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Long-Range Percolation Overview

Updated 7 October 2025
  • Long-range percolation is a probabilistic model where connections between distant sites decay as a power law, bridging local and nonlocal interactions.
  • The model employs non-perturbative renormalization group methods to derive critical exponents, scaling limits, and logarithmic corrections near the phase transition.
  • Its framework informs applications in statistical physics and complex network theory, offering insights into universality classes and dimensional crossover phenomena.

Long-range percolation is a class of probabilistic models in which edges are allowed between distant sites of a host graph, with connection probabilities decaying as a function of distance. These models interpolate between local (short-range) and highly nonlocal (mean-field) behavior and capture rich phenomena relevant both in statistical physics and the theory of complex networks. The paper of long-range percolation reveals intricate dependencies between model parameters—such as dimension, decay rate, and connectivity—leading to a diverse phase diagram with sharp regimes, critical exponents, and scaling limits.

1. Mathematical Framework and Model Definition

Long-range percolation is commonly formulated on Zd\mathbb{Z}^d or hierarchical lattices, where each unordered pair of distinct vertices %%%%1%%%% is joined by an open edge independently with probability

p(x,y)=1exp(βJ(x,y))p(x, y) = 1 - \exp\left(-\beta J(x, y)\right)

where %%%%2%%%% is the percolation parameter, and J(x,y)J(x, y) is a kernel controlling the decay with distance. A widely-studied kernel is

J(x,y)xydαJ(x, y) \propto \|x - y\|^{-d-\alpha}

with α>0\alpha > 0 fixing the tail exponent. Smaller α\alpha leads to slower decay—"more long-range"—while large α\alpha recovers short-range percolation. Connection rules for hierarchical lattices or inhomogeneous models may generalize this dependence, but the qualitative structure of interactions remains similar: longer edges are rarer yet can have macroscopic impact.

The central physical observable is the existence and properties of infinite connected clusters as a function of β\beta, with the critical point βc\beta_c defined by

βc=inf{β:Pβ(C(0)=)>0}.\beta_c = \inf\{\beta : \mathbb{P}_\beta(|C(0)| = \infty) > 0\}.

Substantial attention focuses on the critical regime β=βc\beta = \beta_c, where the system exhibits scaling behavior and universal critical exponents.

2. Critical Regimes and Phase Transitions

Long-range percolation exhibits a rich array of regimes, controlled primarily by two parameters: the spatial dimension dd and decay exponent α\alpha. The critical behavior is organized as follows:

Regime Condition Scaling/Exponents Scaling Limit
Effectively long-range, HD d>3αd > 3\alpha Mean-field exponents Super-α-stable (α < 2) or super-Brownian (α ≥ 2)
Effectively short-range, HD d>6d > 6, α>2\alpha > 2 Mean-field exponents Super-Brownian motion
Long-range, CD (critical dim) d=3α<6d=3\alpha < 6 Logarithmic corrections Superprocess (with correction)
LR low-dim (LD) d/3<α<αc(d)d/3 < \alpha < \alpha_c(d), d<3αd < 3\alpha Hyperscaling, non-mean-field Conformal-like structures

Here, HD, CD, and LD denote high, critical, and low dimension respectively. Mean-field (MF) exponents such as the volume tail exponent $1/2$ and η=0\eta=0 hold above the corresponding upper critical dimensions. The crossover between long-range and short-range regimes, at a model-dependent αc(d)\alpha_c(d), leads to a change in the two-point function exponent: 2η={αif α<αc(d) 2ηSRif ααc(d)2 - \eta = \begin{cases} \alpha & \text{if } \alpha < \alpha_c(d) \ 2 - \eta_{\text{SR}} & \text{if } \alpha \geq \alpha_c(d) \end{cases} where ηSR\eta_{\text{SR}} is the nearest-neighbor short-range exponent.

Critical exponents obey hyperscaling relations in low-dimension: η=2αγ=(2η)νΔ=νdf δ=d+αdαdf=d+α2\begin{aligned} &\eta = 2 - \alpha \qquad \gamma = (2-\eta)\nu \qquad \Delta = \nu d_f\ &\delta = \frac{d+\alpha}{d-\alpha} \qquad d_f = \frac{d+\alpha}{2} \end{aligned} where dfd_f is the fractal dimension of large clusters, and δ\delta characterizes the cluster tail: Pβc(Kn)n1/δ\mathbb{P}_{\beta_c}(|K| \geq n) \asymp n^{-1/\delta} Logarithmic corrections appear at the upper critical dimension dc=min{6,3α}d_c = \min\{6,3\alpha\}, causing deviations from pure power-law scaling in the critical volume, two-point function, and three-point function (Hutchcroft, 26 Aug 2025).

3. Renormalization Group and Analytical Methods

The rigorous analysis of long-range percolation, especially at and near criticality, leverages a non-perturbative real-space renormalization group (RG) framework (Hutchcroft, 26 Aug 2025). The core procedure is as follows:

  • Introduce a finite cutoff rr (only allow bonds up to length rr), inducing a subcritical finite-range model Pβc,rP_{\beta_c,r}.
  • Derive infinite systems of ODEs for moments of cluster size and spatial statistics using Russo's formula and the mass-transport principle, e.g.:

ddrEβc,rKβcrα1(Eβc,rK)2\frac{d}{dr} \mathbb{E}_{\beta_c, r}|K| \sim \beta_c r^{-\alpha-1} \left(\mathbb{E}_{\beta_c, r}|K|\right)^2

  • Solving these ODEs yields sharp asymptotics, e.g. Eβc,rKαβcrα\mathbb{E}_{\beta_c, r}|K| \sim \frac{\alpha}{\beta_c} r^\alpha in high dimensions.
  • Correlation inequalities (tree-graph, BK, "universal tightness") and diagrammatic expansions secure the control needed for scaling limits.
  • The method is non-perturbative for d>3αd > 3\alpha and also applies to spread-out models in d>6d > 6 under two-point function estimates.

The RG flow identifies scaling functions and critical exponents, with higher-order (second-order) analysis necessary to extract logarithmic corrections at marginal dimensions.

4. Scaling Limits and Cluster Geometry

At criticality, the large-scale structure of clusters converges to universal stochastic processes, contingent on α\alpha and dd:

  • For α2\alpha \geq 2 and high dimension, the spatial displacement of a uniformly chosen cluster point, after rescaling by the radius of gyration ξ2(r)\xi_2(r), converges to Brownian motion killed at an exponential time ("super-Brownian excursion").
  • For α<2\alpha < 2 and d>3αd > 3\alpha, the spatial scaling limit is a super-α-stable process (an integrated superprocess driven by an α\alpha-stable Lévy motion).
  • At the crossover (α=2\alpha=2), scaling functions acquire logarithmic corrections, e.g.,

ξ2(r)rlogr\xi_2(r) \sim r \sqrt{\log r}

The precise structure of multi-point connectivity (e.g., the kk-point function) in the LR-LD regime displays Möbius covariance: τβc(x1,,xk)S(x1,,xk)(dα)/2\tau_{\beta_c}(x_1,\ldots,x_k) \asymp S(x_1,\ldots,x_k)^{-(d-\alpha)/2} with S()S(\cdot) a conformally covariant set function, suggesting the scaling limit in the LR-LD regime captures aspects of conformal invariance (Hutchcroft, 26 Aug 2025).

5. Upper Critical Dimension and Logarithmic Corrections

At the upper critical dimension (d=3α<6d = 3\alpha < 6), critical exponents continue to match their mean-field values, but observables such as the cluster volume tail and multi-point functions gain explicit logarithmic corrections: Pβc(Kn)C(logn)1/4/n Pβc(xy)xyd+α Pβc(xyz)xyd+αyzd+αzxd+αlog(1+min{xy,yz,zx})\begin{aligned} &\mathbb{P}_{\beta_c}(|K|\geq n) \sim C (\log n)^{1/4}/\sqrt{n}\ &\mathbb{P}_{\beta_c}(x\leftrightarrow y) \asymp \|x-y\|^{-d+\alpha}\ &\mathbb{P}_{\beta_c}(x\leftrightarrow y \leftrightarrow z) \asymp \sqrt{\frac{\|x-y\|^{-d+\alpha}\|y-z\|^{-d+\alpha}\|z-x\|^{-d+\alpha}}{\log(1+\min\{\|x-y\|,\|y-z\|,\|z-x\|\})}} \end{aligned} This structure parallels findings in hierarchical percolation but differs from conjectures for nearest-neighbor models at d=6d=6 (Hutchcroft, 26 Aug 2025).

The hydrodynamic condition, requiring that the maximal cluster in a finite box does not overwhelm the expected cluster mass, is necessary in this marginal regime to validate RG-derived scaling and applies for the critical dimension (Hutchcroft, 26 Aug 2025).

6. Dimensional Crossover and Universality

A core insight of long-range percolation theory is the existence of multiple universality classes determined by the interplay of α\alpha and dd. The eight identified regimes correspond to combining LR/SR interaction range with high, low, or critical dimension, as summarized below (Hutchcroft, 4 Oct 2025):

LR/SR Low-dim (LD) Critical-dim (CD) High-dim (HD)
LR 1 2 3
mSR 4 5 6
SR 7 8 9 (not listed in source but inferred as standard SR-HD)

Each regime is characterized by different scaling exponents and, when at the marginal lines, logarithmic corrections. The effective dimension deff=max{d,2d/α}d_{\text{eff}} = \max \{d, 2d/\alpha\} determines where these transitions occur. As ααc(d)\alpha \to \alpha_c(d) from below, long-range universality yields to short-range scaling, with smooth crossover in exponents except at critical points.

7. Implications and Research Directions

Long-range percolation models provide foundational insights into universality, scaling, and phase transitions in random media with nonlocal connectivity. The precise RG-based classification, critical exponents, and explicit scaling limits now established resolve major conjectures in probability and statistical physics.

Outstanding research directions include:

  • Detailed characterization of the crossover regime α=αc(d)\alpha = \alpha_c(d), especially for $2 < d < 6$, where no general method computes αc(d)\alpha_c(d) (Hutchcroft, 26 Aug 2025).
  • Extensions to percolation on non-Euclidean or inhomogeneous graphs, cluster robustness, and multifractal properties.
  • Further exploration of conformal invariance in long-range and inhomogeneous models.
  • Application of these scaling results to network science, particularly in understanding dimension-dependent phenomena in spatial or heavy-tailed networks, with relevance for epidemic modeling and communication systems.

The mathematical techniques refined in this program—including non-perturbative RG, differential inequalities, coarse-graining, and diagrammatic expansions—are broadly transferable and may drive similar advances in other models with long-range interactions and complex geometry.

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