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The large-scale behavior of two-dimensional critical percolation is expected to be described by a conformal field theory (CFT). Moreover, this putative percolation CFT is believed to be of the logarithmic type, exhibiting logarithmic corrections to the most commonly encountered and studied behavior of CFT correlations. It was recently shown by the first author [Cam24] that critical connection probabilities, when appropriately rescaled, have a well-defined and conformally covariant scaling limit and therefore behave like CFT correlation functions. While constructing a full-fledged percolation CFT is still an open problem, in this paper we prove various CFT features of the scaling limit of two-dimensional critical percolation. We identify several connectivity events, including arm-events and the events that a vertex is pivotal or belongs to the percolation backbone, whose probabilities have conformally covariant scaling limits and can be interpreted as CFT correlation functions. For some of the probabilities mentioned above, we prove asymptotic expansions that can be interpreted as CFT operator product expansions (OPEs) and provide rigorous versions of CFT fusion rules. In some of the probabilities mentioned above, we identify logarithmic singularities, providing the first rigorous confirmation of similar predictions made in the physics literature and establishing the logarithmic nature of the putative percolation CFT. The latter result is particularly interesting because, while logarithmic CFTs are more complex and less studied than ordinary CFTs, they have attracted considerable attention in recent years due to their role in the analysis of important physical models and phenomena, such as, besides percolation, the Wess-Zumino-Witten (WZW) model, the quantum Hall effect, disordered critical systems, self-avoiding polymers, and the Fortuin-Kasteleyn (FK) model., Comment: 46 pages

It is believed that the large-scale geometric properties of two-dimensional critical percolation are described by a logarithmic conformal field theory, but it has been challenging to exhibit concrete examples of logarithmic singularities and to find an explanation and a physical interpretation, in terms of lattice observables, for their appearance. We show that certain percolation correlation functions receive independent contributions from a large number of similar connectivity events happening at different scales. Combined with scale invariance, this leads to logarithmic divergences. We study several logarithmic correlation functions for critical percolation in the bulk and in the presence of a boundary, including the four-point function of the density (spin) field. Our analysis confirms previous findings, provides new explicit calculations and explains, in terms of lattice observables, the physical mechanism that leads to the logarithmic singularities we discover. Although we adopt conformal field theory (CFT) terminology to present our results, the core of our analysis relies on probabilistic arguments and recent rigorous results on the scaling limit of critical percolation and does not assume a priori the existence of a percolation CFT. As a consequence, our results provide strong support for the validity of a CFT description of critical percolation and a step in the direction of a mathematically rigorous formulation of a logarithmic CFT of two-dimensional critical percolation., Comment: V3: Minor changes. To appear in J. High Energ. Phys

We study cover times of subsets of ${\mathbb Z}^2$ by a two-dimensional massive random walk loop soup. We consider a sequence of subsets $A_n \subset {\mathbb Z}^2$ such that $|A_n| \to \infty$ and determine the distributional limit of their cover times ${\mathcal T}(A_n).$ We allow the killing rate $\kappa_n$ (or equivalently the ``mass'') of the loop soup to depend on the size of the set $A_n$ to be covered. In particular, we determine the limiting behavior of the cover times for inverse killing rates all the way up to $\kappa_n^{-1}=|A_n|^{1-8/(\log \log |A_n|)},$ showing that it can be described by a Gumbel distribution. Since a typical loop in this model will have length at most of order $\kappa_n^{-1/2}=|A_n|^{1/2},$ if $\kappa_n^{-1}$ exceeded $|A_n|,$ the cover times of all points in a tightly packed set $A_n$ (i.e. a square or close to a ball) would presumably be heavily correlated, complicating the analysis. Our result comes close to this extreme case., Comment: 47 pages

We prove a formula, first obtained by Kleban, Simmons and Ziff using conformal field theory methods, for the (renormalized) density of a critical percolation cluster in the upper half-plane "anchored" to a point on the real line. The proof is inspired by the method of images. We also show that more general bulk-boundary connection probabilities have well-defined, scale-covariant scaling limits, and prove a formula for the scaling limit of the (renormalized) density of the critical percolation gasket in any domain conformally equivalent to the unit disk., Comment: 7 pages, 2 figures

In this paper, we consider Ising models with ferromagnetic pair interactions. We prove that the Ursell functions $u_{2k}$ satisfy: $(-1)^{k-1}u_{2k}$ is increasing in each interaction. As an application, we prove a 1983 conjecture by Nishimori and Griffiths about the partition function of the Ising model with complex external field $h$: its closest zero to the origin (in the variable $h$) moves towards the origin as an arbitrary interaction increases., Comment: 22 pages, 10 figures; to appear in CMP

Fitting percolation into the conformal field theory framework requires showing that connection probabilities have a conformally invariant scaling limit. For critical site percolation on the triangular lattice, we prove that the probability that $n$ vertices belong to the same open cluster has a well-defined scaling limit for every $n \geq 2$. Moreover, the limiting functions $P_n(x_1,\ldots,x_n)$ transform covariantly under M\"obius transformations of the plane as well as under local conformal maps, i.e., they behave like correlation functions of primary operators in conformal field theory. In particular, they are invariant under translations, rotations and inversions, and $P_n(sx_1,\ldots,sx_n)=s^{-5n/48}P_n(x_1,\ldots,x_n)$ for any $s>0$. This implies that $P_{2}(x_1,x_2)=C_2 \Vert x_1-x_2 \Vert^{-5/24}$ and $P_3(x_1,x_2,x_3) = C_3 \Vert x_1-x_2 \Vert^{-5/48} \Vert x_1-x_3 \Vert^{-5/48} \Vert x_2-x_3 \Vert^{-5/48}$, for some constants $C_2$ and $C_3$. We also define a site-diluted spin model whose $n$-point correlation functions $\mathrm{C}_{n}$ can be expressed in terms of percolation connection probabilities and, as a consequence, have a well-defined scaling limit with the same properties as the functions $P_n$. In particular, $\mathrm{C}_{2}(x_1,x_2)=P_{2}(x_1,x_2)$. We prove that the magnetization field associated with this spin model has a well-defined scaling limit in an appropriate space of distributions. The limiting field transforms covariantly under M\"obius transformations with exponent (scaling dimension) $5/48$. A heuristic analysis of the four-point function of the magnetization field suggests the presence of an additional conformal field of scaling dimension $5/4$, which counts the number of percolation four-arm events and can be identified with the so-called "four-leg operator'' of conformal field theory., Comment: V3: 37 pages, 6 figures. New title, minor changes to the abstract, 2 figures added, discussion on Lemma 2.1 added before the statement, references added

The Brownian loop soup (BLS) is a conformally invariant statistical ensemble of random loops in two dimensions characterized by an intensity $\lambda>0$. Recently, we constructed families of operators in the BLS and showed that they transform as conformal primary operators. In this paper we provide an explicit expression for the BLS stress-energy tensor and compute its operator product expansion with other operators. Our results are consistent with the conformal Ward identities and our previous result that the central charge is $c = 2 \lambda$. In the case of domains with boundary we identify a boundary operator that has properties consistent with the boundary stress-energy tensor. We show that this operator generates local deformations of the boundary and that it is related to a boundary operator that induces a Brownian excursion starting or ending at its insertion point., Comment: 24 pages, 3 figures

Consider the nearest-neighbor Ising model on $\Lambda_n:=[-n,n]^d\cap\mathbb{Z}^d$ at inverse temperature $\beta\geq 0$ with free boundary conditions, and let $Y_n(\sigma):=\sum_{u\in\Lambda_n}\sigma_u$ be its total magnetization. Let $X_n$ be the total magnetization perturbed by a critical Curie-Weiss interaction, i.e., \begin{equation*} \frac{d F_{X_n}}{d F_{Y_n}}(x):=\frac{\exp[x^2/\left(2\langle Y_n^2 \rangle_{\Lambda_n,\beta}\right)]}{\left\langle\exp[Y_n^2/\left(2\langle Y_n^2\rangle_{\Lambda_n,\beta}\right)]\right\rangle_{\Lambda_n,\beta}}, \end{equation*} where $F_{X_n}$ and $F_{Y_n}$ are the distribution functions for $X_n$ and $Y_n$ respectively. We prove that for any $d\geq 4$ and $\beta\in[0,\beta_c(d)]$ where $\beta_c(d)$ is the critical inverse temperature, any subsequential limit (in distribution) of $\{X_n/\sqrt{\mathbb{E}\left(X_n^2\right)}:n\in\mathbb{N}\}$ has an analytic density (say, $f_X$) all of whose zeros are pure imaginary, and $f_X$ has an explicit expression in terms of the asymptotic behavior of zeros for the moment generating function of $Y_n$. We also prove that for any $d\geq 1$ and then for $\beta$ small, \begin{equation*} f_X(x)=K\exp(-C^4x^4), \end{equation*} where $C=\sqrt{\Gamma(3/4)/\Gamma(1/4)}$ and $K=\sqrt{\Gamma(3/4)}/(4\Gamma(5/4)^{3/2})$. Possible connections between $f_X$ and the high-dimensional critical Ising model with periodic boundary conditions are discussed., Comment: 20 pages, revision after the referee's report

We review the construction of a stationary Gaussian process $X(t)$ starting from the near-critical continuum scaling limit $\Phi^h$ of the Ising magnetization and its relation to the mass spectrum of the relativistic quantum field theory associated to $\Phi^h$. Then for the near-critical Ising model on $a \mathbb{Z}^2$ with external field $a^{15/8} h$, we study the renormalized magnetization along a vertical line (with horizontal coordinate approximately $t$) and prove that the limit as $a\downarrow 0$ is the same Gaussian process $X(t)$. We also explore the possible extension of this approach to dimensions $d > 2$., Comment: 15 pages

The Brownian loop soup is a conformally invariant statistical ensemble of random loops in two dimensions characterized by an intensity $\lambda>0$, with central charge $c=2 \lambda$. Recent progress resulted in an analytic form for the four-point function of a class of scalar conformal primary "layering vertex operators" $\mathcal{O}_{\beta}$ with dimensions $(\Delta, \Delta)$, with $\Delta = \frac{\lambda}{10}(1-\cos\beta)$, that compute certain statistical properties of the model. The Virasoro conformal block expansion of the four-point function revealed the existence of a new set of operators with dimensions $(\Delta+ k/3, \Delta + k'/3)$, for all non-negative integers $k, k'$ satisfying $|k-k'| = 0$ mod 3. In this paper we introduce the edge counting field $\mathcal E(z)$ that counts the number of loop boundaries that pass close to the point $z$. We rigorously prove that the $n$-point functions of $\mathcal E$ are well defined and behave as expected for a conformal primary field with dimensions $(1/3, 1/3)$. We analytically compute the four-point function $\langle \mathcal{O}_{\beta}(z_1) \mathcal{O}_{-\beta}(z_2) \mathcal{E}(z_3) \mathcal{E}(z_4) \rangle$ and analyze its conformal block expansion. The operator product expansions of $\mathcal{E} \times \mathcal{E}$ and $\mathcal{E} \times \mathcal{O}_{\beta}$ produce higher-order edge operators with "charge" $\beta$ and dimensions $(\Delta + k/3, \Delta + k/3)$. Hence, we have explicitly identified all scalar primary operators among the new set mentioned above. We also re-compute the central charge by an independent method based on the operator product expansion and find agreement with previous methods., Comment: 40 pages, 2 figures, clarified the relation to the scaling limit of critical percolation, corrected definition (2.3) and equations depending on it, corrected proof of Lemma 2.2, added Lemma A.2

We study the critical Ising model with free boundary conditions on finite domains in $\mathbb{Z}^d$ with $d\geq4$. Under the assumption, so far only proved completely for high $d$, that the critical infinite volume two-point function is of order $|x-y|^{-(d-2)}$ for large $|x-y|$, we prove the same is valid on large finite cubes with free boundary conditions, as long as $x, y$ are not too close to the boundary. This confirms a numerical prediction in the physics literature by showing that the critical susceptibility in a finite domain of linear size $L$ with free boundary conditions is of order $L^2$ as $L\rightarrow\infty$. We also prove that the scaling limit of the near-critical (small external field) Ising magnetization field with free boundary conditions is Gaussian with the same covariance as the critical scaling limit, and thus the correlations do not decay exponentially. This is very different from the situation in low $d$ or the expected behavior in high $d$ with bulk boundary conditions., Comment: small changes to the abstract and introduction, three new references

We provide a review of results on the critical and near-critical scaling limit of the planar Ising magnetization field obtained in the past dozen years. The results are presented in the framework of coupled loop and measure ensembles, and some new proofs are provided., Comment: 25 pages, 3 figures. V2: two references added, some typos corrected, other minor changes

This article deals with limit theorems for certain loop variables for loop soups whose intensity approaches infinity. We first consider random walk loop soups on finite graphs and obtain a central limit theorem when the loop variable is the sum over all loops of the integral of each loop against a given one-form on the graph. An extension of this result to the noncommutative case of loop holonomies is also discussed. As an application of the first result, we derive a central limit theorem for windings of loops around the faces of a planar graphs. More precisely, we show that the winding field generated by a random walk loop soup, when appropriately normalized, has a Gaussian limit as the loop soup intensity tends to $\infty$, and we give an explicit formula for the covariance kernel of the limiting field. We also derive a Spitzer-type law for windings of the Brownian loop soup, i.e., we show that the total winding around a point of all loops of diameter larger than $\delta$, when multiplied by $1/\log\delta$, converges in distribution to a Cauchy random variable as $\delta \to 0$., Comment: 13 pages, 1 figure

In the introduction to this volume, we discuss some of the highlights of the research career of Chuck Newman. This introduction is divided into two main sections, the first covering Chuck's work in statistical mechanics and the second his work in percolation theory, continuum scaling limits, and related topics., Comment: 38 pages (including many references), introduction to Festschrift in honor of C.M. Newman

We compute analytically and in closed form the four-point correlation function in the plane, and the two-point correlation function in the upper half-plane, of layering vertex operators in the two dimensional conformally invariant system known as the Brownian Loop Soup. These correlation functions depend on multiple continuous parameters: the insertion points of the operators, the intensity of the soup, and the charges of the operators. In the case of the four-point function there is non-trivial dependence on five continuous parameters: the cross-ratio, the intensity, and three real charges. The four-point function is crossing symmetric. We analyze its conformal block expansion and discover a previously unknown set of new conformal primary operators., Comment: 28 pages, 2 figures; Eq. (20) corrected

Let $\Phi^h(x)$ with $x=(t,y)$ denote the near-critical scaling limit of the planar Ising magnetization field. We take the limit of $\Phi^h$ as the spatial coordinate $y$ scales to infinity with $t$ fixed and prove that it is a stationary Gaussian process $X(t)$ whose covariance function is the Laplace transform of a mass spectral measure $\rho$ of the relativistic quantum field theory associated to the Euclidean field $\Phi^h$. Our analysis of the small distance/time behavior of the covariance functions of $\Phi^h$ and $X(t)$ shows that $\rho$ is finite but has infinite first moment., Comment: slight change in the title; new paragraph at the end of Section 1 discussing possible extensions to dimensions bigger than two

We study vertex-like operators built from the Brownian loop soup in the limit as the loop soup intensity tends to infinity. More precisely, following Camia, Gandolfi and Kleban (Nuclear Physics B 902, 2016), we take a Brownian loop soup in a planar domain and assign a random sign to each loop. We then consider random fields defined by taking, at every point of the domain, the exponential of a purely imaginary constant times the sum of the signs associated to the loops that wind around that point. As smaller loops are included in the count, that sum diverges logarithmically with the diameter of the loops, but we show that a suitable renormalization procedure allows to define the fields in an appropriate Sobolev space. Subsequently, we let the intensity of the loop soup tend to infinity and prove that these vertex-like fields tend to a conformally covariant random field which can be expressed as an explicit functional of the imaginary Gaussian multiplicative chaos with covariance kernel given by the Brownian loop measure. Besides using properties of the Brownian loop soup and the Brownian loop measure, a main tool in our analysis is an explicit Wiener-It\^{o} chaos expansion of linear functionals of vertex-like fields., Comment: 67 pages, no figures. V2: We have expanded the introduction, improved Theorem 1, added a new appendix (A.6), corrected several typos, made other minor changes

For the two-dimensional random field Ising model (RFIM) with bimodal (i.e., two-valued) external field, we prove exponential decay of correlations either (1) when the temperature is larger than the critical temperature of the Ising model without external field and the magnetic field strength is small or (2) at any temperature when the magnetic field strength is sufficiently large. Unlike previous work on exponential decay, our approach is not based on cluster expansions but rather on arguably simpler methods; these combine an analysis of the Kert\'{e}sz line and a coupling of Ising measures (and also their random cluster representations) with different boundary conditions. We also show similar but weaker results for the RFIM with a general field distribution and in any dimension., Comment: 16 pages, minor revision

We study spin systems defined by the winding of a random walk loop soup. For a particular choice of loop soup intensity, we show that the corresponding spin system is reflection-positive and is dual, in the Kramers-Wannier sense, to the spin system $\text{sgn}(\varphi)$ where $\varphi$ is a discrete Gaussian free field. In general, we show that the spin correlation functions have conformally covariant scaling limits corresponding to the one-parameter family of functions studied by Camia, Gandolfi and Kleban (Nuclear Physics B, 902, 2016) and defined in terms of the winding of the Brownian loop soup. These functions have properties consistent with the behavior of correlation functions of conformal primaries in a conformal field theory. Here, we prove that they do correspond to correlation functions of continuum fields (random generalized functions) for values of the intensity of the Brownian loop soup that are not too large., Comment: 17 pages

We consider the Ising model at its critical temperature with external magnetic field $ha^{15/8}$ on $a\mathbb{Z}^2$. We give a purely probabilistic proof, using FK methods rather than reflection positivity, that for $a=1$, the correlation length is $\geq const.~h^{-8/15}$ as $h\downarrow0$. We extend to the $a\downarrow0$ continuum limit the FK-Ising coupling for all $h>0$, and obtain tail estimates for the largest renormalized cluster area in a finite domain as well as an upper bound with exponent $1/8$ for the one-arm event. Finally, we show that for $a=1$, the average magnetization, $\mathcal{M}(h)$, in $\mathbb{Z}^2$ satisfies $\mathcal{M}(h)/h^{1/15}\rightarrow$ some $B\in(0,\infty)$ as $h\downarrow0$., Comment: 22 pages, revision after the referee's report

We consider the Ising model at its critical temperature with external magnetic field $ha^{15/8}$ on the square lattice with lattice spacing $a$. We show that the truncated two-point function in this model decays exponentially with a rate independent of $a$. As a consequence, we show exponential decay in the near-critical scaling limit Euclidean magnetization field. For the lattice model with $a=1$, the mass (inverse correlation length) is of order $h^{8/15}$ as $h\downarrow 0$; for the Euclidean field, it equals exactly $Ch^{8/15}$ for some $C$. Although there has been much progress in the study of critical scaling limits, results on near-critical models are far fewer due to the lack of conformal invariance away from the critical point. Our arguments combine lattice and continuum FK representations, including coupled conformal loop and measure ensembles, showing that such ensembles can be useful even in the study of near-critical scaling limits. Thus we provide the first substantial application of measure ensembles., Comment: 28 pages, 2 figures