Quasi-multiplicativity and regularity for metric graph Gaussian free fields

We prove quasi-multiplicativity for critical level-sets of Gaussian free fields (GFF) on the metric graphs $\widetilde{\mathbb{Z}}^d$ ($d\ge 3$). Specifically, we study the probability of connecting two general sets located on opposite sides of an annulus with inner and outer radii both of order $N$, where additional constraints are imposed on the distance of each set to the annulus. We show that for all $d \ge 3$ except the critical dimension $d=6$, this probability is of the same order as $N^{(6-d)\land 0}$ (serving as a correction factor) times the product of the two probabilities of connecting each set to the closer boundary of this annulus. The analogue for $d=6$ is also derived, although the upper and lower bounds differ by a divergent factor of $N^{o(1)}$. Notably, it was conjectured by Basu and Sapozhnikov (2017) that quasi-multiplicativity without correction factor holds for Bernoulli percolation on $\mathbb{Z}^d$ when $3\le d<6$ and fails when $d>6$. In high dimensions (i.e., $d>6$), taking into account the similarity between the metric graph GFF and Bernoulli percolation (which was proposed by Werner (2016) and later partly confirmed by the authors (2024)), our result provides support to the conjecture that Bernoulli percolation exhibits quasi-multiplicativity with correction factor $N^{6-d}$. During our proof of quasi-multiplicativity, numerous regularity properties, which are interesting in their own right, were also established. A crucial application of quasi-multiplicativity is proving the existence of the incipient infinite cluster (IIC), which has been completed by Basu and Sapozhnikov (2017) for Bernoulli percolation for $3\le d<6$. Inspired by their work, in a companion paper, we also utilize quasi-multiplicativity to establish the IIC for metric graph GFFs, for all $d\ge 3$ except for the critical dimension $6$.