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PERCOLATION AND DISORDERED SYSTEMS Geoffrey GRIMMETT

PERCOLATION AND DISORDERED SYSTEMS Geoffrey GRIMMETT

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226 <strong>Geoffrey</strong> Grimmett<br />

Fig. 9.2. If there is no open left-right crossing of S(n), then there must be a closed<br />

top-bottom crossing in the dual.<br />

we have to rely on the more complicated Grimmett–Marstrand construction<br />

of Section 7.3.<br />

A basic tool in two dimensions is the RSW lemma, which was discovered<br />

independently by Russo [325] and Seymour–Welsh [330]. Consider the rectangle<br />

B(kl, l) = [−l, (2k − 1)l] × [−l, l], a rectangle of side-lengths 2kl and<br />

2l; note that B(l, l) = B(l). We write LR(l) for the event that B(l) is crossed<br />

from left to right by an open path, and O(l) for the event that there is an<br />

open circuit of the annulus A(l) = B(3l)\B(l) containing the origin in its<br />

interior.<br />

Theorem 9.3 (RSW Lemma). If Pp(LR(l)) = τ then<br />

� � √<br />

4 12<br />

Pp O(l) ≥ {τ(1 − 1 − τ) } .<br />

When p = 1<br />

1<br />

2 , we have from self-duality that P1 (LR(l)) ≥<br />

2 4<br />

whence<br />

�<br />

� � −24<br />

(9.4) P1 O(l) ≥ 2 1 −<br />

2<br />

√ 3<br />

2<br />

� 48<br />

for l ≥ 1.<br />

for l ≥ 1,<br />

We refer the reader to [G] for a proof of the RSW lemma. In common with<br />

almost every published proof of the lemma ([330] is an exception, possibly<br />

amongst others), the proof given in [G] contains a minor error. Specifically,<br />

the event G below (9.80) on page 223 is not increasing, and therefore we may

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