New percolation crossing formulas and second-order modular forms

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Abstract: We consider the three new crossing probabilities for percolation recently found via conformal field theory by Simmons, Kleban and Ziff. We prove that all three of them (i) may be simply expressed in terms of Cardy's and Watts' crossing probabilities, (ii) are (weakly holomorphic) second-order modular forms of weight 0 (and a single particular type) on the congruence group Gamma(2), and (iii) under some technical assumptions (similar to those used by Kleban and Zagier, are completely determined by their transformation laws. The only physical input in (iii) is Cardy's crossing formula, which suggests an unknown connection between all crossing-type formulas.


The crossing probabilities of of a rectangular percolation grid (or the limit thereof, as the grid becomes finer) is a function of the aspect ration \(r=\text{width}/\text{height}\). One considers the horizontal crossing probability \(\text{P}_h(r)\), which is the probability of at least one cluster connecting the left and right sides of the grid, and the horizontal-vertical probability \(\text{P}_{hv}(r)\), i.e., the probability of the existence of a cluster connecting all four sides. Explicit expressions for these probabilities have been found by physical arguments and have been proved rigorously by \textit{J. Dubédat} [Probab. Theory Relat. Fields 134, No.~3, 453--488 (2006; Zbl 1112.60032)] and \textit{S. Smirnov} [C. R. Acad. Sci., Paris Sér. I, Math. 333, No.~3, 239--244 (2001; Zbl 0985.60090)]. Based on these expressions, \textit{P. Kleban} and \textit{D. Zagier} found [J. Stat. Phys. 113, No.~3--4, 431--454 (2003; Zbl 1081.60067)] an interesting modular behavior of these probability functions. Recently, \textit{J. J. H. Simmons, P. Kleban} and \textit{R. M. Ziff} [J. Phys. A, Math. Theor. 40, No.~31, F771--F784 (2007; Zbl 1147.82335)] have found similar explicit formulae for related but different crossing probabilities. The current paper interprets these as weakly holomorphic second order modular forms of weight 0 on the congruence group \(\Gamma(2)\). It is shown that, under additional assumptions, the crossing probabilities are completely determined by their transformation laws.











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