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Nontrivial upper bound for chemical distance on the planar random cluster model

Lily Reeves [email protected]
Abstract.

We extend the upper bounds derived for the horizontal and radial chemical distance for 2d2d Bernoulli percolation in [6, 29] to the planar random cluster model with cluster weight 1q41\leq q\leq 4. Along the way, we provide a complete proof of the strong arm separation lemma for the random cluster model.

The research of L. R. is supported by NSF grant DMS-2303316

1. Introduction

1.1. Random cluster model and chemical distance

The random cluster model is a well-known dependent percolation model that generalizes classical models such as the Bernoulli percolation and Ising and Potts models. It was first introduced by Fortuin and Kasteleyn in 1972 [15]. Let G=(V,E)G=(V,E) be a graph and ω\omega be a percolation configuration on GG where each edge is colored open or closed. The random cluster measure is tuned by two parameters p(0,1)p\in(0,1), the edge weight, and q>0q>0, the cluster weight. Then, the random cluster measure is proportional to

p# open edges(1p)# closed edgesq# open clusters.p^{\text{\# open edges}}(1-p)^{\text{\# closed edges}}q^{\text{\# open clusters}}.

One can immediately see that when q=1q=1, the random cluster measure coincides with the Bernoulli percolation measure. For integer q2q\geq 2, the random cluster model corresponds to Ising and Potts models through the Edwards-Sokal coupling [14].

The random cluster model undergoes a phase transition at pc(q)=q/(1+q)p_{c}(q)=\sqrt{q}/(1+\sqrt{q}) in the sense that for p>pcp>p_{c}, the probability the origin is contained in an infinite open cluster is positive while the probability is 0 for p<pcp<p_{c} [3]. Moreover, the phase transition is continuous (i.e. the probability the origin is contained in an infinite open cluster is 0 at criticality) for q[1,4]q\in[1,4] [12] and discontinuous for q>4q>4 [10, 27].

The object of interest in this article is the chemical distance. For two subsets AA and BB of VV and a percolation configuration viewed as a subgraph of GG, the chemical distance is the graph distance between AA and BB. Specifically, consider the box B(n)=[n,n]2B(n)=[-n,n]^{2} on 2\mathbb{Z}^{2} and let n\mathcal{H}_{n} be the event that there exists a horizontal open crossing between the left and right sides of the box, we denote by SnS_{n} the length of the shortest such crossing which we call the chemical distance from now on.

Chemical distances on planar Bernoulli percolation have received attention from physicists and mathematicians alike. In both the subcritical and supercritical regimes, the chemical distance is known to behave linearly [18, 2]. In the critical phase, while physics literature [13, 16, 19, 20, 21, 22] generally assumes the existence of an exponent s>0s>0 such that

E[Snn]ns,E[S_{n}\mid\mathcal{H}_{n}]\sim n^{s},

there is no widely accepted conjecture on the value of ss, nor is there a precise interpretation of “\sim”.

The present known lower bound can be derived from the work of Aizenman and Burchard [1]: there is η>0\eta>0 such that, with high probability

E[Snn]n1+η.E[S_{n}\mid\mathcal{H}_{n}]\geq n^{1+\eta}.

This bound applies to a general family of random curves satisfying certain conditions. This includes shortest open connections in the random cluster model. We remark further on this lower bound in Section 1.5.

In [24], Kesten and Zhang note that the shortest horizontal open crossing can be compared to the lowest crossing n\ell_{n}, which, by combinatorial arguments, consists of “three-arm points” and has expected size

(1) E[#nn]Cn2P(A3(n)),E[\#\ell_{n}\mid\mathcal{H}_{n}]\leq Cn^{2}P(A_{3}(n)),

see [25]. Here A3(n)A_{3}(n) is the event that there are two disjoint open and one dual-closed paths from the origin to distance nn. In [5, 6], Damron, Hanson, and Sosoe improve the upper bound by a factor of nδn^{-\delta} for some δ>0\delta>0, thus obtaining the present known upper bound:

(2) E[Snn]Cn2δP(A3(n)).E[S_{n}\mid\mathcal{H}_{n}]\leq Cn^{2-\delta}P(A_{3}(n)).

In [29], Sosoe and the author obtain the same upper bound for the radial chemical distance, which measures the expected length of the shortest open crossing from the origin to the boundary of the box B(n)B(n) conditional on the existence of such a crossing. Although there is no lowest crossing to compare to in the radial case, the construction of a path consisting of three-arm points serves as the foundation for the improvement.

When q[1,4]q\in[1,4], the random cluster model exhibits a continuous phase transition [12] as well as enjoys positive association (FKG inequality). These facts combined with recent development in RSW-type quad-crossing probabilities [11] allows us to pursue an upper bound in the form of (2):

Theorem 1.1.

Fix 1q41\leq q\leq 4, p=pc(q)p=p_{c}(q) and let 𝔼\mathbb{E} denote the expectation with respect to the random cluster measure ϕpc,q,B(n)ξ\phi_{p_{c},q,B(n)}^{\xi}. For any boundary condition ξ\xi, there is a δ>0\delta>0 and a constant C>0C>0 independent of nn such that

(3) 𝔼[Snn]Cn2δϕpc,q,B(n)ξ(A3(n)).\mathbb{E}[S_{n}\mid\mathcal{H}_{n}]\leq Cn^{2-\delta}\phi_{p_{c},q,B(n)}^{\xi}(A_{3}(n)).

1.2. Organization

In Section 1.3, we summarize the notations we use in this paper. In Section 1.4, we list a few results and tools for the random cluster model we utilize.

One of the persistent tools used in all of the above constructions is the so-called “gluing construction”. In 2d critical Bernoulli percolation, this classical construction is realized by RSW estimates and generalized FKG inequality. The later is not known for the random cluster model. Therefore, we provide a detailed alternate argument for gluing constructions in Section 2.

The general strategy to prove Theorem 1.1 aligns with [6], which we outline in Section 5 to provide context. We aim to point to the similarities and highlight the differences between the proofs for the two models to ensure readability while minimizing the amount of repetition. In Section 3 and 4, we provide the proofs of a large deviation bound conditional on a three-arm event and the random-cluster analogue of the strong arm separation lemma. Both proofs involve strategic applications of the domain Markov property to circumvent the lack of independence.

We can extend the result of the main theorem to the radial chemical distance, following the approach in [29] for Bernoulli percolation. Since most of the arguments in [29] rely solely on independence and gluing constructions, they extend to the random cluster model when substituted with the domain Markov property and gluing constructions detailed in Section 2. The remaining challenge is to find a way to bound the probability of a specific event without the use of Reimer’s inequality. Such a method will be detailed in Section 6.

1.3. Notations

In this paper, we consider the random cluster model on the square lattice (2,)(\mathbb{Z}^{2},\mathcal{E}), that is a graph with vertex set 2\mathbb{Z}^{2} and edge set \mathcal{E} consisting of edges between all pairs of nearest-neighbor vertices. We often work with the random cluster model on a discrete subdomain of 2\mathbb{Z}^{2}. A finite subdomain 𝒟=(V,E)\mathcal{D}=(V,E) is defined by the (finite) edge set EE and the vertex set VV of all endpoints of the edges in EE. Its boundary 𝒟\partial\mathcal{D} consists of the vertices in the topological boundary of 𝒟\mathcal{D}.

A percolation configuration ω=(ωe)eE\omega=(\omega_{e})_{e\in E} on a domain 𝒟=(V,E)\mathcal{D}=(V,E) is an element in the state space Ω={0,1}E\Omega=\{0,1\}^{E} which assigns a status to each edge eEe\in E. An edge ee is said to be open in ω\omega if ωe=1\omega_{e}=1 and closed otherwise.

A boundary condition ξ\xi on 𝒟\mathcal{D} is a partition of 𝒟\partial\mathcal{D}. All vertices in the same class of the partition are wired together and count towards the same connected component when defining the probability measure. In the free boundary condition, denoted by 0 in the superscript, no two vertices on the boundary are identified with each other.

Definition 1.

Let 𝒟=(V,E)\mathcal{D}=(V,E) be a subdomain of 2\mathbb{Z}^{2}. For an edge weight parameter p[0,1]p\in[0,1] and a cluster weight parameter q>0q>0, the random cluster measure on 𝒟\mathcal{D} with boundary condition ξ\xi is defined by

ϕp,q,𝒟ξ(ω)=1Zp,q,𝒟ξpo(ω)(1p)c(ω)qk(ωξ)\phi_{p,q,\mathcal{D}}^{\xi}(\omega)=\frac{1}{Z_{p,q,\mathcal{D}}^{\xi}}p^{o(\omega)}(1-p)^{c(\omega)}q^{k(\omega^{\xi})}

where o(ω)o(\omega) is the number of open edges in ω\omega, c(ω)=|E|o(ω)c(\omega)=|E|-o(\omega) is the number of closed edges in ω\omega, k(ωξ)k(\omega^{\xi}) is the number of connected components of ω\omega with consideration of the boundary condition ξ\xi, and the partition function is defined by

Zp,q,𝒟ξ=ω{0,1}Epo(ω)(1p)c(ω)qk(ωξ).Z_{p,q,\mathcal{D}}^{\xi}=\sum_{\omega\in\{0,1\}^{E}}p^{o(\omega)}(1-p)^{c(\omega)}q^{k(\omega^{\xi})}.

For the rest of this paper, we fix the cluster weight q[1,4]q\in[1,4] and edge weight p=pc(q)=q/(1+q)p=p_{c}(q)=\sqrt{q}/(1+\sqrt{q}) and we drop them from the notation.

1.3.1. Arm events and arm exponents

To set up for the so-called arm events, we first introduce a duality. The dual lattice of the square lattice is written as ((2),)((\mathbb{Z}^{2})^{*},\mathcal{E}^{*}) where (2)=2+(1/2,1/2)(\mathbb{Z}^{2})^{*}=\mathbb{Z}^{2}+(1/2,1/2) and \mathcal{E}^{*} its nearest-neighbor edges. For each edge ee\in\mathcal{E}, ee^{*}\in\mathcal{E}^{*} is the dual edge that shares the same midpoint as ee. Given ωΩ\omega\in\Omega, we obtain ωΩ={0,1}\omega^{*}\in\Omega^{*}=\{0,1\}^{\mathcal{E}^{*}} by the relation ωe=ωe\omega_{e}=\omega^{*}_{e^{*}}. The dual measure is of the form

(4) ϕp,q,𝒟ξ(ω)(p)o(ω)(1p)c(ω)qk((ω)ξ)\phi_{p^{*},q,\mathcal{D}^{*}}^{\xi}(\omega^{*})\propto(p^{*})^{o(\omega^{*})}(1-p^{*})^{c(\omega^{*})}q^{k((\omega^{*})^{\xi})}

where the dual parameter pp^{*} satisfies

pp(1p)(1p)=q.\displaystyle\frac{p^{*}p}{(1-p^{*})(1-p)}=q.

A path (on either the primal or dual lattice) is a sequence (v0,e1,v1,,vN1,eN,vN)(v_{0},e_{1},v_{1},\dots,v_{N-1},e_{N},v_{N}) such that for all k=1,,Nk=1,...,N,vk1vk1=1\|v_{k-1}-v_{k}\|_{1}=1 and ek={vk1,vk}e_{k}=\{v_{k-1},v_{k}\}. A circuit is a path with v0=vNv_{0}=v_{N}. If eke_{k}\in\mathcal{E} for all k=1,,Nk=1,\dots,N and ω(ek)=1\omega(e_{k})=1, we say γ=(ek)k=1,,N\gamma=(e_{k})_{k=1,\dots,N} is open; if eke_{k}\in\mathcal{E}^{*} for all k=1,,Nk=1,\dots,N and ω(ek)=0\omega(e_{k})=0, we say γ\gamma is a dual-closed path.

We write B(n)B(n) for the domain induced by the edges in [n,n]2[-n,n]^{2} and B(x,n)B(x,n) its translation by x2x\in\mathbb{Z}^{2}. For n1n2n_{1}\leq n_{2}, we denote annuli centered at some vertex xx by

Ann(x;n1,n2)=B(x,n2)B(x,n1).\mathrm{Ann}(x;n_{1},n_{2})=B(x,n_{2})\setminus B(x,n_{1}).

If the annulus is centered at the origin, we drop the xx from the notation and instead write Ann(n1,n2)\mathrm{Ann}(n_{1},n_{2}).

A path of consecutive open or dual-closed edges is called an arm. A color sequence σ\sigma of length kk is a sequence (σ1,,σk){O,C}k(\sigma_{1},\dots,\sigma_{k})\in\{O,C\}^{k}. Each σi\sigma_{i} indicates a “color”, with OO representing open and CC representing dual-closed. For n1n2n_{1}\leq n_{2} and a vertex xx, we define a kk-arm event with color sequence σ\sigma to be the event that there are kk disjoint paths whose colors are specified by σ\sigma in the annulus Ann(x;n1,n2)\mathrm{Ann}(x;n_{1},n_{2}) connecting B(x,n1)\partial B(x,n_{1}) to B(x,n2)\partial B(x,n_{2}). Formally,

Ak,σ(x;n1,n2):={B(x,n1)𝜎Ann(x;n1,n2)B(x,n2)}.\displaystyle A_{k,\sigma}(x;n_{1},n_{2}):=\left\{\partial B(x,n_{1})\xleftrightarrow[\sigma]{\mathrm{Ann}(x;n_{1},n_{2})}\partial B(x,n_{2})\right\}.

We write Aσ1𝒟BA\xleftrightarrow[\sigma_{1}]{\mathcal{D}}B to denote that vertex sets AA and BB are connected through a path of color σ1\sigma_{1} in the domain 𝒟\mathcal{D}. For Ak,σ(x;n1,n2)A_{k,\sigma}(x;n_{1},n_{2}) to occur, we let n0(k)n_{0}(k) be the smallest integer such that |B(n0(k))|k|\partial B(n_{0}(k))|\geq k and let n1n0(k)n_{1}\geq n_{0}(k). Color sequences that are equivalent up to cyclic order denote the same arm event.

For this paper, there are a few special arm events: Let us fix nn and the boundary condition ξ\xi throughout the paper unless otherwise stated. Let 0n1<n2n0\leq n_{1}<n_{2}\leq n.

The three-arm event:

We denote by π3(n1,n2)\pi_{3}(n_{1},n_{2}) the probability for the three-arm event A3(n1,n2)=A3,OOC(n1,n2)A_{3}(n_{1},n_{2})=A_{3,OOC}(n_{1},n_{2}) that there are two open arms and one dual-closed arm in the annulus Ann(n1,n2)\mathrm{Ann}(n_{1},n_{2}):

π3(n1,n2):=ϕB(n)ξ(A3(n1,n2)).\pi_{3}(n_{1},n_{2}):=\phi_{B(n)}^{\xi}(A_{3}(n_{1},n_{2})).
The alternating five-arm event:

There exists c,C>0c,C>0 such that

c(n1/n2)2ϕB(n)ξ(A5,OCOCO(n1,n2))C(n1/n2)2.c(n_{1}/n_{2})^{2}\leq\phi_{B(n)}^{\xi}(A_{5,OCOCO}(n_{1},n_{2}))\leq C(n_{1}/n_{2})^{2}.

Thus, the alternating five-arm event is said to have the universal arm exponent 22. For proof, see [11, Proposition 6.6].

We remark that the dependencies on the cluster weight qq are implicit in the notations above.

Constants denoted by C,cC,c, quantities denoted by α,δ,ϵ\alpha,\delta,\epsilon, and boundary conditions denoted by η,ι\eta,\iota are not necessarily consistent throughout the paper and their values may defer from line to line.

1.4. Properties of the random cluster model

Elaboration on the following properties can be found in [17] and [9] or as cited.

Domain Markov property

For any configuration ω{0,1}E\omega^{\prime}\in\{0,1\}^{E} and any subdomain =(W,F)\mathcal{F}=(W,F) with FEF\subset E,

ϕ𝒟ξ(|Fωe=ωe,eF)=ϕξ()\phi_{\mathcal{D}}^{\xi}(\cdot_{|F}\mid\omega_{e}=\omega_{e}^{\prime},\forall e\not\in F)=\phi_{\mathcal{F}}^{\xi^{\prime}}(\cdot)

where the boundary conditions ξ\xi^{\prime} on \mathcal{F} are defined as follows: xx and yy on \partial\mathcal{F} are wired if they are connected in ω|EFξ\omega^{\xi}_{|E\setminus F}.

Quad-crossing RSW

[11, Theorem 1.2] Fix 1q<41\leq q<4 and p=pc(q)p=p_{c}(q). For every M>0M>0, there exists η=η(M)(0,1)\eta=\eta(M)\in(0,1) such that for any discrete quad (𝒟,a,b,c,d)(\mathcal{D},a,b,c,d) and any boundary conditions ξ\xi, if the extremal distance 𝒟[(ab),(cd)][M1,M]\ell_{\mathcal{D}}[(ab),(cd)]\in[M^{-1},M], then

(5) ηϕ𝒟ξ[(ab)𝒟(cd)]1η.\eta\leq\phi^{\xi}_{\mathcal{D}}[(ab)\overset{\mathcal{D}}{\leftrightarrow}(cd)]\leq 1-\eta.

FKG inequality

Fix q1q\geq 1 and a domain 𝒟=(V,E)\mathcal{D}=(V,E) of 2\mathbb{Z}^{2}. An event AA is called increasing if for any ωω\omega\leq\omega^{\prime} (for the partial order on {0,1}E\{0,1\}^{E}), ωA\omega\in A implies that ωA\omega^{\prime}\in A. For every increasing events AA and BB,

ϕ𝒟ξ(AB)ϕ𝒟ξ(A)ϕ𝒟ξ(B).\phi_{\mathcal{D}}^{\xi}(A\cap B)\geq\phi_{\mathcal{D}}^{\xi}(A)\phi_{\mathcal{D}}^{\xi}(B).

We remark that there is no known proof for the equivalent of the generalized FKG inequality for the random cluster model.

Quasi-multiplicativity

[11, Proposition 6.3] Fix 1q<41\leq q<4 and σ\sigma. There exist c=c(σ,q)>0c=c(\sigma,q)>0 and C=C(σ,q)>0C=C(\sigma,q)>0 such that for any boundary condition ξ\xi and every n0(k)n1n3n2n_{0}(k)\leq n_{1}\leq n_{3}\leq n_{2},

cϕ𝒟ξ(Aσ(n1,n2))ϕ𝒟ξ(Aσ(n1,n3))ϕ𝒟ξ(Aσ(n3,n2))Cϕ𝒟ξ(Aσ(n1,n2)).c\phi_{\mathcal{D}}^{\xi}(A_{\sigma}(n_{1},n_{2}))\leq\phi_{\mathcal{D}}^{\xi}(A_{\sigma}(n_{1},n_{3}))\phi_{\mathcal{D}}^{\xi}(A_{\sigma}(n_{3},n_{2}))\leq C\phi_{\mathcal{D}}^{\xi}(A_{\sigma}(n_{1},n_{2})).

Lack of Reimer’s inequality

Despite being a classical tool for Bernoulli percolation, the van den Berg-Kesten/Reimer’s inequality is not known in the general form for the random cluster model, nor do we expect it to be true. A weak form of Reimer’s inequality for the random cluster model is shown in [30]. This is an issue which will be discussed in Section 6.

1.5. Lower bound for the random cluster model

The Aizenman-Burchard lower bound (1) applies when the following criterion on the probability of simultaneous traversals of separated rectangles is satisfied: A collection of rectangles Rj{R_{j}} is called well-separated when the distance between any two rectangles is at least as large as the diameter of the larger. The following criterion is formulated for the random cluster measure.

Hypothesis ([1]).

Fix δ>0\delta>0. There exist σ>0\sigma>0 and some ρ<1\rho<1 with which for every collection of kk well-separated rectangles, A1,,AkA_{1},\dots,A_{k}, of aspect ratio σ\sigma and lengths 1,,kδn\ell_{1},\dots,\ell_{k}\geq\delta n,

ϕB(n)ξ(A1,,Ak are traversed (inthe long direction) by segmentsof an open crossing)Cρk.\displaystyle\phi_{B(n)}^{\xi}\begin{pmatrix}A_{1},\dots,A_{k}\text{ are traversed (in}\\ \text{the long direction) by segments}\\ \text{of an open crossing}\end{pmatrix}\leq C\rho^{k}.

This hypothesis is satisfied as a consequence of the weak (polynomial) mixing property [8]: There exists α>0\alpha>0 such that for any 2<m<n2\ell<m<n and any event AA depending only on edges in B()B(\ell) and event BB depending only on the edges in Ann(m,n)\mathrm{Ann}(m,n),

|ϕB(n)ξ(AB)ϕB(n)ξ(A)ϕB(n)ξ(B)|(m)αϕB(n)ξ(A)ϕB(n)ξ(B),\displaystyle|\phi_{B(n)}^{\xi}(A\cap B)-\phi_{B(n)}^{\xi}(A)\phi_{B(n)}^{\xi}(B)|\leq\left(\frac{\ell}{m}\right)^{\alpha}\phi_{B(n)}^{\xi}(A)\phi_{B(n)}^{\xi}(B),

uniform in the boundary condition ξ\xi.

1.6. Acknowledgment

We thank Reza Gheissari for a conversation that inspired this project. And we thank Philippe Sosoe for the many helpful discussions and detailed comments on a draft.

2. Gluing Construction Without Generalized FKG Inequality

This section is dedicated to carefully examining the gluing construction for the random cluster model. The notations used in this section are independent of the rest of the paper.

Fix δ>0\delta>0, a positive integer kk, and n1<n2<n3n_{1}<n_{2}<n_{3} sufficiently large. Let E(n1,n2)E(n_{1},n_{2}) be the event such that:

  1. (1)

    there exist vertices xiB(n2)x_{i}\in\partial B(n_{2}) for i=1,,ki=1,\dots,k and minij|xixj|10δn2\min_{i\neq j}|x_{i}-x_{j}|\geq 10\delta n_{2} such that xix_{i} is connected to B(xi,2δn2)B(n2)c\partial B(x_{i},2\delta n_{2})\cap B(n_{2})^{c} by a path of color σi\sigma_{i};

  2. (2)

    E(n1,n2)E(n_{1},n_{2}) depends only on the status of the edges in Ann(n1,n2)(i=1kB(xi,2δn2))\mathrm{Ann}(n_{1},n_{2})\cup(\cup_{i=1}^{k}B(x_{i},2\delta n_{2})).

Similarly, let F(2n2,n3)F(2n_{2},n_{3}) be the event such that:

  1. (1)

    there exist vertices yiB(2n2)y_{i}\in\partial B(2n_{2}) for i=1,,ki=1,\dots,k and minij|yiyj|20δn2\min_{i\neq j}|y_{i}-y_{j}|\geq 20\delta n_{2} such that yiy_{i} is connected to B(yi,2δn2)B(2n2)\partial B(y_{i},2\delta n_{2})\cap B(2n_{2}) by a path of color σi\sigma_{i};

  2. (2)

    F(2n2,n3)F(2n_{2},n_{3}) depends only on the status of the edges in Ann(2n2,n3)(i=1kB(yi,2δn2))\mathrm{Ann}(2n_{2},n_{3})\cup(\cup_{i=1}^{k}B(y_{i},2\delta n_{2})).

Proposition 2.1.

Let E(n1,n2)E(n_{1},n_{2}), F(2n2,n3)F(2n_{2},n_{3}) be as the above. Then there exists c>0c>0 depending only on kk, such that

(6) ϕAnn(n1,n3)ξ(E(n1,n2)F(2n2,n3)i=1k{xiσiAnn(n2,2n2)yi})cϕAnn(n1,n3)ξ(E(n1,n2)F(2n2,n3)).\begin{split}\phi_{\mathrm{Ann}(n_{1},n_{3})}^{\xi}&\left(E(n_{1},n_{2})\cap F(2n_{2},n_{3})\cap\bigcap_{i=1}^{k}\{x_{i}\xleftrightarrow[\sigma_{i}]{\mathrm{Ann}(n_{2},2n_{2})}y_{i}\}\right)\\ &\geq c\phi_{\mathrm{Ann}(n_{1},n_{3})}^{\xi}(E(n_{1},n_{2})\cap F(2n_{2},n_{3})).\end{split}
Proof.

Conditional on E(n1,n2)F(2n2,n3)E(n_{1},n_{2})\cap F(2n_{2},n_{3}), we construct a set of kk corridors, T1,,TkT_{1},\dots,T_{k}, each connecting B(xi,2δn2)B(n2)cB(x_{i},2\delta n_{2})\cap B(n_{2})^{c} to B(yi,2δn2)B(2n2)B(y_{i},2\delta n_{2})\cap B(2n_{2}). Let γ1,,γk\gamma_{1},\dots,\gamma_{k} be a collection of (topological) paths that satisfy the following constraints:

  • γi\gamma_{i} is a path in Ann(n2,2n2)\mathrm{Ann}(n_{2},2n_{2}) from xix_{i} to yiy_{i}.

  • The distance between any two γi,γj\gamma_{i},\gamma_{j} is at least 10δn210\delta n_{2}.

  • The length of each γi\gamma_{i} is at most Cn2Cn_{2} for some constant CC.

Then, we let TiT_{i} be the δn2\delta n_{2} neighborhood of γi\gamma_{i} intersected with Ann(n2,2n2)\mathrm{Ann}(n_{2},2n_{2}). The TiT_{i}’s are disjoint by construction. We show (6) by first dividing the right-hand side on both sides, converting the left-hand side into a conditional probability, and noting that

ϕAnn(n1,n3)ξ\displaystyle\phi_{\mathrm{Ann}(n_{1},n_{3})}^{\xi} (i=1k{xiσiAnn(n2,2n2)yi}|E(n1,n2)F(2n2,n3))\displaystyle\left(\cap_{i=1}^{k}\{x_{i}\xleftrightarrow[\sigma_{i}]{\mathrm{Ann}(n_{2},2n_{2})}y_{i}\}\>\bigg{|}\>E(n_{1},n_{2})\cap F(2n_{2},n_{3})\right)
\displaystyle\geq ϕAnn(n1,n3)ξ(i=1k{xiσiTiyi}|E(n1,n2)F(2n2,n3)).\displaystyle\phi_{\mathrm{Ann}(n_{1},n_{3})}^{\xi}\left(\cap_{i=1}^{k}\{x_{i}\xleftrightarrow[\sigma_{i}]{T_{i}}y_{i}\}\>\bigg{|}\>E(n_{1},n_{2})\cap F(2n_{2},n_{3})\right).

It suffices to provide a constant lower bound for the right-hand side. We first use the tower rule for conditional expectations to isolate the occurrence of {x1σ1T1y1}\{x_{1}\xleftrightarrow[\sigma_{1}]{T_{1}}y_{1}\}.

(7) ϕAnn(n1,n3)ξ\displaystyle\phi_{\mathrm{Ann}(n_{1},n_{3})}^{\xi} (i=1k{xiσiTiyi}|E(n1,n2)F(2n2,n3))\displaystyle\left(\cap_{i=1}^{k}\{x_{i}\xleftrightarrow[\sigma_{i}]{T_{i}}y_{i}\}\>\bigg{|}\>E(n_{1},n_{2})\cap F(2n_{2},n_{3})\right)
(8) =𝐄[𝐄\displaystyle=\mathbf{E}\bigg{[}\mathbf{E} [𝟏{i=1k{xiσiTiyi}}|ω|T1c,E(n1,n2)F(2n2,n3)]|E(n1,n2)F(2n2,n3)].\displaystyle\left[\mathbf{1}\left\{\cap_{i=1}^{k}\{x_{i}\xleftrightarrow[\sigma_{i}]{T_{i}}y_{i}\}\right\}\>\bigg{|}\>\omega|_{T_{1}^{c}},E(n_{1},n_{2})\cap F(2n_{2},n_{3})\right]\>\bigg{|}\>E(n_{1},n_{2})\cap F(2n_{2},n_{3})\bigg{]}.

Here 𝐄\mathbf{E} denotes the expectation with respect to the measure ϕAnn(n1,n3)ξ\phi_{\mathrm{Ann}(n_{1},n_{3})}^{\xi}. Since i=2k{xiσiTiyi}\cap_{i=2}^{k}\{x_{i}\xleftarrow[\sigma_{i}]{T_{i}}y_{i}\} is ω|T1c\omega|_{T_{1}^{c}}-measurable, the right-hand side can be rewritten as

(9) 𝐄[𝐄[𝟏{x1σ1T1y1}|ω|T1c,E(n1,n2)F(2n2,n3)]𝟏{i=2k{xiσiTiyi}}|E(n1,n2)F(2n2,n3)].\mathbf{E}\bigg{[}\mathbf{E}\left[\mathbf{1}\{x_{1}\xleftrightarrow[\sigma_{1}]{T_{1}}y_{1}\}\>\bigg{|}\>\omega|_{T_{1}^{c}},E(n_{1},n_{2})\cap F(2n_{2},n_{3})\right]\cdot\mathbf{1}\left\{\cap_{i=2}^{k}\{x_{i}\xleftrightarrow[\sigma_{i}]{T_{i}}y_{i}\}\right\}\>\bigg{|}\>E(n_{1},n_{2})\cap F(2n_{2},n_{3})\bigg{]}.

We write the inner conditional expectation in (9) back in conditional probability form as ϕAnn(n1,n3)ξ(x1σ1T1y1|ω|T1c,E(n1,n2)F(2n2,n3))\phi_{\mathrm{Ann}(n_{1},n_{3})}^{\xi}\left(x_{1}\xleftrightarrow[\sigma_{1}]{T_{1}}y_{1}\>\bigg{|}\>\omega|_{T_{1}^{c}},E(n_{1},n_{2})\cap F(2n_{2},n_{3})\right). Note that {x1σ1T1y1}\{x_{1}\xleftrightarrow[\sigma_{1}]{T_{1}}y_{1}\} occurs if the following events occur simultaneously:

  • {x1σ1B(2δn2)(x1)B(n2)cB(x1,2δn2)B(n2)c}\{x_{1}\xleftrightarrow[\sigma_{1}]{B(2\delta n_{2})(x_{1})\cap B(n_{2})^{c}}\partial B(x_{1},2\delta n_{2})\cap B(n_{2})^{c}\};

  • {y1σ1B(2δn2)(y1)B(2n2)B(y1,2δn2)B(2n2)}\{y_{1}\xleftrightarrow[\sigma_{1}]{B(2\delta n_{2})(y_{1})\cap B(2n_{2})}\partial B(y_{1},2\delta n_{2})\cap B(2n_{2})\};

  • there is a σ1\sigma_{1}-path in T1T_{1} connecting the two short sides of T1T_{1};

  • there is a half σ1\sigma_{1}-circuit enclosing x1x_{1} in the half annulus Ann(x1;δn2,2δn2)B(n2)c\mathrm{Ann}(x_{1};\delta n_{2},2\delta n_{2})\cap B(n_{2})^{c}, the event of which we denote by 𝒞1\mathcal{C}_{1}; and

  • there is a half σ1\sigma_{1}-circuit enclosing y1y_{1} in the half annulus Ann(y1;δn2,2δn2)B(2n2)\mathrm{Ann}(y_{1};\delta n_{2},2\delta n_{2})\cap B(2n_{2}), the event of which we denote by 𝒞2\mathcal{C}_{2},

see Figure 1.

Refer to caption
Refer to caption
Figure 1. Constructions near the endpoints x1,x2x_{1},x_{2}.

Since all these events are σ1\sigma_{1} connection events, FKG inequality applies. To simplify notation, we denote by φ()\varphi(\cdot) the conditional measure ϕAnn(n1,n3)ξ(ω|T1c,E(n1,n2)F(2n2,n3))\phi_{\mathrm{Ann}(n_{1},n_{3})}^{\xi}(\cdot\mid\omega|_{T_{1}^{c}},E(n_{1},n_{2})\cap F(2n_{2},n_{3})). Then,

φ(x1σ1T1y1)\displaystyle\varphi\left(x_{1}\xleftrightarrow[\sigma_{1}]{T_{1}}y_{1}\right)\geq φ(B(n2)T1σ1T1B(2n2)T1)φ(𝒞1)φ(𝒞2)\displaystyle\varphi\left(\partial B(n_{2})\cap T_{1}\xleftrightarrow[\sigma_{1}]{T_{1}}\partial B(2n_{2})\cap T_{1}\right)\varphi(\mathcal{C}_{1})\varphi(\mathcal{C}_{2})
φ(x1σ1B(x1,δn2)B(n2)cB(x1,δn2)B(n2)c)\displaystyle\cdot\varphi\left(x_{1}\xleftrightarrow[\sigma_{1}]{B(x_{1},\delta n_{2})\cap B(n_{2})^{c}}\partial B(x_{1},\delta n_{2})\cap B(n_{2})^{c}\right)
φ(y1σ1B(y1,2δn2)B(2n2)B(y1,2δn2)B(2n2)).\displaystyle\cdot\varphi\left(y_{1}\xleftrightarrow[\sigma_{1}]{B(y_{1},2\delta n_{2})\cap B(2n_{2})}\partial B(y_{1},2\delta n_{2})\cap B(2n_{2})\right).

The two probabilities on the last two lines are both 11 because the occurrence of the events is guaranteed by the conditioning on E(n1,n2)E(n_{1},n_{2}) and F(2n2,n3)F(2n_{2},n_{3}). The cost of half circuits is constant by RSW inequality. Since the width and length of the corridor T1T_{1} is of constant proportion, again by RSW inequality, the probability of having a σ1\sigma_{1}-path connecting the two ends of the corridor is also constant. Therefore,

ϕAnn(n1,n3)ξ(x1σ1T1y1|ω|T1c,E(n1,n2)F(2n2,n3))c.\phi_{\mathrm{Ann}(n_{1},n_{3})}^{\xi}\left(x_{1}\xleftrightarrow[\sigma_{1}]{T_{1}}y_{1}\>\bigg{|}\>\omega|_{T_{1}^{c}},E(n_{1},n_{2})\cap F(2n_{2},n_{3})\right)\geq c.

Plugging this back into (9), we have

(7)\displaystyle\eqref{eq:cond-gluing} 𝐄[c𝟏{i=2k{xiσiTiyi}}|E(n1,n2)F(2n2,n3)]\displaystyle\geq\mathbf{E}\bigg{[}c\mathbf{1}\left\{\cap_{i=2}^{k}\{x_{i}\xleftrightarrow[\sigma_{i}]{T_{i}}y_{i}\}\right\}\>\bigg{|}\>E(n_{1},n_{2})\cap F(2n_{2},n_{3})\bigg{]}
=c𝐄[𝟏{i=2k{xiσiTiyi}}|E(n1,n2)F(2n2,n3)].\displaystyle=c\mathbf{E}\bigg{[}\mathbf{1}\left\{\cap_{i=2}^{k}\{x_{i}\xleftrightarrow[\sigma_{i}]{T_{i}}y_{i}\}\right\}\>\bigg{|}\>E(n_{1},n_{2})\cap F(2n_{2},n_{3})\bigg{]}.

Applying the same procedure sequentially to each i=2,,ki=2,\dots,k, and we have a uniform lower bound. ∎

3. Large Deviation Bound Conditional on Three Arms

In this section, we prove Theorem 3.1, a large deviation bound conditional on a three-arm event. This is one of the main ingredients in the proof of Theorem 1.1, which we outline in Section 5, and one that requires significant modification to extend to the random cluster model.

Before stating the theorem, we first introduce some notations and definitions. Fix some integer N>0N>0 and for any integer k1k\geq 1, we define k\mathfrak{C}_{k} to be the event that there is a dual-closed circuit in Ann(2kN,2(k+1)N)\mathrm{Ann}(2^{kN},2^{(k+1)N}) with two defect dual-open edges. Similarly, let 𝔇k\mathfrak{D}_{k} be the event that there is an open circuit in Ann(2kN,2(k+1)N)\mathrm{Ann}(2^{kN},2^{(k+1)N}) with one defect closed edge.

Definition 2.

For any k1k\geq 1, we define ^k\hat{\mathfrak{C}}_{k}, the compound circuit event in Ann(210kN,210(k+1)N)\mathrm{Ann}(2^{10kN},2^{10(k+1)N}), as the simultaneous occurrence of the following events:

  1. (1)

    for i=1,4,6,9i=1,4,6,9, 10k+i\mathfrak{C}_{10k+i} occurs in Ann(2(10k+i)N,2(10k+i+1)N)\mathrm{Ann}(2^{(10k+i)N},2^{(10k+i+1)N}) and

  2. (2)

    𝔇10k\mathfrak{D}_{10k} occurs in Ann(210kN,2(10k+1)N)\mathrm{Ann}(2^{10kN},2^{(10k+1)N}).

Theorem 3.1 ([6], Theorem 4.1).

There exist universal c1>0c_{1}>0 and N01N_{0}\geq 1 such that for any NN0N\geq N_{0}, any L,L0L^{\prime},L\geq 0 satisfying LL40L-L^{\prime}\geq 40, and any event EkE_{k} satisfying

  1. (A)

    EkE_{k} depends on the status of the edges in Ann(2kN,2(k+1)N)\mathrm{Ann}(2^{kN},2^{(k+1)N}) and

  2. (B)

    there exists a uniform constant c2>0c_{2}>0 such that ϕB(n)ξ(E10k+5^kA3(2L))c2\phi_{B(n)}^{\xi}(E_{10k+5}\cap\hat{\mathfrak{C}}_{k}\mid A_{3}(2^{L}))\geq c_{2} for all n0n\geq 0 and 0kL10N10\leq k\leq\frac{L}{10N}-1.

Then,

ϕB(n)ξ(k=L10NL10N1𝟏{E10k+5,^k}c1c2LLN|A3(2L))exp(c1c2LLN).\displaystyle\phi_{B(n)}^{\xi}\left(\sum_{k=\lceil\frac{L^{\prime}}{10N}\rceil}^{\lfloor\frac{L}{10N}\rfloor-1}\mathbf{1}\{E_{10k+5},\hat{\mathfrak{C}}_{k}\}\leq c_{1}c_{2}\frac{L-L^{\prime}}{N}\;\Bigg{|}\;A_{3}(2^{L})\right)\leq\exp(-c_{1}c_{2}\frac{L-L^{\prime}}{N}).

For simplicity of notation, we define IL,LI_{L^{\prime},L} and JL,LJ_{L^{\prime},L} to be (random) collections of indices of scales:

IL,L\displaystyle I_{L^{\prime},L} :={k=L10N,,L10N1:E10k+5^k occurs}.\displaystyle:=\left\{k=\lceil\frac{L^{\prime}}{10N}\rceil,\dots,\lfloor\frac{L}{10N}\rfloor-1:E_{10k+5}\cap\hat{\mathfrak{C}}_{k}\text{ occurs}\right\}.
JL,L\displaystyle J_{L^{\prime},L} :={k=L10N,,L10N1:^k occurs}.\displaystyle:=\left\{k=\lceil\frac{L^{\prime}}{10N}\rceil,\dots,\lfloor\frac{L}{10N}\rfloor-1:\hat{\mathfrak{C}}_{k}\text{ occurs}\right\}.

The estimate in Theorem 3.1 relies on a two-step strategy: first estimating #IL,L\#I_{L^{\prime},L} using the standard Chernoff bound, then expanding the resulting expectation by conditioning on nested filtrations. Since these two steps themselves apply to general random variables, we provide a high-level summary of the proof and only recreate the parts that are sensitive to the model.

To start, we want to condition on there existing sufficiently many decoupling circuits ^k\hat{\mathfrak{C}}_{k}. We quantify this probability using the next Proposition which is proved later in this section.

Proposition 3.2 ([6], Proposition 4.2).

There exist c3>0c_{3}>0 and N01N_{0}\geq 1 such that for all NN0N\geq N_{0} and L,L0L,L^{\prime}\geq 0 with LL40L-L^{\prime}\geq 40,

ϕB(n)ξ(#JL,Lc3LLN|A3(2L))exp(c3(LL)).\displaystyle\phi_{B(n)}^{\xi}\left(\#J_{L^{\prime},L}\leq c_{3}\frac{L-L^{\prime}}{N}\;\bigg{|}\;A_{3}(2^{L})\right)\leq\exp(-c_{3}(L-L^{\prime})).

Combining Proposition 3.2 and the Chernoff bound, we have

ϕB(n)ξ\displaystyle\phi_{B(n)}^{\xi} (#IL,Lc4LLN|A3(2L))\displaystyle\left(\#I_{L^{\prime},L}\leq c_{4}\frac{L-L^{\prime}}{N}\>\bigg{|}\>A_{3}(2^{L})\right)
exp(c3(LL))+exp(c4LLN)𝔼[e#IL,L𝟏{#JL,L>c3LLN}|A3(2L)].\displaystyle\leq\exp(-c_{3}(L-L^{\prime}))+\exp\left(c_{4}\frac{L-L^{\prime}}{N}\right)\mathbb{E}\left[e^{-\#I_{L^{\prime},L}}\mathbf{1}\{\#J_{L^{\prime},L}>c_{3}\frac{L-L^{\prime}}{N}\}\>\bigg{|}\>A_{3}(2^{L})\right].

We decompose the expectation over all possible sets of JL,LJ_{L^{\prime},L}.

(10) 𝒥:#𝒥c3LLN𝔼[e#IL,LJL,L=𝒥,A3(2L)]ϕB(n)ξ(JL,L=𝒥A3(2L)).\displaystyle\sum_{\mathcal{J}:\#\mathcal{J}\geq c_{3}\frac{L-L^{\prime}}{N}}\mathbb{E}\left[e^{-\#I_{L^{\prime},L}}\mid J_{L^{\prime},L}=\mathcal{J},A_{3}(2^{L})\right]\phi_{B(n)}^{\xi}(J_{L^{\prime},L}=\mathcal{J}\mid A_{3}(2^{L})).

We enumerate 𝒥={k1,,kR}\mathcal{J}=\{k_{1},\dots,k_{R}\}. Then, conditional on JL,L=𝒥J_{L^{\prime},L}=\mathcal{J}, we have #IL,L=r=1R𝟏{E10kr+5}\#I_{L^{\prime},L}=\sum_{r=1}^{R}\mathbf{1}\{E_{10k_{r}+5}\}. Define the filtration (r)(\mathcal{F}_{r}) by

r=σ{E10k1+5,,E10kr1+5}{JL,L=𝒥}A3(2L)for r=1,,R.\displaystyle\mathcal{F}_{r}=\sigma\{E_{10k_{1}+5},\dots,E_{10k_{r-1}+5}\}\cap\{J_{L^{\prime},L}=\mathcal{J}\}\cap A_{3}(2^{L})\quad\text{for $r=1,\dots,R$.}

Thus, the expectation in (10) can be expanded as

𝔼[e𝟏{E10k1+5}𝔼[e𝟏{E10kR1+5}𝔼[e𝟏{E10kR+5}R]R1]1]\displaystyle\mathbb{E}[e^{-\mathbf{1}\{E_{10k_{1}+5}\}}\cdots\mathbb{E}[e^{-\mathbf{1}\{E_{10k_{R-1}+5}\}}\mathbb{E}[e^{-\mathbf{1}\{E_{10k_{R}+5}\}}\mid\mathcal{F}_{R}]\mid\mathcal{F}_{R-1}]\cdots\mid\mathcal{F}_{1}]

where for each r=1,,Rr=1,\dots,R, we have

(11) 𝔼[e𝟏{E10kr+5}r]=1(1e1)ϕB(n)ξ(E10kr+5r).\displaystyle\mathbb{E}[e^{-\mathbf{1}\{E_{10k_{r}+5}\}}\mid\mathcal{F}_{r}]=1-(1-e^{-1})\phi_{B(n)}^{\xi}(E_{10k_{r}+5}\mid\mathcal{F}_{r}).

Thus, we introduce the following lemma to give a uniform bound on the conditional probability above and decouple E10kr+5E_{10k_{r}+5} from σ{E10k1+5,,E10kr1+5}\sigma\{E_{10k_{1}+5},\dots,E_{10k_{r-1}+5}\} while conditional on A3(2L)A_{3}(2^{L}).

Lemma 3.3.

There exists a universal constant c5>0c_{5}>0 such that the following holds. For any k,L0k,L\geq 0 and N1N\geq 1 satisfying kL10N1k\leq\left\lfloor\frac{L}{10N}\right\rfloor-1 and any events FF and GG depending on the status of edges in B(210kN)B(2^{10kN}) and B(210(k+1)N)cB(2^{10(k+1)N})^{c} respectively, one has

(12) ϕB(n)ξ(E10k+5^k,A3(2L),F,G)c5ϕB(n)ξ(E10k+5^k,A3(2L)).\phi_{B(n)}^{\xi}(E_{10k+5}\mid\hat{\mathfrak{C}}_{k},A_{3}(2^{L}),F,G)\geq c_{5}\phi_{B(n)}^{\xi}(E_{10k+5}\mid\hat{\mathfrak{C}}_{k},A_{3}(2^{L})).

Let k=L10N,,L10N1k=\lceil\frac{L^{\prime}}{10N}\rceil,\dots,\lfloor\frac{L}{10N}\rfloor-1. For any FF depending on edges in B(210kN)B(2^{10kN}) and any 𝒥\mathcal{J} containing kk, we have as a result of Lemma 3.3

ϕB(n)ξ(E10k+5^k,F,JL,L=𝒥,A3(2L))c5ϕB(n)ξ(E10k+5^k,A3(2L))c5c~0,\displaystyle\phi_{B(n)}^{\xi}(E_{10k+5}\mid\hat{\mathfrak{C}}_{k},F,J_{L^{\prime},L}=\mathcal{J},A_{3}(2^{L}))\geq c_{5}\phi_{B(n)}^{\xi}(E_{10k+5}\mid\hat{\mathfrak{C}}_{k},A_{3}(2^{L}))\geq c_{5}\tilde{c}_{0},

with the second inequality owing to (32) and gluing constructions (Proposition 2.1) for mitigating ^k\hat{\mathfrak{C}}_{k}. Inserting back into (11), we have

𝔼[e𝟏{E10kr+5}r]1c5c~0(1e1)\displaystyle\mathbb{E}[e^{-\mathbf{1}\{E_{10k_{r}+5}\}}\mid\mathcal{F}_{r}]\leq 1-c_{5}\tilde{c}_{0}(1-e^{-1})

Putting everything together, we have

ϕB(n)ξ\displaystyle\phi_{B(n)}^{\xi} (#In,nc4LLNA3(2L))\displaystyle\left(\#I_{n^{\prime},n}\leq c_{4}\frac{L-L^{\prime}}{N}\mid A_{3}(2^{L})\right)
exp(c3(LL))+exp(c4LLN)(1c4c~0(1e1))c3LLN\displaystyle\quad\leq\exp(-c_{3}(L-L^{\prime}))+\exp\left(c_{4}\frac{L-L^{\prime}}{N}\right)(1-c_{4}\tilde{c}_{0}(1-e^{-1}))^{c_{3}\frac{L-L^{\prime}}{N}}

This implies the existence of some universal c1>0c_{1}>0 such that

ϕB(n)ξ\displaystyle\phi_{B(n)}^{\xi} (#In,nc1c2LLNA3(2L))exp(c1c2LLN).\displaystyle\left(\#I_{n^{\prime},n}\leq c_{1}c_{2}\frac{L-L^{\prime}}{N}\mid A_{3}(2^{L})\right)\leq\exp\left(-c_{1}c_{2}\frac{L-L^{\prime}}{N}\right).
Proof of Proposition 3.2.

We first note the set relation

{#Jn,nc3LLN,A3(2L)}\displaystyle\left\{\#J_{n^{\prime},n}\leq c_{3}\frac{L-L^{\prime}}{N},A_{3}(2^{L})\right\} A3(210NL10N)\displaystyle\subset A_{3}\left(2^{10N\lceil\frac{L^{\prime}}{10N}\rceil}\right)
{m=10L10N10L10N1A3(2mN,2(m+1)N),#JL,Lc3LLN}\displaystyle\quad\cap\left\{\bigcap_{m=10\lceil\frac{L^{\prime}}{10N}\rceil}^{10\lfloor\frac{L}{10N}\rfloor-1}A_{3}(2^{mN},2^{(m+1)N}),\#J_{L^{\prime},L}\leq c_{3}\frac{L-L^{\prime}}{N}\right\}
A3(210NL10N,2L).\displaystyle\quad\cap A_{3}\left(2^{10N\lfloor\frac{L}{10N}\rfloor},2^{L}\right).

Since the three events on the right-hand side are disjoint, we apply the domain Markov property twice, first on B(210NL10N)B(2^{10N\lceil\frac{L^{\prime}}{10N}\rceil}) and then on B(210NL10N)B(2^{10N\lfloor\frac{L}{10N}\rfloor}), and obtain

ϕB(n)ξ\displaystyle\phi_{B(n)}^{\xi} (#Jn,nc3LLN,A3(2L))\displaystyle\left(\#J_{n^{\prime},n}\leq c_{3}\frac{L-L^{\prime}}{N},A_{3}(2^{L})\right)
𝔼B(n)ξ[ϕB(210NL10N)ξ(A3(210NL10N))]\displaystyle\quad\leq\mathbb{E}_{B(n)}^{\xi}\left[\phi_{B(2^{10N\lceil\frac{L^{\prime}}{10N}\rceil})}^{\xi^{\prime}}\left(A_{3}\left(2^{10N\lceil\frac{L^{\prime}}{10N}\rceil}\right)\right)\right]
×ϕB(n)ξ(m=10L10N10L10N1A3(2mN,2(m+1)N),#JL,Lc3LLN,A3(210NL10N,2L))\displaystyle\quad\quad\times\phi_{B(n)}^{\xi}\left(\bigcap_{m=10\lceil\frac{L^{\prime}}{10N}\rceil}^{10\lfloor\frac{L}{10N}\rfloor-1}A_{3}(2^{mN},2^{(m+1)N}),\#J_{L^{\prime},L}\leq c_{3}\frac{L-L^{\prime}}{N},A_{3}(2^{10N\lfloor\frac{L}{10N}\rfloor},2^{L})\right)
𝔼B(n)ξ[ϕB(210NL10N)ξ(A3(210NL10N))]\displaystyle\quad\leq\mathbb{E}_{B(n)}^{\xi}\left[\phi_{B(2^{10N\lceil\frac{L^{\prime}}{10N}\rceil})}^{\xi^{\prime}}\left(A_{3}\left(2^{10N\lceil\frac{L^{\prime}}{10N}\rceil}\right)\right)\right]
(13) ×𝔼B(n)ξ[ϕB(210NL10N)ξ′′(m=10L10N10L10N1A3(2mN,2(m+1)N),#JL,Lc3LLN)]\displaystyle\quad\quad\times\mathbb{E}_{B(n)}^{\xi}\left[\phi_{B(2^{10N\lfloor\frac{L}{10N}\rfloor})}^{\xi^{\prime\prime}}\left(\bigcap_{m=10\lceil\frac{L^{\prime}}{10N}\rceil}^{10\lfloor\frac{L}{10N}\rfloor-1}A_{3}(2^{mN},2^{(m+1)N}),\#J_{L^{\prime},L}\leq c_{3}\frac{L-L^{\prime}}{N}\right)\right]
×ϕB(n)ξ(A3(210NL10N,2L)).\displaystyle\quad\quad\times\phi_{B(n)}^{\xi}\left(A_{3}(2^{10N\lfloor\frac{L}{10N}\rfloor},2^{L})\right).

Here, ξ\xi^{\prime} and ξ′′\xi^{\prime\prime} are implicit random variables of boundary conditions on B(210NL10N)B(2^{10N\lceil\frac{L^{\prime}}{10N}\rceil}) and B(210NL10N)B(2^{10N\lfloor\frac{L}{10N}\rfloor}) respectively. Since three-arm probabilities are of the same order uniform over boundary conditions, it suffices to show that (13) can be bounded by

(14) O(exp(c(LL))ϕB(210NL10N)ξ(A3(210NL10N,210NL10N))).\displaystyle O\left(\exp(-c(L-L^{\prime}))\phi_{B(2^{10N\lfloor\frac{L}{10N}\rfloor})}^{\xi}\left(A_{3}(2^{10N\lceil\frac{L^{\prime}}{10N}\rceil},2^{10N\lfloor\frac{L}{10N}\rfloor})\right)\right).

Here the choice of ξ\xi is arbitrary.

For each scale mm, Let XmX_{m} be the indicator function on the event A3(210mN,210(m+1)N)A_{3}(2^{10mN},2^{10(m+1)N}) occurs but ^m\hat{\mathfrak{C}}_{m} does not. Then,

{m=10L10N10L10N1A3(2mN,2(m+1)N),#JL,Lc3LLN}{m=L10NL10N1XmL10NL10Nc3LLN}.\displaystyle\left\{\bigcap_{m=10\lceil\frac{L^{\prime}}{10N}\rceil}^{10\lfloor\frac{L}{10N}\rfloor-1}A_{3}(2^{mN},2^{(m+1)N}),\#J_{L^{\prime},L}\leq c_{3}\frac{L-L^{\prime}}{N}\right\}\subset\left\{\sum_{m=\lceil\frac{L^{\prime}}{10N}\rceil}^{\lfloor\frac{L}{10N}\rfloor-1}X_{m}\geq\lfloor\frac{L}{10N}\rfloor-\lceil\frac{L^{\prime}}{10N}\rceil-c_{3}\frac{L-L^{\prime}}{N}\right\}.

Although the XmX_{m}’s are not independent, when applying the domain Markov property, the dependence between events are only reflected in the boundary condition. We will establish an upper bound uniform over boundary conditions for each XmX_{m}, thus allowing us access to a set of independent YmY_{m}’s that stochastically dominate the XmX_{m}’s.

Lemma 3.4.

For each mm, let YmY_{m} be an independent Bernoulli random variable with parameter pm=5c2αNϕB(210(m+1)N)ξ(A3(210mN,210(m+1)N))p_{m}=5c2^{-\alpha N}\phi_{B(2^{10(m+1)N})}^{\xi}(A_{3}(2^{10mN},2^{10(m+1)N})). Then, XmX_{m} is stochastically dominated by YmY_{m}.

Proof.

We give a uniform upper bound to 𝐏(Xm=1)=ϕB(210(m+1)N)ξ(A3(210mN,210(m+1)N),^mc)\mathbf{P}(X_{m}=1)=\phi_{B(2^{10(m+1)N})}^{\xi}\left(A_{3}(2^{10mN},2^{10(m+1)N}),\hat{\mathfrak{C}}_{m}^{c}\right). By a union bound,

(15) ϕB(210(m+1)N)ξ(A3(210mN,210(m+1)N),^mc)=ϕB(210(m+1)N)ξ(A3(210mN,210(m+1)N),𝔇10mci=1,4,6,910m+ic)ϕB(210(m+1)N)ξ(A3(210mN,210(m+1)N),𝔇10mc)+i=1,4,6,9ϕB(210(m+1)N)ξ(A3(210mN,210(m+1)N),10m+ic).\displaystyle\begin{split}\phi_{B(2^{10(m+1)N})}^{\xi}&\left(A_{3}(2^{10mN},2^{10(m+1)N}),\hat{\mathfrak{C}}_{m}^{c}\right)\\ &\quad=\phi_{B(2^{10(m+1)N})}^{\xi}\left(A_{3}(2^{10mN},2^{10(m+1)N}),\mathfrak{D}_{10m}^{c}\cup\bigcup_{i=1,4,6,9}\mathfrak{C}_{10m+i}^{c}\right)\\ &\quad\leq\phi_{B(2^{10(m+1)N})}^{\xi}\left(A_{3}(2^{10mN},2^{10(m+1)N}),\mathfrak{D}_{10m}^{c}\right)\\ &\quad\quad+\sum_{i=1,4,6,9}\phi_{B(2^{10(m+1)N})}^{\xi}\left(A_{3}(2^{10mN},2^{10(m+1)N}),\mathfrak{C}_{10m+i}^{c}\right).\end{split}

For each ii and similarly for the probability with 𝔇10mc\mathfrak{D}_{10m}^{c}, we use the domain Markov property twice,

(16) ϕB(210(m+1)N)ξ(A3(210mN,210(m+1)N),10m+ic)𝔼B(210(m+1)N)ξ[ϕB(2(10m+i)N)η1(A3(210mN,2(10m+i)N))]×𝔼B(210(m+1)N)ξ[ϕB(2(10m+i+1)N)η2(A3(2(10m+i)N,2(10m+i+1)N),10m+ic)]×ϕB(210(m+1)N)ξ(A3(2(10m+i+1)N,210(m+1)N)),\displaystyle\begin{split}\phi_{B(2^{10(m+1)N})}^{\xi}&\left(A_{3}(2^{10mN},2^{10(m+1)N}),\mathfrak{C}_{10m+i}^{c}\right)\\ &\quad\leq\mathbb{E}_{B(2^{10(m+1)N})}^{\xi}\left[\phi_{B(2^{(10m+i)N})}^{\eta_{1}}\left(A_{3}(2^{10mN},2^{(10m+i)N})\right)\right]\\ &\quad\quad\times\mathbb{E}_{B(2^{10(m+1)N})}^{\xi}\left[\phi_{B(2^{(10m+i+1)N})}^{\eta_{2}}\left(A_{3}(2^{(10m+i)N},2^{(10m+i+1)N}),\mathfrak{C}_{10m+i}^{c}\right)\right]\\ &\quad\quad\times\phi_{B(2^{10(m+1)N})}^{\xi}\left(A_{3}(2^{(10m+i+1)N},2^{10(m+1)N})\right),\end{split}

where η1,η2\eta_{1},\eta_{2} are random variables of boundary conditions.

Claim 1.

There exists α(0,1)\alpha\in(0,1) and c6>0c_{6}>0 such that for any boundary condition η\eta, we have

ϕB(2(10m+i+1)N)η\displaystyle\phi_{B(2^{(10m+i+1)N})}^{\eta} (A3(2(10m+i)N,2(10m+i+1)N),10m+ic)\displaystyle\left(A_{3}(2^{(10m+i)N},2^{(10m+i+1)N}),\mathfrak{C}_{10m+i}^{c}\right)
c62αNϕB(2(10m+i+1)N)η(A3(2(10m+i)N,2(10m+i+1)N)),\displaystyle\qquad\leq c_{6}2^{-\alpha N}\phi_{B(2^{(10m+i+1)N})}^{\eta}\left(A_{3}(2^{(10m+i)N},2^{(10m+i+1)N})\right),
ϕB(2(10m+1)N)η\displaystyle\phi_{B(2^{(10m+1)N})}^{\eta} (A3(210mN,2(10m+1)N),𝔇10mc)\displaystyle\left(A_{3}(2^{10mN},2^{(10m+1)N}),\mathfrak{D}_{10m}^{c}\right)
c62αNϕB(2(10m+1)N)η(A3(210mN,2(10m+1)N)).\displaystyle\qquad\leq c_{6}2^{-\alpha N}\phi_{B(2^{(10m+1)N})}^{\eta}\left(A_{3}(2^{10mN},2^{(10m+1)N})\right).

Plugging this back into (16) and using gluing constructions (see Section 2), we have

(17) ϕB(210(m+1)N)ξ(A3(210mN,210(m+1)N),10m+ic)c62αNϕB(210(m+1)N)ξ(A3(210mN,210(m+1)N)).\phi_{B(2^{10(m+1)N})}^{\xi}\left(A_{3}(2^{10mN},2^{10(m+1)N}),\mathfrak{C}_{10m+i}^{c}\right)\leq c_{6}2^{-\alpha N}\phi_{B(2^{10(m+1)N})}^{\xi}\left(A_{3}(2^{10mN},2^{10(m+1)N})\right).

Similarly,

(18) ϕB(210(m+1)N)ξ(A3(210mN,210(m+1)N),𝔇10mc)c62αNϕB(210(m+1)N)ξ(A3(210mN,210(m+1)N)).\phi_{B(2^{10(m+1)N})}^{\xi}\left(A_{3}(2^{10mN},2^{10(m+1)N}),\mathfrak{D}_{10m}^{c}\right)\leq c_{6}2^{-\alpha N}\phi_{B(2^{10(m+1)N})}^{\xi}\left(A_{3}(2^{10mN},2^{10(m+1)N})\right).

Plugging (17) and (18) into (15) and using quasi-multiplicativity, we have

ϕB(210(m+1)N)ξ(A3(210mN,210(m+1)N),^mc)c72αNϕB(210(m+1)N)ξ(A3(210mN,210(m+1)N)).\displaystyle\phi_{B(2^{10(m+1)N})}^{\xi}\left(A_{3}(2^{10mN},2^{10(m+1)N}),\hat{\mathfrak{C}}_{m}^{c}\right)\leq c_{7}2^{-\alpha N}\phi_{B(2^{10(m+1)N})}^{\xi}\left(A_{3}(2^{10mN},2^{10(m+1)N})\right).

Choosing pmp_{m} to be the right-hand side gives us that YmY_{m} stochastically dominates XmX_{m}. ∎

Note that there exists β\beta such that pm(2βN,1)p_{m}\in(2^{-\beta N},1) for all mm. We use an elementary lemma from [6] on the concentration of independent Bernoulli random variables.

Lemma 3.5 ([6], Lemma 4.3).

Given ϵ0(0,1)\epsilon_{0}\in(0,1) and M1M\geq 1, if Y1,,YMY_{1},\dots,Y_{M} are any independent Bernoulli random variables with parameters p1,,pMp_{1},\dots,p_{M}, respectively, satisfying pi[ϵ0,1]p_{i}\in[\epsilon_{0},1] for all ii, then for all r(0,1)r\in(0,1),

𝐏(m=1MYmrM)(1/ϵ0)M(1r)2Mm=1Mpm.\displaystyle\mathbf{P}\left(\sum_{m=1}^{M}Y_{m}\geq rM\right)\leq(1/\epsilon_{0})^{M(1-r)}2^{M}\prod_{m=1}^{M}p_{m}.

Applying Lemma 3.5 by taking M=L10NL10NM=\lfloor\frac{L}{10N}\rfloor-\lceil\frac{L^{\prime}}{10N}\rceil and r=120c3r=1-20c_{3}, we have

𝐏\displaystyle\mathbf{P} (m=L10NL10N1XmL10NL10Nc3LLN)\displaystyle\left(\sum_{m=\lceil\frac{L^{\prime}}{10N}\rceil}^{\lfloor\frac{L}{10N}\rfloor-1}X_{m}\geq\lfloor\frac{L}{10N}\rfloor-\lceil\frac{L^{\prime}}{10N}\rceil-c_{3}\frac{L-L^{\prime}}{N}\right)
𝐏(m=L10NL10N1YmL10NL10Nc3LLN)\displaystyle\quad\quad\leq\mathbf{P}\left(\sum_{m=\lceil\frac{L^{\prime}}{10N}\rceil}^{\lfloor\frac{L}{10N}\rfloor-1}Y_{m}\geq\lfloor\frac{L}{10N}\rfloor-\lceil\frac{L^{\prime}}{10N}\rceil-c_{3}\frac{L-L^{\prime}}{N}\right)
(19) (220c3βN+1)L10NL10Nm=L10NL10N1pm.\displaystyle\quad\quad\leq\left(2^{20c_{3}\beta N+1}\right)^{\lfloor\frac{L}{10N}\rfloor-\lceil\frac{L^{\prime}}{10N}\rceil}\prod_{m=\lceil\frac{L^{\prime}}{10N}\rceil}^{\lfloor\frac{L}{10N}\rfloor-1}p_{m}.

Plugging in pm=c72αNϕB(210(m+1)N)ξ(A3(210mN,210(m+1)N))p_{m}=c_{7}2^{-\alpha N}\phi_{B(2^{10(m+1)N})}^{\xi}\left(A_{3}(2^{10mN},2^{10(m+1)N})\right), we have

(19)(220c3βN+1)L10NL10NC2αNϕB(210NL10N)ξ(A3(210NL10N,210NL10N)),\displaystyle\eqref{eq:prod-pm}\leq\left(2^{20c_{3}\beta N+1}\right)^{\lfloor\frac{L}{10N}\rfloor-\lceil\frac{L^{\prime}}{10N}\rceil}C2^{-\alpha N}\phi_{B(2^{10N\lfloor\frac{L}{10N}\rfloor})}^{\xi}\left(A_{3}(2^{10N\lceil\frac{L^{\prime}}{10N}\rceil},2^{10N\lfloor\frac{L}{10N}\rfloor})\right),

which demonstrates (14). ∎

Proof of Claim 1.

By duality or Menger’s theorem, the event A3(2kN,2(k+1)N)kcA_{3}(2^{kN},2^{(k+1)N})\cap\mathfrak{C}_{k}^{c} (resp. the event A3(2kN,2(k+1)N)𝔇kcA_{3}(2^{kN},2^{(k+1)N})\cap\mathfrak{D}_{k}^{c}) is equivalent to the disjoint occurrence of A3(2kN,2(k+1)N)A_{3}(2^{kN},2^{(k+1)N}) and A1,O(2kN,2(k+1)N)A_{1,O}(2^{kN},2^{(k+1)N}) (resp. A1,C(2kN,2(k+1)N)A_{1,C^{*}}(2^{kN},2^{(k+1)N})). We denote the disjoint occurrence of two events AA and BB by ABA\circ B. We have

ϕB(2(k+1)N)η\displaystyle\phi_{B(2^{(k+1)N})}^{\eta} (A3(2kN,2(k+1)N),kc)\displaystyle\left(A_{3}(2^{kN},2^{(k+1)N}),\mathfrak{C}_{k}^{c}\right)
=ϕB(2(k+1)N)η(A3(2kN,2(k+1)N)A1,O(2kN,2(k+1)N))\displaystyle\qquad=\phi_{B(2^{(k+1)N})}^{\eta}\left(A_{3}(2^{kN},2^{(k+1)N})\circ A_{1,O}(2^{kN},2^{(k+1)N})\right)

We use a now standard argument that conditional on the two open and one dual-closed arm, the probability that an additional arm exists decays at (2N)α(2^{N})^{-\alpha} for some α(0,1)\alpha\in(0,1). This argument requires localizing the endpoints of the arms.

Let I={Ii}i=1,2,3I=\{I_{i}\}_{i=1,2,3} and J={Ji}i=1,2,3J=\{J_{i}\}_{i=1,2,3} be two sequences of disjoint intervals on B(2kN)\partial B(2^{kN}) and B(2(k+1)N)\partial B(2^{(k+1)N}) in counterclockwise order such that for all ii, |Ii|δ2kN|I_{i}|\geq\delta 2^{kN} for some δ>0\delta>0. Similarly, for all ii, |Ji|δ2(k+1)N|J_{i}|\geq\delta 2^{(k+1)N}. Let A3I,J(2kN,2(k+1)N)A_{3}^{I,J}(2^{kN},2^{(k+1)N}) be the event that A3(2kN,2(k+1)N)A_{3}(2^{kN},2^{(k+1)N}) occurs and there is an open (open, dual-closed, resp.) arm with endpoints in I1I_{1} (I2,I3I_{2},I_{3}, resp.) on B(2kN)\partial B(2^{kN}) and J1J_{1} (J2,J3J_{2},J_{3}, resp.) on B(2(k+1)N)\partial B(2^{(k+1)N}). Localization of arm events [11, Proposition 6.5] implies that for any I,JI,J as above,

ϕB(2(k+1)N)η(A3(2kN,2(k+1)N))ϕB(2(k+1)N)η(A3I,J(2kN,2(k+1)N))\displaystyle\phi_{B(2^{(k+1)N})}^{\eta}\left(A_{3}(2^{kN},2^{(k+1)N})\right)\asymp\phi_{B(2^{(k+1)N})}^{\eta}\left(A_{3}^{I,J}(2^{kN},2^{(k+1)N})\right)

and

ϕB(2(k+1)N)η\displaystyle\phi_{B(2^{(k+1)N})}^{\eta} (A3(2kN,2(k+1)N)A1,O(2kN,2(k+1)N))\displaystyle\left(A_{3}(2^{kN},2^{(k+1)N})\circ A_{1,O}(2^{kN},2^{(k+1)N})\right)
ϕB(2(k+1)N)η(A3I,J(2kN,2(k+1)N)A1,O(2kN,2(k+1)N)).\displaystyle\qquad\asymp\phi_{B(2^{(k+1)N})}^{\eta}\left(A_{3}^{I,J}(2^{kN},2^{(k+1)N})\circ A_{1,O}(2^{kN},2^{(k+1)N})\right).

Let γ1\gamma_{1} be the counterclockwise-most open arm from I1I_{1} to J1J_{1} that is disjoint from at least one open arm from I2I_{2} to J2J_{2} and let γ3\gamma_{3} be the clockwise-most dual-closed arm from I3I_{3} to J3J_{3}. Let 𝒰\mathcal{U} denote the random region bounded by γ1\gamma_{1}, γ3\gamma_{3}, B(2kN)\partial B(2^{kN}), and B(2(k+1)N)\partial B(2^{(k+1)N}) that also contains an open arm from I2I_{2} to J2J_{2}. We say that UU is “admissible” if UU is a possible value of the random region 𝒰\mathcal{U}. Conditional on the location of 𝒰\mathcal{U},

ϕB(2(k+1)N)η\displaystyle\phi_{B(2^{(k+1)N})}^{\eta} (A3I,J(2kN,2(k+1)N)A1,O(2kN,2(k+1)N))\displaystyle\left(A_{3}^{I,J}(2^{kN},2^{(k+1)N})\circ A_{1,O}(2^{kN},2^{(k+1)N})\right)
=admissible U𝔼B(2(k+1)N)η[ϕB(2(k+1)N)Uι(A1,O(2kN,2(k+1)N))]ϕB(2(k+1)N)η(𝒰=U)\displaystyle=\sum_{\text{admissible }U}\mathbb{E}_{B(2^{(k+1)N})}^{\eta}\left[\phi_{B(2^{(k+1)N})\setminus U}^{\iota}\left(A_{1,O}(2^{kN},2^{(k+1)N})\right)\right]\phi_{B(2^{(k+1)N})}^{\eta}(\mathcal{U}=U)

where the boundary condition ι\iota is a random variable depending on UU and η\eta. The one-arm event in B(2(k+1)N)UB(2^{(k+1)N})\setminus U can be estimated using quad-crossing RSW estimates (5) and an analogue of quasi-multiplicativity NN times as follows:

ϕB(2(k+1)N)Uι(A1,O(2kN,2(k+1)N))c=kN(k+1)NϕB(2(k+1)N)Uι(A1(2,2+1))c(2α)N.\displaystyle\phi_{B(2^{(k+1)N})\setminus U}^{\iota}(A_{1,O}(2^{kN},2^{(k+1)N}))\leq c\prod_{\ell=kN}^{(k+1)N}\phi_{B(2^{(k+1)N})\setminus U}^{\iota}(A_{1}(2^{\ell},2^{\ell+1}))\leq c(2^{-\alpha})^{N}.

Thus,

ϕB(2(k+1)N)η(A3(2kN,2(k+1)N),kc)c2αNϕB(2(k+1)N)η(A3(2kN,2(k+1)N)).\displaystyle\phi_{B(2^{(k+1)N})}^{\eta}\left(A_{3}(2^{kN},2^{(k+1)N}),\mathfrak{C}_{k}^{c}\right)\leq c2^{-\alpha N}\phi_{B(2^{(k+1)N})}^{\eta}\left(A_{3}(2^{kN},2^{(k+1)N})\right).

By the same reasoning,

ϕB(2(k+1)N)η(A3(2kN,2(k+1)N),𝔇kc)c2αNϕB(2(k+1)N)η(A3(2kN,2(k+1)N)).\displaystyle\phi_{B(2^{(k+1)N})}^{\eta}\left(A_{3}(2^{kN},2^{(k+1)N}),\mathfrak{D}_{k}^{c}\right)\leq c^{\prime}2^{-\alpha N}\phi_{B(2^{(k+1)N})}^{\eta}\left(A_{3}(2^{kN},2^{(k+1)N})\right).

Now we prove Lemma 3.3.

Proof of Lemma 3.3.

Recall that FF and GG depend on the status of edges in B(210kN)B(2^{10kN}) and B(210(k+1)N)cB(2^{10(k+1)N})^{c} respectively. We focus on demonstrating how we remove the conditioning on FF as the other side is similar.

(20) ϕB(n)ξ(E10k+5^k,A3(2L),F,G)c8ϕB(n)ξ(E10k+5^k,A3(2L),G).\displaystyle\phi_{B(n)}^{\xi}(E_{10k+5}\mid\hat{\mathfrak{C}}_{k},A_{3}(2^{L}),F,G)\geq c_{8}\phi_{B(n)}^{\xi}(E_{10k+5}\mid\hat{\mathfrak{C}}_{k},A_{3}(2^{L}),G).

Recall from Definition 2 that ^k\hat{\mathfrak{C}}_{k} is the simultaneous occurrence of a stack of circuits. We use these circuits to separate FF and E10k+5E_{10k+5} while conditioning on A3(2L)A_{3}(2^{L}).

A dual-closed circuit 𝒞\mathcal{C} with two defect edges is naturally divided into two arcs between these defects consisting of open connections. Fix some deterministic ordering of arcs and label the two arcs Arc1(𝒞)\mathrm{Arc}_{1}(\mathcal{C}) and Arc2(𝒞)\mathrm{Arc}_{2}(\mathcal{C}) in this ordering. Let X(𝒞,i)X_{-}(\mathcal{C},i) be the event such that:

  1. (1)

    𝔇10k\mathfrak{D}_{10k} occurs;

  2. (2)

    𝒞\mathcal{C} is the innermost dual-closed circuit with two defect edges in Ann(2(10k+1)N,2(10k+2)N)\mathrm{Ann}(2^{(10k+1)N},2^{(10k+2)N});

  3. (3)

    the origin is connected to the two defects in 𝒞\mathcal{C} through two disjoint open paths;

  4. (4)

    (12,12)(\frac{1}{2},-\frac{1}{2}) is connected to Arci(𝒞)\mathrm{Arc}_{i}(\mathcal{C}) through a dual-closed path.

Note that the occurrence of 𝔇10k\mathfrak{D}_{10k}, together with the two open paths through the origin, guarantees that item (4) only occurs for one of the two arcs. Hence X(𝒞,i)X_{-}(\mathcal{C},i) occurs for exactly one choice of 𝒞\mathcal{C} and ii. Similarly, let X+(𝒟,j)X_{+}(\mathcal{D},j) be the event such that:

  1. (1)

    10k+i\mathfrak{C}_{10k+i} occurs for i=6,9i=6,9;

  2. (2)

    𝒟\mathcal{D} is the innermost dual-closed circuit with two defect edges in Ann(2(10k+4)N,2(10k+5)N)\mathrm{Ann}(2^{(10k+4)N},2^{(10k+5)N});

  3. (3)

    the two defects are connected to B(2L)\partial B(2^{L}) through disjoint open paths;

  4. (4)

    Arcj(𝒟)\mathrm{Arc}_{j}(\mathcal{D}) is connected to B(2L)\partial B(2^{L}) through a dual-closed path.

We also need a three-arm event between 𝒞\mathcal{C} and 𝒟\mathcal{D}. The dual-closed arm connects an arc of 𝒞\mathcal{C} and an arc of 𝒟\mathcal{D} and the indices of the arcs are important. Thus, let X(𝒞,𝒟,i,j)X(\mathcal{C},\mathcal{D},i,j) be the event such that:

  1. (1)

    there is a dual-closed path connecting Arci(𝒞)\mathrm{Arc}_{i}(\mathcal{C}) and Arcj(𝒟)\mathrm{Arc}_{j}(\mathcal{D}) in the region between 𝒞\mathcal{C} and 𝒟\mathcal{D};

  2. (2)

    there is a pair of disjoint open paths in the region between 𝒞\mathcal{C} and 𝒟\mathcal{D} connecting a defect of 𝒞\mathcal{C} and a defect of 𝒟\mathcal{D}.

Note that for each pair of ii and jj, topologically there is only one possible way to connect the defects of 𝒞\mathcal{C} and 𝒟\mathcal{D} with open paths.

Then, the occurrence of ^k\hat{\mathfrak{C}}_{k} allows for a decomposition in admissible 𝒞\mathcal{C}, 𝒟\mathcal{D}, and i,j=1,2i,j=1,2 for the following event.

ϕB(n)ξ\displaystyle\phi_{B(n)}^{\xi} (E10k+5,^k,A3(2L),F,G)\displaystyle(E_{10k+5},\hat{\mathfrak{C}}_{k},A_{3}(2^{L}),F,G)
=𝒞,𝒟,i,jϕB(n)ξ(F,X(𝒞,i),X(𝒞,𝒟,i,j),X+(𝒟,j),E10k+5,G).\displaystyle\quad=\sum_{\mathcal{C},\mathcal{D},i,j}\phi_{B(n)}^{\xi}(F,X_{-}(\mathcal{C},i),X(\mathcal{C},\mathcal{D},i,j),X_{+}(\mathcal{D},j),E_{10k+5},G).

Since 𝒞\mathcal{C} is the innermost circuit, its position can be determined via exploration in the interior of 𝒞\mathcal{C}. Using the domain Markov property first on Ext(𝒞):=B(n)Int(𝒞)\mathrm{Ext}(\mathcal{C}):=B(n)\setminus\mathrm{Int}(\mathcal{C}), the boundary condition induced by the configuration in Int(𝒞)\mathrm{Int}(\mathcal{C}) identifies only the two defect edges in 𝒞\mathcal{C}, which we denote by 0(𝒞)0^{*}(\mathcal{C}). Thus, we have

ϕB(n)ξ\displaystyle\phi_{B(n)}^{\xi} (F,X(𝒞,i),X(𝒞,𝒟,i,j),X+(𝒟,j),E10k+5,G)\displaystyle(F,X_{-}(\mathcal{C},i),X(\mathcal{C},\mathcal{D},i,j),X_{+}(\mathcal{D},j),E_{10k+5},G)
=ϕB(n)ξ(F,X(𝒞,i))ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j),X+(𝒟,j),E10k+5,G).\displaystyle\quad=\phi_{B(n)}^{\xi}(F,X_{-}(\mathcal{C},i))\phi_{\mathrm{Ext}(\mathcal{C})}^{0^{*}(\mathcal{C})}(X(\mathcal{C},\mathcal{D},i,j),X_{+}(\mathcal{D},j),E_{10k+5},G).

Using the domain Markov property again on Ext(𝒟)\mathrm{Ext}(\mathcal{D}), the configuration in Int(𝒟)Ext(𝒞)\mathrm{Int}(\mathcal{D})\setminus\mathrm{Ext}(\mathcal{C}) induces a free boundary condition on 𝒟\mathcal{D}. Thus, we have

ϕB(n)ξ\displaystyle\phi_{B(n)}^{\xi} (E10k+5,^k,A3(2L),F,G)\displaystyle(E_{10k+5},\hat{\mathfrak{C}}_{k},A_{3}(2^{L}),F,G)
(21) =𝒞,𝒟,i,jϕB(n)ξ(F,X(𝒞,i))ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j))ϕExt(𝒟)0(X+(𝒟,j),E10k+5,G).\displaystyle\quad=\sum_{\mathcal{C},\mathcal{D},i,j}\phi_{B(n)}^{\xi}(F,X_{-}(\mathcal{C},i))\phi_{\mathrm{Ext}(\mathcal{C})}^{0^{*}(\mathcal{C})}(X(\mathcal{C},\mathcal{D},i,j))\phi_{\mathrm{Ext}(\mathcal{D})}^{0}(X_{+}(\mathcal{D},j),E_{10k+5},G).

where 0 is the free boundary condition. A similar decomposition gives,

ϕB(n)ξ\displaystyle\phi_{B(n)}^{\xi} (^k,A3(2L),G)\displaystyle(\hat{\mathfrak{C}}_{k},A_{3}(2^{L}),G)
(22) =𝒞,𝒟,i,jϕB(n)ξ(X(𝒞,i))ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j))ϕExt(𝒟)0(X+(𝒟,j),G).\displaystyle\quad=\sum_{\mathcal{C}^{\prime},\mathcal{D}^{\prime},i^{\prime},j^{\prime}}\phi_{B(n)}^{\xi}(X_{-}(\mathcal{C}^{\prime},i^{\prime}))\phi_{\mathrm{Ext}(\mathcal{C}^{\prime})}^{0^{*}(\mathcal{C}^{\prime})}(X(\mathcal{C}^{\prime},\mathcal{D}^{\prime},i^{\prime},j^{\prime}))\phi_{\mathrm{Ext}(\mathcal{D}^{\prime})}^{0}(X_{+}(\mathcal{D}^{\prime},j^{\prime}),G).

Multiplying (21) and (22) gives

(23) ϕB(n)ξ(E10k+5,^k,A3(2L),F,G)ϕB(n)ξ(^k,A3(2L),G)=𝒞,𝒟,i,j𝒞,𝒟,i,j[ϕB(n)ξ(F,X(𝒞,i))ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j))ϕExt(𝒟)0(X+(𝒟,j),E10k+5,G)×ϕB(n)ξ(X(𝒞,i))ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j))ϕExt(𝒟)0(X+(𝒟,j),G)].\displaystyle\begin{split}\phi_{B(n)}^{\xi}&(E_{10k+5},\hat{\mathfrak{C}}_{k},A_{3}(2^{L}),F,G)\phi_{B(n)}^{\xi}(\hat{\mathfrak{C}}_{k},A_{3}(2^{L}),G)\\ &=\sum_{\begin{subarray}{c}\mathcal{C},\mathcal{D},i,j\\ \mathcal{C}^{\prime},\mathcal{D}^{\prime},i^{\prime},j^{\prime}\end{subarray}}\Big{[}\phi_{B(n)}^{\xi}(F,X_{-}(\mathcal{C},i))\phi_{\mathrm{Ext}(\mathcal{C})}^{0^{*}(\mathcal{C})}(X(\mathcal{C},\mathcal{D},i,j))\phi_{\mathrm{Ext}(\mathcal{D})}^{0}(X_{+}(\mathcal{D},j),E_{10k+5},G)\\ &\qquad\times\phi_{B(n)}^{\xi}(X_{-}(\mathcal{C}^{\prime},i^{\prime}))\phi_{\mathrm{Ext}(\mathcal{C}^{\prime})}^{0^{*}(\mathcal{C}^{\prime})}(X(\mathcal{C}^{\prime},\mathcal{D}^{\prime},i^{\prime},j^{\prime}))\phi_{\mathrm{Ext}(\mathcal{D}^{\prime})}^{0}(X_{+}(\mathcal{D}^{\prime},j^{\prime}),G)\Big{]}.\end{split}

We use the following estimate which is the random cluster analogue of [7, Lemma 6.1]. It is essentially a corollary of the so-called strong separation lemmas, the random cluster version of which we prove in Section 4. To get from the strong separation lemmas to the following estimate, a proof sketch of no essential difference can be found in [7].

There exists a uniform constant c9c_{9} such that the following holds for all choices of circuits 𝒞,𝒞,𝒟,𝒟\mathcal{C},\mathcal{C}^{\prime},\mathcal{D},\mathcal{D}^{\prime} and arc indices i,i,j,ji,i^{\prime},j,j^{\prime}:

(24) ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j))ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j))ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j))ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j))<c9.\displaystyle\frac{\phi_{\mathrm{Ext}(\mathcal{C})}^{0^{*}(\mathcal{C})}(X(\mathcal{C},\mathcal{D}^{\prime},i,j^{\prime}))\phi_{\mathrm{Ext}(\mathcal{C}^{\prime})}^{0^{*}(\mathcal{C}^{\prime})}(X(\mathcal{C}^{\prime},\mathcal{D},i^{\prime},j))}{\phi_{\mathrm{Ext}(\mathcal{C})}^{0^{*}(\mathcal{C})}(X(\mathcal{C},\mathcal{D},i,j))\phi_{\mathrm{Ext}(\mathcal{C}^{\prime})}^{0^{*}(\mathcal{C}^{\prime})}(X(\mathcal{C}^{\prime},\mathcal{D}^{\prime},i^{\prime},j^{\prime}))}<c_{9}.

Applying (24) to the summand of (23), we have

ϕB(n)ξ\displaystyle\phi_{B(n)}^{\xi} (F,X(𝒞,i))ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j))ϕExt(𝒟)0(X+(𝒟,j),E10k+5,G)\displaystyle(F,X_{-}(\mathcal{C},i))\phi_{\mathrm{Ext}(\mathcal{C})}^{0^{*}(\mathcal{C})}(X(\mathcal{C},\mathcal{D},i,j))\phi_{\mathrm{Ext}(\mathcal{D})}^{0}(X_{+}(\mathcal{D},j),E_{10k+5},G)
×ϕB(n)ξ(X(𝒞,i))ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j))ϕExt(𝒟)0(X+(𝒟,j),G)\displaystyle\qquad\times\phi_{B(n)}^{\xi}(X_{-}(\mathcal{C}^{\prime},i^{\prime}))\phi_{\mathrm{Ext}(\mathcal{C}^{\prime})}^{0^{*}(\mathcal{C}^{\prime})}(X(\mathcal{C}^{\prime},\mathcal{D}^{\prime},i^{\prime},j^{\prime}))\phi_{\mathrm{Ext}(\mathcal{D}^{\prime})}^{0}(X_{+}(\mathcal{D}^{\prime},j^{\prime}),G)
>\displaystyle> c91ϕB(n)ξ(F,X(𝒞,i))ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j))ϕExt(𝒟)0(X+(𝒟,j),G)\displaystyle c_{9}^{-1}\phi_{B(n)}^{\xi}(F,X_{-}(\mathcal{C},i))\phi_{\mathrm{Ext}(\mathcal{C})}^{0^{*}(\mathcal{C})}(X(\mathcal{C},\mathcal{D}^{\prime},i,j^{\prime}))\phi_{\mathrm{Ext}(\mathcal{D}^{\prime})}^{0}(X_{+}(\mathcal{D}^{\prime},j^{\prime}),G)
×ϕB(n)ξ(X(𝒞,i))ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j))ϕExt(𝒟)0(X+(𝒟,j),E10k+5,G).\displaystyle\qquad\times\phi_{B(n)}^{\xi}(X_{-}(\mathcal{C}^{\prime},i^{\prime}))\phi_{\mathrm{Ext}(\mathcal{C}^{\prime})}^{0^{*}(\mathcal{C}^{\prime})}(X(\mathcal{C}^{\prime},\mathcal{D},i^{\prime},j))\phi_{\mathrm{Ext}(\mathcal{D})}^{0}(X_{+}(\mathcal{D},j),E_{10k+5},G).

Summing over 𝒞,𝒟,i,j,𝒞,𝒟,i,j\mathcal{C},\mathcal{D},i,j,\mathcal{C}^{\prime},\mathcal{D}^{\prime},i^{\prime},j^{\prime}, by the domain Markov property,

(23)>\displaystyle\eqref{eq:dom-mar-multiplied}> c91𝒞,𝒟,i,j𝒞,𝒟,i,j[ϕB(n)ξ(F,X(𝒞,i))ϕExt(𝒟)0(X+(𝒟,j),G)ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j))\displaystyle c_{9}^{-1}\sum_{\begin{subarray}{c}\mathcal{C},\mathcal{D},i,j\\ \mathcal{C}^{\prime},\mathcal{D}^{\prime},i^{\prime},j^{\prime}\end{subarray}}\Big{[}\phi_{B(n)}^{\xi}(F,X_{-}(\mathcal{C},i))\phi_{\mathrm{Ext}(\mathcal{D}^{\prime})}^{0}(X_{+}(\mathcal{D}^{\prime},j^{\prime}),G)\phi_{\mathrm{Ext}(\mathcal{C})}^{0^{*}(\mathcal{C})}(X(\mathcal{C},\mathcal{D}^{\prime},i,j^{\prime}))
×ϕB(n)ξ(X(𝒞,i))ϕExt(𝒟)0(X+(𝒟,j),E10k+5,G)ϕExt(𝒞)0(𝒞)(X(𝒞,𝒟,i,j))]\displaystyle\qquad\times\phi_{B(n)}^{\xi}(X_{-}(\mathcal{C}^{\prime},i^{\prime}))\phi_{\mathrm{Ext}(\mathcal{D})}^{0}(X_{+}(\mathcal{D},j),E_{10k+5},G)\phi_{\mathrm{Ext}(\mathcal{C}^{\prime})}^{0^{*}(\mathcal{C}^{\prime})}(X(\mathcal{C}^{\prime},\mathcal{D},i^{\prime},j))\Big{]}
=\displaystyle= c91ϕB(n)ξ(^k,A3(2L),F,G)ϕB(n)ξ(E10k+5,^k,A3(2L),G).\displaystyle c_{9}^{-1}\phi_{B(n)}^{\xi}(\hat{\mathfrak{C}}_{k},A_{3}(2^{L}),F,G)\phi_{B(n)}^{\xi}(E_{10k+5},\hat{\mathfrak{C}}_{k},A_{3}(2^{L}),G).

Dividing both sides by ϕB(n)ξ(^k,A3(2L),G)ϕB(n)ξ(^k,A3(2L),F,G)\phi_{B(n)}^{\xi}(\hat{\mathfrak{C}}_{k},A_{3}(2^{L}),G)\phi_{B(n)}^{\xi}(\hat{\mathfrak{C}}_{k},A_{3}(2^{L}),F,G), we have (20) with c8=c91c_{8}=c_{9}^{-1}.

From (20), we can remove the conditioning on GG using a nearly identical argument. ∎

Although the above proof is formally similar to the proof of Lemma 4.4 in [6], it heavily relies on the domain Markov property, so the choice of the domain and the order of application are crucial.

4. Arm Separation for the Random Cluster Model

As indicated in the proof of Lemma 3.3, (24) depends on the following two strong arm separation lemmas in combination with the gluing constructions explained in Section 2.

Lemma 4.1 (External Arm Separation).

Fix an integer m2m\geq 2 and let n1n23n_{1}\leq n_{2}-3. Consider an open circuit 𝒞\mathcal{C} in B(2n1)B(2^{n_{1}}) with mm defects e1,,eme_{1},\dots,e_{m}. Let 𝒜(𝒞,2n2)\mathcal{A}(\mathcal{C},2^{n_{2}}) be the event that

  1. (1)(1)

    there are 2m2m alternating disjoint open arms and dual-closed arms from 𝒞\mathcal{C} to B(2n2)\partial B(2^{n_{2}}) in B(2n2)Int(𝒞)B(2^{n_{2}})\setminus\mathrm{Int}(\mathcal{C});

  2. (2)(2)

    the mm dual-closed paths emenate from eje_{j}^{*} to B(2n2)\partial B(2^{n_{2}})^{*}, respectively.

We note that the locations of the defects e1,,eme_{1},\dots,e_{m} are implicit in the notation of 𝒞\mathcal{C}. Let 𝒜~(𝒞,2n2)\tilde{\mathcal{A}}(\mathcal{C},2^{n_{2}}) be the event that 𝒜(𝒞,2n2)\mathcal{A}(\mathcal{C},2^{n_{2}}) occurs with 2m2m arms γ1,,γ2m\gamma_{1},\dots,\gamma_{2m} (open, dual-closed alternatingly) whose endpoints in B(2n2)\partial B(2^{n_{2}}) or B(2n2)\partial B(2^{n_{2}})^{*}, f1,,f2mf_{1},\dots,f_{2m}, satisfy

2n2minkl|fkfl|12m.2^{-n_{2}}\min_{k\neq l}|f_{k}-f_{l}|\geq\frac{1}{2m}.

Then, there is a constant c10(m)>0c_{10}(m)>0 independent of n1,n2,𝒞n_{1},n_{2},\mathcal{C}, and the boundary condition ξ\xi such that

(25) ϕB(2n2)ξ(𝒜(𝒞,2n2))c10(m)ϕB(2n2)ξ(𝒜~(𝒞,2n2))\phi_{B(2^{n_{2}})}^{\xi}(\mathcal{A}(\mathcal{C},2^{n_{2}}))\leq c_{10}(m)\phi_{B(2^{n_{2}})}^{\xi^{\prime}}(\tilde{\mathcal{A}}(\mathcal{C},2^{n_{2}}))

for some boundary condition ξ\xi^{\prime} on B(2n2)B(2^{n_{2}}).

Lemma 4.2 (Internal Arm Separation).

Fix an integer m2m\geq 2 and let n3+3n4n_{3}+3\leq n_{4}. Consider an open circuit 𝒟\mathcal{D} in B(2n4)cB(2^{n_{4}})^{c} with mm defects g1,,gmg_{1},\dots,g_{m}. Let (2n3,𝒟)\mathcal{B}(2^{n_{3}},\mathcal{D}) be the event that

  1. (1)(1)

    there are 2m2m alternating disjoint open arms and dual-closed arms from B(2n3)\partial B(2^{n_{3}}) to 𝒟\mathcal{D} in Int(𝒟)B(2n3)\mathrm{Int}(\mathcal{D})\setminus B(2^{n_{3}});

  2. (2)(2)

    the mm dual-closed paths emenate from gjg_{j}^{*} to B(2n3)\partial B(2^{n_{3}})^{*}, respectively.

Let ~(2n3,𝒟)\tilde{\mathcal{B}}(2^{n_{3}},\mathcal{D}) be the event that (2n3,𝒟)\mathcal{B}(2^{n_{3}},\mathcal{D}) occurs with 2m2m arms γ1,,γ2m\gamma_{1},\dots,\gamma_{2m} (open, dual-closed alternatingly) whose endpoints in B(2n3)\partial B(2^{n_{3}}) or B(2n3)\partial B(2^{n_{3}})^{*}, h1,,h2mh_{1},\dots,h_{2m}, satisfy

2n3minkl|hkhl|12m.2^{-n_{3}}\min_{k\neq l}|h_{k}-h_{l}|\geq\frac{1}{2m}.

Then, there is a constant c11(m)>0c_{11}(m)>0 independent of n3,n4,𝒟n_{3},n_{4},\mathcal{D}, and the boundary condition ξ\xi such that

(26) ϕInt(𝒟)ξ((2n3,𝒟))c11(m)ϕInt(𝒟)ξ(~(2n3,𝒟))\phi_{\mathrm{Int}(\mathcal{D})}^{\xi}(\mathcal{B}(2^{n_{3}},\mathcal{D}))\leq c_{11}(m)\phi_{\mathrm{Int}(\mathcal{D})}^{\xi^{\prime}}(\tilde{\mathcal{B}}(2^{n_{3}},\mathcal{D}))

for some boundary condition ξ\xi^{\prime} on 𝒟\mathcal{D}.

Remark 1.

ξ\xi^{\prime} arises due to a technical challenge in the proof. However, for the purpose of (24), any boundary condition suffices as the RSW estimates we have are uniform in boundary conditions.

The proofs of Lemma 4.1 and 4.2 are similar, and we only provide the proof for the former.

Arm separation techniques are classical techniques that date back to Kesten [23, 26]. They were first developed to show well-separatedness for arms crossing square annuli. In our case, the annulus consists of one square boundary and one circuitous boundary. The main obstacle for directly applying the classical arm separation arguments is that the geometry of the circuit may generate bottlenecks that prevent arms from being separated on certain scales. In the first part of the proof, we address this through a construction that “leads” the interfaces to the boundary of B(2n1)B(2^{n_{1}}). We note that this part of the proof for the random cluster model is identical to that of [7, Lemma 6.2] as the constructions are purely topological. However, we include here for the reader’s convenience. The second step is to define a family of disjoint annuli in levels, which groups the arms based on their relative distances. In the following proof, the details for this step is provided last. The final part of the proof depends on an arm separation statement in each annuli defined in the previous step, for which we provide the details in Lemma 4.3.

We note that our proof is stated in full generality compared to the proof in [7] which is stated for m=2m=2, and therefore slightly deviates from it in notation.

Proof of Lemma 4.1.

Given the circuit 𝒞\mathcal{C} with defects e1,,eme_{1},\dots,e_{m}, we assume the occurrence of 𝒜(𝒞,2n2)\mathcal{A}(\mathcal{C},2^{n_{2}}). The first step is to “extend” the circuit 𝒞\mathcal{C} to B(2n1)\partial B(2^{n_{1}}) so that the arms will not be tangled due to the geometry of 𝒞\mathcal{C}.

For i=1,,mi=1,\dots,m, αil\alpha_{i}^{l} be the counterclockwise-most dual-closed path emenating from eie_{i}^{*} to B(2n1+1/2)\partial B(2^{n_{1}}+1/2) in B(2n1+1/2)𝒞B(2^{n_{1}}+1/2)\setminus\mathcal{C} and αir\alpha_{i}^{r} the clockwise-most dual-closed path emenating from eie_{i}^{*} to B(2n1+1/2)\partial B(2^{n_{1}}+1/2) in B(2n1+1/2)𝒞B(2^{n_{1}}+1/2)\setminus\mathcal{C}. We denote by aila_{i}^{l} the first vertex on B(2n1)\partial B(2^{n_{1}}) to the counterclockwise side of αil\alpha_{i}^{l} and aira_{i}^{r} the first vertex on B(2n1)\partial B(2^{n_{1}}) to the clockwise side of αir\alpha_{i}^{r}. Let βil\beta_{i}^{l} be the counterclockwise-most open path from the lower right end-vertex of eie_{i} to aira_{i}^{r} in B(2n1)𝒞B(2^{n_{1}})\setminus\mathcal{C} and βir\beta_{i}^{r} be the clockwise-most open path from the top left end-vertex of ei+1e_{i+1} to ai+1la_{i+1}^{l} in B(2n1)𝒞B(2^{n_{1}})\setminus\mathcal{C}. Here, the indices are cyclic, meaning that i=imodmi=i\bmod m.

Note that it is necessary that ailaira_{i}^{l}\neq a_{i}^{r}; it is possible that air=ai+1la_{i}^{r}=a_{i+1}^{l}, but by the assumption that 𝒜(𝒞,n2)\mathcal{A}(\mathcal{C},n_{2}) occurs, ai+1la_{i+1}^{l} must be on the clockwise side of aira_{i}^{r} on B(2n1)\partial B(2^{n_{1}}).

We identify the last intersection of αil\alpha_{i}^{l} and αir\alpha_{i}^{r} from eie_{i} to B(2n1)\partial B(2^{n_{1}}), which can possibly be eie_{i}. Let αi\alpha_{i} be the union of the piece of αil\alpha_{i}^{l} from the last intersection to B(2n1+1/2)\partial B(2^{n_{1}}+1/2) and the piece of αir\alpha_{i}^{r} from the last intersection to B(2n1+1/2)\partial B(2^{n_{1}}+1/2). Let RiR_{i} be the domain bounded by αi\alpha_{i} and the piece of B(2n1)\partial B(2^{n_{1}}) between aila_{i}^{l} and aira_{i}^{r} on aila_{i}^{l}’s clockwise side. We now define a path βi\beta_{i}. If βil\beta_{i}^{l} and βir\beta_{i}^{r} intersect, we define βi\beta_{i} analogously to αi\alpha_{i}. Otherwise, we define βi\beta_{i} to be the union of the piece of βil\beta_{i}^{l} from its last intersection with 𝒞\mathcal{C} to B(2n1)\partial B(2^{n_{1}}), the piece of βir\beta_{i}^{r} from its last intersection with 𝒞\mathcal{C} to B(2n1)\partial B(2^{n_{1}}), and the piece of 𝒞\mathcal{C} that connects the aforementioned two pieces. Let SiS_{i} be the domain bounded by βi\beta_{i} and the piece of B(2n1)\partial B(2^{n_{1}}) between aira_{i}^{r} and ai+1la_{i+1}^{l} on aira_{i}^{r}’s clockwise side. Note that in the case air=ai+1la_{i}^{r}=a_{i+1}^{l}, βi\beta_{i} and SiS_{i} consist of only the vertex aira_{i}^{r}.

Let R:=(B(2n2)B(2n1))(i=1mRi)(i=1mSi)R:=(B(2^{n_{2}})\setminus B(2^{n_{1}}))\cup(\cup_{i=1}^{m}R_{i})\cup(\cup_{i=1}^{m}S_{i}). Note that once {αi,βi}i\{\alpha_{i},\beta_{i}\}_{i} is fixed, the conditional distribution of the cluster configuration inside RR is (uniquely) determined by the status of αi\alpha_{i} and βi\beta_{i}. Let 𝒜(R)\mathcal{A}(R) denote the event that

  1. (1)

    there is a dual-closed arm connecting αi\alpha_{i} to B(2n2)\partial B(2^{n_{2}})^{*} in RR for i=1,,mi=1,\dots,m;

  2. (2)

    there is an open arm connecting βi\beta_{i} to B(2n2)\partial B(2^{n_{2}}) in RR for i=1,,mi=1,\dots,m.

Let 𝒜~(R)\tilde{\mathcal{A}}(R) be the event that 𝒜(R)\mathcal{A}(R) occurs with 2m2m arms γ1,,γ2m\gamma_{1},\dots,\gamma_{2m} (dual-closed, open alternatingly) whose endpoints in B(2n2)\partial B(2^{n_{2}}) or B(2n2)\partial B(2^{n_{2}})^{*}, f1,,f2mf_{1},\dots,f_{2m}, satisfy 2n2minkl|fkfl|1/(2m)2^{-n_{2}}\min_{k\neq l}|f_{k}-f_{l}|\geq 1/(2m). Lemma 4.1 is then equivalent to

ϕB(2n2)ξ(𝒜(R))c10(m)ϕB(2n2)ξ(𝒜~(R))\phi_{B(2^{n_{2}})}^{\xi}(\mathcal{A}(R))\leq c^{\prime}_{10}(m)\phi_{B(2^{n_{2}})}^{\xi^{\prime}}(\tilde{\mathcal{A}}(R))

for some boundary condition ξ\xi^{\prime} and some constant c10(m)>0c^{\prime}_{10}(m)>0 that only depends on mm.

Refer to caption
Figure 2. A representation of the construction in the first step with m=2m=2. This figure is topologically equivalent to [7, Fig. 4], with a relabeling.

Let us first relabel the vertices a1l,a1r,,aml,amra_{1}^{l},a_{1}^{r},\dots,a_{m}^{l},a_{m}^{r} by x1,,x2mx_{1},\dots,x_{2m} where x2i1=ailx_{2i-1}=a_{i}^{l} and x2i=airx_{2i}=a_{i}^{r} for i=1,,mi=1,\dots,m. The next step is to identify critical scales, scales of neighborhoods of these vertices comparable to the distance beween them. We now informally introduce the notion of level-jj annuli so we can finish the proof before returning to formally defining them at the end of the proof.

For j=1,,2m1j=1,\dots,2m-1, j\mathcal{I}_{j} is a collection of indices. j\mathcal{I}_{j} keeps track of groups of j+1j+1 vertices among x1,,x2mx_{1},\dots,x_{2m} on level jj and the index indicates the first vertex in a group in clockwise order. For each level jj, the difference of two indices in j\mathcal{I}_{j} is at least j+1j+1.

Let j\mathcal{L}_{j} be the collection of level-jj annuli: j:={Annj(i):ij}\mathcal{L}_{j}:=\{\mathrm{Ann}_{j}(i):i\in\mathcal{I}_{j}\}. The level-jj annuli Annj(i)\mathrm{Ann}_{j}(i) satisfy:

  • If iji\in\mathcal{I}_{j}, that is, Annj(i)\mathrm{Ann}_{j}(i) is nonempty, then Annj(i)\mathrm{Ann}_{j}(i) is centered on B(2n1)\partial B(2^{n_{1}}) and both its inner box and outer box enclose exactly j+1j+1 vertices xi,xi+1,,xi+jx_{i},x_{i+1},\dots,x_{i+j}. That is, Annj(i)\mathrm{Ann}_{j}(i) is crossed by jj arms.

  • Level-jj annuli are mutually disjoint and disjoint from annuli of other levels.

  • There is exactly one level-2m2m annulus and at most 2mj+1\lfloor\frac{2m}{j+1}\rfloor (and possibly zero) level-jj annuli.

  • All level-jj annuli are contained in B(2n1+1)B(2^{n_{1}+1}), for j=1,,2m1j=1,\dots,2m-1. The level-2m2m annulus is Ann2m(1)=Ann(2n1+1,2n2)\mathrm{Ann}_{2m}(1)=\mathrm{Ann}(2^{n_{1}+1},2^{n_{2}}).

𝒜(R)\mathcal{A}(R) implies the simultaneous occurrence of crossings in each of the annuli defined above intersected with the domain RR, which can cause the annuli to have irregular boundaries. However, since all annuli (excluding the level-2m2m annulus) are centered on B(2n1)\partial B(2^{n_{1}}) and the boundary of RR (the αi\alpha_{i} and βi\beta_{i}) are in the interior of B(2n1)B(2^{n_{1}}), each annulus Annj(i)\mathrm{Ann}_{j}(i) intersected with RR necessarily contains one of the top-, bottom-, left-, or right-half of Annj(i)\mathrm{Ann}_{j}(i). We call the half annulus Annjh(i)\mathrm{Ann}_{j}^{\mathrm{h}}(i). If there are two choices, choose the top or bottom over the left or right.

For j=1,,2m1j=1,\dots,2m-1, let Ej(i)E_{j}(i) be the event that there exist jj disjoint crossings in Annjh(i)\mathrm{Ann}_{j}^{\mathrm{h}}(i) such that the color of each crossing is determined by the vertices the annulus encloses. In particular, let E2mE_{2m} be the event that Ann2m\mathrm{Ann}_{2m} is crossed by 2m2m disjoint alternating open and dual-closed crossings. Then 𝒜(R)\mathcal{A}(R) implies the occurence of j=12mijEj(i)\cap_{j=1}^{2m}\cap_{i\in\mathcal{I}_{j}}E_{j}(i). By repeatedly applying the domain Markov property, we have

(27) ϕB(2n2)ξ(𝒜(R))ϕB(2n2)ξ(j=12mijEj(i))=j=12mij𝔼B(2n2)ξ[ϕDj,iξj,i(Ej(i))],\displaystyle\phi_{B(2^{n_{2}})}^{\xi}(\mathcal{A}(R))\leq\phi_{B(2^{n_{2}})}^{\xi}(\cap_{j=1}^{2m}\cap_{i\in\mathcal{I}_{j}}E_{j}(i))=\prod_{j=1}^{2m}\prod_{i\in\mathcal{I}_{j}}\mathbb{E}_{B(2^{n_{2}})}^{\xi}\left[\phi_{D_{j,i}}^{\xi_{j,i}}(E_{j}(i))\right],

where Dj,i=k=1j1(DkD)(k=1iAnnj(k))D_{j,i}=\cup_{k=1}^{j-1}(\cup_{D\in\mathcal{L}_{k}}D)\cup(\cup_{k=1}^{i}\mathrm{Ann}_{j}(k)), that is, DjD_{j} is the union of all annuli up to level j1j-1 union the union of all annuli in on level-jj up to index ii. The exception is D2m=B(2n2)D_{2m}=B(2^{n_{2}}). And ξj,i\xi_{j,i} is the random variable of boundary conditions on Dj,i\partial D_{j,i} induced by conditioning on the outside. ξ2m=ξ\xi_{2m}=\xi. Note that Dj1,i1Dj2,i2D_{j_{1},i_{1}}\subset D_{j_{2},i_{2}} if j1<j2j_{1}<j_{2} or if j1=j2j_{1}=j_{2} and i1<i2i_{1}<i_{2}.

Let E~j(i)\tilde{E}_{j}(i) be the event that Ej(i)E_{j}(i) occurs and the exit points of the crossings are separated, that is the distance between any two exit points are at least δ/2m\delta/2m times the length of the boundary of the box they are on, for some δ>1/8\delta>1/8. The following lemma is an arm separation statement that compares the separated event to the regular arm event.

Lemma 4.3.

For any i,j,ξi,j,\xi, there is a c12=c12(m)>0c_{12}=c_{12}(m)>0 such that for any j=1,,2mj=1,\dots,2m,

(28) ϕDj,iξ(Ej(i))c12ϕDj,iξ(E~j(i)).\phi_{D_{j,i}}^{\xi}(E_{j}(i))\leq c_{12}\phi_{D_{j,i}}^{\xi}(\tilde{E}_{j}(i)).
Proof.

This a classical result using RSW and FKG estimates except on half-annuli. Nonetheless, all parts of the classical argument apply. We refer the reader to the proof of [4, Proposition 5.6]. ∎

Applying Lemma 4.3 to each probability in the RHS of (27) and then the domain Markov property and we have

j=12mij\displaystyle\prod_{j=1}^{2m}\prod_{i\in\mathcal{I}_{j}} 𝔼B(2n2)ξ[ϕDj,iξj,i(Ej(i))]\displaystyle\mathbb{E}_{B(2^{n_{2}})}^{\xi}\left[\phi_{D_{j,i}}^{\xi_{j,i}}(E_{j}(i))\right]
c~12j=12mij𝔼B(2n2)ξ[ϕDj,iξj,i(E~j(i))]\displaystyle\leq\tilde{c}_{12}\prod_{j=1}^{2m}\prod_{i\in\mathcal{I}_{j}}\mathbb{E}_{B(2^{n_{2}})}^{\xi}\left[\phi_{D_{j,i}}^{\xi_{j,i}}(\tilde{E}_{j}(i))\right]
=c~12𝔼B(2n2)ξ[ϕD1,i1ξ1,i1(E~1(i1))]𝔼B(2n2)ξ[ϕD1,i2ξ1,i2(E~1(i2))]\displaystyle=\tilde{c}_{12}\mathbb{E}_{B(2^{n_{2}})}^{\xi}\left[\phi_{D_{1,i_{1}}}^{\xi_{1,i_{1}}}(\tilde{E}_{1}(i_{1}))\right]\mathbb{E}_{B(2^{n_{2}})}^{\xi}\left[\phi_{D_{1,i_{2}}}^{\xi_{1,i_{2}}}(\tilde{E}_{1}(i_{2}))\right]
×k=3|1|𝔼B(2n2)ξ[ϕD1,ikξ1,ik(E~1(ik))]j=22mij𝔼B(2n2)ξ[ϕDj,iξj,i(E~j(i))]\displaystyle\qquad\quad\times\prod_{k=3}^{|\mathcal{I}_{1}|}\mathbb{E}_{B(2^{n_{2}})}^{\xi}\left[\phi_{D_{1,i_{k}}}^{\xi_{1,i_{k}}}(\tilde{E}_{1}(i_{k}))\right]\prod_{j=2}^{2m}\prod_{i\in\mathcal{I}_{j}}\mathbb{E}_{B(2^{n_{2}})}^{\xi}\left[\phi_{D_{j,i}}^{\xi_{j,i}}(\tilde{E}_{j}(i))\right]
=c~12𝔼B(2n2)ξ[ϕD1,i2ξ1,i2(E~1(i1)E~1(i2))]\displaystyle=\tilde{c}_{12}\mathbb{E}_{B(2^{n_{2}})}^{\xi}\left[\phi_{D_{1,i_{2}}}^{\xi_{1,i_{2}}^{\prime}}(\tilde{E}_{1}(i_{1})\cap\tilde{E}_{1}(i_{2}))\right]
×k=3|1|𝔼B(2n2)ξ[ϕD1,ikξ1,ik(E~1(ik))]j=22mij𝔼B(2n2)ξ[ϕDj,iξj,i(E~j(i))]\displaystyle\qquad\quad\times\prod_{k=3}^{|\mathcal{I}_{1}|}\mathbb{E}_{B(2^{n_{2}})}^{\xi}\left[\phi_{D_{1,i_{k}}}^{\xi_{1,i_{k}}}(\tilde{E}_{1}(i_{k}))\right]\prod_{j=2}^{2m}\prod_{i\in\mathcal{I}_{j}}\mathbb{E}_{B(2^{n_{2}})}^{\xi}\left[\phi_{D_{j,i}}^{\xi_{j,i}}(\tilde{E}_{j}(i))\right]
\displaystyle\cdots
=c~12𝔼B(2n2)ξ[ϕB(2n2)ξ(j=12mijE~j(i))],\displaystyle=\tilde{c}_{12}\mathbb{E}_{B(2^{n_{2}})}^{\xi}\left[\phi_{B(2^{n_{2}})}^{\xi^{\prime}}(\cap_{j=1}^{2m}\cap_{i\in\mathcal{I}_{j}}\tilde{E}_{j}(i))\right],

where ξ\xi^{\prime} is a random variable of boundary conditions on B(2n2)B(2^{n_{2}}) and c~12\tilde{c}_{12} is some power of c12c_{12}.

It remains to “glue” the crossings that occur in the E~j\tilde{E}_{j} events together so that 𝒜~(R)\tilde{\mathcal{A}}(R) occurs, which we refer to Section 2 for details on the gluing constructions. We make a special note that connecting a crossing in the inner-most annulus inward to the boundary of RR(αi\alpha_{i} or βi\beta_{i}) has a constant cost due to RSW. Then, there exists cc that depends only on mm such that for any arbitrary boundary condition ξ\xi^{\prime},

ϕB(2n2)ξ(j=12mE~j)cϕB(2n2)ξ(𝒜~(R))\displaystyle\phi_{B(2^{n_{2}})}^{\xi^{\prime}}(\cap_{j=1}^{2m}\tilde{E}_{j})\leq c\phi_{B(2^{n_{2}})}^{\xi^{\prime}}(\tilde{\mathcal{A}}(R))

as desired.

Refer to caption
Figure 3. xi,xi+1,xi+2,xi+3x_{i},x_{i+1},x_{i+2},x_{i+3}, and xi+4x_{i+4} are five vertices on B(2n1)\partial B(2^{n_{1}}). There are two disjoint crossings, one open and one dual-closed, in the annulus Ann2(i+1)\mathrm{Ann}_{2}(i+1). There are four disjoint crossings, alternatingly dual-closed and open, in the annulus Ann4(i)\mathrm{Ann}_{4}(i).

We now formally define j\mathcal{I}_{j} and j\mathcal{L}_{j}. Recall that x1,,x2mx_{1},\dots,x_{2m} are 2m2m vertices on B(2n1)\partial B(2^{n_{1}}). Let us again use cyclic indexing, i.e. i=imod(2m)i=i\bmod(2m). Recall further that each level-jj annulus is crossed by jj arms and encloses j+1j+1 vertices. The purpose of defining these annuli (and groupings of vertices) is to identify which arms are close relative to the scale and which ones are far away.

We start with level 11. Let 1\mathcal{I}_{1} be the collection of indices such that the index ii is I1I_{1} if the distance between xix_{i} and xi+1x_{i+1} is logarithmically smaller than the distance between them and any other adjacent vertices, that is, i1i\in\mathcal{I}_{1} if

(29) |xixi+1|<25min{|xi1xi|,|xi+1xi+2|}.|x_{i}-x_{i+1}|<2^{-5}\cdot\min\{|x_{i-1}-x_{i}|,|x_{i+1}-x_{i+2}|\}.

For any i1i\in\mathcal{I}_{1}, we define

1(i):=min{:x22B(2n1) such that B(x,2){xi,xi+1}}.\displaystyle\ell_{1}(i):=\min\{\ell:\exists x\in 2^{\ell}\mathbb{Z}^{2}\cap\partial B(2^{n_{1}})\text{ such that }B(x,2^{\ell})\supset\{x_{i},x_{i+1}\}\}.

Let x1(i)x_{1}(i) be the center for such a box B(x1(i),21(i))B(x_{1}(i),2^{\ell_{1}(i)}). If there are several choices for x1(i)x_{1}(i), we choose the first in lexicographical order. Next, we define

1(i):=min{1(i):B(x1(i),2)xi1 or B(x1(i),2)xi+2}3.\displaystyle\ell_{1}^{\prime}(i):=\min\{\ell\geq\ell_{1}(i):B(x_{1}(i),2^{\ell})\ni x_{i-1}\text{ or }B(x_{1}(i),2^{\ell})\ni x_{i+2}\}-3.

Condition (29) guarantees the existence of x1(i)x_{1}(i) and ensures that 1(i)<1(i)n1\ell_{1}(i)<\ell_{1}^{\prime}(i)\leq n_{1}. Let Ann1(i):=Ann(x1(i);21(i),21(i))\mathrm{Ann}_{1}(i):=\mathrm{Ann}(x_{1}(i);2^{\ell_{1}(i)},2^{\ell_{1}^{\prime}(i)}). Finally, we let 1:={Ann1(i):i1}\mathcal{L}_{1}:=\{\mathrm{Ann}_{1}(i):i\in\mathcal{I}_{1}\}.

For j=2,,2m2j=2,\dots,2m-2, we define j\mathcal{I}_{j} and j\mathcal{L}_{j} inductively. Let j\mathcal{I}_{j} again be a collection of indices. An index ii is in j\mathcal{I}_{j} if

(30) maxk,{i,,i+j}|xkx|<25min{|xi1xi|,|xi+jxi+j+1|}.\max_{k,\ell\in\{i,\dots,i+j\}}|x_{k}-x_{\ell}|<2^{-5}\cdot\min\{|x_{i-1}-x_{i}|,|x_{i+j}-x_{i+j+1}|\}.

For any iji\in\mathcal{I}_{j}, we define

j(i):=min\displaystyle\ell_{j}(i):=\min {:x22B(2n1) such that\displaystyle\{\ell:\exists x\in 2^{\ell}\mathbb{Z}^{2}\cap\partial B(2^{n_{1}})\text{ such that }
B(x,2){xi,,xi+j}(h=1j1k=ii+jAnnh(k))}\displaystyle\quad B(x,2^{\ell})\supset\{x_{i},\dots,x_{i+j}\}\cup(\cup_{h=1}^{j-1}\cup_{k=i}^{i+j}\mathrm{Ann}_{h}(k))\}

where Annh(k)=\mathrm{Ann}_{h}(k)=\emptyset if (k,k+1,,k+h)h(k,k+1,\dots,k+h)\not\in\mathcal{I}_{h}. Let xj(i)x_{j}(i) be the center for such a box B(xj(i),2j(i))B(x_{j}(i),2^{\ell_{j}(i)}). If there are several choices for xj(i)x_{j}(i), we choose the first in lexicographical order. Next, we define

j(i):=min{j(i):B(xj(i),2)xi1 or B(xj(i),2)xi+j+1}3.\displaystyle\ell_{j}^{\prime}(i):=\min\{\ell\geq\ell_{j}(i):B(x_{j}(i),2^{\ell})\ni x_{i-1}\text{ or }B(x_{j}(i),2^{\ell})\ni x_{i+j+1}\}-3.

Again, condition (30) guarantees the existence of xj(i)x_{j}(i) and ensures that j(i)<j(i)n1\ell_{j}(i)<\ell_{j}^{\prime}(i)\leq n_{1}. We let Annj(i):=Ann(xj(i);2j(i),2j(i))\mathrm{Ann}_{j}(i):=\mathrm{Ann}(x_{j}(i);2^{\ell_{j}(i)},2^{\ell_{j}^{\prime}(i)}) and j:={Annj(i):ij}\mathcal{L}_{j}:=\{\mathrm{Ann}_{j}(i):i\in\mathcal{I}_{j}\}. Note that the definition of j(i)\ell_{j}(i) ensures that level-jj annuli are disjoint from annuli of lower levels.

The case j=2m1j=2m-1 is different from the previous cases: for there to be a level-(2m1)(2m-1) annulus, all 2m2m vertices must be concentrated relative to the scale of B(2n1)\partial B(2^{n_{1}}). We say 12m11\in\mathcal{I}_{2m-1} if

maxk,{1,,2m}|xkx|<2n15.\displaystyle\max_{k,\ell\in\{1,\dots,2m\}}|x_{k}-x_{\ell}|<2^{n_{1}-5}.

If 2m1\mathcal{I}_{2m-1} is nonempty, we define 2m1\ell_{2m-1} similar to before:

2m1:=min\displaystyle\ell_{2m-1}:=\min {:x22B(2n1) such that\displaystyle\{\ell:\exists x\in 2^{\ell}\mathbb{Z}^{2}\cap\partial B(2^{n_{1}})\text{ such that }
B(x,2){x1,,x2m}(h=12m2k=12mAnnh(k))}\displaystyle\quad B(x,2^{\ell})\supset\{x_{1},\dots,x_{2m}\}\cup(\cup_{h=1}^{2m-2}\cup_{k=1}^{2m}\mathrm{Ann}_{h}(k))\}

Let x2m1x_{2m-1} be the center for such a box B(x2m1,22m1)B(x_{2m-1},2^{\ell_{2m-1}}). If there are several choices for x2m1x_{2m-1}, we choose the first in lexicographical order. For the second-to-last level, we define

2m1:=n12.\displaystyle\ell_{2m-1}^{\prime}:=n_{1}-2.

Similarly to before, we define Ann2m1(1):=Ann(x2m1;22m1,22m1)\mathrm{Ann}_{2m-1}(1):=\mathrm{Ann}(x_{2m-1};2^{\ell_{2m-1}},2^{\ell_{2m-1}^{\prime}}). Let 2m1={Ann2m1(1)}\mathcal{L}_{2m-1}=\{\mathrm{Ann}_{2m-1}(1)\} if 2m1\mathcal{I}_{2m-1} is nonempty and empty otherwise.

Finally, we define 2m:={Ann2m(1)}={Ann(2n1+1,2n2)}\mathcal{L}_{2m}:=\{\mathrm{Ann}_{2m}(1)\}=\{\mathrm{Ann}(2^{n_{1}+1},2^{n_{2}})\}.

Remark 2.

Although Lemmas 4.1 and 4.2 are stated for 2m2m alternating arms, the proof can be adapted to accommodate any color sequence such that the dual-closed arms and defect edges are matched, thus including the three-arm case. For consecutive open arms, the constructions in step one and two remain the same except there are multiple open arms emenating from βi\beta_{i} in the definition of 𝒜(R)\mathcal{A}(R). This subsequently changes the definitions of Ej(i)E_{j}(i), but the argument carries through as the arm separation statement still holds. Consecutive closed arms can be considered as having zero open arm between them, the argument for which follows the consecutive open arms case essentially.

5. Outline of the Proof of Theorem 1.1

As an extension to the results derived in [6], the proof of the main result follows the same strategy with modifications in certain arguments. For completeness, we outline the proof with an emphasis on the present application and point to the main differences. An alternate, more detailed outline is offered in [6, Section 2].

The proof is essentially divided into three steps: In the first step, we construct shortcuts around edges on the lowest crossing and show that the existence of such shortcuts has a “good” probability. The second step uses an iterative scheme to improve upon shortcuts. Finally, we find the maximal collection of disjoint shortcuts and sum up the total savings.

Step 0: The lowest crossing n\ell_{n}

The estimate on the length of n\ell_{n} relies on the observation that n\ell_{n} consists only of three-arm points: since n\ell_{n} is the lowest crossing, by duality, from every edge ee in n\ell_{n} there are two disjoint open arms and a dual-closed arm to distance dist(e,B(n))\mathrm{dist}(e,B(n)). In conjunction with some smoothness control, we have

(31) 𝔼[#nn]Cn2π3(n).\mathbb{E}[\#\ell_{n}\mid\mathcal{H}_{n}]\leq Cn^{2}\pi_{3}(n).

Step 1: Construction of shortcuts

For any ϵ>0\epsilon>0, an edge ee on the lowest crossing n\ell_{n}, we look for an arc rr over ee that saves at least (1/ϵ1)#r(1/\epsilon-1)\#r edges. The event E^k(e)=E^k(e,ϵ,δ)\hat{E}_{k}(e)=\hat{E}_{k}(e,\epsilon,\delta) discribes such an arc circumventing ee on scale kk. The exact definition of E^k\hat{E}_{k} is quite involved, see [6, Section 5]. We only state the properties and results relevant to the argument:

  1. (1)

    E^k(e)\hat{E}_{k}(e) depends only on Ann(e;2k,2K)\mathrm{Ann}(e;2^{k},2^{K}) where K=k+log(1/ϵ)K=k+\lfloor\log(1/\epsilon)\rfloor;

  2. (2)

    For each ene\in\ell_{n}, E^k(e,ϵ,δ)\hat{E}_{k}(e,\epsilon,\delta) implies the existence of an δ\delta-shortcut around ee. That is, there is an open arc rB(e,32k)r\subset B(e,3\cdot 2^{k}) such that rr only intersects with n\ell_{n} at its two endpoints u(e)u(e) and v(e)v(e) and

    #r#τδ;\frac{\#r}{\#\tau}\leq\delta;

    where τ\tau denotes the portion of n\ell_{n} between u(e)u(e) and v(e)v(e). See [6, Proposition 5.4].

  3. (3)

    E^k\hat{E}^{\prime}_{k} is a similar event to E^k\hat{E}_{k} on scale kk that relates to a “U-shaped region” and 𝔰k\mathfrak{s}_{k} is the shortest path in the U-shaped region. If for some ϵ(0,12)\epsilon\in(0,\frac{1}{2}), δ>0\delta>0, and k1k\geq 1,

    𝔼[#𝔰kE^k]δ22kπ3(2k)\mathbb{E}[\#\mathfrak{s}_{k}\mid\hat{E}_{k}^{\prime}]\leq\delta 2^{2k}\pi_{3}(2^{k})

    holds, then for all L1L\geq 1,

    (32) ϕB(n)ξ(E^k(e,ϵ,δ)A3(e,2L))c0ϵ4for all L1.\phi_{B(n)}^{\xi}(\hat{E}_{k}(e,\epsilon,\delta)\mid A_{3}(e,2^{L}))\geq c_{0}\epsilon^{4}\quad\text{for all $L\geq 1$}.

    See [6, Equation (5.29)].

Property (2) relies mostly on topological considerations and therefore applies to the random cluster model. For property (3), we refrain from elaborating further despite the original proof using, at times, independence, generalized FKG, and gluing constructions. This is because we feel the techniques to convert these arguments for the random cluster model are sufficiently represented in the proofs that we do include, especially in that of the following proposition; and to completely reproduce all necessary parts of the proof of property (3) would require lots of notation and mostly verbatim steps that translate directly for the random cluster model.

The key result in this step is that the probability that no shortcut exists for any scale kk is small:

Proposition 5.1.

There is a constant c13c_{13} such that if δj>0\delta_{j}>0, j=1,,Lj=1,\dots,L, is a sequence of parameters such that for some ϵ(0,14)\epsilon\in(0,\frac{1}{4}),

(33) 𝔼[#𝔰jE^j]δj22jπ3(2j),\mathbb{E}[\#\mathfrak{s}_{j}\mid\hat{E}^{\prime}_{j}]\leq\delta_{j}2^{2j}\pi_{3}(2^{j}),

then for any L<LL^{\prime}<L,

ϕB(n)ξ(j=LLE^j(e,ϵ,δj)cA3(e,2L))2c13ϵ4log(1/ϵ)(LL).\phi_{B(n)}^{\xi}\left(\cap_{j=L^{\prime}}^{L}\hat{E}_{j}(e,\epsilon,\delta_{j})^{c}\mid A_{3}(e,2^{L})\right)\leq 2^{-c_{13}\frac{\epsilon^{4}}{\log(1/\epsilon)}(L-L^{\prime})}.
Proof of Proposition 5.1 subject to Theorem 3.1.

Let Ek=E^kNE_{k}=\hat{E}_{kN}. By property (3), the combination of (33) with the observation that the occurrence of a circuit in Ann(2(10k+i)N,2(10k+i+1)N)\mathrm{Ann}(2^{(10k+i)N},2^{(10k+i+1)N}) conditional on a three-arm event has constant probability due to RSW and gluing constructions (see Proposition 2.1) implies that

ϕB(n)ξ(E10k+5^kA3(2L))c0ϵ4\displaystyle\phi_{B(n)}^{\xi}(E_{10k+5}\cap\hat{\mathfrak{C}}_{k}\mid A_{3}(2^{L}))\geq c_{0}^{\prime}\epsilon^{4}

for 0kL10N10\leq k\leq\frac{L}{10N}-1. Note that c0c_{0}^{\prime} is uniform in kk. We observe the following chain of set inclusions with changes of indices including j=Nj=\ell N in the equality and =10k\ell=10k in the first inclusion:

j=LLE^jc==LNLNEck=L10NL10N1(E10k+5)c{k=L10NL10N1𝟏{E10k+5,^k}=0}.\displaystyle\bigcap_{j=L^{\prime}}^{L}\hat{E}_{j}^{c}=\bigcap_{\ell=\lceil\frac{L^{\prime}}{N}\rceil}^{\lfloor\frac{L}{N}\rfloor}E_{\ell}^{c}\subset\bigcap_{k=\lceil\frac{L^{\prime}}{10N}\rceil}^{\lfloor\frac{L}{10N}\rfloor-1}(E_{10k+5})^{c}\subset\left\{\sum_{k=\lceil\frac{L^{\prime}}{10N}\rceil}^{\lfloor\frac{L}{10N}\rfloor-1}\mathbf{1}\{E_{10k+5},\hat{\mathfrak{C}}_{k}\}=0\right\}.

Thus, applying Theorem 3.1 by choosing N=log(1/ϵ)N=\lfloor\log(1/\epsilon)\rfloor and LL40L-L^{\prime}\geq 40, we obtain

ϕB(n)ξ(k=LLE^k(e,ϵ,δj)c|A3(e,2L))\displaystyle\phi_{B(n)}^{\xi}\left(\cap_{k=L^{\prime}}^{L}\hat{E}_{k}(e,\epsilon,\delta_{j})^{c}\;\Big{|}\;A_{3}(e,2^{L})\right) ϕB(n)ξ(k=L10NL10N1𝟏{E10k+5,^k}=0|A3(2L))\displaystyle\leq\phi_{B(n)}^{\xi}\left(\sum_{k=\lceil\frac{L^{\prime}}{10N}\rceil}^{\lfloor\frac{L}{10N}\rfloor-1}\mathbf{1}\{E_{10k+5},\hat{\mathfrak{C}}_{k}\}=0\>\Bigg{|}\;A_{3}(2^{L})\right)
exp(cc0ϵ4log(1/ϵ)(LL)).\displaystyle\leq\exp(-\frac{cc_{0}^{\prime}\epsilon^{4}}{\log(1/\epsilon)}(L-L^{\prime})).

Step 2: Iteration in the “U-shaped region”

In this step, we inductively improve the length of the “best possible” shortcuts for a fixed scale. The function of this step is to ensure that (33) is satisfied.

Proposition 5.2 ([6], Proposition 7.1).

There exist constants C1,C2C_{1},C_{2} such that for any ϵ>0\epsilon>0 sufficiently small, L1L\geq 1, and 2k(C1ϵ4(log(1/ϵ)2))L2^{k}\geq(C_{1}\epsilon^{-4}(\log(1/\epsilon)^{2}))^{L}, we have

𝔼[#𝔰kE^k](C2ϵ1/2)L22kπ3(2k).\mathbb{E}[\#\mathfrak{s}_{k}\mid\hat{E}^{\prime}_{k}]\leq(C_{2}\epsilon^{1/2})^{L}2^{2k}\pi_{3}(2^{k}).

The constructions are detailed in [6, Section 6 & 7] and we only give the high level heuristics. In step 11, shortcuts are constructed in a “U-shaped” region. Conditional on an event E^k\hat{E}_{k}^{\prime} which is a superset of E^k\hat{E}_{k} for the “U-shaped” region at scale 2k2^{k}, the starting estimate of a piece of shortcut is

(34) 𝔼[#𝔰kEk]C022kπ3(2k).\mathbb{E}[\#\mathfrak{s}_{k}\mid E_{k}^{\prime}]\leq C_{0}2^{2k}\pi_{3}(2^{k}).

The factor 22k2^{2k} comes from the five-arm points in the construction. Suppose, at stage ii, one can construct a shortcut of the order at most

𝔼[#𝔰kEk]δk(i)22kπ3(2k).\mathbb{E}[\#\mathfrak{s}_{k}\mid E_{k}^{\prime}]\leq\delta_{k}(i)2^{2k}\pi_{3}(2^{k}).

Through constructions detailed in [6, Section 7], we get an additional gain of ϵ1/2\sim\epsilon^{1/2} as long as there is enough space, i.e., when 2kC(ϵ)i2^{k}\geq C(\epsilon)^{i} for some C(ϵ)ϵ4(log1ϵ)2C(\epsilon)\sim\epsilon^{-4}(\log\frac{1}{\epsilon})^{2}. We then iterate this procedure.

Since the proof of this proposition relies mostly on intricate algebraic manipulations, we simply cite the conclusion and refer the reader to the original paper for more explanation.

Step 3: Compilation

The final estimate accounts for edges too close to the origin or the boundary, edges on n\ell_{n} that don’t have shortcuts in step 11, and a maximal collection of disjoint shortcuts that are optimized in step 22. For the reader’s benefit, we recreate the compilation here.

We first define a truncated box B^(n)=B(nnδ)B(nδ)\hat{B}(n)=B(n-n^{\delta})\setminus B(n^{\delta}) for δ>0\delta>0 small enough such that n1+2δn2π3(n)n^{1+2\delta}\leq n^{2}\pi_{3}(n). For each eB^(n)e\in\hat{B}(n), we let L=δ8lognL^{\prime}=\lceil\frac{\delta}{8}\log n\rceil and L=δ4lognL=\lfloor\frac{\delta}{4}\log n\rfloor.

We apply Proposition 5.1 for L=δ8lognL^{\prime}=\lceil\frac{\delta}{8}\log n\rceil and L=δ4lognL=\lfloor\frac{\delta}{4}\log n\rfloor and obtain

ϕB(n)ξ(there is no nc-shortcut around een)\displaystyle\phi_{B(n)}^{\xi}(\text{there is no $n^{-c}$-shortcut around $e$}\mid e\in\ell_{n}) ϕB(n)ξ(j=δ8lognδ4lognE^j(e,ϵ,nc)cA3(e,nδ/2))\displaystyle\leq\phi_{B(n)}^{\xi}\Big{(}\bigcap_{j=\lceil\frac{\delta}{8}\log n\rceil}^{\lfloor\frac{\delta}{4}\log n\rfloor}\hat{E}_{j}(e,\epsilon,n^{-c})^{c}\mid A_{3}(e,n^{\delta/2})\Big{)}
2c13ϵ4δ8logn\displaystyle\leq 2^{-c_{13}\epsilon^{4}\frac{\delta}{8}\log n}
nθ\displaystyle\leq n^{-\theta}

for some θ>0\theta>0.

We choose a collection of ncn^{-c}-shortcuts around edges of n\ell_{n} such that the shortcuts are disjoint and the number of edges circumvented is maximal. Conditional on the existence of a horizontal crossing, any edge ee in B(n)B(n) falls into one of three categories: in the margin of the box, with no ncn^{-c}-shortcut, or with a ncn^{-c}-shortcut. Thus, SnS_{n} has the following estimate:

𝔼2[Snn]\displaystyle\mathbb{E}_{\mathbb{Z}^{2}}[S_{n}\mid\mathcal{H}_{n}] Cn1+δ+nθ𝔼[#nn]+nc𝔼[#nn]\displaystyle\leq Cn^{1+\delta}+n^{-\theta}\mathbb{E}[\#\ell_{n}\mid\mathcal{H}_{n}]+n^{-c}\mathbb{E}[\#\ell_{n}\mid\mathcal{H}_{n}]
Cnmin{δ,θ,c}n2π3(n).\displaystyle\leq Cn^{-\min\{\delta,\theta,c\}}n^{2}\pi_{3}(n).

6. Estimating Without Reimer’s Inequality

In the radial case, there is no natural crossing like the lowest crossing to compare to. Instead, we consider “lowest-like” paths between successive circuits around the origin. One nuisance in this construction occurs when two circuits are close and there is not enough space for there to be three arms to a large distance. However, if this happens, closeby circuits form a bottleneck which implies an arm event with more than three arms. This ensures that the three-arm probability is an upper bound. The details of the construction are encapsulated in [29, Lemma 2.3], and similarly [29, Lemma 4.5, 4.7].

Recall that A3(n1,n2)A_{3}(n_{1},n_{2}) denotes the three-arm event in the annulus Ann(n1,n2)\mathrm{Ann}(n_{1},n_{2}) and π3(n1,n2)\pi_{3}(n_{1},n_{2}) its probability with domain B(n)B(n) and boundary condition ξ\xi. For any j3j\geq 3, let Aj(n1,n2)A_{j}(n_{1},n_{2}) (πj(n1,n2)\pi_{j}(n_{1},n_{2}), resp.) denote the polychromatic jj-arm event (probability, resp.) with exactly j1j-1 disjoint open arms and one dual-closed arm. Let πj(n1,n2)\pi^{\prime}_{j}(n_{1},n_{2}) denote the monochromatic jj-arm probability. In an abuse of notation, for a box “centered at an edge”, we write B(e,n)B(e,n) in place of B(ex,n)B(e_{x},n) where exe_{x} denotes the first endpoint of the edge ee in lexicographical order.

Lemma 6.1.

Fix ϵ>0\epsilon>0 and an integer RR such that for any 0n1<n20\leq n_{1}<n_{2}, π2R+2(n1,n2)π3(n1,n2)(n1/n2)ϵ\pi^{\prime}_{2R+2}(n_{1},n_{2})\leq\pi_{3}(n_{1},n_{2})(n_{1}/n_{2})^{\epsilon}. Let R(e,M)\mathcal{H}_{R}(e,M) be the event that there exist 0=01R=log(M)0=\ell_{0}\leq\ell_{1}\leq\cdots\leq\ell_{R}=\lfloor\log(M)\rfloor:

  1. (1)

    A3,OOC(e,211)A_{3,OOC}(e,2^{\ell_{1}-1}) occurs;

  2. (2)

    for i2i\geq 2, if i1<log(M)\ell_{i-1}<\lfloor\log(M)\rfloor, there are 2i2i disjoint open arms and one closed dual arm from B(e,2i1)\partial B(e,2^{\ell_{i-1}}) to B(e,2i1)\partial B(e,2^{\ell_{i}-1}); and

  3. (3)

    if R<log(M)\ell_{R}<\lfloor\log(M)\rfloor, there are 2R+22R+2 disjoint open arms from B(e,2R)\partial B(e,2^{\ell_{R}}) to B(e,M)\partial B(e,M).

Then,

ϕB(n)ξ(R(e,M))CMrπ3(M).\displaystyle\phi_{B(n)}^{\xi}(\mathcal{H}_{R}(e,M))\leq CM^{-r}\pi_{3}(M).

The above estimate relies essentially on the following proposition.

Proposition 6.2.

Let 0n1<n20\leq n_{1}<n_{2}, i1i\geq 1,

π2i+1(n1,n2)(n1n2)(2i2)απ3(n1,n2).\displaystyle\pi_{2i+1}(n_{1},n_{2})\leq\left(\frac{n_{1}}{n_{2}}\right)^{(2i-2)\alpha}\pi_{3}(n_{1},n_{2}).

for some α(0,1)\alpha\in(0,1).

In Bernoulli percolation, this is done by applying Reimer’s inequality. A weak form of Reimer’s inequality for the random cluster model can be found in [30]. However, it requires the events to not only have disjoint occurrences but also occur on disjoint clusters. The arms in the arm event π2i+1\pi_{2i+1} that [29] concerns belong to the same cluster, since they are portions of consecutive circuits chained together by a radial arm. Therefore, the weak estimate is not applicable to our problem. We provide a proof using conditional probability and quad-crossing RSW.

Proof.

It suffices to show that

π2i+1(n1,n2)(n1n2)απ2i(n1,n2)\displaystyle\pi_{2i+1}(n_{1},n_{2})\leq\left(\frac{n_{1}}{n_{2}}\right)^{\alpha}\pi_{2i}(n_{1},n_{2})

for 2i32i\geq 3.

Since there is at least one dual-closed arm in any configuration of A2i+1(n1,n2)A_{2i+1}(n_{1},n_{2}), we condition on a dual-closed arm and the first open arm on its clockwise side and the (consecutive) first 2i22i-2 disjoint open arms on its counterclockwise side and apply the domain Markov property. As in the proof of Claim 1 (but omitting many details here), let 𝒰\mathcal{U} denote the random region that contains the 2i2i arms and whose boundaries consist of a dual-closed arm, an open arm, and portions of B(n1)\partial B(n_{1}) and B(n2)\partial B(n_{2}). Then, conditional on 𝒰\mathcal{U},

ϕB(n)ξ(A2i+1,COO(n1,n2))\displaystyle\phi_{B(n)}^{\xi}(A_{2i+1,CO\cdots O}(n_{1},n_{2})) =admissible UϕB(n)ξ(A1,O(n1,n2,Uc)𝒰=U)ϕB(n)ξ(𝒰=U)\displaystyle=\sum_{\text{admissible }U}\phi_{B(n)}^{\xi}(A_{1,O}(n_{1},n_{2},U^{c})\mid\mathcal{U}=U)\phi_{B(n)}^{\xi}(\mathcal{U}=U)
(35) =admissible U𝔼B(n)ξ[ϕB(n)Uη(A1(n1,n2,Uc))]ϕB(n)ξ(𝒰=U)\displaystyle=\sum_{\text{admissible }U}\mathbb{E}_{B(n)}^{\xi}\left[\phi_{B(n)\setminus U}^{\eta}(A_{1}(n_{1},n_{2},U^{c}))\right]\phi_{B(n)}^{\xi}(\mathcal{U}=U)

where A1(n1,n2,Uc)A_{1}(n_{1},n_{2},U^{c}) is the one arm event in Ann(n1,n2)\mathrm{Ann}(n_{1},n_{2}) restricted to UcU^{c} and η\eta is uniquely determined by ξ\xi and UU. By quad-crossing RSW estimates (5), the one-arm probability decays at (n2/n1)α(n_{2}/n_{1})^{-\alpha} for some α(0,1)\alpha\in(0,1). Applying the above estimate into (35) and we have

(35)(n1n2)αadmissible UϕB(n)0(𝒰=U)=(n1n2)αϕB(n)0(A2i,COO(n1,n2)).\displaystyle\eqref{eq:cond-all-but-one}\leq\left(\frac{n_{1}}{n_{2}}\right)^{\alpha}\sum_{\text{admissible }U}\phi_{B(n)}^{0}(\mathcal{U}=U)=\left(\frac{n_{1}}{n_{2}}\right)^{\alpha}\phi_{B(n)}^{0}(A_{2i,CO\cdots O}(n_{1},n_{2})).

We note that to apply quad-crossing RSW, the extremal distance for each quad Ann(2,2+1)U\mathrm{Ann}(2^{\ell},2^{\ell+1})\setminus U, which for convenience we call 𝒟\mathcal{D} here, needs to be uniformly lower bounded over all admissible UU. To our advantage, bottlenecks in 𝒟\mathcal{D} make the extremal distance larger. The boundary of 𝒟\mathcal{D} defines four arcs: (ab)(ab) on B(2)\partial B(2^{\ell}), (cd)(cd) on B(2+1)\partial B(2^{\ell+1}), and (bc)(bc) and (da)(da) in the interior of Ann(2,2+1)\mathrm{Ann}(2^{\ell},2^{\ell+1}). Indeed, if 𝒟\mathcal{D} is contained in another quad 𝒟\mathcal{D}^{\prime} with the same landing arcs as 𝒟\mathcal{D}, then

(36) 𝒟[(ab),(cd)]𝒟[(ab),(cd)].\displaystyle\ell_{\mathcal{D}}[(ab),(cd)]\geq\ell_{\mathcal{D}^{\prime}}[(ab),(cd)].

We verify (36) in Appendix A. Let α\alpha be a topological path in UU, disjoint from (bc)(bc) and (da)(da), and 𝒟\mathcal{D}^{\prime} be all of Ann(2,2+1)\mathrm{Ann}(2^{\ell},2^{\ell+1}) with arcs (ab)(ab), (bc)(bc)^{\prime}, (cd)(cd), and (da)(da)^{\prime}, where (bc)(bc)^{\prime} consists of a portion of B(2)\partial B(2^{\ell}), α\alpha, and a portion of B(2+1)\partial B(2^{\ell+1}), see the blue arc in Figure 4, and similarly, (da)(da)^{\prime} consists of another portion of B(2)\partial B(2^{\ell}), α\alpha, and another portion of B(2+1)\partial B(2^{\ell+1}), see the red arc in Figure 4. Clearly, 𝒟\mathcal{D} is contained in 𝒟\mathcal{D}^{\prime}. Then,

𝒟[(ab),(cd)]2min{#(ab),#(cd)}116.\displaystyle\ell_{\mathcal{D}^{\prime}}[(ab),(cd)]\geq\frac{2^{\ell}}{\min\{\#(ab),\#(cd)\}}\geq\frac{1}{16}.
Refer to caption
Figure 4. The blue arc is (bc)(bc)^{\prime} and the red arc is (da)(da)^{\prime}. They both traverse through α\alpha.

Appendix A Extremal Distance and Resistance

In this section, we verify (36) through the definition of extremal distance by the resistance of an electrical network.

Definition 3 ([4]).
(37) Ω[(ab),(cd)]:=supg:(Ω)+[infγ:(ab)Ω(cd)eγge]2e(Ω)ge2.\ell_{\Omega}[(ab),(cd)]:=\sup_{g:\mathcal{E}(\Omega)\to\mathbb{R}_{+}}\frac{\left[\inf_{\gamma:(ab)\overset{\Omega}{\leftrightarrow}(cd)}\sum_{e\in\gamma}g_{e}\right]^{2}}{\sum_{e\in\mathcal{E}(\Omega)}g_{e}^{2}}.

Let Ω2\Omega_{2} be a rectangle with vertices a,b,c,da,b,c,d, labeled in counterclockwise order. Then, the arcs (ab)(ab), (bc)(bc), (cd)(cd), and (da)(da) are the four sides of the rectangle. Let (bc)(bc)^{\prime} be an arc from bb to cc contained in Ω2\Omega_{2}, and (da)(da)^{\prime} be an arc from dd to aa contained in Ω2\Omega_{2}. Then, Ω1\Omega_{1} bounded by (ab)(ab), (bc)(bc)^{\prime}, (cd)(cd), and (da)(da)^{\prime} is a subdomain of Ω2\Omega_{2}. We want to show

(38) Ω1[(ab),(cd)]Ω2[(ab),(cd)].\ell_{\Omega_{1}}[(ab),(cd)]\geq\ell_{\Omega_{2}}[(ab),(cd)].

For any fixed g:(Ω2)+g:\mathcal{E}(\Omega_{2})\to\mathbb{R}_{+}, since (Ω1)(Ω2)\mathcal{E}(\Omega_{1})\subset\mathcal{E}(\Omega_{2}), we have {γ:(ab)Ω1(cd)}{γ:(ab)Ω2(cd)}\{\gamma:(ab)\overset{\Omega_{1}}{\leftrightarrow}(cd)\}\subset\{\gamma:(ab)\overset{\Omega_{2}}{\leftrightarrow}(cd)\}. Then,

infγ:(ab)Ω1(cd)eγgeinfγ:(ab)Ω2(cd)eγge.\displaystyle\inf_{\gamma:(ab)\overset{\Omega_{1}}{\leftrightarrow}(cd)}\sum_{e\in\gamma}g_{e}\geq\inf_{\gamma:(ab)\overset{\Omega_{2}}{\leftrightarrow}(cd)}\sum_{e\in\gamma}g_{e}.

For the denominator, we use (Ω1)(Ω2)\mathcal{E}(\Omega_{1})\subset\mathcal{E}(\Omega_{2}) again:

e(Ω1)ge2e(Ω2)ge2.\displaystyle\sum_{e\in\mathcal{E}(\Omega_{1})}g_{e}^{2}\leq\sum_{e\in\mathcal{E}(\Omega_{2})}g_{e}^{2}.

Therefore,

[infγ:(ab)Ω1(cd)eγge]2e(Ω1)ge2[infγ:(ab)Ω2(cd)eγge]2e(Ω2)ge2.\displaystyle\frac{\left[\inf_{\gamma:(ab)\overset{\Omega_{1}}{\leftrightarrow}(cd)}\sum_{e\in\gamma}g_{e}\right]^{2}}{\sum_{e\in\mathcal{E}(\Omega_{1})}g_{e}^{2}}\geq\frac{\left[\inf_{\gamma:(ab)\overset{\Omega_{2}}{\leftrightarrow}(cd)}\sum_{e\in\gamma}g_{e}\right]^{2}}{\sum_{e\in\mathcal{E}(\Omega_{2})}g_{e}^{2}}.

(38) follows from taking supremum over all g:(Ω2)+g:\mathcal{E}(\Omega_{2})\to\mathbb{R}_{+}.

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