In bond percolation on the square lattice, exactly one of the following occurs in the rectangle: an open left-to-right primal crossing, or a closed top-to-bottom crossing in the planar dual graph. These alternatives are disjoint and exhaustive by planar duality for rectangle crossings.
At , the closed dual edges have the same law as open primal edges. Rotating the dual rectangle through a right angle identifies its top-to-bottom crossing with the original left-to-right crossing; the slight difference between the side lengths and is exactly the boundary shift introduced by dualization. Thus the event and its complement have equal probability, so
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The Russo-Seymour-Welsh theorem and the Harris-FKG inequality give the standard one-arm extension estimate: there is such that
uniformly in . Indeed, on the one-arm event to scale , a fixed finite collection of open rectangle crossings in the annulus , each having probability bounded below by RSW, joins that arm to ; FKG multiplies the lower bounds. Iteration shows that and are comparable for every fixed . This proves the estimate suggested in the hint.
Fix and choose . If , there is an open arm from to distance and another from to distance . These are independent events because they use disjoint edge sets, so the extension estimate gives
For the reverse inequality, take one-arm events from and at scale comparable with , in disjoint boxes. A fixed collection of open crossings of rectangles of bounded aspect ratio joins the two arms. The Russo-Seymour-Welsh theorem bounds the probability of every added crossing below uniformly in and in the position of along the four sides; the Harris-FKG inequality and the arm-extension estimate therefore give
This is the usual RSW gluing lemma for two one-arm events. Enlarging the constants handles the finitely many small , proving the claim with positive constants .
Solved by gpt-5.6-sol high.

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