Crossover from subcritical to critical decay: random walk, self-avoiding walk, percolation

Abstract

The study of the Ornstein--Zernike decay of subcritical two-point functions in equilibrium statistical mechanics has a history going back over a century. Despite this, the crossover from Ornstein--Zernike decay to critical power-law decay has received scant attention in the literature. We prove a general theorem which, under appropriate hypotheses, identifies the asymptotic behaviour of the solution to an Ornstein--Zernike equation on $\mathbb{Z}^d$ as that of the Green function for Brownian motion with drift, multiplied by an anisotropic exponentially decaying factor. The theorem applies to a wide class of random walks, to nearest-neighbour self-avoiding walk in dimensions $d \ge 5$, and to nearest-neighbour percolation in dimensions $d \ge 15$. Wide-ranging consequences follow, including details of the crossover from Ornstein--Zernike to critical decay on the scale of the correlation length, and the fact that all finite-order correlation lengths are equivalent up to universal constants. The proof is based on a variational characterisation of the direction-dependent rate of exponential decay and a major extension of Hara's 2008 Gaussian Lemma to noncentred kernels.