of this paper, we define the scaling constants
[TABLE]
Recall the setting in Theorem 1.2 including l>0 and the sequence {ân}nâ\mathbbmNâ. In our new terminology, (Mn,\mathbbmen,Ïn) has the law of PBTb(ân), where ÏnâŁV(âMn)â can be thought of as monochromatic red in the sense of Remark 2.1.
Let dn=\mathbbmaâ1nâ1/4dMnâ and ÎŒn=\mathbbmbâ1nâ1ÎŒMnâ.
Let Ο\mathbbmknâ(s):=ÎČMnâ(\mathbbmcn1/2s) for sâ[0,\mathbbmcâ1nâ1/2ân]. Let ηËân be a reparametrization of λËn such that in each unit of time ηËân(t) traverses one unit of ÎŒn-mass of Mn. Then the precise definition of MËn in Theorem 1.2 is given by
[TABLE]
3.2 Background on Brownian disk, 8/3â-LQG and chordal SLE6
We retain the notation MËn given in (3.4).
Fix lLâ,lRâ>0 such that lLâ+lRâ=l and a sequence of pairs of positive integers {(âLnâ,âRnâ)}nâ\mathbbmNâ such that \mathbbmcâ1nâ1/2(âLnâ,âRnâ)â(lLâ,lRâ) and âLnâ+âRnâ+2=ân. Let λn be the percolation interface of (Mn,\mathbbmen,Ïn) with (âLnâ,âRnâ)-boundary condition (recall Lemma 2.16). Then λn is an edge path
on Mn that can be extended to a curve as in the preceding subsection.555
Although the edges of λn may not be oriented in a consistent manner if we view λn as an edge path, they can be oriented in a consistent manner if we instead think of λn as a path on the dual map Mâ.
Set \mathbbms=6\mathbbmc3/2.
For tâ„0 let ηn(t):=λn(\mathbbmsn3/4t). Define
[TABLE]
Note that Mn differs from MËn in that it is decorated by only a single interface, instead of the whole space-filling exploration.
It is proved in [AHS20] that (Mn,dn,ÎŒn,Οn) converges in the GHPU topology to a random curve-decorated metric measure space BDlâ:=(H,d,ÎŒ,Ο)â\mathbbmM1GHPUâ called the Brownian disk with boundary length l, which was introduced in [BM17]. The space (H,d) is homeomorphic to a closed disk [Bet15] and the curve Ο parametrizes its boundary âH according to its natural length measure.
For concreteness, we will orient âH by requiring that Ο traces âH in the counterclockwise direction.
The construction of BDlâ given in [BM17] is based on a standard linear Brownian motion stopped upon reaching âl and a Brownian snake on top of it. We refer to [BM17] for more details, which are not required to understand our paper. We will need the following basic scaling relation for Brownian disks (see [BM17, Section 2.3]): if (H,d,ÎŒ,Ο) is a Brownian disk of boundary length l, then
[TABLE]
We will now describe the scaling limit of the rescaled interface ηn, as obtained in [GM17b].
Given a simply connected domain Dâ\mathbbmC whose boundary is a continuous curve and two distinct points a,bââD,
the chordal SLE6â on (D,a,b) is a random non-simple curve from a to b whose law modulo parametrization is singled out by the so-called conformal invariance, domain Markov property, and target invariance [Sch00]. We refer to [Law05] for more on SLE6 and its basic properties.
Following Smirnovâs breakthrough [Smi01], it has been proven that under various topologies, percolation interfaces for critical site percolation on the regular triangular lattice converge to chordal SLE6â [CN06, GPS13, HLS18].
In light of the scaling limit of percolation interface on the triangular lattice, it is reasonable to expect that Mn defined above converge in law to the âSLE6â on the Brownian diskâ.
A priori, the Brownian disk is only defined as a curve-decorated metric measure space, without an embedding into the unit disk \mathbbmD, so it is not a priori clear how to define an SLE6 on it.
However, it was shown in [MS20, MS16a, MS16b] that there is a canonical way of embedding the Brownian disk into \mathbbmD, i.e., there is a natural way to define a random metric and a random measure on \mathbbmDâ and a random parametrization of â\mathbbmD in such a way that the resulting curve-decorated metric measure space agrees in law with BDlâ. This in particular allows us to define SLE6 on the Brownian disk (Definition 3.3).
The embedding of the Brownian disk is constructed using the theory of Liouville quantum gravity, which we now briefly review. Our presentation is by no means self-contained. But once Definition 3.3 is assumed, detailed knowledge of LQG and SLE is not required to understand the rest of the paper.
Consider a pair (D,h), where Dâ\mathbbmC is a domain and h is some variant of the Gaussian free field (GFF) on D (see [She07, SS13, She16a, MS16c] for background on the GFF). For Îłâ(0,2), the random measures ÎŒhâ=eÎłhd2z (resp. Μhâ=eÎłhdz) supported on D (resp. âD) are constructed in[DS11] via a regularization procedure. In this paper, we will only need the special case when Îł=8/3â. In this case, given two distinct points a,bââD and a chordal SLE6â curve η on (D,a,b) independent of h, the field h determines a parametrization of η called the quantum natural time [DMS14, Definition 6.23].
Roughly speaking, parametrizing by quantum natural time is equivalent to parametrizing by âquantum Minkowski contentâ, analogously to the Euclidean Minkowski content parametrization studied in [LS11, LZ13, LR15].
Hereafter we always assume that SLE6â is given this parametrization. In [MS20, MS16a, MS16b], a metric dhâ on D depending on h was constructed via
a growth process called the quantum Loewner evolution [MS16f].
We will not need the precise definition of this metric here.
It is shown in [MS20, Corollary 1.4] that there exists a variant h of the GFF on D (corresponding to the so-called quantum disk with boundary length l) with Μhâ(âD)=l and two universal constants cdâ,cmâ>0 such that if Οhâ denotes the curve which parametrizes â\mathbbmD according to its Μhâ length, then
[TABLE]
See [DMS14, Section 4.5] for a precise definition of the quantum disk (which will not be needed in this paper).
The values of cdâ and cmâ are currently unknown.
It is shown in [MS16b], that the Brownian disk (D,cdâdhâ,cmâÎŒhâ,Οhâ) (viewed as a curve-decorated metric measure space) a.s. determines the field h, and hence its parametrization by \mathbbmD.
The equality in law (3.7) allows us to define chordal SLE6 on the Brownian disk H between two marked points in âH as follows.
Definition 3.3** (SLE6 on the Brownian disk).**
For lLâ,lRâ>0, let BDlLâ+lRââ=(H,d,ÎŒ,Ο) be a Brownian disk with boundary length lLâ+lRâ. Using (3.7), we can identify BDlLâ+lRââ with a quantum disk and thereby parametrize our Brownian disk by \mathbbmD, i.e., we can take H=\mathbbmD.
Let ηhâ be a random curve such that conditioned on BDlLâ+lRââ, the conditional law of ηhâ is a chordal SLE6â on (D,Οhâ(0),Οhâ(lRâ)) parametrized by the quantum natural time with respect to h. Then (D,cdâdhâ,cmâÎŒhâ,Οhâ,ηhâ) can be viewed as a random variable in \mathbbmM2GHPUâ, which we call the SLE6â-decorated Brownian disk with (lLâ,lRâ)-boundary condition.
Assuming the GHPU convergence (Mn,dn,ÎŒn,Οn)âBDlâ (which is proven in [AHS20]), it is proved in [GM17b, Theorem 8.3] that Mn converges in law in the space \mathbbmM2GHPUâ to an SLE6â-decorated Brownian disk with (lLâ,lRâ)-boundary condition.
Indeed, the procedure Peel in Section 2.1 is precisely the so-called percolation peeling process for site percolation on triangulations which is studied in detail in [GM17b] in the setting of face percolation on a quadrangulation.
In fact, [GM17b] obtains a slightly stronger result which also gives convergence of the boundary length process for the percolation interface (as described in Section 2.1); see Theorem 3.7 below.
3.3 Continuum boundary length process, Markov property, and single interface scaling limit
We now review the the definition of the boundary length process for SLE6 on the Brownian disk as well as a continuum domain Markov property analogous to Lemma 2.5, which is a consequence of results in [DMS14, GM18] and the equivalence between the Brownian disk and the 8/3â-LQG disk. Let us first recall the notion of internal metric. Let (X,dXâ) be a metric space.
For a curve Îł:[a,b]âX, the dXâ-length of Îł is defined by
[TABLE]
where the supremum is over all partitions P:a=t0â<âŻ<t#Pâ=b of [a,b]. Note that the dXâ-length of a curve may be infinite.
For YâX, the internal metric dYâ of dXâ on Y is defined by
[TABLE]
where the infimum is over all curves in Y from x to y.
The function dYâ satisfies all of the properties of a metric on Y except that it may take infinite values.
Now let H=(H,d,ÎŒ,Ο,η) be the SLE6â-decorated Brownian disk with (lLâ,lRâ)-boundary condition as in Definition 3.3.
Given tâ„0, let B be a connected component of Hâη[0,t], let x be the first point on âB visited by η, and let dBâ be the interval metric of d on B. A boundary length measure can be defined on âB by first identifying (H,d,ÎŒ,Ο) with a quantum disk (D,h,1) and then considering the 8/3â-LQG measure on âB (this is made sense of in [She16a]).
An equivalent but more intrinsic construction of this boundary length measure is given in [LG19] by taking limit of the suitably normalized ÎŒ-measure on a small tubular neighborhood of âB.
Let Ïâ=inf{tâ„0:Lâ(t)â€0orRâ(t)â€0}.
For each t>0, the law of ZâŁ[0,t]ââ 1t<Ïâ is absolutely continuous with respect to (Zâ+(lLâ,lRâ))âŁ[0,t]ââ 1t<Ïââ
with Radon-Nikodym derivative given by (Lâ(t)+Râ(t))â5/21t<Ïââ. Moreover, tâÏlimâZ(t)=(0,0) almost surely.
As in the discrete setting, the downward jumps of ZâŁ[0,t]â give the boundary length of the complementary connected components of η([0,t]).
The following lemma, which is a restatement of [GM18, Theorem 1.1], is the continuum analog of Lemma 2.5.
For tâ„0, the connected components of Hâη([0,t]) lying to the left (resp. right) of η are in one-to-one correspondence with the downward jumps of L (resp. R) up to time t.
If tâ„0 and we condition on ZâŁ[0,t]â, then the conditional law of the connected components of Hâη([0,t]), each equipped with the internal metric of d, the restriction of ÎŒ, and the path which parametrizes its boundary according to the natural length measure, are Brownian disks with given boundary lengths.
Moreover, Z together with this collection of Brownian disks for t=Ï determines H a.s.
Proof.
The first two statements from [GM18, Theorem 1.1] and the equivalence of Brownian disk and 8/3â-LQG disks [MS16a, Corollary 1.4].
The second statement follows from [DMS14, Theorem 1.16] and local absolute continuity (see the proof of [GM18, Lemma 3.8] for a similar argument).
â
Remark 3.6**.**
It is shown in [GM17a, Theorem 7.12] that SLE6 on the Brownian disk is uniquely characterized by the Markov property of Lemma 3.5 together with the topology of the curve. This statement is a key input in the proof of the scaling limit result for a single interface in [GM17b].
Recall the triangulation decorated by a percolation interface \mathfrak{M}^{n}=\mathopen{}\mathclose{{}\left({\mathsf{M}}^{n},d^{n},\mu^{n},\xi^{n},\eta^{n}}\right) from the beginning of Section 3.2. Let Zn=(Ln,Rn) be the boundary length process of the percolation interface λn as defined in Section 2.1. Let
[TABLE]
where \mathbbms=6\mathbbmc3/2.777The constant \mathbbms is not explicitly given in [GM17a]. With our choice of normalizations, it follows from [AC15, Page 23] that \mathbbms=6\mathbbmc3/2.
The starting point of the proof of Theorem 1.2 is the following theorem, which follows from results in [GM17b, AHS20].
Theorem 3.7**.**
The pair (Mn,Zn) converges in law to the SLE6 decorated quantum disk H together with its boundary length process Z with respect to the GHPU topology on the first coordinate and the Skorokhod topology for cĂ dlĂ g processes on the second coordinate.
Theorem 3.7 is proved as [GM17b, Theorem 8.3] conditioned on the assumption that (Mn,dn,Όm,Οn) converge to (H,d,Ό,Ο) in the GPHU topology. This convergence is proved in [AHS20].
3.4 Nested exploration, space-filling SLE6, and Brownian motion
In this section, we describe the continuum limit of λËn in Theorem 1.2, which is the space-filling SLE6â on the Brownian disk.
This will allow us to give a precise statement of our main theorem (Theorem 3.13).
The space-filling SLE6â is a conformally invariant random space-filling curve whose precise definition relies on the full strength of imaginary geometry developed in [MS16c, MS17]. In Theorem 3.9 we give an alternative construction based on the continuum analog of the nested exploration procedure in Section 2.3, and we use the imaginary geometry construction as a black box in the proof of the theorem to argue existence of the curve. The construction in Theorem 3.9 provides all information about space-filling SLE6â which is needed for Theorem 1.2.
Start with a sample (H,d,ÎŒ,Ο) of the Brownian disk BDlâ.
We will iteratively define for each multi-index \mathbbmkââm=0ââ\mathbbmNm a Brownian disk decorated by an independent chordal SLE6 curve H\mathbbmkâ=(H\mathbbmkâ,d\mathbbmkâ,ÎŒ\mathbbmkâ,Ο\mathbbmkâ,η\mathbbmkâ) in a manner analogous to the discrete construction in Section 2.3. See Figure 8 for an illustration.
Let Hâ â=H, dâ â=d, ÎŒâ â=ÎŒ, Οâ â=Ο, and xâ â=Οâ â(0). Let ââ â be the total length of âHâ â and xâ â=Οâ â(ââ â/2).
Let ηâ â be a chordal SLE6â on (H,xâ â,xâ â).
Set Hâ â=(Hâ â,dâ â,ÎŒâ â,Οâ â,ηâ â) so that Hâ â satisfies (â/2,â/2)-boundary condition (Definition 3.3).
For convenience, we call the counterclockwise arc of âH from xâ â to xâ â â i.e., the set Οâ â([0,â/2]) â the right boundary arc of H and its complementary arc the left boundary arc of H.
Inductively, suppose mâ\mathbbmN and H\mathbbmkâČâ=(H\mathbbmkâČâ,d\mathbbmkâČâ,ÎŒ\mathbbmkâČâ,Ο\mathbbmkâČâ,η\mathbbmkâČâ), â\mathbbmkâČâ, x\mathbbmkâČâ, and x\mathbbmkâČâ have been defined for each \mathbbmkâČâ\mathbbmNmâ1
in such a way that x\mathbbmkâČâ=Ο\mathbbmkâČâ(0)=η\mathbbmkâČâ(0), x\mathbbmkâČâ=η(â), and â\mathbbmkâČâ is the boundary length of âH\mathbbmkâČâ.
Let \mathbbmk=(k1â,âŠ,kmâ)â\mathbbmNm and let \mathbbmkâ:=(k1â,âŠ,kmâ1â)â\mathbbmNmâ1 be its ancestor.
Let H\mathbbmkâ be the closure of the (almost surely unique) connected component of H\mathbbmkâââη\mathbbmkââ with the kmâ-th largest boundary length.
We call H\mathbbmkâ the bubble of index \mathbbmk.
Let d\mathbbmkâ be the internal metric of d\mathbbmkââ on H\mathbbmkâ, let ÎŒ\mathbbmkâ:=ÎŒ\mathbbmkâââŁH\mathbbmkââ, and let Ο\mathbbmkâ be the path which traverses âH\mathbbmkâ according to its natural boundary length measure as in Section 3.3, started from the point x\mathbbmkâ=Ο\mathbbmkâ(0) where η\mathbbmkââ finishes tracing âH\mathbbmkâ and oriented in the counterclockwise (resp. clockwise) direction if H\mathbbmkâ is to the left (resp. right) of η\mathbbmkâ. We know from Lemma 3.5 that (H\mathbbmkâ,d\mathbbmkâ,ÎŒ\mathbbmkâ,Ο\mathbbmkâ) is a Brownian disk conditional on its boundary length.
Let â\mathbbmkâ be this boundary length.
In order to choose the target point for the chordal SLE6 curve η\mathbbmkâ, we need to specify a notion of âcolorâ for the boundaries of the bubbles H\mathbbmkâ analogous to the coloring of the boundaries of the bubbles in Section 2.3. We say that the Hâ â is monochromatic red.
Moreover, by induction we assume that the color of H\mathbbmkâČâ is defined for each \mathbbmkâČâNmâ1.
With these definitions, we have that H\mathbbmkâ is monochromatic whenever H\mathbbmkââ is dichromatic. If H\mathbbmkââ is monochromatic red (resp. blue), then H\mathbbmkâ is dichromatic if and only if H\mathbbmkâ intersects the right (resp. left) boundary of H\mathbbmkââ.
We now let η\mathbbmkâ be a chordal SLE6 on the Brownian disk H\mathbbmkâ from x\mathbbmkâ to x\mathbbmkâ (using Definition 3.3). This completes the inductive construction of our SLE6-decorated Brownian disks H\mathbbmkâ=(H\mathbbmkâ,d\mathbbmkâ,ÎŒ\mathbbmkâ,Ο\mathbbmkâ,η\mathbbmkâ).
For each multi-index \mathbbmk, let Z\mathbbmkâ=(L\mathbbmkâ,R\mathbbmkâ) be the boundary length process associated with H\mathbbmkâ as in Section 3.3.
Then one has the following domain Markov property by iteratively applying Lemma 3.5.
Lemma 3.8**.**
Let mâ\mathbbmN0â. Conditioned on {Z\mathbbmkâ}\mathbbmkâ\mathbbmNmâ, the conditional law of {H\mathbbmkâČâ}\mathbbmkâČâ\mathbbmNm+1â is that of a collection of independent SLE6â-decorated Brownian disks with specified left/right boundary condition.
Now we move to construct the space-filling SLE6â on the Brownian disk following the discrete intuition in Section 2.
For each multi-index \mathbbmk and child multi-indices \mathbbmk1â,\mathbbmk2ââC\mathbbmkâ, if H\mathbbmk1ââ is monochromatic and H\mathbbmk2ââ is dichromatic, then we write H\mathbbmk1âââș\mathbbmkâH\mathbbmk2ââ. If both H\mathbbmk1ââ and H\mathbbmk2ââ are monochromatic (resp. dichromatic) and the time at which η\mathbbmkâ finishes tracing âH\mathbbmk1ââ is smaller than that for âH\mathbbmk2ââ, then we write H\mathbbmk1âââș\mathbbmkâH\mathbbmk2ââ (resp. H\mathbbmk2âââș\mathbbmkâH\mathbbmk1ââ). By the color convention for bubbles, this uniquely defines âș\mathbbmkâ as a total ordering âș\mathbbmkâ on {H\mathbbmkâČâ}\mathbbmkâČâC\mathbbmkââ.
The following theorem is essentially proven in [MS17, Section 4.3].
Theorem 3.9**.**
In the above setting, with probability 1, there exists a unique continuous curve ηâČ:[0,ÎŒ(H)]âH with the following properties:
(1)
ηâČ(0)=xâ â, ηâČ([0,ÎŒ(H)])=H, and ÎŒ(ηâČ([0,s]))=s for each sâ[0,ÎŒ(H)];
2. (2)
For each multi-index \mathbbmk, given any \mathbbmk1â,\mathbbmk2ââC\mathbbmkâ and times s1â,s2â such that ηâČ(siâ) is in the interior of H\mathbbmkiââ for i=1,2, we have H\mathbbmk1âââșH\mathbbmk2ââ if and only if s1â<s2â.
As a random variable in \mathbbmM2GHPUâ, the tuple HâČ:=(H,d,ÎŒ,Ο,ηâČ) is called the the space-filling SLE6â-decorated Brownian disk with boundary length l.
In words, ηâČ is the unique curve that visits {H\mathbbmkâČâ}\mathbbmkâČâC\mathbbmkââ in the order of âș\mathbbmkâ for each multi-index \mathbbmk and is parametrized by ÎŒ-mass.
Note that the definition of our ordering implies that ηâČ(0)=ηâČ(ÎŒ(H))=xâ â.
We first record a lemma which is useful for the uniqueness part of Theorem 3.9.
Lemma 3.10**.**
Let z be a point sampled according to ÎŒ. For mâN, let \mathbbmkmâ be the index of the m-th largest bubble containing z. Then limmâââÎŒ(H\mathbbmkmââ)=0 a.s.
Proof.
Let (H,d,ÎŒ,Ο) be embedded in (D,1) so that z is mapped to [math]. By the target invariance of SLE6â, the concatenation of η\mathbbmkmââ from x\mathbbmkmââ to x\mathbbmkm+1ââ for all mâN gives the so-called radial SLE6â on D starting from 1 and targeting at [math].
In particular, the Euclidean diameter of H\mathbbmkmââ a.s. shrinks to [math]. Since ÎŒ is a.s. non-atomic, this concludes the proof.
â
Conditional on (H,d,ÎŒ,Ο), suppose z,zâČâH are two points sampled independently from ÎŒ (normalized to be a probability measure). Let {H\mathbbmkmââ}mâNâ be the sequence of bubbles containing z in decreasing order. Then Lemma 3.10 implies that limmâââP[zâČâH\mathbbmkmââ]=0.
Therefore z and zâČ are almost surely contained in two disjoint bubbles with a common ancestor.
Now let {znâ}nâNâ be a sequence of points in H sampled independently according to ÎŒ. Then almost surely any two points in {znâ}nâNâ are contained in two disjoint bubbles with a common ancestor. Therefore two space-filling curves satisfying Condition (2) must visit {znâ}nâNâ in the same order. Since {znâ}nâNâ is almost surely dense in H, these two curves must agree if they both satisfy Condition (1). This gives the uniqueness part of Theorem 3.9.
For the existence part, it suffices to show that the ordering of {znâ}nâNâ above can be extended to a continuous curve.
As explained in [MS17, Section 4.3], this ordering is the same as the one coming from the definition in the introduction of [MS17] based on the flow lines of the GFF.
In light of this, the desired continuous extension is achieved in [MS17, Theorem 1.16].
â
For \mathbbmkââm=0ââ\mathbbmNm, there exists a unique interval [s\mathbbmkâ,t\mathbbmkâ] such that H\mathbbmkâ=ηâČ[s\mathbbmkâ,t\mathbbmkâ]. We also write t\mathbbmkââ[s\mathbbmkâ,t\mathbbmkâ] for the a.s. unique time in this interval such that ηâČ(t\mathbbmkâ)=x\mathbbmkâ. Note that t\mathbbmkâ=t\mathbbmkâ for dichromatic bubbles. Then η\mathbbmkâ can be obtained from ηâČâŁ[s\mathbbmkâ,t\mathbbmkâ]â by skipping the times during which it is filling in bubbles disconnected from x\mathbbmkâ and then parameterizing by quantum natural time.
By the definition of the ordering of bubbles above, the curve ηâČâŁ[s\mathbbmkâ,t\mathbbmkâ]â fills in each monochromatic bubble cut out by η\mathbbmkâ immediately after it finishes tracing its boundary, but does not fill in the dichromatic bubbles cut out by η\mathbbmkâ until the time interval [t\mathbbmkâ,t\mathbbmkâ]. In particular, ηâČ(ÎŒ(H))=ηâČ(0)=Ο(0). This means that ηâČ is a space-filling loop based at Ο(0).
If we view (H,d,ÎŒ,Ο) as being embedded into \mathbbmD via (3.7), then the curve ηâČ modulo parametrization is determined by the trace of chordal SLE6â curves {η\mathbbmkâ:\mathbbmkââm=0ââNm}, so is independent from the field h which describes the associated quantum disk and hence also from (H,d,ÎŒ,Ο).
This puts the space-filling SLE6 decorated Brownian disk HâČ=(H,d,ÎŒ,Ο,ηâČ) into the mating-of-trees framework developed in [DMS14] and gives the continuum analog of the random walk encoding in Section 2.2.
To be more precise, by identifying (H,d,ÎŒ) with a quantum disk as in (3.7), we can (using [She16a]) define for each tâ„0 the quantum lengths of the clockwise and counterclockwise arcs of ηâČ[t,â]=HâηâČ[0,t]â from ηâČ(t) to η(ÎŒ(H))=xâ â. Denote these lengths by LtâČâ and RtâČâ, respectively.
We call ZâČ:=(LâČ,RâČ) the boundary length process of HâČ. Note that âH counts as part of the left boundary.
The following fundamental result is immediate from [MS19, Theorem 2.1] and the equivalence of the 8/3â-quantum disk and the Brownian disk.
There is a deterministic constant c>0 such that the law of ZâČ can be described as follows.
Let (Xtâ,Ytâ)tâ„0â be a pair of correlated linear Brownian motions with
[TABLE]
started from (X0â,Y0â)=(l,0).
For Ï”>0, let ÏÏ”â=inf{tâ„0:Xtâ=âϔ or Ytâ=âÏ”}.
The conditional law of (Xtâ,Ytâ)[0,ÏÏ”â]â given that XÏÏ”âââ€Ï” and YÏÏ”âââ€Ï” converges to the law of (ZtâČâ)[0,ÎŒ(H)]â as Ï”â0.
Moreover, ZâČ and HâČ are measurable with respect to each other.
In [DMS14, MS19], the variance of the Brownian motion encoding a space-filling SLE6-decorated quantum disk is unknown; only the correlation is specified. However, in our setting the variance has the explicit value 32â because ÎŒ(H) is known to have density 2Ït5â1âexp{â2t1â}1t>0âdt when l=1 [BM17].
Recently it has been shown in [ARS21, Theorem 1.3] that the Brownian motion in [DMS14, MS19] has variance 3â4â.
Therefore the area constant cmâ in (3.7) satisfies 3â4cmââ=32â hence cmâ=63ââ.
We conclude this section with a precise statement of Theorem 1.2.
Theorem 3.13**.**
Given l>0, let MËnâ\mathbbmM2GHPUâ for nâ\mathbbmN be the site-percolated triangulations as in (3.4). Let ZËn=Ί(Mn,\mathbbmen,Ïn) be the encoding walk as in Theorem 2.7 and let
[TABLE]
Let HâČ,ZâČ be the space-filling SLE6-decorated Brownian disk and its associated boundary length process as above. Then the joint law of (MËn,ZËn) converges the that of (HâČ,ZâČ) with respect to the GHPU topology on the first coordinate and the uniform topology on the second coordinate.
3.5 The conformal loop ensemble associated with ηâČ
The space-filling SLE6 curve ηâČ traces the loops of a conformal loop ensemble (CLE6; [She09]) on H, as we now explain.
Given \mathbbmkââmâN0ââNm, if H\mathbbmkâ is dichromatic, we define a loop Îł\mathbbmkâ as follows.
Let ÏË\mathbbmkâ and ÏË\mathbbmkâ be the almost surely unique times when the chordal SLE6 curve η\mathbbmkââ visits the points ηâČ(t\mathbbmkâ) and ηâČ(s\mathbbmkâ), respectively, where ηâČ starts and finishes filling in H\mathbbmkâ.
Let Îł\mathbbmkâ(t)=η\mathbbmkââ(t+ÏË\mathbbmkâ) for tâ[0,ÏË\mathbbmkââÏË\mathbbmkâ] and Îł\mathbbmkâ(t)=η\mathbbmkâ(t+ÏË\mathbbmkââÏË\mathbbmkâ) for t>ÏË\mathbbmkââÏË\mathbbmkâ.
In words, Îł\mathbbmkâ is the parametrized loop obtained by concatenating η\mathbbmkâââŁ[ÏË\mathbbmkâ,ÏË\mathbbmkâ]â and η\mathbbmkâ.
See Figure 10 for an illustration.
Definition 3.14**.**
The collection of loops \Gamma:=\mathopen{}\mathclose{{}\left\{\gamma_{\mathbbm{k}}:\text{\mathbbm{k}\in\bigcup_{m\in\mathbb{N}{0}}\mathbb{N}^{m}andH{\mathbbm{k}} is dichromatic}}\right\} is called CLE6â on the Brownian disk H under its natural parametrization.
Definition 3.14 is equivalent to the construction of CLE6â on D given in [CN06, Section 3] once (H,d,ÎŒ,Ο) is viewed as being embedded into \mathbbmD via (3.7) and Î is viewed a collection of unrooted, oriented, unparametrized loops on D, which in turn is equivalent to the one defined in [She09].
4 Scaling limit of the nested exploration
We retain the notations in Theorem 1.2, which was just made precise by Theorem 3.13. In this section we carry out the first main step of the proof of Theorem 3.13 by showing that the joint law of the rescaled map (Mn,dn,ÎŒn,Οn) and the rescaled boundary length process ZËn associated with the space-filling exploration of (Mn,\mathbbmen,Ïn) converges to the joint law of the Brownian disk (H,d,ÎŒ,Ο) and the boundary length process ZâČ associated with a space-filling SLE6 on H. The uniform convergence of the associated space-filling curves will be established in the next section.
To prove the above joint convergence, we will start in Section 4.1 by showing that the joint law of all of the triangulations M\mathbbmknâ for \mathbbmkââm=0ââ\mathbbmNm decorated by percolation interfaces λ\mathbbmknâ along with their boundary length processes Z\mathbbmknâ, as constructed in Section 2.3, converges to the joint law of the analogous continuum processes from Section 3.4. We will then show in Section 4.2 that one also has the convergence ZËnâZâČ by âconcatenatingâ the boundary length processes associated with the nested SLE6 curves.
Identify (Mn,\mathbbmen,Ïn) with an element of Pm as in Remark 2.1.
For \mathbbmkââm=0ââ\mathbbmNm, let M\mathbbmknâ, \mathbbme\mathbbmknâ, Ï\mathbbmknâ, \mathbbmeâ\mathbbmknâ, â\mathbbmknâ, λ\mathbbmknâ be defined in the same way as M\mathbbmkâ, \mathbbme\mathbbmkâ, Ï\mathbbmkâ, \mathbbmeâ\mathbbmkâ, â\mathbbmkâ, λ\mathbbmkâ
with (Mn,\mathbbmen,Ïn) in place of (M,\mathbbme,Ï) in the nested exploration of Section 2.3.
Let d\mathbbmknâ=\mathbbmaâ1nâ1/4dM\mathbbmknââ and ÎŒ\mathbbmknâ=\mathbbmbâ1nâ1ÎŒM\mathbbmknââ. For sâ[0,\mathbbmcâ1nâ1/2ân] let Ο\mathbbmknâ(s):=ÎČM\mathbbmknââ(\mathbbmcn1/2s). For tâ„0 let η\mathbbmknâ(t):=λ\mathbbmknâ(\mathbbmsn3/4t). Let \mathfrak{M}_{\mathbbm{k}}^{n}=\mathopen{}\mathclose{{}\left({\mathsf{M}}_{\mathbbm{k}}^{n},d_{\mathbbm{k}}^{n},\mu_{\mathbbm{k}}^{n},\xi_{\mathbbm{k}}^{n},\eta_{\mathbbm{k}}^{n}}\right).
Let Z\mathbbmknâ=(L\mathbbmknâ,R\mathbbmknâ) be the boundary length process of λ\mathbbmknâ renormalized as in (3.9), with η\mathbbmknâ in place of ηn there.
Recall the Brownian disk (H,d,ÎŒ,Ο) and the nested exploration {H\mathbbmkâ:\mathbbmkââm=0ââNm} from Section 3.4. Also recall the boundary length processes {Z\mathbbmkâ:\mathbbmkââm=0ââNm} and ZâČ=(LâČ,RâČ) from the same section.
4.1 Joint convergence of nested explorations
In this subsection we will prove that \mathopen{}\mathclose{{}\left(\mathfrak{M}_{\mathbbm{k}}^{n},Z_{\mathbbm{k}}^{n}}\right) converges jointly in law to \mathopen{}\mathclose{{}\left(\mathfrak{H}_{\mathbbm{k}},Z_{\mathbbm{k}}}\right) by iteratively applying Theorem 3.7. We will use this to derive the joint convergence of the nested exploration and ZËn in Section 4.2.
Proposition 4.1**.**
One has the following convergence in law as nââ:
[TABLE]
where for each \mathbbmk, the first coordinate is given the GHPU topology and the second coordinate is given the Skorokhod topology.
Proposition 4.1 will be a consequence of the convergence results for a single interface proven in [GM17b] (Theorem 3.7) together with the iterative constructions of the pairs \mathopen{}\mathclose{{}\left(\mathfrak{M}_{\mathbbm{k}}^{n},Z_{\mathbbm{k}}^{n}}\right) and \mathopen{}\mathclose{{}\left(\mathfrak{H}_{\mathbbm{k}},Z_{\mathbbm{k}}}\right) from Sections 2.3 and 3.4, respectively. Before we give the proof, let us discuss what we need from [GM17b].
Theorem 3.7 immediately implies that (Mâ nâ,Zâ nâ)â(Hâ â,Zâ â) in law as nââ.
In fact, the proof of Theorem 3.7 from [GM17b] (in the case of site percolation on a loopless triangulation) yields the following slightly stronger statement.
Lemma 4.2**.**
One has the convergence of laws
[TABLE]
where the first coordinate is given the GHPU topology, the second coordinate is given the Skorokhod topology, and the third coordinate is given the countable product of the pointed GromovâHausdorffâProkhorov topology (i.e., the GHPU topology but restricted to spaces where the curve is constant).
Recall that \mathopen{}\mathclose{{}\left\{(H_{k},d_{k},\mu_{k},\xi_{k}(0))}\right\}_{k\in\mathbbm{N}} is the set of connected components of Hâ ââηâ â, each equipped with the internal metric of dâ â, the restriction of ÎŒâ â, and the last point on its boundary hit by ηâ â.
In particular, these pointed metric measure spaces are a.s. determined by Hâ â.
The pointed metric measure spaces (Mknâ,dknâ,ÎŒknâ,Οknâ(0)) are determined by Mâ nâ and ηâ nâ in an analogous manner.
We briefly explain why the proof in [GM17b] yields Lemma 4.2.
In our notation, the proof of Theorem 3.7 in [GM17b, Section 7] starts out with a subsequence along which the left side of (4.2) converge in law, then shows that the subsequential limit coincides with the right side of (4.2).
In particular, it was shown in [GM17b, Section 7.2] that the subsequential limits of the (Mknâ,dknâ,ÎŒknâ,Οknâ(0))âs coincide with the (Hkâ,dkâ,ÎŒkâ,Οn(0))âs (although at that point in the proof in [GM17b], the subsequential limit of (Mâ nâ,Zâ nâ) had not yet been shown to agree in law with (Hâ â,Zâ â) â this was not established until the very end of [GM17b, Section 7]).
If we couple so that Zâ nââZâ â a.s. in the Skorokhod sense (which we can do by Theorem 3.7), then for kâ\mathbbmN, the magnitude of the kth largest jump of Zâ nâ converges a.s. to the magnitude of the kth largest jump of Zâ â. In other words,
[TABLE]
By the discrete and continuum Markov properties (Lemmas 2.21 and 3.8) and Theorem 3.7 (the latter applied once for each kâ\mathbbmN), a.s. the joint conditional law of \mathopen{}\mathclose{{}\left\{(\mathfrak{M}_{k}^{n},Z_{k}^{n})}\right\}_{k\in\mathbbm{N}} given Zâ nâ converge a.s. to the joint conditional law of \mathopen{}\mathclose{{}\left\{(\mathfrak{H}_{k},Z_{k})}\right\}_{k\in\mathbbm{N}} given Zâ â.
This yields the convergence of joint laws
[TABLE]
We will now deduce from Lemma 4.2 and (4.3) the convergence in law
[TABLE]
which is the special case of (4.1) when we restrict to mâ{0,1}.
Indeed, by Lemma 4.2, (4.3), and the Prokhorov theorem for any sequence of nâs tending to â there is a coupling of (Zâ â,Hâ â) with a collection of pairs \mathopen{}\mathclose{{}\left\{(\mathring{\mathfrak{H}}_{k},\mathring{Z}_{k})}\right\}_{k\in\mathbbm{N}}\overset{d}{=}\mathopen{}\mathclose{{}\left\{(\mathfrak{H}_{k},Z_{k})}\right\}_{k\in\mathbbm{N}} and a subsequence along which
[TABLE]
As explained after the statement of Lemma 4.2, we have that \mathopen{}\mathclose{{}\left\{(H_{k},d_{k},\mu_{k},\xi_{k}(0))}\right\}_{k\in\mathbbm{N}} is a.s. determined by Hâ â. By Lemma 4.2, if we write HËâkâ=(HËkâ,dËkâ,ÎŒËâkâ,ΟËâkâ,ηËâkâ) then (HËkâ,dËkâ,ÎŒËâkâ,ΟËâ(0))=(Hkâ,dkâ,ÎŒkâ,Ο(0)) as metric measure spaces for each kâ\mathbbmN.
The metric and area measure on the Brownian disk a.s. determine its boundary length measure (see, e.g., [LG19, Proposition 2]).
This boundary length measure together with the marked boundary point ΟËâ(0) determines ΟËâ, so we get that a.s.
[TABLE]
where here we mean equality as curve-decorated metric measure spaces.
We henceforth identify the curve decorated metric measure spaces appearing in (4.6).
By (4.3), if we condition on Zâ â then the curve-decorated metric measure spaces HËâkâ are conditionally independent SLE6-decorated Brownian disks with boundary lengths specified by the downward jumps of Zâ â.
In particular, under the conditional law given Zâ â and {(Hkâ,dkâ,ÎŒkâ,Οkâ)}kâ\mathbbmNâ,
each of the curves ηËâkâ is an SLE6 on Hkâ going from xkâ=Οkâ(0) to the marked boundary point xkâ which is determined by Zâ â and {(Hkâ,dkâ,ÎŒkâ,Οkâ)}kâ\mathbbmNâ.
That is, the conditional laws of {HËâkâ}kâ\mathbbmNâ and {Hkâ}kâ\mathbbmNâ given Zâ â and {(Hkâ,dkâ,ÎŒkâ,Οkâ)}kâ\mathbbmNâ agree.
The measurability statement in Lemma 3.5 implies Zâ â and {(Hkâ,dkâ,ÎŒkâ,Οkâ)}kâ\mathbbmNâ a.s. determine Hâ â, so we get that the conditional laws of {HËâkâ}kâ\mathbbmNâ and {Hkâ}kâ\mathbbmNâ given (Zâ â,Hâ â) agree.
Since Hkâ a.s. determines Zkâ and (Hkâ,Zkâ)=d(HËâkâ,ZËkâ), we infer that the right sides of (4.4) and (4.5) have the same law. Since our initial choice of subsequence was arbitrary, this implies (4.4).
Due to the iterative constructions of the H\mathbbmkââs and the M\mathbbmknââs, we may now iterate the above argument to obtain (4.1).
In particular, we prove by induction on m that
[TABLE]
in law. The base case m=1 is (4.4).
Now assume that (4.7) holds for some mâ\mathbbmN.
Then the same reasoning leading to (4.3) together with (4.7) applied once inside each of the bubbles of Mâ nâ yields
[TABLE]
One can then combine Lemma 4.2 and (4.8) via exactly the same argument used to prove (4.4) to get (4.7) with m+1 in place of m.
This completes the induction, hence (4.1) holds.
â
4.2 Joint convergence with the random walk encoding
By standard facts on lattice walks in the first quadrant (see e.g. [DW15, Theorem 4]), we have that ZËnâZâČ in law with respect to the uniform topology.
The main result in this section is the following.
Proposition 4.3**.**
The convergence of ZËn to ZâČ holds jointly with the one in Proposition 4.1.
By the Skorokhod representation theorem, for each subsequence of \mathbbmN there exists a further subsequence N and a coupling of \mathopen{}\mathclose{{}\left\{\mathopen{}\mathclose{{}\left(\mathfrak{H}_{\mathbbm{k}},Z_{\mathbbm{k}}}\right):\mathbbm{k}\in\bigcup_{m=0}^{\infty}\mathbbm{N}^{m}}\right\}
and {MËn}nâNâ such that almost surely
limNânâââ(M\mathbbmknâ,Z\mathbbmknâ)=(H\mathbbmkâ,Z\mathbbmkâ) for each \mathbbmkââm=0ââ\mathbbmNm
with respect to the topology in Proposition 4.1,
2. 2.
ZËn converges to a stochastic process ZËâČ in C0â(R,R2) with the same law as ZâČ.
Throughout this section we work under such a coupling and assume nâN. Then Proposition 4.3 is an immediate consequence of the following result concerning the coupling.
Proposition 4.4**.**
ZâČ=ZËâČ* almost surely.*
We devote the rest of this subsection to the proof of Proposition 4.4.
For each multi-index \mathbbmkâCâ â, recall the times s\mathbbmkâ,t\mathbbmkâ,t\mathbbmkâ in Section 3.4 for the bubble H\mathbbmkâ, which are defined so that ηâČ([s\mathbbmkâ,t\mathbbmkâ])=H\mathbbmkâ and ηâČ(t\mathbbmkâ)=x\mathbbmkâ. If M\mathbbmknâî =â , we will also need the discrete analog of these times in the setting of Section 2.3.
Let S\mathbbmknâ,T\mathbbmknââN0â be such that λËn([S\mathbbmknâ,T\mathbbmknâ]Zâ)=E(M\mathbbmknâ) and let T\mathbbmknââ[S\mathbbmknâ,T\mathbbmknâ]\mathbbmZâ be such that λËn(T\mathbbmknâ)=\mathbbmeâ\mathbbmknâ.
The rescaled version of these times are given by
[TABLE]
Recall the description of S\mathbbmknâ,T\mathbbmknâ,T\mathbbmknâ in terms of ZËn at the end of Section 2.3, namely, Facts (1)-(3) above Lemma 2.21.
We now give the continuum analog of these facts and the convergence of these discrete quantities to their continuum counterparts.
Fix s,tâ[0,ÎŒ(H)] such that s<t. Given a sample of ZâČ, we say that t is an ancestor of s if LuâČâ>LtâČâ and RuâČâ>RtâČâ for all s<uâ€t. We call s an ancestor-free time relative to t if there are no ancestors of s in (s,t).
Let AnFr(t) be the set of ancestor-free times relative to t, which is known to be a closed set with Hausdorff dimension 3/4 [DMS14, Section 10.2] (see also [GHM20, Example 2.3]). Let \mathrm{Cut}(s)=\{t^{\prime}\in(s,\mu(H)):\textrm{t^{\prime}isanancestorofs}\}.
The set Cut(s) is the same as the set of so-called Ï/2-cone times888A time t is a Ï/2-cone time for ZâČ=(LâČ,RâČ) is there exists a u<t such that LuâČâČâ>LtâČâ and RuâČâČâ>RtâČâ for all uâČâ(u,t). Note that this definition of a cone time corresponds to a cone time for the time reversal of ZâČ in some other literature. for ZâČ whose corresponding Ï/2-cone intervals contain s. Therefore Cut(s) is a closed set of Hausdorff dimension 1/4 by the main result of [Eva85] (see also the proof of [DMS14, Lemma 8.5]).
Proposition 4.5**.**
For each multi-index \mathbbmkââmâN0ââNm, the following hold.
(1)
If H\mathbbmkâ is monochromatic red, then t\mathbbmkâ=inf{tâ„s\mathbbmkâ:Ls\mathbbmkââČââLtâČâ=â\mathbbmkâ/2}.
If H\mathbbmkâ is monochromatic blue, then t\mathbbmkâ=inf{tâ„s\mathbbmkâ:Rs\mathbbmkââČââRtâČâ=â\mathbbmkâ/2}.
If H\mathbbmkâ is dichromatic, then t\mathbbmkâ=t\mathbbmkâ.
2. (2)
If H\mathbbmkâ is monochromatic, then the set of open intervals \{(s_{\mathbbm{k}^{\prime}},t_{\mathbbm{k}^{\prime}}):\mathbbm{k}^{\prime}\in\mathcal{C}_{\mathbbm{k}}\;\textrm{and H_{\mathbbm{k}^{\prime}} is dichromatic}\} equals the set of connected components of
(t\mathbbmkâ,t\mathbbmkâ)âCut(t\mathbbmkâ).
3. (3)
The set of open intervals \{(s_{\mathbbm{k}^{\prime}},t_{\mathbbm{k}^{\prime}}):\mathbbm{k}^{\prime}\in\mathcal{C}_{\mathbbm{k}}\;\textrm{and H_{\mathbbm{k}^{\prime}} is monochromatic}\}
equals the set of connected components of (s\mathbbmkâ,t\mathbbmkâ)âAnFr(t\mathbbmkâ).
4. (4)
(ZËn,s\mathbbmknâ,t\mathbbmknâ,t\mathbbmknâ)* converges in law to (ZâČ,s\mathbbmkâ,t\mathbbmkâ,t\mathbbmkâ).*
Proof.
We will first argue that (1)-(3) hold for \mathbbmk=â and \mathbbmkâCâ â, then we argue that (4) holds for \mathbbmk=â and \mathbbmkâCâ â, and then we argue that (1)-(4) hold for \mathbbmkâN2 with H\mathbbmkââ dichromatic. This will allow us to conclude by iteration.
The statements concerning tâ â and {s\mathbbmkâ,t\mathbbmkâ}\mathbbmkâCâ ââ in Assertions (1)-(3) are consequences of Theorem 3.11, which are explained in detail in [BHS18, Section 6.9], based on Sections 6.1-6.8 there.
Assertion (4) for tâ nâ and {s\mathbbmknâ,t\mathbbmknâ}\mathbbmkâCâ ââ follows from [BHS18, Lemma 9.25]:
indeed, the convergence of tâ nâ follows from [BHS18, Lemma 9.25, (i)] and Fact (1) above Lemma 2.21.
The convergence of {s\mathbbmknâ,t\mathbbmknâ:\mathbbmkâCâ â,H\mathbbmkâ is monochromatic} follows from [BHS18, Lemma 9.25, (i)] and Fact (2) above Lemma 2.21.
The convergence of {s\mathbbmknâ,t\mathbbmknâ:\mathbbmkâCâ â,H\mathbbmkâ is dichromatic} follows from [BHS18, Lemma 9.25, (ii)] and Fact (3) above Lemma 2.21.
Here Facts (1)-(3) give the ZËn-description of special points corresponding to the percolation interface λâ nâ. Section 6.9 in [BHS18] describes the same quantities in the continuum in terms of ZâČ and [BHS18, Lemma 9.25] show that the random walk quantities converge to their Brownian motion counterparts.
For \mathbbmkâCâ â such that H\mathbbmkâ is monochromatic, since (ZËn,s\mathbbmknâ,t\mathbbmknâ) converges in law to (ZâČ,s\mathbbmkâ,t\mathbbmkâ), we may repeat the argument for tâ nâ to conclude that (ZËn,t\mathbbmknâ) converges in law to (ZâČ,t\mathbbmkâ).
Now for \mathbbmkâN2 with H\mathbbmkââ being dichromatic, since t\mathbbmkânâ=t\mathbbmkânâ converges to t\mathbbmkââ=t\mathbbmkââ,
Assertions (1)-(3) for s\mathbbmkâ,t\mathbbmkâ follows from [BHS18, Section 6.9].
Moreover, Assertion (4) for s\mathbbmknâ,t\mathbbmknâ follows from [BHS18, Lemma 9.25 (i)] and Fact (2) above Lemma 2.21.
Since we have proved Proposition 4.5 for multi-indices in
[TABLE]
the remaining cases follow from iteration. â
Remark 4.6**.**
In the proof of Proposition 4.5 and other arguments in this section where the iteration is used, it is important to consider the cases indexed by Cinitialâ instead of just Câ â. Otherwise it would only cover the cases where the parent bubble is monochromatic. As seen in the proof of Proposition 4.5, when the parent bubble is dichromatic, it requires a separate argument.
Lemma 4.7**.**
For all \mathbbmkââmâN0ââNmâ, we have
(ZËâČ,s\mathbbmkâ,t\mathbbmkâ,t\mathbbmkâ)=d(ZâČ,s\mathbbmkâ,t\mathbbmkâ,t\mathbbmkâ). Moreover, (s\mathbbmknâ,t\mathbbmknâ,t\mathbbmknâ)â(s\mathbbmkâ,t\mathbbmkâ,t\mathbbmkâ) in probability as n tends to â.
Proof.
For each multi-index \mathbbmk, let sË\mathbbmkâ,tË\mathbbmkâ be such that (ZËâČ,sË\mathbbmkâ,tË\mathbbmkâ)=d(ZâČ,s\mathbbmkâ,t\mathbbmkâ).
By Assertion (4) of Proposition 4.5, we see that
(ZËn,s\mathbbmknâ,t\mathbbmknâ) converges in probability to (ZËâČ,sË\mathbbmkâ,tË\mathbbmkâ).999Here and in several places below, we use the general fact that if f is a measurable function and {Xnâ}nâ\mathbbmNâ and X are random variables such that (Xnâ,f(Xnâ))â(X,f(X)) in law and XnââX a.s, then f(Xnâ)âf(X) in probability.
To show (ZËâČ,s\mathbbmkâ,t\mathbbmkâ)=d(ZâČ,s\mathbbmkâ,t\mathbbmkâ) and (s\mathbbmknâ,t\mathbbmknâ)â(s\mathbbmkâ,t\mathbbmkâ) in probability, it suffices to show that sË\mathbbmkâ=s\mathbbmkâ and tË\mathbbmkâ=t\mathbbmkâ a.s.
We first consider the case when \mathbbmkâCinitialâ.
Since ηâČ is parametrized by ÎŒ-mass and ÎŒ(η\mathbbmkâ)=0 for all multi-indices \mathbbmk, we have
[TABLE]
where here the sum ranges over all \mathbbmkâČâC\mathbbmkââ such that \mathbbmkâČâș\mathbbmkââ\mathbbmk (recall âș\mathbbmkââ from Section 3.4).
Suppose \mathbbmkâCâ â and H\mathbbmkâ is monochromatic. For any \mathbbmkâČâșâ â\mathbbmk, by Proposition 4.1, for large enough n, the bubble M\mathbbmkâČnâ is contained in ηËân([0,s\mathbbmknâ]). By letting nââ, we have â\mathbbmkâČâȘŻâ â\mathbbmkâÎŒ(H\mathbbmkâČâ)â€sË\mathbbmkâ a.s. Since s\mathbbmkâ=dsË\mathbbmkâ, we must have s\mathbbmkâ=sË\mathbbmkâ a.s.
Suppose \mathbbmkâCâ â and H\mathbbmkâ is dichromatic. Then ÎŒ(Hâ â)ât\mathbbmkâ=â\mathbbmkâȘŻâ â\mathbbmkâČâÎŒ(H\mathbbmkâČâ), where the sum ranges over all \mathbbmkâČâCâ â such that \mathbbmkâșâ â\mathbbmkâČ.
Similarly as in the monochromatic case we have ÎŒ(Hâ â)ât\mathbbmkââ€ÎŒ(Hâ â)âtË\mathbbmkâ a.s. and hence tË\mathbbmkâ=t\mathbbmkâ a.s.
For each multi-index \mathbbmk, we have t\mathbbmkââs\mathbbmkâ=ÎŒ(H\mathbbmkâ) and t\mathbbmknââs\mathbbmknâ=ÎŒn(Mn).
By letting nââ and using Proposition 4.1 and the two preceding paragraphs, we get that sË\mathbbmkâ=s\mathbbmkâ and tË\mathbbmkâ=t\mathbbmkâ a.s. for all \mathbbmkâCâ â.
We have ÎŒ(H)âtâ â=â\mathbbmkâÎŒ(H\mathbbmkâ) where \mathbbmk ranges over all \mathbbmkâCâ â such that H\mathbbmkâ is dichromatic.
A similar argument as above then shows that (ZËâČ,tâ â)=d(ZâČ,tâ â) and tâ nââtâ â in probability.
For \mathbbmkâCâ â such that H\mathbbmkâ is monochromatic, since (ZËâČ,s\mathbbmkâ,t\mathbbmkâ)=d(ZâČ,s\mathbbmkâ,t\mathbbmkâ) and (s\mathbbmknâ,t\mathbbmknâ)â(s\mathbbmkâ,t\mathbbmkâ) in probability, we may repeat the argument for tâ â to conclude that (ZËâČ,t\mathbbmkâ)=d(ZâČ,t\mathbbmkâ) and t\mathbbmknâât\mathbbmkâ in probability.
Now suppose \mathbbmkâN2 and H\mathbbmkââ is dichromatic. Since s\mathbbmkânâ converges to s\mathbbmkââ in probability, we can use (4.11) and
the same argument as in the case where \mathbbmkâCâ â and H\mathbbmkâ is monochromatic to conclude.
This proves Lemma 4.7 for \mathbbmkâCinitialâ.
Lemma 4.7 for general multi-indices now follows by iterating the argument above.
â
For each \mathbbmkââm=0ââNm, let â\mathbbmklâ and â\mathbbmkrâ be the boundary lengths of the clockwise and counterclockwise arc on âH\mathbbmkâ from x\mathbbmkâ to x\mathbbmkâ, respectively. Equivalently, (â\mathbbmklâ,â\mathbbmkrâ)=Z\mathbbmkâ(0). In particular, with probability 1, (â\mathbbmklâ,â\mathbbmkrâ)=(â\mathbbmkâ/2,â\mathbbmkâ/2) if and only if H\mathbbmkâ is monochromatic.
Lemma 4.8**.**
(ZËâČ,â\mathbbmklâ,â\mathbbmkrâ)=d(ZâČ,â\mathbbmklâ,â\mathbbmkrâ)* and ZËâČ(t\mathbbmkâ)âZËâČ(s\mathbbmkâ)=ZâČ(t\mathbbmkâ)âZâČ(s\mathbbmkâ)
for each \mathbbmkâCâ â.*
Proof.
Let â\mathbbmkl,nâ and â\mathbbmkr,nâ be such that
(M\mathbbmknâ,\mathbbme\mathbbmknâ,Ï\mathbbmknâ)âP(\mathbbmcn1/2â\mathbbmkl,nâ,\mathbbmcn1/2â\mathbbmkr,nâ).
By Proposition 4.5 and Lemma 4.7, we have that (ZËn,â\mathbbmkl,nâ,â\mathbbmkr,nâ) converges to (ZâČ,â\mathbbmklâ,â\mathbbmkrâ) in law. On the other hand, in our coupling (ZËn,â\mathbbmkl,nâ,â\mathbbmkr,nâ) converge to (ZËâČ,â\mathbbmklâ,â\mathbbmkrâ) in probability.
This gives (ZËâČ,â\mathbbmklâ,â\mathbbmkrâ)=d(ZâČ,â\mathbbmklâ,â\mathbbmkrâ).
If H\mathbbmkâ is monochromatic, then ZâČ(t\mathbbmkâ)âZâČ(s\mathbbmkâ)=(ââ\mathbbmkâ,0) or (0,ââ\mathbbmkâ) depending on whether the the color is red or blue. If H\mathbbmkâ is dichromatic, then
ZâČ(t\mathbbmkâ)âZâČ(s\mathbbmkâ)=â(â\mathbbmkrâ,â\mathbbmklâ). In both cases since (ZËâČ,â\mathbbmklâ,â\mathbbmkrâ)=d(ZâČ,â\mathbbmklâ,â\mathbbmkrâ),
we have ZËâČ(t\mathbbmkâ)âZËâČ(s\mathbbmkâ)=ZâČ(t\mathbbmkâ)âZâČ(s\mathbbmkâ) almost surely.
â
The next two lemmas are the main steps towards the proof of Proposition 4.4.
Suppose \mathbbmk,\mathbbmkâČâCâ â.
We need to show that the jumps of Zâ â and ZËâ â of size â\mathbbmkâ and â\mathbbmkâČâ corresponding to the bubbles H\mathbbmkâ and H\mathbbmkâČâ occur in the same order.
If H\mathbbmkâ and H\mathbbmkâČâ are both monochromatic (resp. both dichromatic), then since the order in which ηâČ fills in the monochromatic (resp. dichromatic) bubbles cut out by ηâ â is the same (resp. the opposite) as the order in which ηâ â cuts these bubbles off, the jump of length â\mathbbmkâ comes before the jump of length â\mathbbmkâČâ if and only if s\mathbbmkâ<s\mathbbmkâČâ (resp. s\mathbbmkâ>s\mathbbmkâČâ). By Lemma 4.7, the same holds for ZËâ â.
Now suppose H\mathbbmkâ is dichromatic and H\mathbbmkâČâ is monochromatic.
Let
[TABLE]
Then Ï\mathbbmkâ is a.s. the first time such that ηâČ visits x\mathbbmkâ; equivalently, Ï\mathbbmkâ is the time that the bubble H\mathbbmkâ is enclosed, i.e., separated from x^â â by ηâČ (recall that Hâ â is monochromatic red, so H\mathbbmkâ is a bubble cut out by ηâ â which intersects the right boundary of H\mathbbmkâ). See the left part of Figure 11.
Recall the definition of the ordering âșâ â on bubbles cut out by ηâ â from Section 3.4.
The jump of length â\mathbbmkâ for Zâ â comes before the jump of length â\mathbbmkâČâ if and only if H\mathbbmkâČââηâČ([Ï\mathbbmkâ,s\mathbbmkâ]), which is further equivalent to Ï\mathbbmkâ<s\mathbbmkâČâ.
Let ÏË\mathbbmkâ be such that (ZËâČ,ÏË\mathbbmkâ)=d(ZâČ,Ï\mathbbmkâ).
In the discrete setting, suppose M\mathbbmknâ (resp. M\mathbbmkâČnâ) is visited by λËn after (resp. before) eâ nâ.
Equivalently, type\mathbbmkâ=di and type\mathbbmkâČâ=mono.
By Lemma 2.18, we have that ÎZËS\mathbbmknânâ is a c-step, corresponding to the last edge on M\mathbbmknâ visited by λËn.
Let Ï\mathbbmkâČnâ be such that ÎZË\mathbbmbnÏ\mathbbmkâČnânâ is the matching b-step of ÎZËS\mathbbmknânâ.
Then by Lemma 2.18, we have that M\mathbbmknâ comes before M\mathbbmkâČnâ in the peeling process of λâ nâ
if and only if Ï\mathbbmkâČnâ<snkâ.
Then as in the proof of Lemma 4.7, we have that limnâââÏ\mathbbmkâČnâ=ÏË\mathbbmkâČâ in probability. Therefore H\mathbbmkâ is disconnected by ηâ â from xâ â before H\mathbbmkâČâ
(equivalently, the jump â\mathbbmkâ comes before the jump â\mathbbmkâČâ)
if and only if ÏË\mathbbmkâ<s\mathbbmkâČâ. Combined with the previous paragraph, we see that ÏË\mathbbmkâ<s\mathbbmkâČâ if and only if Ï\mathbbmkâ<s\mathbbmkâČâ.
Since there exists a sequence {\mathbbmkmâ} in Câ â such that s\mathbbmkmâââÏ\mathbbmkâČâ, we have ÏË\mathbbmkâČâ=Ï\mathbbmkâČâ almost surely.
Therefore if H\mathbbmkâ is dichromatic and H\mathbbmkâČâ is monochromatic, the jump of length â\mathbbmkâ comes before the jump of length â\mathbbmkâČâ for Zâ â if and only if the same holds for ZËâ â, since this event occurs exactly when Ï\mathbbmkâ<s\mathbbmkâČâ (equivalently, when ÏË\mathbbmkâ<s\mathbbmkâČâ).
This gives (ZâČ,Zâ â)=d(ZËâČ,Zâ â).
â
Lemma 4.10**.**
ZËâČ(s\mathbbmkâ)=ZâČ(s\mathbbmkâ)* and ZËâČ(t\mathbbmkâ)=ZâČ(t\mathbbmkâ) almost surely for all \mathbbmkâCâ â.*
Proof.
Suppose H\mathbbmkâ is dichromatic.
Since the right boundary of the unexplored region at time t\mathbbmkâ is the union of the right boundaries of the dichromatic bubbles which come after H\mathbbmkâ,
we have RâČ(t\mathbbmkâ)=â\mathbbmkâȘŻâ â\mathbbmkâČââ\mathbbmkâČrâ where here the sum ranges over all \mathbbmkâČâCâ â
such that \mathbbmkâșâ â\mathbbmkâČ. Note that the ordering âȘŻâ â on Câ â is determined by {s\mathbbmkâČâ,t\mathbbmkâČâ,t\mathbbmkâČâ}\mathbbmkâČâCâ ââ. Moreover, both {s\mathbbmkâČâ,t\mathbbmkâČâ,t\mathbbmkâČâ}\mathbbmkâČâCâ ââ and {â\mathbbmkâČrâ,â\mathbbmkâČlâ}\mathbbmkâČâCâ ââ are determined by ZâČ.
By Lemmas 4.7 and 4.8, {s\mathbbmkâČâ,t\mathbbmkâČâ,t\mathbbmkâČâ}\mathbbmkâČâCâ ââ and {â\mathbbmkâČrâ,â\mathbbmkâČlâ}\mathbbmkâČâCâ ââ are also determined by ZËâČ via the same measurable functions. Therefore
[TABLE]
See the middle part of Figure 11.
The same statement holds for LËâČ(t\mathbbmkâ) and LâČ(t\mathbbmkâ) with â\mathbbmkâČrâ replaced by â\mathbbmkâČlâ. Therefore ZËâČ(t\mathbbmkâ)=ZâČ(t\mathbbmkâ).
By the second equality in Lemma 4.8, we conclude the proof in the dichromatic case.
Suppose H\mathbbmkâ is monochromatic.
Let u be the last time such that ηâ â(u)=x\mathbbmkâ
and let Hu be the connected component of Hâηâ â([0,u]) containing xâ â on its boundary. See the right part of Figure 11.
Then both LËâČ(t\mathbbmkâ) and LâČ(t\mathbbmkâ) are equal to Lâ â(u)+ââ râ. Therefore LËâČ(t\mathbbmkâ)=LâČ(t\mathbbmkâ).
Let α\mathbbmkâ be the boundary length of the intersection of âHu and the right arc on (Hâ â,xâ â,xâ â).
Then ââ rââα\mathbbmkâ=â\mathbbmkâČââ\mathbbmkâČlâ where \mathbbmkâČ ranges over \mathbbmkâČâCâ â such that H\mathbbmkâČâ is dichromatic and the jump of length â\mathbbmkâČâ comes before â\mathbbmkâ in Zâ â. By Lemmas 4.8 and 4.9, we have (ZâČ,α\mathbbmkâ)=d(ZËâČ,α\mathbbmkâ).
Note that RâČ(t\mathbbmkâ)=Râ â(u)âα\mathbbmkâ+â\mathbbmkâČââ\mathbbmkâČrâ.
By a similar argument as for (4.12), Lemmas 4.8 and 4.9 yield
RËâČ(t\mathbbmkâ)=Râ â(u)âα\mathbbmkâ+â\mathbbmkâČââ\mathbbmkâČrâ where \mathbbmkâČ ranges over \mathbbmkâČâCâ â such that H\mathbbmkâČâ is dichromatic and the jump of length â\mathbbmkâČâ comes before the jump of length â\mathbbmkâ for Zâ â. Therefore RËâČ(t\mathbbmkâ)=RâČ(t\mathbbmkâ) hence ZËâČ(t\mathbbmkâ)=ZâČ(t\mathbbmkâ).
Now the second equality in Lemma 4.8 concludes the proof.
â
When \mathbbmkâCâ â and H\mathbbmkâ is monochromatic, having established Lemma 4.10, the argument in Lemma 4.9 gives that (ZâČ,Z\mathbbmkâ)=d(ZËâČ,Z\mathbbmkâ).
When \mathbbmkâCâ â and H\mathbbmkâ is dichromatic, we have the same statement with an even simpler argument. In this case the order of jumps for Z\mathbbmkâ is given by the
ordering âș\mathbbmkâ, which is determined by {s\mathbbmkâČâ}\mathbbmkâČâC\mathbbmkââ. Therefore by Lemma 4.7, we have that (ZâČ,Z\mathbbmkâ)=d(ZËâČ,Z\mathbbmkâ).
Now the argument in Lemma 4.10 gives that Lemma 4.10 still holds with Câ â replaced by C\mathbbmkâ.
By iteration, both Lemmas 4.9 and 4.10 hold for all multi-indices.
Since {s\mathbbmkâ,t\mathbbmkâ:\mathbbmkââm=0ââNm} is dense in [0,ÎŒ(Hâ â)], we must have ZâČ=ZËâČ a.s.
â
5 Scaling limit of the space-filling exploration
Throughout this section we work in the setting of Theorem 3.13 and Proposition 4.1. By Proposition 4.3 and the Skorokhod representation theorem, we can work under a coupling of {MËn}nâNâ and \mathopen{}\mathclose{{}\left\{\mathopen{}\mathclose{{}\left(\mathfrak{H}_{\mathbbm{k}},Z_{\mathbbm{k}}}\right):\mathbbm{k}\in\bigcup_{m=0}^{\infty}\mathbbm{N}^{m}}\right\} where almost surely the convergence in Proposition 4.1 holds and ZËnâZâČ. Henceforth fix such a coupling.
By Proposition 3.2, for each \mathbbmkââm=0ââ\mathbbmNm there a.s. exists a compact metric space (W\mathbbmkâ,D\mathbbmkâ) and isometric embeddings
[TABLE]
such that Îč\mathbbmknâ(M\mathbbmknâ)âÎč\mathbbmkâ(H\mathbbmkâ) a.s. in the D\mathbbmkâ-HPU sense (Definition 3.1).
Write Îč=Îčâ â, Îčn=Îčâ nâ, and (W,D):=(Wâ â,Dâ â).
We henceforth identify HâČ and MËn with their images under Îč and Îčn, respectively. Note that this has the effect of identifying H\mathbbmkâ and M\mathbbmknâ for nâ\mathbbmN with their images under Îč and Îčn, respectively, so that every H\mathbbmkâ and M\mathbbmknâ is a subset of W.
The goal of this section is to prove the following proposition, which implies Theorem 3.13.
Proposition 5.1**.**
In the above setting, a.s. limnâââηËân=ηâČ in the D-uniform topology.
To prove Proposition 5.1, we will define for M,Kâ\mathbbmN a curve ηM,KâČâ by concatenating, in a certain manner, the (finite) collection of SLE6 curves η\mathbbmkâ corresponding to \mathbbmkââm=0Mâ[1,K]\mathbbmZmâ, parametrized by disconnected area (see Section 5.2 for this parametrization). We also define analogous discrete curves ηËâM,Knâ.
We will show that if M and K are chosen sufficiently large, independently of n, then all of the connected components of HâηM,KâČâ and MnâηËâM,Knâ for nâ\mathbbmN are uniformly close. This will imply that ηM,KâČâ (resp. ηËâM,Knâ) is uniformly close to ηâČ (resp. ηËân). We can also deduce from the results of Section 5.2 that ηËâM,Knâ is close to ηM,KâČâ when n is large, which will give the desired GHPU convergence.
Before proceeding to this argument we first record some basic facts about the above-defined embeddings in Section 5.1.
5.1 Basic properties of the embeddings
Recall (5.1). For each multi-index \mathbbmkî =â , let
[TABLE]
so that a.s. limnâââM\mathbbmknâ=Hâ\mathbbmkâ in the D\mathbbmkâ-HPU sense. Then the curves Οâ\mathbbmknâ and ηâ\mathbbmknâ converge to Οâ\mathbbmkâ and ηâ\mathbbmkâ, respectively, in the space (W\mathbbmkâ,D\mathbbmkâ). In this section we show that the analogous convergence holds for the curves which are all embedded into the same space (W,D).
Lemma 5.2**.**
Ο\mathbbmknââΟ\mathbbmkâ* and η\mathbbmknââη\mathbbmkâ a.s. as nââ in D-uniform distance for each \mathbbmkââm=0ââ\mathbbmNm.*
To prove Lemma 5.2, for nâN let f\mathbbmkâ:=Îč\mathbbmkâ1â:H\mathbbmkââW and f\mathbbmknâ:=(Îč\mathbbmknâ)â1:M\mathbbmknââW,
which take us from the embedding of H\mathbbmkâ (resp. M\mathbbmknâ) into W\mathbbmkâ to its embedding into W.
Let gâ â (resp. gâ nâ) be the identity map on H (resp. Mn) and for \mathbbmkî =â , let
[TABLE]
where Îč\mathbbmkââ (resp. Îč\mathbbmkânâ) is considered as a map from H\mathbbmkâ (resp. M\mathbbmknâ) to W\mathbbmkââ under the natural inclusion H\mathbbmkââH\mathbbmkââ (resp. M\mathbbmknââM\mathbbmkânâ).
Then f\mathbbmkâ (resp. g\mathbbmkâ) is 1-Lipschitz from (H\mathbbmkâ,d\mathbbmkâ) to (W,D) (resp. (W\mathbbmkââ,D\mathbbmkââ) and its image is H\mathbbmkâ (resp. Îč\mathbbmkââ(H\mathbbmkâ)). Furthermore, f\mathbbmkâ pushes forward ÎŒâ\mathbbmkâ to ÎŒ\mathbbmkâ, Οâ\mathbbmkâ to Ο\mathbbmkâ, and ηâ\mathbbmkâ to η\mathbbmkâ; and
[TABLE]
Analogous statements hold for f\mathbbmknâ and g\mathbbmknâ. We start by proving a limit result for f\mathbbmknâ and g\mathbbmknâ.
Lemma 5.3**.**
Almost surely, for each subsequence of N of N there is a further subsequence NâČ such that for each \mathbbmkââm=1ââ\mathbbmNm the maps f\mathbbmknâ converge to f\mathbbmkâ and the maps g\mathbbmknâ converge to g\mathbbmkâ in the following sense as NâČânââ.
For each subsequence NâČâČ of NâČ and each sequence of points xnâM\mathbbmknâ for nâNâČâČ such that xnâxâH\mathbbmkâ, one has D(f\mathbbmknâ(xn),f\mathbbmkâ(x))â0 and D\mathbbmkââ(g\mathbbmknâ(xn),g\mathbbmkâ(x))â0 as NâČâČânââ.
Proof.
By [GM17c, Lemma 2.1] and a diagonalization argument, it is a.s. the case that for each subsequence of N there exists a further subsequence NâČ and maps fËâ\mathbbmkâ:H\mathbbmkââW and gËâ\mathbbmkâ:H\mathbbmkââW\mathbbmkââ for each \mathbbmkââm=1ââ\mathbbmNm such that f\mathbbmknââfËâ\mathbbmkâ and g\mathbbmknââgËâ\mathbbmkâ in the sense described in the statement of the lemma as NâČânââ.
Repeating verbatim the proof of [GM17b, Lemma 7.5, assertions 2 and 3] shows that each gËâ\mathbbmkâ is an isometry from (H\mathbbmkâââH\mathbbmkâ,d\mathbbmkâ) to gËâ\mathbbmkâ(H\mathbbmkâââH\mathbbmkâ), equipped with the internal metric of d\mathbbmkââ; and pushes forward ÎŒâ\mathbbmkâ to ÎŒâ\mathbbmkâââŁH\mathbbmkââ. Repeating verbatim the proof of [GM17b, Lemma 7.6, assertion 1] shows that in fact fËâ\mathbbmkâ(H\mathbbmkâââH\mathbbmkâ) is a connected component of H\mathbbmkâââηâ\mathbbmkââ, so must be equal to Îč\mathbbmkââ(H\mathbbmkâ).
From this and the uniqueness statement [GM17a, Proposition 7.3] for isometries of Brownian surfaces, we infer that gËâ\mathbbmkâ=g\mathbbmkâ.
By (5.3), the analogous relation for f\mathbbmknâ and g\mathbbmknâ, and the convergence statement for the g\mathbbmknââs, we find that also f\mathbbmknâ=f\mathbbmkâ.
â
along Nââ, and similarly for each uâ„0 one has η\mathbbmknâ(u)âη\mathbbmkâ(u).
Hence Ο\mathbbmk,ââ=Ο\mathbbmkâ and η\mathbbmk,ââ=η\mathbbmkâ.
â
5.2 Parameterizing by disconnected area
In this brief subsection we prove variants of the scaling limit results of the previous subsections where we parametrize the paths η\mathbbmknâ and η\mathbbmkâ by the accumulated areas of the monochromatic bubbles which they disconnect from the target point (so that the curves are constant on some intervals of time) instead of by quantum natural time. The reason for considering this choice of parametrization is that it is more closely connected to the peano curves ηËân and ηâČ.
For \mathbbmkââm=0ââ\mathbbmNm, recall from Section 3.4 that [s\mathbbmkâ,t\mathbbmkâ] is the interval of times during which ηâČ is filling in H\mathbbmkâ and t\mathbbmkâ is the time such that ηâČ(t\mathbbmkâ)=x\mathbbmkâ. Note that t\mathbbmkâ=t\mathbbmkâ if and only if H\mathbbmkâ is dichromatic.
For tâ[s\mathbbmkâ,t\mathbbmkâ], if ηâČ(t)âη\mathbbmkâ(R), let u\mathbbmkâ(t)=sup{u:η\mathbbmkâ(u)=ηâČ(t)}. If ηâČ(t)â/η\mathbbmkâ(R), then ηâČ(t) must belong to a monochromatic bubble H\mathbbmkâČâ for some \mathbbmkâČâC\mathbbmkâ. Let u\mathbbmkâ(t)=u\mathbbmkâ(s\mathbbmkâČâ).
Let η\mathbbmkaâ:[s\mathbbmkâ,t\mathbbmkâ]âH\mathbbmkâ be defined by
[TABLE]
Recall that the set of ancestor-free times AnFr(t\mathbbmkâ) is the same as the set of times t for which ηâČ(t)âη\mathbbmkâ, equivalently the times when ηâČ is not filling in a connected component of H\mathbbmkââη\mathbbmkâ (see (3) in Proposition 4.5).
Therefore, u\mathbbmkâ is a nondecreasing continuous function on [s\mathbbmkâ,t\mathbbmkâ], which stays constant on each connected component of (s\mathbbmkâ,t\mathbbmkâ)âAnFr(t\mathbbmkâ).
In the discrete setting, for nâ\mathbbmN and \mathbbmkââm=0ââ\mathbbmNm, recall the (unscaled) time S\mathbbmknâ,T\mathbbmknâ and T\mathbbmknâ in Section 4.2.
For iâ[S\mathbbmknâ,T\mathbbmknâ], let j\mathbbmknâ(i)=inf{j:λ\mathbbmknâ(j)âλËn([i,â)Zâ)} and let λ\mathbbmka,nâ(i):=λ\mathbbmknâ(j\mathbbmknâ(i)).
Note that
[TABLE]
Extend the curve λ\mathbbmka,nâ from [S\mathbbmknâ,T\mathbbmknâ]\mathbbmZâ to [S\mathbbmknâ,T\mathbbmknâ] as in Section 3.1. For tâ[s\mathbbmknâ,t\mathbbmknâ], let
[TABLE]
where here we extend j\mathbbmknâ to [S\mathbbmknâ,T\mathbbmknâ] in such a way that η\mathbbmka,nâ=η\mathbbmknââu\mathbbmknâ.
Lemma 5.4**.**
For each \mathbbmkââm=0ââN,, we have that η\mathbbmka,nââη\mathbbmkaâ uniformly in (W,D) in probability.
Proof.
By [BHS18, Lemma 9.25], we have that (ZËn,u\mathbbmknâ) converges in law to (ZâČ,u\mathbbmkâ).
Therefore u\mathbbmknââu\mathbbmkâ in probability in our coupling.
Now Lemma 5.4 follows from Lemma 5.2 and (5.4).
â
Now we carry out the strategy outlined at the beginning of Section 5. Fix M,Kâ\mathbbmN. We will define curves ηM,KâČâ and ηËâM,Knâ for M,Kâ\mathbbmN in terms of the chordal curves η\mathbbmkaâ and η\mathbbmka,nâ, respectively. Let us start by defining ηM,KâČâ.
Let IM,Kâ=âm=0Mââ\mathbbmkâ[1,K]\mathbbmZmââ[s\mathbbmkâ,t\mathbbmkâ].
For each tâIM,Kâ, let \mathbbmkâČ be such that [s\mathbbmkâČâ,t\mathbbmkâČâ]
is the shortest interval containing t in {[s\mathbbmkâ,t\mathbbmkâ]}\mathbbmkâ[1,K]\mathbbmZmââ and
set ηM,KâČâ(t):=η\mathbbmkâČaâ(t).
For each tâ[0,ÎŒ(H)]âIM,Kâ,
set ηM,KâČâ(t):=ηM,KâČâ(t), where t is the next time after t which belongs to IM,Kâ.
Roughly speaking, ηM,KâČâ is obtained by concatenating finitely many of the chordal curves η\mathbbmkâ.
The curve ηËâM,Knâ is defined similarly: let IM,Knâ=âm=0Mââ\mathbbmkâ[1,K]\mathbbmZmââ[s\mathbbmknâ,t\mathbbmknâ].
For each tâIM,Knâ, let \mathbbmkâČ be such that [s\mathbbmkâČnâ,t\mathbbmkâČnâ]
is the shortest interval containing t in {[s\mathbbmkâČnâ,t\mathbbmkâČnâ]}\mathbbmkâ[1,K]\mathbbmZmââ and
set ηËâM,Knâ(t):=η\mathbbmka,nâ(t).
For each tâ[0,ÎŒn(H)]âIM,Knâ,
set ηËâM,Knâ(t):=ηËâM,Knâ(t), where t is the next time after t which belongs to IM,Knâ.
We note that ηM,KâČâ is left continuous with right limits, but not right continuous.
Indeed, for \mathbbmkâ[1,K]\mathbbmZmâ such that mâ[0,M]Zâ and H\mathbbmkâ is monochromatic, the curve ηM,KââŁ[t\mathbbmkâ,t\mathbbmkâ]â
will âjumpâ across strings of dichromatic bubbles H\mathbbmkâČâ for \mathbbmkâČâC\mathbbmkââ[1,K]\mathbbmZm+1â which are traced in order by ηâČ. Note that this discontinuity always occurs at one of the times t\mathbbmkâ for \mathbbmkââm=0Mâ[1,K]\mathbbmZmâ.
However, as we will eventually show in Lemma 5.9, these discontinuities are typically small when M and K are large.
We introduce the following notations for the next lemma. Given a metric space (X,d) and a subset AâX, the d-diameter of A is defined by diam(A;d):=inf{d(x,y):x,yâA}.
Suppose (X,d)=(Mn,dn) for some nâN. If A is a subgraph of Mn, we write diam(V(A);d) as diam(A;d).
If AâE(Mn), then we write diam(B;d) as diam(A;d) where B is the set of vertices which are endpoints of edges in B.
We write MnâE as MnâηËâM,Knâ where E is the collection of edges that are contained in the range of ηËâM,Knâ.
Lemma 5.5**.**
Almost surely, for each Ï”>0 there exists M,Kâ\mathbbmN only depending on Ï” such that
[TABLE]
Lemma 5.5 together with Lemma 5.9 below will allow us to show that when M and K are large, we have that
ηM,KâČâ is close to ηâČ and ηËâM,Knâ is close to ηËân uniformly in n. The bound (5.5) is an immediate consequence of the following lemma.
Lemma 5.6**.**
Almost surely, for each Ï”>0 there exists random M,Kâ\mathbbmN such that
each connected component of HâηM,KâČâ has ÎŒ-mass at most ϔΌ(H).
Proof.
For Ï”â(0,1), let E(Ï”) be the event that for each M,Kâ\mathbbmN, there exists a connected component of HâηM,KâČâ with ÎŒ-mass larger than ϔΌ(H).
By way of contradiction, we assume that there exists an Ï” with P[E(Ï”)]>0.
Fix MâN. For each mâ[0,M]Zâ and \mathbbmkâNm such that ÎŒ(H\mathbbmkâ)>ϔΌ(H), let K\mathbbmkââN be such that
âj=K\mathbbmkâââÎŒ(H(\mathbbmk,j)â)<Mâ1ϔΌ(H\mathbbmkâ) (such a K\mathbbmkâ can be found since the union of the bubbles H\mathbbmkâČâ for \mathbbmkâČâC\mathbbmkâ is all of H\mathbbmkâ up to a set of ÎŒ-mass zero).
Let KMâČâ be the maximum over all such K\mathbbmkââs, which is finite since there are only finitely many \mathbbmkââm=1Mâ\mathbbmNm with ÎŒ(H\mathbbmkâ)>ϔΌ(H).
On the event E(Ï”), there exists a connected component U of HâηM,KâČâČâ such that ÎŒ(U)>ϔΌ(H). The component U must be a bubble H\mathbbmkMââ for certain multi-index \mathbbmkMâ. By our choice of KMâČâ, we must have \mathbbmkMâââm>MâNm.
Let zâH be a point sampled according to ÎŒ. Then liminfMâââP[zâH\mathbbmkMââ]â„Ï”P[E(Ï”)]>0.
This contradicts Lemma 3.10.
â
Since ηâČ is continuous, almost surely there exists ÎŽ=ÎŽ(Ï”)>0 such that d(ηâČ(t1â),ηâČ(t2â))â€Ï”
for each t1â,t2ââ[0,ÎŒ(H)] with âŁt1âât2ââŁâ€ÎŽ.
By Lemma 5.6, there a.s. exists M,Kâ\mathbbmN such that each connected component of HâηM,KâČâ has ÎŒ-mass at most ÎŽ.
Thus each such connected component can be filled in by ηâČ in a single interval of length at most ÎŽ
Therefore (5.5) holds for our choices of M,K.
â
The bound (5.6) does not directly follows from (5.5) and the scaling limit results that we have already established,
since we only have convergence of each M\mathbbmknâ to H\mathbbmkâ individually, not uniformly over all \mathbbmkââm=0ââ\mathbbmNm, and there are infinitely many connected components of HâηM,KâČâ.
To prove (5.6),
we first record a simple lemma reducing estimates for the diameter of the set itself to estimates for the diameter of its boundary, which is more amenable to analysis via the boundary length process (see Lemma 5.8).
The proof is essentially the same as that of [GM17b, Lemma 5.7], but we give the details since the statement in our setting is slightly different.
Suppose by way of contradiction that the statement of the lemma is false. It is clear that for each Ï”>0, we can find a ÎŽ>0 which works for any fixed finite collection of nâN, so there must exist Ï”>0 and a subsequence {nqâ}qâ\mathbbmNââN such that for each qâ\mathbbmN, there exists a subgraph SnqââMnqâ with diam(Snqâ,dnqâ)â„Ï” and diam(âSnqâ,dnqâ)â€1/q.
For qâ\mathbbmN, choose ynqâââSnqâ. It is clear that a.s. liminfqâââdiam(âMnqâ;dnqâ)>0, so there exists ζ>0 such that for large enough qâ\mathbbmN, the dnqâ-diameter of MnqââSnqâ is at least ζ.
For ÎŽâ(0,(Ï”â§Î¶)/100), define
[TABLE]
For large enough qâ\mathbbmN, the set VÎŽnqââ (resp. UÎŽnqââ) has dnqâ-diameter at least Ï”/2 (resp. ζ/2).
Furthermore, since diam(âSnqâ,dnqâ)â€1/k, it follows that for large enough qâ\mathbbmN the sets âSnqââB2ÎŽâ(ynqâ;dnqâ) so the sets VÎŽnqââ and UÎŽnqââ lie at dnqâ-distance at least ÎŽ from each other.
By possibly passing to a further subsequence, we can find yâH closed sets UÎŽâ,VÎŽââH for each rational ÎŽâ(0,(Ï”â§Î¶)/100) such that as qââ, a.s. ynqâây and UÎŽnqâââUÎŽâ and VÎŽnqâââVÎŽâ in the D-Hausdorff metric.
Then UÎŽâ and VÎŽâ lie at d-distance at least ÎŽ from each other and have d-diameters at least Ï”/2 and ζ/2, respectively.
Furthermore, we have H=UÎŽââȘVÎŽââȘB4ÎŽâ(y;d). Sending ÎŽâ0, we see that removing y from H disconnects H into two components.
But, H a.s. has the topology of a disk [Bet15], so we obtain a contradiction.
â
The following lemma together with the equicontinuity of the curves η\mathbbmknâ for \mathbbmkââm=0Mâ[1,K]\mathbbmZmâ will allow us to bound the diameters of the boundaries (with respect to the dn-metric on Mn) of all but finitely many 2-connected components of MnâηËâM,Knâ simultaneously.
Lemma 5.8**.**
Almost surely, for each M,Kâ\mathbbmN and each ÎŽ>0 there exists a random r=r(M,K,ÎŽ)â(0,ÎŽ) such that the following is true.
For nâN and \mathbbmkââm=0Mâ[1,K]\mathbbmZmâ, if U is a 2-connected component of M\mathbbmknââλ\mathbbmknâ with boundary length at most \mathbbmcrnâ,
then there exist no times u1nâ,u2nâ,u3nâ such that λ\mathbbmknâ(\mathbbmbnuinâ) has an endpoint on V(U) for i=1,2,3 and u1nâ<u2nââÎŽ<u3nââ2ÎŽ.
Proof.
To simply the notion, we only prove the case when \mathbbmk=â so that (M\mathbbmknâ,λ\mathbbmkâ,η\mathbbmknâ)=(Mn,λn,ηn).
For other \mathbbmk, since M,K are finite, we can iterate the argument for k=â to conclude. The idea of the proof is that if the statements of the lemma were false, then ηn would have to have an âapproximate triple pointâ, but we know the limiting SLE6 curve η has no triple points by [MW17, Remark 5.4]. However, we work with boundary length processes instead of curves since we do not know a priori that ηn does not have any complementary 2-connected components with small boundary length but large diameter. To be more precise,
let Ï be the time when η hits its target point x.
We know from [GM17b, Lemma 7.8] that there a.s. do not exist times u1â<u2â<u3ââ€Ï for which the left boundary length process satisfies
[TABLE]
Assume by way of contradiction that the statement of the lemma is false.
Then we can find ÎŽ>0 such that for each qâN there exists nqââN and a 2-connected component Unqâ of Mnqââηnqâ with boundary length at most \mathbbmcnâ/q and u1nqââ,u2nqââ,u3nqââ such that λn(\mathbbmbnuinqââ) has an endpoint on V(U) for i=1,2,3 and u1nqââ<u2nqâââÎŽ<u3nqâââ2ÎŽ. Define the time set IUnqââ as in (2.2) but with λn in place of λ. Without loss of generality, we may assume that \mathbbmbnu1nqââ=minIUnqââ and \mathbbmbnu3nqââ=maxIUnqââ.
By left/right symmetry, after possibly passing to a further subsequence we can assume without loss of generality that each Unqâ lies to the left of ηnqâ.
By (2.3) and since âŁLnqâ(s)âLnqâ(t)âŁâ€\mathbbmcâ1nâ1/2#E(âUnqâ)â€1/q for each s,tâUnqâ,
[TABLE]
By compactness and (5.8), we can possibly passing along a further subsequence and assume that
there exits times u1â,u2â,u3ââ[0,Ï] with u2ââ[u1â+ÎŽ,u3ââÎŽ] and a number ââ\mathbbmR such that as qââ,
[TABLE]
By the Skorokhod convergence LnâL, a.s. for any tâ(u1â,u3â) there exist tnqââ(u1nqââ,u3nqââ) such that Ln(tnqâ)âL(t).
Now (5.8) implies ââ€L(t), for all such t. Hence â=inf{L(t):tâ[u1â,u3â]}, which contradicts (5.7).
â
Fix Ï”>0. By Lemma 5.7, there a.s. exists ÎŽ0â=ÎŽ0â(Ï”)â(0,Ï”) such that for each nâN and each subgraph S of Mn with \operatorname{diam}\mathopen{}\mathclose{{}\left(\partial S;d^{n}}\right)\leq\delta_{0}, it holds that \operatorname{diam}\mathopen{}\mathclose{{}\left(S;d^{n}}\right)\leq\epsilon. As we proved earlier, there a.s. exist M,K such that (5.5) holds with ÎŽ0â/2 in place of Ï”.
By Lemma 5.2, the paths Ο\mathbbmknâ and η\mathbbmknâ for fixed \mathbbmkââm=0ââ\mathbbmNm are equicontinuous as an n-indexed sequence. Hence we can a.s. find ÎŽ2â=ÎŽ2â(ÎŽ0â,M,K)>0 such that for each nâN and each \mathbbmkââm=0Mâ[1,K]\mathbbmZmâ, it holds for each s,sâČâ\mathbbmR with âŁsâsâČâŁâ€ÎŽ2â that d\mathbbmknâ(Ο\mathbbmknâ(s),Ο\mathbbmknâ(sâČ))â€ÎŽ0â/3
and d\mathbbmknâ(η\mathbbmknâ(s),η\mathbbmknâ(sâČ))â€ÎŽ0â/3. Set ÎŽ in Lemma 5.8 to be ÎŽ2â and let r=r(M,K,ÎŽ2â)â(0,ÎŽ2â) be as in that lemma.
Each 2-connected component of MnâηËâM,Knâ is equal to M\mathbbmkâČnâ for some \mathbbmkâČââm=0Mââ\mathbbmkâ[1,K]\mathbbmZmââC\mathbbmkâ.
Suppose U is such a component with boundary length at most \mathbbmcrnâ and choose \mathbbmkââm=0Mâ[1,K]\mathbbmZmâ such that U=M\mathbbmkâČnâ for \mathbbmkâČâC\mathbbmkâ.
By our choice of r from Lemma 5.8,
V(âU) is contained in the union of the endpoints of the edges in λ\mathbbmknâ([a\mathbbmknâ,a\mathbbmknâ+ÎŽ2â])âȘλn([b\mathbbmknââÎŽ2â,b\mathbbmknâ]), where a\mathbbmknâ (resp. b\mathbbmknâ) is the first (resp. last) time that λ\mathbbmknâ hits âU, and an arc of âMn with at most \mathbbmcrnââ€\mathbbmcÎŽ2ânâ edges.
By our choice of ÎŽ2â and the triangle inequality, we have that diam(âU;d\mathbbmknâ)â€ÎŽ0â. By our choice of ÎŽ0â, this implies that diam(U;dn)â€Ï”.
By the Skorokhod convergence Z\mathbbmknââZ\mathbbmkâ and since the components M\mathbbmkâČâ are ordered in decreasing order by their boundary lengths, we can a.s. find kâââ\mathbbmN such that for each \mathbbmkââm=0Mâ[1,K]\mathbbmZmâ and each \mathbbmkâČâC\mathbbmkâ whose last coordinate is at least kââ, the boundary length of M\mathbbmkâČnâ is at most \mathbbmcrnâ. By the preceding paragraph, it is a.s. the case that for large enough nâ\mathbbmN, each such M\mathbbmkâČnâ has dn-diameter at most Ï”.
It remains to consider the finitely many 2-connected components of the form M\mathbbmkâČnâ for \mathbbmkâČââm=0Mââ\mathbbmkâ[1,K]\mathbbmZmââC\mathbbmkâ with the last coordinate of \mathbbmkâČ less than or equal to kââ. Let K be the set of such multi-indices \mathbbmkâČ. For each \mathbbmkâČâK, the rescaled boundary path Ο\mathbbmkâČnâ converges D-uniformly to Ο\mathbbmkâČâ, which is the boundary path of a connected component of HâηM,KâČâ, so has d-diameter at most ÎŽ0â/2.
Therefore, for large enough nâN it holds that
[TABLE]
By our choice of ÎŽ0â, we see that (5.9) implies (5.6).
â
Lemma 5.5 is not quite good enough for our purposes since the curves ηâČ (resp. ηËân) can trace arbitrarily long strings of small dichromatic bubbles without interacting with ηM,KâČâ (resp. ηËâM,Knâ). See Figure 8, right. So, we need to bound the maximal diameter of a string of dichromatic bubbles which do not intersect our approximating curves.
Lemma 5.9**.**
Almost surely, for each Ï”>0 there exists a random M0ââ\mathbbmN such that for each Mâ„M0â, there exist random K,NâN (allowed to depend on M) satisfying the following conditions.
For mâ[0,M]Zâ and \mathbbmkâ[1,K]\mathbbmZmâ, if H\mathbbmkâ is monochromatic, and I is a connected component of [t\mathbbmkâ,t\mathbbmkâ]â(â\mathbbmkâČâ[1,K]\mathbbmZm+1ââ[s\mathbbmkâČâ,t\mathbbmkâČâ]), then diam(ηâČ(I);d)â€Ï”.
Furthermore,
for mâ[0,M]Zâ and \mathbbmkâ[1,K]\mathbbmZmâ, if M\mathbbmknâ is visited by λËn before \mathbbmeâ\mathbbmkââ, and In is a connected component of
[T\mathbbmknâ,T\mathbbmknâ]Zââ(â\mathbbmkâČâ[1,K]\mathbbmZm+1ââ[S\mathbbmkâČnâ,T\mathbbmkâČnâ]Zâ), then diam(λËn(In);dn)â€Ï” for nâ„N.
(Here for a subset A of Z, the connected component of A is with respect the adjacency relation iâŒj if and only if âŁiâjâŁ=1.)
Proof.
The idea of the proof is that each connected component ηâČ(I) (resp. ηËân(In)) as in the statement of the lemma is close to the arc of âH\mathbbmkâ (resp. âM\mathbbmknâ) which it intersects. The length of this boundary arc is small if K is large, and its diameter can be bounded using equicontinuity of the boundary paths.
Fix Ï”>0.
It is clear that
increasing M or K cannot increase the maximal diameter of connected components of HâηM,KâČâ; and the analogous statement holds for ηËâM,Knâ.
By Lemma 5.5, we can a.s. find M0â,K0â,N0ââ\mathbbmN such that as long as Mâ„M0â,Kâ„K0â and nâ„N0â, we have
[TABLE]
[TABLE]
We will now fix Mâ„M0â and find K satisfying the conditions in Lemma 5.9.
By Lemma 5.2, there a.s. exists ÎŽ>0 such that for each \mathbbmkââm=0Mâ[1,K0â]\mathbbmZmâ
and each s1â,s2ââ\mathbbmR with âŁs1ââs2ââŁâ€ÎŽ, the boundary paths satisfy d(Ο\mathbbmkâ(s1â),Ο\mathbbmkâ(s2â))â€Ï”/4 and dn(Ο\mathbbmknâ(s1â),Ο\mathbbmknâ(s2â))â€Ï”/2 for each nâN.
Fix Ï”>0 and choose M,Kâ\mathbbmN for which the conclusions of Lemmas 5.5 and 5.9 are both satisfied.
We will now show that ηM,KâČâ (resp. ηËâM,Knâ) is a good approximation for ηâČ (resp. ηËân).
By the definition of ηM,KâČâ, we have ηM,KâČâ(t)=ηâČ(t) for each t such that ηâČ(t)âηM,KâČâ. For each time t such that ηM,KâČâ(t) does not lie in ηM,KâČâ, either
ηâČ(t) is contained in
a connected component of HâηM,KâČâ with ηM,KâČâ(t) on its boundary;
or t is contained in a connected component of [t\mathbbmkâ,t\mathbbmkâ]â(â\mathbbmkâČâ[1,K]\mathbbmZm+1ââ[s\mathbbmkâČâ,t\mathbbmkâČâ]),
where mâ[0,M]Zâ, \mathbbmkâ[1,K]\mathbbmZmâ, and H\mathbbmkâ is monochromatic. In both cases, d\mathopen{}\mathclose{{}\left(\eta_{M,K}^{\prime}(t),\eta^{\prime}(t)}\right)\leq\epsilon. To sum up,
\mathbbmdDUâ(ηM,KâČâ,ηâČ)â€Ï”.
Similarly, there exists Nâ\mathbbmN such that \mathbbmdDUâ(ηËâM,Knâ,ηËân)â€Ï”
for nâ„N.
We claim that \limsup_{n\rightarrow\infty}\mathbbm{d}^{\operatorname{Sk}}_{D}\mathopen{}\mathclose{{}\left(\eta^{\prime}_{M,K},\acute{\eta}^{n}_{M,K}}\right)\leq 2\epsilon, where \mathbbmdDSkâ denotes the D-Skorokhod distance. Combined with the previous paragraph, we have \limsup_{n\rightarrow\infty}\mathbbm{d}^{\operatorname{Sk}}_{D}\mathopen{}\mathclose{{}\left(\eta^{\prime},\acute{\eta}^{n}}\right)\leq 4\epsilon.
Since Ï”>0 can be made arbitrarily small, we see that \mathbbmdDSkâ(ηËân,ηâČ)â0.
Since ηËân and ηâČ are continuous, we will have \mathbbmdDUâ(ηËân,ηâČ)â0, as desired.
Since the interval endpoints satisfy s\mathbbmknââs\mathbbmkâ and t\mathbbmknâât\mathbbmkâ (Lemma 4.7) and the s\mathbbmkââs and t\mathbbmkââs for \mathbbmkââm=0Mâ[1,K]\mathbbmZmâ are distinct, we can find for nâN an increasing homeomorphism Ïn:[0,ÎŒ(H)]â[0,ÎŒn(Mn)] which satisfies Ïn(s\mathbbmkâ)=s\mathbbmknâ and Ïn(t\mathbbmkâ)=t\mathbbmknâ for \mathbbmkââm=0Mâ[1,K]\mathbbmZmâ and which converges uniformly to the identity map [0,ÎŒ(H)]â[0,ÎŒ(H)] as nââ.
By Lemma 5.4, we have η\mathbbmka,nââÏnâη\mathbbmkaâ uniformly on [s\mathbbmkâ,t\mathbbmkâ] for each \mathbbmkââm=0Mâ[1,K]\mathbbmZmâ. From this and the definitions of ηM,KâČâ and ηËâM,Knâ, we see that ηËâM,KnââÏnâηËâM,Knâ uniformly on the set
At a first glance, it might appear possible to prove Theorem 1.2 more directly in the following manner.
If one can establish tightness of MËn with respect to the GHPU topology, then by the Prokhorov theorem (MËn,ZËn) admits subsequential limits.
Each such subsequential limit (HââČ,ZâČ) is a Brownian disk decorated by a space-filling curve together with a correlated two-dimensional Brownian motion which describes (in some sense) the evolution of the left and right boundary lengths of the curve.
One can then try to argue that this space-filling curve has to be space-filling SLE6.
This does not follow from [DMS14, Theorem 1.11], which implies that the space-filling SLE6-decorated Brownian disk HâČ is a.s. determined by its left/right boundary length process ZâČ.
The reason is that [DMS14, Theorem 1.11] only shows that HâČ is given by a non-explicit measurable function of ZâČ, not that any curve-decorated Brownian disk whose left/right boundary length process agrees with ZâČ has to be equal to HâČ.
The paper [GM17a] gives conditions under which a curve on a Brownian surface with known left/right boundary length process is in fact a form of SLE6.
One of the results of [GM17a] is used to identify a subsequential limit of random planar maps decorated by a single percolation interface in [GM17b]. It is likely possible to prove Theorem 1.2 by first establishing tightness of MËn, then checking the hypotheses of the space-filling SLE6 version of the result of [GM17a] (see [GM17a, Theorem 7.1]).
However, it appears that deducing Theorem 1.2 from the case of a single interface, as we do here, is easier.
6 Consequences of the main result
In this section we prove some consequences of Theorem 3.13 mentioned in Section 1.3.
In Sections 6.1 and 6.2 we provide the precise statement and the proof of Theorem 1.3.
In Section 6.4 we prove results on the scaling limit of pivotal points.
6.1 The GHPUL topology
Given a metric space (X,d), an unrooted oriented loop on X is a continuous map from the circle to X identified up to reparametrization by orientation-preserving homeomorphisms of the circle.
Define the pseudo-distance between two continuous maps from the circle \mathbbmR/Z to X by
[TABLE]
where the infimum is taken over all orientation-preserving homeomorphisms Ï:\mathbbmR/\mathbbmZâ\mathbbmR/\mathbbmZ.
A closed set of unrooted oriented loops on X with respect to the \mathbbmdduâ-metric is called a loop ensemble on X.
We let L(X) be the space of loop ensembles on X and consider the function
[TABLE]
Then \mathbbmddLâ defined by
[TABLE]
is a metric on L(X). Let \mathbbmMGHPUL be the set of 5-tuples X=(X,d,ÎŒ,η,c), where (X,d) is a compact metric space, ÎŒ is a finite Borel measure on X, ηâC0â(\mathbbmR,X), and câL(X). If we are given elements X1=(X1,d1,ÎŒ1,η1,c1) and X2=(X2,d2,ÎŒ2,η2,c2) of \mathbbmMGHPUL and isometric embeddings
Îč1:(X1,d1)â(W,D) and Îč2:(X2,d2)â(W,D) for some metric space (W,D), we define the GHPU-Loop (GHPUL) distortion of (Îč1,Îč2) by
[TABLE]
where DisX1,X2GHPUâ(â ) is the GHPU distortion as defined in (3.1).
The GHPU-Loop (GHPUL) distance between X1 and X2 is given by
[TABLE]
where the infimum is over all compact metric spaces (W,D) and isometric embeddings Îč1:X1âW and Îč2:X2âW. It can be proved following the argument of [GM17c, Proposition 1.3 and Section 2.2] that (\mathbbmMGHPUL,dGHPUL) is a complete separable metric space.
Let (H,d,ÎŒ,Ο) be a Brownian disk as in Theorem 3.13 and let Î be a CLE6 on (H,d,ÎŒ,Ο) as in Definition 3.14, where each loop is viewed as an unrooted oriented loop by forgetting the parametrization. The closure of Î under the \mathbbmdduâ-metric is given by Î together with all points in D identified as trivial loops (see the the last paragraph in [CN06, Section 3]). In this sense, we view Î as an random variable in L(H) throughout this section.
6.2 The scaling limit of the loop ensemble
Suppose (M,\mathbbme) is a triangulation with simple boundary and Ï is a site percolation on (M,\mathbbme) with monochromatic boundary condition.
Let C be a non-boundary cluster of Ï, as defined in Section 1.3. Let ÂŹC be the connected component of V(M)âV(C) containing âM.
The filled clusterC of C is the largest subgraph of M such that vâV(C) if and only if vâ/ÂŹC. See Figure 12.
The outer boundaryâC of C is the largest subgraph of C such that vâV(âC) if and only if v is adjacent to a vertex on ÂŹC.
The loopÎł=Îł(C)surroundingC is defined101010In [BHS18] Îł was called the outside-cycle of C. to be the collection of edges with one endpoint in C and the other in ÂŹC.
Order the edges in Îł in the order of visits by the space-filling exploration Î»Ë of (M,\mathbbme,Ï). As shown in [BHS18, Lemma 5.11],
γ is an edge path in the sense of Section 3.1 under this order.
Let Î(M,\mathbbme,Ï) be the collection of all the loops on (M,\mathbbme) defined as above.
Recall the setting in Theorem 1.3.
Let În=Î(Mn,\mathbbmen,Ïn).
If we identify each ÎłnâÎn with an edge path on Mn and extend it to a continuous curve as in Section 3.1, then Îłn can be viewed as an unrooted oriented loop on (Mn,dn).
Hence În is a loop ensemble on Mn in the sense of Section 6.1.
Now (Mn,dn,ÎŒn,Οn,În) can be identified as an element in \mathbbmMGHPUL.
Now we are ready to state the precise version of Theorem 1.3.
Theorem 6.1**.**
(Mn,dn,ÎŒn,Οn,În)* converges in law to (H,d,ÎŒ,Ο,Î) with respect to the GHPUL topology. Moreover, this convergence occurs jointly with the convergence of Theorem 3.13.*
In the rest of this section, we will work in the setting of Proposition 5.1, so that {MËn}nâNâ is a sequence of percolated triangulations each equipped with its space-filling exploration path and HâČ is a Brownian disk decorated by a space-filling SLE6. By the Skorokhod representation theorem, we can couple {MËn}nâNâ and HâČ such that the convergence in Theorem 3.13 and Proposition 4.1 holds almost surely. Moreover, we use Proposition 3.2 to isometrically embed {MËn}nâNâ and HâČ into a metric space (W,D) so that MËnâHâČ in the D-HPU sense.
For Ï”>0, let ÎÏ”â be the set of loops in Î with D-diameter larger than Ï”.
Define ÎÏ”nâ for nâ\mathbbmN similarly.
Note that \mathbbmDdnLâ(ÎnâÎÏ”nâ,ÎâÎÏ”â)â€2Ï”+onâ(1) for each nâN.
It suffices to show that in our coupling limnâââ\mathbbmdDLâ(ÎÏ”nâ,ÎÏ”â)=0 almost surely for each fixed Ï”>0.
Recall the bubbles H\mathbbmkââH for \mathbbmkââm=0ââ\mathbbmNm from Section 3.4. For \mathbbmkââm=0ââ\mathbbmNm, define
[TABLE]
Here we emphasize that H\mathbbmkâ is closed, and that a loop ÎłâÎ(\mathbbmk) may intersect âH\mathbbmkâ.
Define ÎÏ”nâ(\mathbbmk)âÎn(\mathbbmk)âÎn similarly with Î replaced by În and H\mathbbmkâ replaced by the triangulation M\mathbbmknâ of Section 2.3. We claim that Î(\mathbbmk)î =â if and only if H\mathbbmkâ is monochromatic and, furthermore, that ÎłâÎ(\mathbbmk) if and only if Îł=Îł\mathbbmkâČâ for some \mathbbmkâČâC\mathbbmkâ where H\mathbbmkâČâ is dichromatic (recall that Îł\mathbbmkâČâ is defined in Section 3.5). Indeed, if all the Îł\mathbbmkâČââs are removed from H\mathbbmkâ, we are left with monochromatic bubbles smaller than H\mathbbmkâ. Other loops in H\mathbbmkâ must be inside these smaller bubbles.
Let \mathbbmKÏ”â={\mathbbmkââm=0ââNm:diam(H\mathbbmkâ;D)â„Ï”}.
Then by Lemma 5.5, we have that #\mathbbmKÏ”â<â almost surely. Moreover, for n large enough, we have that diam(M\mathbbmknâ;D)â„Ï” if and only if \mathbbmkâ\mathbbmKÏ”â.
Since ÎÏ”â(\mathbbmk)ââ\mathbbmkâČâ\mathbbmKÏ”ââÎÏ”â(\mathbbmkâČ) and ÎÏ”nâ(\mathbbmk)ââ\mathbbmkâČâ\mathbbmKÏ”ââÎÏ”nâ(\mathbbmkâČ) almost surely for large enough n,
Theorem 6.1 will follow from the following assertion: for each \mathbbmkâ\mathbbmKÏ”â, almost surely
[TABLE]
We first prove (6.4)-(6.5) for \mathbbmk=â , which constitutes the main body of our proof.
In the continuum, let m:=inf{tâR:ηâ â(t)=xâ â}.
For each KâN, let
[TABLE]
By the definition of Î(â ) in (6.3), we see that Î(â ) is the set of loops that have a nontrivial segment traced by ηâ â. By the construction in Section 3.5, we have that Î(â )=âȘKâNâÎK(â ) and
âKâNâIK is the set of times where Îłâ â visits the right boundary of (H,xâ â,xâ â).
If u is uniform in (0,1) independent of everything else, then almost surely Îłâ â(um) is not on the boundary of H.
Therefore the Lebesgue measure of âKâNâIK is zero a.s., hence
the Lebesgue measure of
IK tends to [math] as Kââ. By the continuity of ηâ â and since Hâηâ â has only finitely many connected components with diameter >Ï” for each Ï”>0 (this follows from the continuity of ηâČ â see the proof of Lemma 5.5), we may choose K large enough such that
(1)
for each connected component of IK, the D-diameter of η(I) is smaller than ϔ/2;
2. (2)
if k>K and Hkâ dichromatic, then diam(Hkâ;D)<Ï”/2.
For this choice of K, each loop in Î(â )âÎK(â ) has D-diameter less than Ï”, hence ÎÏ”â(â )âÎK(â ).
Now we turn our attention to the discrete. In the rest of the proof, the colors on V(Mn) are with respect to Ïn unless otherwise stated. We identify a loop in În with the cluster it surrounds. We assume n to be so large that for each k with ÎłkââÎK(â ),
we have typekâ=di and Ïn is dichromatic on (Mknâ,\mathbbmeknâ). For each such k,
let Cknâ be the cluster containing the blue vertices on âMknâ. Let În,K(â ) be the collection of such clusters, which is viewed as a subset of În(â ).
We will now argue that loops in În,K(â ) admit an analogous description to loops in ÎK(â ), and use this to show that they converge to the loops in ÎK(â ). We recall the setting of Section 2.3. For each k such that CknââÎn,K(â ), let λn,2 be the percolation interface of (Mknâ,\mathbbmen,ÏnâŁV(Mknâ)â) and \mathbbmeâkâČâ be the target of λn,2.
For e=\mathbbmekâ or \mathbbmeâkâČâ, let tri(e) be the unique triangle containing e that is visited by
λâ nâ. There are exactly two edges on tri(e) visited by λâ nâ.
Let ekâ and ekâ be the second edge on tri(\mathbbmeâkâČâ) and the first edge on tri(\mathbbmekâ) visited by λâ nâ, respectively. Let λkn,1â be the segment of λâ nâ from ekâ to ekâ. Let Îłknâ be the loop surrounding Cknâ.
Then Îłknâ is the concatenation of λâ n,1â and λâ n,2â. See Figure 12.
By Lemma 2.5 and Proposition 4.1, we have that λn,2 converges to ηkâ in the \mathbbmdDuâ-metric, as defined in (6.1). Note that the target edge of λn,2 and λknâ as defined in Section 2.3 are different, but that the two target edges share a vertex. Therefore, the two interfaces have the same scaling limit. Recall ÏËkâ=inf{s:ηâ â(s)ââHkâ} and ÏËkâ=sup{s:ηâ â(s)ââHkâ} defined in Section 3.5.
Let ÏËknâ and ÏËknâ be such that λâ nâ(\mathbbmsn3/4ÏËknâ)=ekâ and λâ nâ(\mathbbmsn3/4ÏËknâ)=ekâ.
Since ηâ nâ(ÏËknâ)âηâ â(ÏËkâ),
ηn(ÏËknâ)âηâ â(ÏËkâ), and both ηâ â(ÏËkâ) and ηâ â(ÏËkâ) are visited by ηâ â once,
we have (ÏËknâ,ÏËknâ)â(ÏËkâ,ÏËkâ) almost surely.
Therefore λn,1 converges to ηâ ââŁ[ÏËkâ,ÏËkâ]â in the \mathbbmdDuâ-metric. By Definition 3.14, we have
[TABLE]
Let mn=inf{iâN0â:λn(i)=\mathbbmeân} and
[TABLE]
Then by the previous paragraph the endpoints of the connected components of In,K rescaled by \mathbbmsn3/4 converge to the endpoints of the connected components of IK.
Choose Ύ such that Lemma 5.7 holds with ϔ replaced by ϔ/2.
Using the equicontinuity of ηâ nâ for large enough n, by possibly increasing K, we can require that
for each connected component I of In,K, the following hold:
(1)
The D-diameter of λâ nâ(I) is less than ÎŽ/2.
2. (2)
Let a,b be the endpoints of I. Let vaâ and vbâ
be the endpoints of λâ nâ(a) and λâ nâ(b) on âMn respectively.
Then the D-diameter of the arc on âMn between vaâ and vbâ is less than ÎŽ/2.
We claim that ÎÏ”nâ(â )âÎn,K(â ) for such choice of K. For each CâÎn(â ),
by definition the set J(C):={jâ[0,mn]Zâ:λâ nâ(j) has an endpoint on C} is nonempty. Moreover, for each jâJ(C) the endpoint of λâ nâ(j) on C must be blue since the red endpoint is on the boundary cluster. If C is surrounded by Îłkâ for some ÎłkââÎn,K(â ),
then J(C)={jâ[0,mn]Zâ:λâ nâ(j)âÎłknâ}. Therefore, if Câ/În,K(â ), then J(C)âIn,K. Consider a jâJ(C) and
the connected component I of In,K containing j. Let vaâ,vbâ be defined as in (2) above. Since edges in {λâ nâ(i)}iâIâ and boundary edges between vaâ and vbâ are not in C, it must be the case that
C is in the region bounded by these edges. By our choice of K, we have diam(C;D)â€Ï”/2. Hence
diam(Îłn;D)â€Ï” if \mathbbmaâ1nâ1/4<Ï”/2. This gives ÎÏ”nâ(â )âÎn,K(â ). By (6.6), we obtain (6.4)-(6.5) for \mathbbmk=â .
As a byproduct of the argument above, for n large enough, each blue cluster on În(â ) with a
vertex adjacent to the right endpoint of \mathbbme has diameter smaller than Ï”.
Now given kâN such that Hkâ is dichromatic, choose n so large that typekâ=di. Recall that Ïn and Ïknâ only differ at a single vertex v, which is an endpoint of \mathbbmeâknâ. Therefore each cluster in În(\mathbbmk) must have a vertex adjacent to v.
Therefore the same argument as for the aforementioned byproduct implies that the diameters of these clusters are smaller than Ï” for large enough n. Since Î(\mathbbmk)=â , this proves (6.4) for \mathbbmk=k.
6.3 The embedding from the mating-of-trees bijection
Suppose {MËn}nâNâ and HâČ are coupled such that ZËnâZâČ almost surely, which is satisfied in our coupling.
In [BHS18, Section 7.2], a sequence of mappings Ïn from V(Mn)âȘE(Mn) to the unit disk D are considered. Identifying D with the Brownian disk H (via (3.7)), we obtain an embedding of
V(Mn)âȘE(Mn) into H, which we still denote by Ïn.
Under {Ïn}, several important percolation observables are proved to converge to their continuous counterpart, including the loop ensemble, the exploration tree, and the counting measure on pivotal points.
The precise definition of Ïn relies on more detailed information of the bijection in Section 2, which we will not review here. Here we list two properties of {Ïn} which follow from the definition and [BHS18, Lemma 9.20], which specify Ïn up to an onâ(1) error:
(1)
For each eâE(Mn), let teâ be such that λËn(\mathbbmbnteâ)=e. Then almost surely
[TABLE]
2. (2)
limnâââsupe,vâd(Ïn(v),Ïn(e))=0 where e,v in the sup range over edges and vertices on Mn such that v is an endpoint of e.
The following lemma is an immediate consequence of these two properties of Ïn and
the almost sure convergence of the space-filling exploration ηËân to ηâČ in D-uniform metric.
Lemma 6.2**.**
In the coupling above, almost surely
[TABLE]
Lemma 6.2 allows us to transfer all the convergence results in [BHS18, Theorem 7.2] to convergence in the D-metric in our coupling. Let us illustrate this in the setting of loop ensembles. For each ÎłâÎn, let reg(Îł)=C where C is the cluster of Ïn surround by Îł and C is the filled cluster defined in Section 6.2.
Let area(Îł)=ÎŒn(reg(Îł)).
For each ÎłâÎ, let ÂŹÎł be the connected component of HâÎł containing âH. Let
reg(Îł) be the closure of the union of all connected components of HâÎł other than ÂŹÎł where Îł visits the boundary in the same orientation as visiting â(ÂŹÎł). Let area(Îł)=ÎŒ(reg(Îł)).
For jâN, let Îłjnâ (resp. γjâ) be the loop in În (reps. Î) with the j-th largest area. Then by [BHS18, Theorem 7.2],
limnâââ\mathbbmdDuâ(ÏnâÎłjnâ,Îłjâ)=0, with \mathbbmdDuâ as in (6.1).
By Lemma 6.2, we have that limnâââ\mathbbmdDuâ(ÏnâÎłjnâ,Îłjnâ)=0 hence limnâââ\mathbbmdDuâ(Îłjnâ,Îłjâ)=0. In fact, [BHS18, Theorem 7.2] gives the convergence ÎłjnââÎłjâ in the D-uniform metric under the following parametrizations: Îłjnâ is parametrized starting from the first edge visited by λËn and rescaled as ηn, while Îłjâ is as in Definition 3.14.
Although this convergence is stronger than the \mathbbmdDuâ-convergence for individual loops, [BHS18, Theorem 7.2] does not imply Theorem 6.1 because it does not rule out the existence of sequence ÎłnâÎn such that Îłn encloses onâ(1) units of ÎŒn-area but diam(Îłn;D) is uniformly larger than a positive constant. Our proof of Theorem 6.1 rules this out by the equicontinuity of ηËân.
6.4 Pivotal measure and the color flipping at a pivotal point
In this subsection, we will explain why our results imply that the so-called pivotal measures associated with (Mn,\mathbbmen,Ïn) converge to their continuum analogues under the coupling described just after Theorem 6.1. This result will play an important role in the proof of the convergence of the Cardy embedding in [HS19]; see Remark 6.5.
For vâV(Mn)âV(âMn), let Îvnâ be the loop ensemble associated with the percolation obtained from Ïn by flipping the color of v, and let Lvnâ be the symmetric difference of În and Îvnâ.
For Ï”>0, we say that v is an Ï”-pivotal point of (Mn,\mathbbmen,Ïn)
if there are at least three loops in Lvnâ with area (see the definition at the end of Section 6.2) at least Ï”.
Morally speaking, v is an Ï”-pivotal point if flipping the color of v results in some splitting or merging of clusters of âsizeâ at least Ï”.
A point vâD is called a pivotal point of Î if it is a point of intersection of at least two loops of Î or if it is visited at least twice by a loop in Î.
As shown in [CN06, Theorem 2], with probability 1, we have that vâD is a pivotal point of Î if and only if one of the following two occurs:
there exists a unique loop ÎłâÎ that visits v and Îł visits v exactly twice.
By flipping the color at v, we mean merging Îł,ÎłâČ into a single loop in Case (1) and splitting Îł into two loops in Case (2). See Figure 13. If a loop does not visit v, flipping the color at v keeps the loop unchanged. Let Îvâ be the set of loops obtained after flipping the color at v. Then it is easy to see that the orientation of Î induces an orientation on each loop in Îvâ, making it an ensemble of unrooted oriented loops. Moreover, the symmetric difference Lvâ of Î and Îvâ always contains exactly three loops. We say that v is an Ï”-pivotal point of Î if each loop in Lvâ has area at least Ï”.
Let Μn be the measure on V(Mn) where each vertex is assigned mass nâ1/4.
For each Ï”>0, let Μϔnâ be the restriction of Μn to the Ï”-pivotal points of În. By [BHS18, Theorem 7.2], there exists a random finite Borel measure Μϔâ supported on the set of Ï”-pivotal points of Î such that (Ïn)ââΜn, which is the pushforward of Μϔnâ under Ïn, converges to Μϔâ in probability.
Proposition 6.3**.**
In our coupling Μϔnâ converges to Μϔâ in probability with respect to the D-Prokhorov metric. Moreover, 1Μϔnâ=0â converges to 1Μϔâ=0â in probability.
Proof.
Conditional on everything else, on the event that Μϔnâî =0, let pivn be a uniformly sampled Ï”-pivotal point of În.
Moreover, on the event that Μϔâî =0, let piv be a point sampled according to Μϔâ(â )/Μϔâ(H).
By [BHS18, Theorem 7.2], we may extend our coupling such that almost surely 1Μϔnâ=0â converges to 1Μϔâ=0â, and, moreover,
[TABLE]
By Lemma 6.2, we have limnâââD(pivn,piv)=0 almost surely. This concludes the proof.
â
We will now prove the convergence of the loop ensemble obtained by flipping the color of a single pivotal point.
Let pivn and piv be defined as in the proof of Proposition 6.3. Suppose we are under the extended coupling considered there, where D(pivn,piv)â0.
Let Îpivnnâ (resp., Îpivâ) be the loop ensemble obtained by flipping the color of pivn (resp., piv). Let Μϔnâ be the restriction of Μ to the Ï”-pivotal points of Îpivnnâ.
By [BHS18, Proposition 7.9], there exists a random finite Borel measure Μϔâ supported on the set of Ï”-pivotal points of Î such that (Ïn)ââΜϔnâ converges to Μϔâ in probability. By Lemma 6.2, we have the following.
Proposition 6.4**.**
In the coupling above, we have that ΜϔnââΜϔâ and ÎpivnnââÎpivâ in probability with respect to the D-Prokhorov topology and the topology on loop ensembles on (W,D), respectively.
Proof.
The proof of the first result is identical to Proposition 6.3. The second convergence follows from Theorem 6.1, Lemma 6.2, and [BHS18, Proposition 7.11 ], where it is shown that for each ÎŽ>0, loops in Îpivnnâ with area larger than ÎŽ under the pushforward of Ïn converge to loops in
Îpivâ with area larger than ÎŽ in a topology stronger than \mathbbmdDLâ.
â
Remark 6.5**.**
The dynamical percolation on Mn is the following Markov process: starting with a sample of Ïn, flip the colors on V(Mn) according to the Poisson point process with intensity Μnâdt, where dt is the Lebesgue measure on (0,â).
As a consequence of Propositions 6.3 and 6.4, it will be shown in [HS19] that the variant of dynamical percolation on Mn where only ϔ-pivotal points are allowed to flip converges to its continuum analog.
As Ï”â0, this Ï”-dependent limiting dynamic further converges to an ergodic Markov process called the Liouville dynamical percolation introduced in [GHSS19].
It will also be shown that Μϔâ and Μϔâ can be defined equivalently as the â8/3â-LQG Minkowski contentâ of the set of pivotal points of Î and Îpivâ, respectively,.
6.5 Re-rooting invariance and crossing events
If \mathbbmeân is another choice of root edge for Mn, then the order in which points are traced by the space-filling explorations of (Mn,\mathbbmen,Ïn) and (Mn,\mathbbmeân,Ïn) are different, and hence these processes give rise to different left/right boundary length processes. Here we will describe the joint scaling limit of these processes for any finite number of different root vertices. This allows us to show that certain âcrossing eventsâ for site percolation on Mn converge to their continuum analogs,
which in turn will be a key input in [HS19] (see Remark 6.8).
Suppose Ï is a site percolation on (M,\mathbbme) with monochromatic boundary condition and let Î(M,\mathbbme,Ï) be its loop ensemble as defined in the first paragraph of Section 6.2.
Our definition of Î(M,\mathbbme,Ï) there depends on \mathbbme because it uses the space-filling exploration Î»Ë of (M,\mathbbme,Ï). However, it is well known that for each ÎłâÎ the collection of dual edges on Îł forms a simple cycle on the dual map of M. Moreover, if each dual edge is oriented such that the red (resp. blue) vertex is on the left (resp. right), then the simple cycle is itself oriented.
This gives an ordering of edges on Îł up to cyclic permutations, thus making Îł an unrooted oriented loop. Since
this definition of Îł agrees with the one in Section 6.2 based on λË, we see that Î(M,\mathbbme,Ï) only depends on (M,Ï) but not on \mathbbme.
Lemma 6.6**.**
In the setting of Theorem 6.1, we further assume that we have chosen our coupling so that (Mn,dn,ÎŒn,Οn,În) converges to (H,d,ÎŒ,Ο,Î) almost surely with respect to the GHPUL topology.
Let kâN and let 0<u1â<âŻ<ukâ<1.
For iâ[1,k]Zâ, let \mathbbmeinâ=ÎČn(âuiâânâ) where ÎČn and ân are the boundary curve and boundary length of (Mn,\mathbbmen), respectively.
For iâ[1,k]Zâ, let λËinâ be the space-filling exploration of (Mn,\mathbbmeinâ,Ïn) and let ηËân and ZËinâ be the corresponding rescaled space-filling exploration and random walk, respectively. Let ηiâČâ be such that (H,ηâČ)=d(H,ηiâČâ), ηiâČâ(0)=Ο(uiâ) and the CLE6â corresponding to ηiâČâ agrees with Î as an element in L(H). Let ZiâČâ be the boundary length process of ηiâČâ. Then (Mn,dn,ÎŒn,Οn,ηËân,ηËâ1nâ,âŻ,ηËâknâ) and (ZËinâ)iâ[1,k]Zââ
jointly converge in probability to (H,d,ÎŒ,Ο,ηâČ,η1âČâ,âŻ,ηkâČâ) and (ZiâČâ)iâ[1,k]Zââ in the product topology of \mathbbmMk+2GHPUâĂC0â(R;Rk).
Proof.
In Definition 3.14, Î as an element in L(H) and ηâČ modulo monotone reparametrization determine each other. From our construction of Î, it is clear to ηâČ determines Î a.s. On the other hand, Î determines ηâČ a.s. since it determines the nested exploration. Therefore (H,d,ÎŒ,Ο,Î) determines (ηâČ,ZâČ) and (ηiâČâ,ZiâČâ)iâ[1,k]Zââ a.s. By Theorem 3.13 and Footnote 9 we conclude the proof.
â
Although the definition of the k walks (ZËinâ)iâ[1,k]Zââ is quite elementary, their coupling is not straightforward to understand without using the loop ensemble.
This was the obstruction in [BHS18] to proving the joint convergence of certain crossing events which we can prove here. In the setting of Theorem 6.1, suppose e0â,e1â,e2â are three distinct edges on âMn ordered clockwise. For i,jâ[0,2]Zâ, we denote by (eiâ,ejâ) the set of boundary vertices of Mn situated between eiâ and ejâ in clockwise order (including one endpoint of eiâ and one endpoint of ejâ). For a vertex vâV(Mn), we denote by En(e0â,e1â;e2â,v) the event that there exists a simple path (i.e., a sequence of distinct vertices on Mn where any two consecutive vertices are adjacent) P on Mn such that
(a)
P contains one endpoint in (e1â,e2â) and one endpoint in (e2â,e0â), while all other vertices of P are inner blue vertices;
(b)
either vâP or v is on the same side of P as the edge e2â.
In the setting of Lemma 6.6, let k=3. Write \mathbbmen as e0nâ and set u0â=0. Let xiâ=Ο(uiâ) for iâ[0,3]Zâ.
Let un be a uniform integer from [1,#E(Mn)]Zâ. We further assume that {un}nââN is independent of everything else and un/#E(Mn) converge almost surely to a uniform variable u on (0,1). Let v=η(u).
Conditioning on un, let vn be a uniformly chosen endpoints of λËn(un).
Then vnâV(Mn) is sampled from ÎŒn(â )/ÎŒn(Mn) and vâD is sampled from ÎŒ(â )/ÎŒ(H).
It is proved in [BHS18, Theorem 7.6]111111In [BHS18] the measure ÎŒn is defined such that each vertex on Mn has mass nâ1 instead. However, it is easy to see that the
dn-Prokhorov distance between these two measures tends to [math] in probability, say, by Lemma 6.2 and the proof of [BHS18, Lemma 9.22]. that in such a coupling, where ZËnâZâČ and vnâv almost surely, the events En(e0nâ,e1nâ;e2nâ,e3nâ) and En(e0nâ,e1nâ;e2nâ,v) converge in probability to some events E(x1â,x2â;x3â,v) and E(x1â,x2â;x3â,x4â). These two events are defined in terms of (ZâČ,u) in [BHS18, Section 6.9]. By rotating the role of these boundary edges, we have the following.
Proposition 6.7**.**
Under the convention that 4=1 and 5=2, the convergence in Lemma 6.6 is joint with convergence of
the indicators of events En(e0nâ,e1nâ;e2nâ,e3nâ), En(e1nâ,e2nâ;e3nâ,e0nâ), and
{En(einâ,ei+1nâ;ei+2nâ,v)}iâ[1,3]Zââ.
The joint convergence of the crossing events in Proposition 6.7 is far from obvious using the techniques in [BHS18].
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