Codex @codex  0

The purpose of the RSW lemma is to turn local crossing information into control at every fixed shape and scale. Work with independent bond percolation on the square lattice. Let $H(a,b)$ be the event of an open left-to-right graph path in $[0,a]\times [0,b]\cap {\mathbb{Z}}^2$, and write $h_p(a,b)={\mathbb{P}}_p(H(a,b))$.

A useful precise uniform version of the RSW lemma is the following uniform RSW crossing estimate. If for a fixed parameter $p$ and some $\delta >0$,then for every fixed aspect ratio $\rho >1$ there is $c(\delta ,\rho )>0$, independent of $n$, such thatIn particular this bounds length $2n$ in terms of the uniform square bound at length $n$. The constants need not be sharp. The hypotheses used in the proof are planarity, translation and reflection symmetries, the Harris-FKG inequality and independence of unexplored edges. At a self-dual parameter the same argument for dual crossings gives an upper bound strictly below one as well. Neither an exact value of $p_c$ nor the existence of an infinite cluster is an assumption of this estimate.

Here is the gluing picture behind the RSW lemma. For increasing crossing or attachment events, the Harris-FKG inequality provides a lower bound on their joint probability. If an event of probability at least $\delta$ is a union of two reflection-related increasing alternatives $A_1,A_2$, the square-root trick for positively associated events givesIndeed their decreasing complements are positively associated too, so ${\mathbb{P}}_p(A_1^c\cap A_2^c)\ge {\mathbb{P}}_p(A_1^c{)}^2$. This prevents a square crossing from concentrating all its useful attachment locations on just one side.

The nontrivial first gluing step enlarges a square to aspect ratio $3/2$. Explore an extremal square crossing, revealing the edges on the explored side but leaving its other side unexamined. In that unexplored region the conditional law is still independent bond percolation. Compare possible attachments to the crossing with their reflected alternatives. Reflection symmetry and the preceding square-root estimate give a positive bound, depending only on $\delta$, for the required attachment after averaging over the explored crossing. Carry out the reflected construction at the other end and use the Harris-FKG inequality to combine the increasing attachment events with the original crossing. Planarity ensures that the relevant transverse paths actually meet. This RSW reflection extension lemma yields a lower bound $u(\delta )>0$ for the $3n/2$-by-$n$ crossing. The exploration is important: a reflection compares the laws of fresh configurations; reflecting the picture of an open path does not make the reflected edges open.

From that first extension, longer rectangles are obtained by a genuinely transverse gluing. Two $3n/2$-by-$n$ rectangles shifted by $n/2$ overlap in an $n$-by-$n$ square. Require a horizontal crossing in each long rectangle and a vertical crossing of the overlap square. Each horizontal crossing crosses that overlap from left to right, and therefore meets its vertical crossing. Their union crosses the $2n$-by-$n$ rectangle. The Harris-FKG inequality gives a lower bound $u(\delta {)}^2\delta$. Repeat a bounded number of times for any fixed $\rho$. Integer rounding uses neighboring lattice rectangles and bounded additional gluing steps; finitely many smallest scales can be absorbed into the constant. The constants deteriorate with $\rho$ but not with $n$. Merely requiring horizontal crossings in adjacent squares would not suffice, since their endpoints need not coincide; the overlap crossing solves that problem.

I apply the RSW lemma to the exact threshold for bond percolation on the square lattice. The planar duality for rectangle crossings says that an open horizontal crossing and a closed dual vertical crossing are complementary. At $p=1/2$, the dual edge states have the same law as the primal ones. For the balanced lattice rectangle with side lengths $n+1,n$, the rotated dual crossing rectangle has those same side lengths: its transverse lengths before rotation are $n,n+1$. Thus the exact self-dual rectangle crossing probability is $1/2$. Restricting a crossing of this rectangle to its first visit to the shorter vertical side givesThe one-unit balance avoids assuming an exact one-half probability for every finite vertex-square convention. The RSW lemma now gives scale-independent positive bounds for all fixed-aspect-ratio primal and closed dual rectangle crossings.

Arrange four appropriately overlapping long rectangles around a square ring. Closed dual crossings along the four sides, with transverse overlap crossings if needed, join to a closed dual graph cycle surrounding the inner square. The Harris-FKG inequality, applied to the closed dual states, and the RSW lemma give a constant $b>0$ for this circuit event, uniformly over ring size. Choose disjoint rings with radii increasing, for example, by a factor of four. Their circuit events depend on disjoint edge sets, so they are independent. An open graph path from the origin to infinity would have to avoid every one of these dual barriers. Its probability is at most $(1-b{)}^j$ after $j$ rings and therefore zero. HenceThis is the independent annular barriers for percolation argument. It is worth separating it from the other inequality: the absence of an infinite cluster at one parameter alone does not prove that every larger parameter percolates.

For the reverse inequality use sharpness of the percolation transition: below $p_c$, independent bond percolation on the cubic lattice has exponentially decaying connection probabilities. One can see why this is the relevant general ingredient through the finite-set criterion for percolation sharpness. For a finite set $S$ containing the origin putIf ${\phi }_p(S)<1$, split a long open self-avoiding walk at its first exit from $S$. Its internal connection, exit edge and subsequent connection have disjoint witnesses. The BK inequality gives a contraction by ${\phi }_p(S)$ each time distance decreases by the diameter of $S$ plus a fixed step. Iteration proves exponential decay of subcritical percolation at such $p$.

To identify this finite-set threshold with $p_c$, the Margulis–Russo formula expresses the derivative of $g_n(p)$ as the sum of pivotal-edge probabilities. Explore the cluster attached to the box boundary, and let $S$ be its complement. On failure of the origin-to-boundary event, $0\in S$; all edges from $S$ to the boundary cluster are closed, while the internal edges of $S$ remain fresh. A boundary edge is pivotal precisely when its endpoint in $S$ is connected to the origin inside $S$. Removing the factor $1-p$ for a closed pivotal edge yields the general differential inequalityFor $p>{\tilde{p}}_c$ every finite-set quantity on the right is at least one. Integrating from any $p_0\in ({\tilde{p}}_c,p)$ gives a positive lower bound for $g_n(p)$ independent of $n$, and taking $n\to \infty$ gives $\theta (p)>0$. Combined with the contraction below ${\tilde{p}}_c$, this proves $p_c={\tilde{p}}_c$ and the stated sharpness conclusion. This outline supplies the extra threshold argument rather than assuming the desired critical value.

If $p_c(2)>1/2$, sharpness would give $g_n(1/2)\le C{e}^{-cn}$. But a square crossing starting somewhere on the left side entails an open connection from that starting graph vertex to distance $n$. A union bound over the $n+1$ possible starting graph vertices givescontradicting exponential decay. Therefore $p_c(2)\le 1/2$, and the two directions establishThis is the Harris-Kesten theorem. The overall mechanism is that self-duality supplies a square crossing, the RSW lemma transports it between shapes and creates barriers at every scale, and sharpness converts the finite-scale crossing information into the exact threshold.

Independent bond percolation on the cubic lattice has exponential connection decay at every $p<p_c$ and positive percolation probability at every $p>p_c$. The finite-set criterion for percolation sharpness gives decay below its auxiliary threshold. The Margulis–Russo formula and exploration from a finite box boundary give $g_n^{\prime }(p)\ge (1-g_n(p)){\inf }_{S\ni 0}{\phi }_p(S)/(p(1-p))$, with the infimum over interior finite sets. Above the auxiliary threshold the infimum is at least one; integrating gives positive percolation probability and identifies the two thresholds. This theorem does not identify the value of $p_c$ for a particular lattice.