#Well definition of probability in percolation.

35 messages · Page 1 of 1 (latest)

frank kindle
#

Let $\mathbb{L}^d=(\mathbb{Z}^d, E)$ be a graph where an edge ${x,y}$ is in $E$ if $d(x,y)=1$. Let $(\omega e){e\in E}$ be i.i.d. Bernoulli random variables of parameter $p$. We say an edge $e$ is open if $\omega _e =1$. For a given $x$ in $\mathbb{Z}^d$, let $C_x$ be the set of vertices that are connected to $x$ via a path that has only open edges. Let $\theta (p)$ be defined as $\mathbb{P} (|C_0|=\infty)$.\

My question is: how do we know that $|C_x|$ is a random variable for each $x$? And how do we know that the probability on that is well defined? That is, let there be two different probability spaces $A_1$ and $A_2$, both satisfying everything that is said above. How can I know that, $\mathbb{P}_1 (|C_0|=\infty) = \mathbb{P}_2 (|C_0|=\infty)$ (for a given $p$)?\
The reason behind this question is that there is a proof that relies on adding structure to percolation. It begins by defining $U_e$ uniform iid random variables, such that $\omega_e = 1$ iff $U_e < p$. Those weren't there at the beggining so it is not obvious that this new object is actually the same percolation. The same can be said for many other proofs, that basically study one particular case of percolation model (with more structure) and then claims that the result is also true for all percolation models.

placid impBOT
#
  1. Ask your question and show the work you've done so far. If you've posted a screenshot of a question, specify which part you need help with.
  2. Wait patiently for a helper to come along.
  3. Once someone helps you, say thank you and close the thread with:
    +close
    
  4. Feel free to nominate the person for helper of the week in #helper-nominations
  5. Do not ping the mods, unless someone is breaking the rules.
  6. If you're happy with the help you got here, and the server overall, you can contribute financially as well:
quaint charmBOT
#

Casiel368

frank kindle
#

Please ping if someone answers

maiden river
#

Not sure what you mean. Drawing an ω means drawing a configuration of ℤᵈ with open end closed edges, and with this configuration the number of paths between 2 vertices is well defined, with the same probability. Would you question the probability space for a sequence of heads and tails?

frank kindle
#

Yes, I would, because probability is the measure in a probability space and I still don't see that with the above definitions then the results hold for all possible probability spaces

#

I do have an idea now but it's still very fuzzy. Basically I think that the uniform random variables always exist because a probability space that allows for infinite independent bernoulli variables must allow infinite uniforms too, but I don't know how to write that such that it makes sense

magic olive
quaint charmBOT
frank kindle
#

Yes but that is the other way around

#

The bernoullis are given

#

And I want to prove the existence of the uniforms, or to prove that the probability defined does not depend on the probability space

magic olive
#

If your initial space is $(\Omega, \mathcal{F}, \nu)$, you can define $U_e$ uniformly distributed in $[0, p]$ on $A = {\omega \in \Omega : \omega_e(\omega) = 1}$ and uniformly distributed in $(p, 1]$ on $A^c$

quaint charmBOT
magic olive
#

maybe

frank kindle
#

Adding them won't be uniformly distributed

#

And U_e should be a function. How does this tell me what kind of function is it?

magic olive
#

A random variable is in fact a function

frank kindle
#

Yes, but I don't see how is U_e defined there

#

For example let \Omega be {0,1} and the sigma algebra be parts of \Omega

#

So you have two independent bernoullis but no more

magic olive
#

Ok, that's my bad, maybe I should have precised what the large omega is

#

but it's not what you think it is

frank kindle
#

And in that space it's not possible to have an uniform variable

#

So if there is a proof that says that such spaces do allow for uniform random variables, it should make use of all of the bernoullis

magic olive
#

If $\Omega_0$ is the sample space for your bernoullis, consider $\Omega = \Omega_0 \times [0, 1]$

quaint charmBOT
magic olive
#

So you can work with $A = { (\omega, x) \in \Omega : \omega_e(\omega) = 1}$, then proceed with said scheme

quaint charmBOT
magic olive
#

I didn't define U_e because there's no unique random variable that follows a uniform distribution

frank kindle
#

Ok so now I can prove stuff for the theta, for example that it's increasing

#

Huh I think I have another problem

#

I'll come back later after thinking some more. Thanks btw