Write . The complements are decreasing events. The Harris-FKG inequality for a product measure gives
The same correlation inequality for two decreasing events follows from that for their increasing complements, since their covariance is unchanged. Thus
Both and the square root are nonnegative, so rearranging gives the square-root bound for increasing events:
No independence between the events themselves is asserted; independence is the coordinate property of the underlying product measure.
Let be the increasing events that an infinite simple open ray in a graph starts at the indicated side and immediately leaves the box, with all later graph vertices outside it. A corner exit is assigned according to the direction of its outgoing edge. The four events have the same probability by rotational symmetry. Their union is from the preceding step.
The Harris-FKG inequality applies to these exterior-ray events by approximation with finite connections to larger boxes and passage to decreasing limits. Positive association of the four decreasing events , by iterating the Harris-FKG inequality, gives
Equivalently, one may apply the preceding square-root bound for increasing events first to the two opposite-side unions and then to the two individual sides of one pair. Therefore
A union bound now shows
Choose such that . Then
The infinite exterior clusters touched by these two sides need not be the same. The same argument works for dual boxes and any sufficiently large size; this permits the matching primal/dual contours used in the full proof.