Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/iii/paper-204/4/a/solution

Write and for the horizontal and vertical open-crossing increasing events of a rectangle in the rotated square lattice. At parameter , planar duality for rectangle crossings says that failure of is exactly a closed dual vertical crossing. Quarter-turn symmetry and the boundary convention of the rotated rectangles identify the two alternatives on a square. Thus its crossing probability is ; a rectangle obtained by a harmless one-step boundary adjustment has crossing probability at least . This is the finite-domain exact self-dual rectangle crossing probability, not an assumption about infinite percolation clusters.
We first prove a RSW reflection extension lemma. In coordinate units adapted to the rotated drawing, take , , and . Reveal the rightmost open vertical crossing of , when one exists, using only its edges and the region to its right. Reflect across the horizontal axis. The part of to the left of these two paths remains unexposed and has the independent parameter- law. A horizontal crossing of must reach their union. Its probability is at least . Reflection symmetry and the union bound give a probability at least of reaching the upper path through . Conditional opening of the edges on can only help. Since has probability at least , the increasing event that a vertical crossing of is connected inside to its left side has probability at least .
Reflect this construction in the vertical midline of to obtain an increasing event of the same probability, connecting a vertical crossing of to the right side of . On , the horizontal crossing of meets both vertical crossings, so all three graph paths join and give . The Harris-FKG inequality now yields
The exploration only conditions the exposed side of the extremal graph path; reflecting a drawn path does not assert that its reflected edges are open. This distinction is what makes the extension argument valid.
To pass from aspect ratio to , put four rectangles of width and height next to each other, with successive left boundaries separated by . Adjacent rectangles overlap in a square of side . Require horizontal crossings of the four rectangles and vertical crossings of the three overlap squares. Every consecutive pair of horizontal crossings meets the vertical crossing in its overlap; together they form a horizontal crossing of width . The Harris-FKG inequality gives a strictly positive bound, for these compatible scales, of
The construction works on the rotated square lattice with the boundary sites used in the source drawing. Integer roundings do not create a scale restriction: for an odd height use the largest smaller compatible even height, and use eight horizontal rectangles and seven overlap squares, whose union has auxiliary aspect ratio , so that its width exceeds the desired width for all sufficiently large . Truncate its horizontal crossing on first reaching the desired right side. The number of extra rectangles and overlap-square crossings is bounded independently of , and every factor is bounded below by the same positive constants. The finitely many smallest rectangles each have positive crossing probability, since a specified finite open graph path suffices. Therefore a constant works at every integer scale. Taking ensures the requested strict inequality:
This proves the required instance of the Russo-Seymour-Welsh theorem through reflection, exploration and gluing. The parameter in this calculation is .

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