In bond percolation on the square lattice, every nearest-neighbour edge independently has state one, meaning open, with probability , and state zero, meaning closed, with probability . Thus the configuration law is the product measure . An open path in bond percolation uses only open edges. An increasing event satisfies : opening further edges cannot destroy the event.
The Harris-FKG inequality for two increasing events is
For disjoint occurrence of increasing events, write when disjoint sets of open edges separately witness and , so each event is forced by its own witness regardless of the other edges. The Van den Berg-Kesten inequality states
For events given by cylinder sets these are finite-coordinate assertions. Connection events have finite open-path witnesses; truncating to finite boxes and taking increasing limits gives the same disjoint-occurrence bound for them. Sharing a vertex between the two witness paths is permitted; sharing an edge is not.
For , take a simple open path from the origin to the radius- boundary and let be its first vertex on the radius- boundary. Its initial segment witnesses . If is its final vertex, then . Consequently the remaining segment reaches , and its initial portion until that visit witnesses . The two segments use disjoint edges. Hence
The union bound, Van den Berg-Kesten inequality and translation invariance of the product measure now give the weighted BK boundary-splitting estimate
For the same bound follows directly from the union bound, with . With the conventional , gives equality.
Write for the percolation cluster of the origin. By summing its membership indicators, the percolation susceptibility is
If it is finite, then . For , choose with . Iterating the boundary-splitting estimate with this fixed gives
For , , so . To handle all smaller positive radii without an unspecified prefactor, observe that . Therefore
For , the second chosen rate gives , and for larger the first rate applies. At both sides equal one. The endpoint has for every , so any positive rate works; is excluded by finite susceptibility. This proves exponential one-arm decay from finite susceptibility with the required unit prefactor.
Use the coordinatewise partial order: means for every . An increasing event is upward closed: and imply .
Under the independent Bernoulli distribution product measure on these coordinates, the Harris-FKG inequality states
for increasing events . For , let be the cylinder of configurations agreeing with on . The disjoint occurrence of increasing events consists of configurations for which there exist disjoint with and . For increasing events, witnesses can be taken to prescribe only open coordinates. The BK inequality is
Positive association rewards simultaneous occurrence; the disjoint-witness requirement in the BK inequality gives a bound in the opposite direction. The inequalities also apply to different independent Bernoulli parameters in different coordinates.
Regard the boxes as sets of lattice graph vertices. Write , and put . On the event defining , choose an open self-avoiding walk from the origin to its first visit to . Let be its first visit to . Its initial segment witnesses . Its remaining segment ends at a point with
For , truncate this remaining segment on its first visit to . The two segments use disjoint edges, so they are disjoint witnesses. For , the second event is the sure event with empty witness. Thus the union bound, the BK inequality and translation invariance give
An unrestricted connection event can depend on infinitely many edges. Apply the finite-coordinate BK inequality first to connections confined to growing boxes and take increasing limits; each occurrence has a finite path witness. This justifies its use here. The estimate is the weighted BK boundary-splitting estimate.
By summing cluster indicators and using Tonelli theorem, the percolation susceptibility is
If , then . At all vanish, so any positive exponential rate works. Otherwise choose with . Iterating the weighted BK boundary-splitting estimate gives, for with ,
For , , so . To include the finitely many smaller indices without a prefactor, note that under finite susceptibility and
Therefore one may take
For this follows from , and for it follows from the iterated estimate. This proves exponential one-arm decay from finite susceptibility with exactly the requested unit prefactor.