Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 204 / 4

Write $H(R)$ and $V(R)$ for the horizontal and vertical open-crossing increasing events of a rectangle in the rotated square lattice. At parameter $1/2$, planar duality for rectangle crossings says that failure of $H$ 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 $1/2$; a rectangle obtained by a harmless one-step boundary adjustment has crossing probability at least $1/2$. 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 $S=[0,n{]}^2$, $T=[-n,n{]}^2$, and $R=[-n,2n]\times [-n,n]$. Reveal the rightmost open vertical crossing $\Gamma$ of $S$, when one exists, using only its edges and the region to its right. Reflect $\Gamma$ across the horizontal axis. The part $D$ of $T$ to the left of these two paths remains unexposed and has the independent parameter-$1/2$ law. A horizontal crossing of $T$ must reach their union. Its probability is at least $1/2$. Reflection symmetry and the union bound give a probability at least $1/4$ of reaching the upper path $\Gamma$ through $D$. Conditional opening of the edges on $\Gamma$ can only help. Since $V(S)$ has probability at least $1/2$, the increasing event $B$ that a vertical crossing of $S$ is connected inside $T$ to its left side has probability at least $1/8$.

Reflect this construction in the vertical midline of $S$ to obtain an increasing event $B^{\prime }$ of the same probability, connecting a vertical crossing of $S$ to the right side of $[0,2n]\times [-n,n]$. On $H(S)\cap B\cap B^{\prime }$, the horizontal crossing of $S$ meets both vertical crossings, so all three graph paths join and give $H(R)$. The Harris-FKG inequality now yieldsThe 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 $3/2$ to $3$, put four rectangles of width $3h/2$ and height $h$ next to each other, with successive left boundaries separated by $h/2$. Adjacent rectangles overlap in a square of side $h$. 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 $3h$. The Harris-FKG inequality gives a strictly positive bound, for these compatible scales, ofThe 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 $5$, so that its width exceeds the desired $3m$ width for all sufficiently large $m$. Truncate its horizontal crossing on first reaching the desired right side. The number of extra rectangles and overlap-square crossings is bounded independently of $m$, 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 $c>0$ works at every integer scale. Taking $\tau =c/2$ 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 $1/2$.

First obtain a polynomial critical one-arm upper bound from part (a). Fix a sufficiently large integer radius $r$. Use rotated-coordinate boxes $B_r=[-r,r{]}^2$ for this geometric construction, in the axes of part (a). Surround $B_r$ by a square ring inside $B_{3r}$. It can be assembled from the four stripsThe first two require horizontal dual crossings; the last two require vertical dual crossings. Their corner overlaps are squares, so the adjacent long crossings intersect there and their union contains a dual graph cycle surrounding the inner box. Translate the strips by the half-lattice displacement of the planar dual graph and adjust the endpoints by one lattice unit if needed. All aspect ratios remain bounded. Part (a) and the same overlap gluing give a uniform lower bound $c_1>0$ for each dual crossing at $1/2$. Applying the Harris-FKG inequality to these decreasing events in the primal configuration gives a closed dual circuit with probability at least $\delta =c_1^4>0$. We may replace $\delta$ by a smaller number in $(0,1)$.

Use the independent annular barriers for percolation at radii $r_j=r_{0}10^j$. Their supporting edge sets are disjoint, so the circuit events are independent. In the original unrotated coordinates, $B_{3r}$ lies inside ${\Lambda }_{5r}$ and the ring still separates the origin from infinity. These fixed geometric comparisons let us bound the original $g_N$. An open graph path from $0$ to distance $N$ must avoid every such closed dual circuit inside ${\Lambda }_N$. Thus, for some constants $C<\infty$ and $\alpha >0$,where the first bound is used only when at least one of the indicated rings fits; increasing $C$ handles smaller $N$.

Now let $\epsilon =p-1/2>0$ and use the monotone coupling of Bernoulli percolation on edges. The event $\{0\leftrightarrow \partial {\Lambda }_N\}$ only needs edges whose endpoints lie in ${\Lambda }_N$, because a first boundary hit gives an internal graph path. There are exactly $4N(2N+1)$ such edges. Each changes state between parameters $1/2$ and $p$ with probability $\epsilon$. The union bound therefore gives the finite-box comparison for percolation parametersFor sufficiently small $\epsilon$, choose $N=\lfloor {\epsilon }^{-1/(\alpha +2)}\rfloor$, so that $N$ is at least half the unrounded value. Both terms then have order ${\epsilon }^{\alpha /(\alpha +2)}$. In particular,for a finite $A$. Increase $A$ to cover the remaining compact range of parameters by $\theta (p)\le 1$. This near-critical percolation power upper bound requires only a positive crossing constant, not the exact value of a critical exponent. It also implies $\theta (1/2)=0$ through the critical one-arm probability bound.