y y y y 2 y; E y y

t y 1 b N ˜ C N −1 b N +1 e t y 1 b N ˜ C N −1 b N +1 e Figure 12: Schematic representations of the events a E ′ b N , b N +1 ; ˜ C N −1 ∩ G 1 t y 1 b N , e; ˜ C N −1 and b E ′ b N , b N +1 ; ˜ C N −1 ∩ G 2 t y 1 b N , e; ˜ C N −1 . of E t y 1 b N , e; ˜ C N −1 , which is an increasing event. Therefore, similarly to the analysis in 6.48, we use Lemma 6.6 to obtain X b N ,b N +1 ,e b N +1 6=e p b N p b N +1 p e M N b N ˜ E b N +1 h 1 E ′ b N ,b N +1 ;˜ C N −1 1 G 2 t y1 b N ,e;˜ C N −1 B N1 δ b N +1 , y 1 ; C N i δ

e,y

2 ≤ X b N ,b N +1 ,e b N +1 6=e p b N p b N +1 p e M N b N E h 1 E ′ b N ,b N +1 ;˜ C N −1 1 E t y1 b N ,e;˜ C N −1 B N1 δ b N +1 , y 1 ; C N i δ

e,y

2 = X b N +1 ,e b N +1 6=e p b N +1 p e M N +1 b N +1 1 E t y1 b N ,e;˜ C N −1 B N1 δ b N +1 , y 1 ; C N δ

e,y

2 . 6.52 The bound 6.18 for N 2 = 0 now follows from Lemma 6.7. This completes the proof of Lemma 6.3 for N 2 = 0. Proof of Lemma 6.3 for N 2 ≥ 1. First we prove the bound on φ N ,N1,1 y 1 , y 2 + , where, by 6.39– 6.40, 6.3 and 5.40, φ N ,N1,1 y 1 , y 2 + ≤ X b N +1 ,e b N +1 6=e p b N +1 p e ˜ M N +1 b N +1 1 V t y1 −ǫ b N ,e B N1 δ b N +1 , y 1 ; C N B δ

e, y

2 ; ˜ C e N . 6.53 Following the argument around 5.47–5.49 , we have 6.53 ≤ X b N +1 ,e,e ′ e ′ =y 2 X c p b N +1 M N +1 b N +1 1 V t y1 −ǫ b N ,e ∩ {c∈˜C e N } B N1 δ b N +1 , y 1 ; ˜ C N p e P e, e ′ ; c p e ′ , 6.54 865 where ˜ C N = ˜ C b N +1 b N . By 6.45 with ~x = c and 5.38, we obtain 6.54 ≤ X b= · ,y 1 e ′ = · ,y 2 p b p e ′ X η X c X e R N +N1 b, e; ℓ η c p e P e, e ′ ; c | {z } R N +N1 b ,y;2 1 y

c,2

c e ′ = X b= · ,y 1 e ′ = · ,y 2 p b p e ′ R N +N1

b, y; E

y e ′ . 6.55 This shows that φ N ,N1,1 y 1 , y 2 + ≤ X u 1 ,u 2 p ǫ y 1 − u 1 p ǫ y 2 − u 2 R N +N1,1 u 1 , u 2 , 6.56 as required. To extend the proof of 6.17 to all N 2 , we estimate B N2 δ

e, y

2 ; ˜ C e N using 5.40. Since the bound on B N2 δ

e, y

2 ; ˜ C e N is the same as N 2 − 1 applications of Construction E to P e, u 2 ; ˜ C e N , the bound follows by the definition of R N +N1,N2 y 1 , y 2 . The proof of 6.18 for φ N ,N1,N2 y 1 , y 2 − proceeds similarly, when we use 6.46 rather than 6.45. This completes the proof of Lemma 6.3.

6.3.2 Proof of Lemma 6.7

Proof of Lemma 6.7 for N 1 = 0. Since B δ b N +1 , y 1 ; ˜ C N = δ b N +1 ,y 1 and therefore V t y 1 −ǫ and E t y 1 can be replaced by V t bN+1 and E t bN+1 + ǫ , respectively, LHS of 6.45 = X b N +1 = · ,y 1 p b N +1 M N +1 b N +1 1 V t b N +1 b N ,y 2 ∩ {~x ∈˜C N } , LHS of 6.46 = X b N +1 = · ,y 1 p b N +1 M N +1 b N +1 1 E t b N +1 + ǫ b N ,y 2 ;˜ C N −1 ∩ {~x ∈˜C N } . Recalling the definitions of R N and Q N in 6.13–6.14, we can prove Lemma 6.7 for N 1 = 0 by showing M N +1 b N +1 1 V t b N +1 b N ,y 2 ∩ {~x ∈˜C N } ≤ P N b N +1 ; V t bN+1 y 2 , ℓ~x N ≥ 0, 6.57 M N +1 b N +1 1 E t b N +1 + ǫ b N ,y 2 ;˜ C N −1 ∩ {~x ∈˜C N } ≤ P N b N +1 ; E t bN+1 y 2 , ℓ~x N ≥ 1. 6.58 By the nested structure of M N +1 b N +1 cf., 3.27, LHS of 6.57 = X b N p b N M N b N M 1 b N ,b N +1 ;˜ C N −1 1 V t b N +1 b N ,y 2 ∩ {~x ∈˜C N } , 6.59 LHS of 6.58 = X b N −1 p b N −1 M N −1 b N −1 M 2 b N −1 ,b N +1 ;˜ C N −2 1 E t b N +1 + ǫ b N ,y 2 ;˜ C N −1 ∩ {~x ∈˜C N } . 6.60 866 On the other hand, by the recursive definition of P N cf., 5.58, RHS of 6.57 = X b N p b N X c P N −1 b N ; ℓc P b N , b N +1 ; c, V t bN+1 y 2 , ℓ~x , 6.61 RHS of 6.58 = X b N −1 p b N −1 X c P N −2 b N −1 ; ℓc P 1 b N −1 , b N +1 ; c, E t bN+1 y 2 , ℓ~x , 6.62 where Construction ℓc in 6.61 is applied to the N −1 th admissible lines of P N and that in 6.62 is applied to the N − 2 th admissible lines. By comparing the above expressions and following the argument around 5.47–5.49, it thus suffices to prove M 1 b N ,b N +1 ;˜ C N −1 1 V t b N +1 b N ,y 2 ∩ {~x ∈˜C N } ≤ P b N , b N +1 ; ˜ C N −1 , V t bN+1 y 2 , ℓ~x , 6.63 M 2 b N −1 ,b N +1 ;˜ C N −2 1 E t b N +1 + ǫ b N ,y 2 ;˜ C N −1 ∩ {~x ∈˜C N } ≤ P 1 b N −1 , b N +1 ; ˜ C N −2 , E t bN+1 y 2 , ℓ~x . 6.64 First we prove 6.63. Note that, by 3.16, LHS of 6.63 = P E ′ b N , b N +1 ; ˜ C N −1 ∩ V t bN+1 b N , y 2 ∩ {~x ∈ ˜C N } . 6.65 Using 6.40, we obtain V t bN+1 b N , y 2 ⊆ [ v t v =t bN+1 [ z n {b N −→ z} ◦ {z −→ v} ◦ {v −→ y 2 } ◦ {z −→ y 2 } o , 6.66 hence 6.65 ≤ X v t v =t bN+1 P E ′ b N , b N +1 ; ˜ C N −1 ∩ {~x ∈ ˜C N } ∩ [ z n {b N −→ z} ◦ {z −→ v} ◦ {v −→ y 2 } ◦ {z −→ y 2 } o . 6.67 The event E ′ b N , b N +1 ; ˜ C N −1 implies that there are disjoint connections necessary to obtain the bounding diagram P b N , b N +1 ; ˜ C N −1 . The event {b N −→ v} = S z {{b N −→ z} ◦ {z −→ v}} can be accounted for by an application of Construction ℓv, and then {v −→ y 2 } ◦ {z −→ y 2 } can be accounted for by an application of Construction 2 v y 2 . The event {~x ∈ ˜C N } implies additional connections, accounted for by an application of Construction ℓ~x . By 6.13, this completes the proof of 6.63. Next, we prove 6.64. Note that, by 3.19, LHS of 6.64 = X b N p b N M 1 b N −1 ,b N ;˜ C N −2 P E ′ b N , b N +1 ; ˜ C N −1 ∩ E t bN+1 + ǫ b N , y 2 ; ˜ C N −1 ∩ {~x ∈ ˜C N } . 6.68 867 Using 6.43 and following the argument below 6.67, we obtain P E ′ b N , b N +1 ; ˜ C N −1 ∩ E t bN+1 + ǫ b N , y 2 ; ˜ C N −1 ∩ {~x ∈ ˜C N } ≤ P ‚ E ′ b N , b N +1 ; ˜ C N −1 ∩ [ c ,w ∈˜C N −1 [ z ∈Λ t z t bN+1 n {b N −→ z} ◦ {z −→ w } ◦ {w −→ y 2 } ◦ {z −→ y 2 } o ∩ n {c = w , z 6−→ w − } ∪ {c 6= w − , c, w ∈ ˜C N −1 } o ∩ {~x ∈ ˜C N } Œ . 6.69 Similarly to the above, E ′ b N , b N +1 ; ˜ C N −1 implies the existence of disjoint connections necessary to obtain the bounding diagram P b N , b N +1 ; ˜ C N −1 . The event subject to the union over z is accounted for by an application of Construction Bu followed by multiplication of the sum of S

u, w ; ˜ C

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