where c
1
is as in the statement of the separation lemma. We also let A
n
= {S[1, σ
n
] ∩ b S
4n
[0, b
σ
n
] = ;}, z
= b S
4n
b σ
n
, and
D
n
= n
−1
min {distSσ
n
, b S
4n
[0, b
σ
n
], distz , S[0,
σ
n
]}. By the strong Markov property for random walk,
b
E
P ¦
S[1, σ
4n
] ∩ b S
4n
[0, b
σ
4n
] = ; ©
≥ cbE
1 {b
S
4n
[ b
σ
n
, b
σ
4n
] ⊂ W z }P
A
n
; D
n
≥ c
1
.
By Lemma 2.4 and Corollary 3.7, b
E
1 {b
S
4n
[ b
σ
n
, b
σ
4n
] ⊂ W z }P
A
n
; D
n
≥ c
1
≥ cbE P
A
n
; D
n
≥ c
1
. Finally, by the separation lemma,
b
E P
A
n
; D
n
≥ c
1
≥ cbE P A
n
, and therefore,
b
E
P ¦
S[1, σ
4n
] ∩ b S
4n
[0, b
σ
4n
] = ; ©
≥ cbE
P
¦ S[1,
σ
n
] ∩ b S
4n
[0, b
σ
n
] = ; ©
.
5.2 Proof that Esn
≍ Esm Esm, n
Proposition 5.2. There exists C ∞ such that for all m and n with m ≤ n,
Esn ≤ C Esm Esm, n.
Proof. Let l = ⌊m4⌋ and fix η
1
= η
1 l
and η
2
= η
2 m,n
. For any path
η in Ω
n
, P
S[1, σ
n
] ∩ η = ;
≤ P ¦
S[1, σ
l
] ∩ η
1
η = ;; S[1, σ
n
] ∩ η
2
η = ; ©
= X
z ∈∂ B
l
P ¦
S[1, σ
l
] ∩ η
1
η = ;; Sσ
l
= z ©
P
z
¦ S[1,
σ
n
] ∩ η
2
η = ; ©
. However,
η
2
η ⊂ Λ \ B
m
, and thus by the discrete Harnack principle, for any z, z
′
∈ ∂ B
l
, P
z
¦ S[1,
σ
n
] ∩ η
2
η = ; ©
≍ P
z
′
¦ S[1,
σ
n
] ∩ η
2
η = ; ©
. Therefore,
P S[1,
σ
n
] ∩ η = ; ≤ CP
¦ S[1,
σ
l
] ∩ η
1
η = ; ©
P ¦
S[1, σ
n
] ∩ η
2
η = ; ©
. 1060
We now let η = b
S
n
[0, b
σ
n
]. By Proposition 4.6, for any ω ∈ Ω
l
, λ ∈ e
Ω
m,n
, P
¦ η
1
b S
n
[0, b
σ
n
] = ω; η
2
b S
n
[0, b
σ
n
] = λ ©
≍ P ¦
η
1
b S
n
[0, b
σ
n
] = ω ©
P ¦
η
2
b S
n
[0, b
σ
n
] = λ ©
. Therefore,
Esn = b
E
P ¦
S[1, σ
n
] ∩ b S
n
[0, b
σ
n
] = ; ©
≤ CbE
P
¦ S[1,
σ
l
] ∩ η
1
b S
n
[0, b
σ
n
] = ; ©
P ¦
S[1, σ
n
] ∩ η
2
b S
n
[0, b
σ
n
] = ; ©
≤ CbE
P
¦ S[1,
σ
l
] ∩ b S
n
[0, b
σ
l
] = ; ©
b
E
P ¦
S[1, σ
n
] ∩ η
2
b S
n
[0, b
σ
n
] = ; ©
= C b
E
P ¦
S[1, σ
l
] ∩ b S
n
[0, b
σ
l
] = ; ©
Esm, n. By corollary 4.5, since 4l
≤ n, b
E
P ¦
S[1, σ
l
] ∩ b S
n
[0, b
σ
l
] = ; ©
≍ bE
P
¦ S[1,
σ
l
] ∩ b S[0,
b σ
l
] = ; ©
= e Esl.
Finally, by Lemma 5.1, e Esl
≍ Esm, which finishes the proof of the proposition.
Proposition 5.3. There exists c 0 such that for all m and n with m ≤ n2,
Esn ≥ c Esm Esm, n.
Proof. We will use the following abbreviations. Let l = ⌊m4⌋ and let
η
1
= η
1 l
b S
n
[0, b
σ
n
]; η
2
= η
2 m,n
b S
n
[0, b
σ
n
]; η
∗
= η
∗ l,m,n
b S
n
[0, b
σ
n
]. Then b
S
n
[0, b
σ
n
] = η
1
⊕ η
∗
⊕ η
2
. We also decompose S[1, σ
n
] into S
1
= S[1, σ
2l
] and S
2
= S[σ
2l
+ 1,
σ
n
]. Let c
1
be as in the statement of the separation lemma Theorem 4.7. Let W and W
∗
be the half- wedges
W = {z : 1 −
c
1
4 l ≤ |z| ≤ 1 +
c
1
4 m,
argz ≤
c
1
4 };
W
∗
= {z : 1 − c
1
4 l ≤ |z| ≤ 1 +
c
1
4 m,
argz ≤
c
1
2 }.
and let A = B
l
∪ W . Let K
1
be the set of η
1
such that η
1
∩ ∂ B
l
⊂ {z : argz ∈ − c
1
8 ,
c
1
8 },
and K
2
be the set of η
2
such that η
2
∩ ∂ B
m
⊂ {z : argz ∈ − c
1
8 ,
c
1
8 }.
1061
Then, Esn
= b
E
P ¦
S[1, σ
n
] ∩ b S
n
[0, b
σ
n
] = ; ©
= b
E
P ¦
S
1
∩ η
1
⊕ η
∗
= ;; S
2
∩ η
1
⊕ η
∗
⊕ η
2
= ; ©
≥ bE
1
{η
1
∈K
1
}
1
{η
2
∈K
2
}
1
{η
∗
⊂W }
P ¦
S
1
∩ η
1
∪ W
∗
= ;; S
2
∩ η
2
∪ A = ; ©
= b
E
1
{η
1
∈K
1
}
P ¦
S
1
∩ η
1
∪ W
∗
= ; ©
× 1
{η
2
∈K
2
}
P ¦
S
2
∩ η
2
∪ A = ; S
1
∩ η
1
∪ W
∗
= ; ©
1
{η
∗
⊂W }
Therefore,
Esn ≥ bE
X
η
1
Y η
2
1
{η
∗
⊂W }
,
where X
η
1
= 1
{η
1
∈K
1
}
P ¦
S
1
∩ η
1
∪ W
∗
= ; ©
, and
Y η
2
= 1
{η
2
∈K
2
}
inf
z ∈∂ B
2l
\W
∗
P
z
¦ S[1,
σ
n
] ∩ η
2
∪ A = ; ©
. By Lemma 2.4 and Corollary 3.8, for any
ω
1
∈ K
1
and ω
2
∈ K
2
, b
P ¦
η
∗
⊂ W η
1
= ω
1
, η
2
= ω
2
© ≥ c,
and therefore Esn
≥ cbE
X
η
1
Y η
2
.
However, by Proposition 4.6, η
1
and η
2
are independent up to constants, and therefore, Esn
≥ cbE
X
η
1
b
E
Y η
2
.
To prove the Proposition, it therefore suffices to show that b
E
X η
1
≥ c Esm,
17 and
b
E
Y η
2
≥ c Esm, n.
18 To prove 17, note that
b
E
X η
1
=
b
E
1
{η
1
∈K
1
}
P ¦
S
1
∩ η
1
∪ W
∗
= ; ©
≥ cbE
P
¦ S
1
∩ η
1
∪ W
∗
= ; ©
≥ cbE
P
¦ S[1,
σ
l
] ∩ η
1
= ;; distSσ
l
, η
1
≥ cl; S[1, σ
l
] ∩ W
∗
= ; ©
≥ cbE
P
¦ S[1,
σ
l
] ∩ η
1
= ; ©
, where the last inequality is justified by the separation lemma Theorem 4.7. However, by Corollary
4.5 and Lemma 5.1, b
E
P ¦
S[1, σ
l
] ∩ η
1
= ; ©
≍ bE
P
¦ S[1,
σ
l
] ∩ b S[0,
b σ
l
] = ; ©
= e Esl
≍ Esm. 1062
We now prove 18. Since η
2
⊂ Λ\B
m
, by the discrete Harnack inequality, for any z
1
, z
2
∈ ∂ B
2l
\W
∗
, P
z
1
¦ S[1,
σ
n
] ∩ η
2
∪ A = ; ©
≍ P
z
2
¦ S[1,
σ
n
] ∩ η
2
∪ A = ; ©
. Therefore, fixing a z
∈ ∂ B
2l
\ W
∗
, Y
η
2
≥ c1
{η
2
∈K
2
}
P
z
¦ S[1,
σ
n
] ∩ η
2
∪ A = ; ©
. By Lemma 3.1,
P
z
¦ S[1,
σ
n
] ∩ η
2
∪ A = ; ©
= Gz; B
n
\ η
2
∪ A Gz; B
n
X
y ∈∂ B
n
P
y
¦ ξ
z
ξ
A
∧ ξ
η
2
ξ
z
σ
n
© P
z
S σ
n
= y .
For any y ∈ ∂ B
n
, P
y
¦ ξ
z
ξ
A
∧ ξ
η
2
ξ
z
σ
n
© ≥
X
w ∈∂ B
m
\W
∗
P
w
¦ ξ
z
ξ
A
∧ ξ
η
2
ξ
z
σ
n
© P
y
¦ ξ
w
ξ
W
∗
∧ ξ
η
2
ξ
z
σ
n
©
For any w ∈ ∂ B
m
\ W
∗
, P
w
n ξ
B
cl 4
z
ξ
A
∧ ξ
η
2
ξ
z
σ
n
o ≥ c.
Furthermore, by Lemma 3.4, for any u ∈ ∂ B
cl 4
z,
P
u
¦ ξ
z
ξ
A
∧ ξ
η
2
ξ
z
σ
n
© P
u
¦ ξ
z
ξ
η
2
ξ
z
σ
n
© ≥ P
u
n ξ
z
ξ
B
cl 2
z
ξ
z
ξ
η
2
∧ σ
n
o ≥ c.
It also follows from 8 in Lemma 3.4 that for any two paths η
2
, e
η
2
∈ e Ω
m,n
and any u ∈ ∂ B
cl 4
z,
P
u
¦ ξ
z
ξ
η
2
ξ
z
σ
n
© ≍ P
u
¦ ξ
z
ξ
e η
2
ξ
z
σ
n
© ,
and therefore there exists f n, m such that for all η
2
∈ e Ω
m,n
and u ∈ ∂ B
cl 4
z,
P
u
¦ ξ
z
ξ
η
2
|ξ
z
σ
n
© ≍ f n, m.
Thus,
P
z
¦ S[1,
σ
n
] ∩ η
2
∪ A = ; ©
≥ c f n, m Gz; B
n
\ η
2
∪ A Gz; B
n
× X
y ∈∂ B
n
P
y
¦ ξ
m
ξ
η
2
∧ ξ
W
∗
|ξ
z
σ
n
© P
z
S σ
n
= y .
Let r
1
= distz, η
2
∪ ∂ B
n
and r
2
= distz, η
2
∪ A ∪ ∂ B
n
. Then r
2
c
1
l c
1
r
1
. Therefore, Gz; B
n
\ η
2
∪ A ≥ Gz; B
r
2
z ≥ cGz; B
l
z 1063
and by Lemma 3.3 applied to the ball Bz, r
1
, Gz; B
l
z ≥ cGz; B
r
1
z ≥ cGz; B
n
\ η
2
. Finally, by the reverse separation lemma Theorem 4.10,
b
E
P
y
¦ ξ
m
ξ
η
2
∧ ξ
W
∗
|ξ
z
σ
n
©
≥ cbE
P
y
¦ ξ
m
ξ
η
2
|ξ
z
σ
n
© ,
and thus b
E
Y η
2
≥ cbE
1
{η
2
∈K
2
}
P
z
¦ S[1,
σ
n
] ∩ η
2
∪ A = ; ©
≥ cbE
P
z
¦ S[1,
σ
n
] ∩ η
2
∪ A = ; ©
≥ c Gz; B
l
Gz; B
n
f n, mb E
X
y ∈∂ B
n
P
y
¦ ξ
m
ξ
η
2
∧ ξ
W
∗
|ξ
z
σ
n
© P
z
S σ
n
= y
≥ cbE
Gz; B
n
\ η
2
Gz; B
n
f n, m X
y ∈∂ B
n
P
y
¦ ξ
m
ξ
η
2
|ξ
z
σ
n
© P
z
S σ
n
= y
≥ cbE
Gz; B
n
\ η
2
Gz; B
n
X
y ∈∂ B
n
P
y
¦ ξ
z
ξ
η
2
|ξ
z
σ
n
© P
z
S σ
n
= y
.
However, by applying Lemma 3.1 again, Gz; B
n
\ η
2
Gz; B
n
X
y ∈∂ B
n
P
y
¦ ξ
z
ξ
η
2
|ξ
z
σ
n
© P
z
S σ
n
= y =
P
z
¦ S[1,
σ
n
] ∩ η
2
= ; ©
. and thus
b
E
Y η
2
≥ c Esm, n.
5.3 Intersection exponents for SLE