Singularity points for first passage percolation

Abstract

Let $0<a<b<\infty$ be fixed scalars. Assign independently to each edge in the lattice $\mathbb{Z}^2$ the value $a$ with probability $p$ or the value $b$ with probability $1-p$. For all $u,v\in\mathbb{Z}^2$, let $T(u,v)$ denote the first passage time between $u$ and $v$. We show that there are points $x\in\mathbb{R}^2$ such that the ``time constant'' in the direction of $x$, namely, $\lim_{n\to\infty}n^{-1}\mathbf{E}_p[T(\mathbf{0},nx)],$ is not a three times differentiable function of $p$.