On the non-convexity of the time constant in first-passage percolation (Q1920188)

\textit{J. M. Hammersley} and \textit{D. J. A. Welsh} [in: Bernoulli-Bayes-Laplace Anniversary Vol., 61-110 (1965; Zbl 0143.40402)] conjectured that in (Bernoulli) edge percolation on \(Z^d\) the time constant \(\mu= \mu(F)\) is a convex function of the distribution function \(F\) of the passage time \(t(e) \geq 0\) of an edge \(e\) provided \(t(e)\) is integrable. In the present paper an example is given for which convexity of the time constant does not hold.