1 Introduction
Give each unoriented nearest-neighbor edge e of \Z^2 an independent positive weight \tau_e. The cost \tau(P) of a finite path is the sum of its edge weights, counted with traversal multiplicity. Write \Delta P for its terminal vertex minus its initial vertex. Then
is its passage time. All lattice paths in this definition are undirected. For the laws considered here, the shape theorem gives a deterministic norm \mu on \R^2, characterized by
Its unit ball \Bcal=\{v:\mu(v)\le1\} is the limit shape. We write |\cdot| for the Euclidean norm unless another norm is specified.
Theorem 1.1 (The exponential limit shape). For independent exponential edge weights of any rate \lambda>0, the norm \mu is Fréchet differentiable on \R^2\setminus\{0\}, and its unit ball is strictly convex. In particular,
and \partial\Bcal is a C^1 curve with a unique supporting line at every point.
The differentiability argument applies to a larger family. For \kappa,\lambda>0, the Gamma law of shape \kappa and rate \lambda has density
The exponential law is the case \kappa=1.
Theorem 1.2 (Differentiability for Gamma weights). For independent Gamma edge weights with any fixed shape \kappa>0 and rate \lambda>0, the norm \mu is Fréchet differentiable at every nonzero vector, and \partial\Bcal is a C^1 curve.
Strict convexity and differentiability exclude different features of a convex boundary: a flat face has more than one point on a supporting line, whereas a corner has more than one supporting line at a point (Figure 1). Theorem 1.2 does not assume strict convexity. The proof of strict convexity in Part II uses the exponential law and is independent of the differentiability proof.
Figure 1: The two obstructions to regularity. These are schematic convex bodies; the circle is not a proposed formula for the limit shape.
1.1 History and significance
First-passage percolation was introduced by Hammersley and Welsh [19]. The asymptotic-shape theory developed through the work of Richardson [31] and Cox and Durrett [8], alongside Kingman’s ergodic theory of subadditive processes [23]. Although the shape theorem gives a convex deterministic body, its fine geometry is much harder to determine; see the survey of Auffinger, Damron, and Hanson [5]. Theorem 1.1 resolves positively the strict-convexity and differentiability conjectures for the planar exponential model.
There are important partial results for both questions. Lalley [25] gave sufficient conditions for strict convexity in the standard lattice model, involving asymptotic straightness and mean-zero scaling limits. In Richardson’s site growth model, Durrett and Liggett [14] established a flat edge for parameters sufficiently close to one and identified its onset with the threshold of a related contact process. For planar edge first-passage percolation with support minimum normalized to one and an atom of mass p there, Marchand [27, Theorem 1.3] determined the exact flat segment on the first-quadrant unit \ell^1 boundary when p>\vec p_c, where \vec p_c is the oriented-percolation threshold, and a single diagonal contact point when p=\vec p_c. For finite-mean laws in this class with \vec p_c\le p<1, Auffinger and Damron [4, Theorem 2.1] proved differentiability at the endpoints, including the critical contact point. These last two results concern an atom at a positive minimum; exponential edge weights are nonatomic and have essential infimum zero.
The connection between shape geometry and geodesics was developed by Newman and Licea–Newman [29, 26]. Curvature hypotheses and fixed-direction uniqueness play distinct roles in those results. Damron and Hanson [10] proved convergence and coalescence toward a specified supporting sector under differentiability assumptions. Our two regularity conclusions make that sector a single direction. Section 17 states the resulting geodesic and Busemann conclusions with the direction fixed before the probability-one event is chosen. The midpoint question of Benjamini, Kalai, and Schramm [6] is already answered qualitatively without shape regularity by Ahlberg and Hoffman [2]. We explain its relation to the directional results. For all Gamma laws, differentiability supplies infinitely many extreme points, making the quantitative midpoint estimate of Dembin, Elboim, and Peled [13] applicable as well.
1.2 Proof strategy
Excluding a corner. Suppose two distinct extreme supporting functionals f_-,f_+ touch the norm in a direction u, and let f=(f_-+f_+)/2. Their gap gives a linear penalty for transverse motion. Part I turns this penalty into a positive excess over f for every sufficiently long simple path, contradicting the shape theorem along u.
First, a crossing confined to a long narrow strip is unlikely to save a fixed multiple of the strip width over either extreme support. Otherwise independent parallel trials, connected using one-sided first-order contact with the norm, would yield macroscopic travel below that support. Second, a finite-region change of measure produces characteristic lengths L for widths s, with L/s\to\infty and L\le s^3. Nested grids then extend the crossing estimate to arbitrary endpoints, with a summable cost. Third, every cheap path chunk contains a witness for a rare decreasing event. The van den Berg–Kesten inequality [32], applied to disjoint edge witnesses, handles repeated visits to the same coarse box and yields a bound for all long simple paths at once. The counting builds on Kesten’s rectangle itineraries and crossing-multiplicity estimates [22, Section 3]; here the local witnesses certify negative excess relative to a supporting functional.
The Gamma extension is built into this proof. Its distributional inputs are exponential tails for short coordinate paths, a continuous quantile representation for the witness inequality, and an exact likelihood calculation: scaling one Gamma weight by 1-\delta gives likelihood second moment (1-\delta^2)^{-\kappa}. Scaling O(ns) weights with \delta of order s/n has bounded second moment when n=s^3. No differentiability or curvature estimate for \mu enters these inputs.
Excluding a flat face. Under a hypothetical flat face, the stationary cocycle construction of Damron and Hanson [9] supplies an additive random function B(x,y), with mean the supporting functional and with |B(x,y)|\le T(x,y). Thus a path from x to y has nonnegative defect \tau(P)-B(x,y). Part II considers local random paths, called roads, tracking two directions near the ends of the face. At lattice scale n, let b(n) be the infimum of a common upper bound for their mean defect per period. A local perturbation gives b(n)\ge c_0>0. The main construction gives a fixed integer D and \rho<1 such that
Iteration contradicts the positive lower bound.
A finite-cell projection constructs local endpoint potentials approximating increments of the generally nonlocal cocycle; interpolation controls every possible attachment in a bounded road interval (Section 10). A physical routing argument bounds the savings obtainable from a selected collection of local shortcuts (Proposition 13.5). An area-preserving deformation then controls those savings along paths concentrated near an extreme direction (Lemma 12.7). Passage-time concentration and mean approximation estimates of Damron–Hanson–Sosoe [11] and Damron–Kubota [12] supply the quantitative metric input.
These estimates let a long geodesic toward an extreme endpoint supply many crossings between neighboring walls while controlling the discarded pieces. The extraction gives a small upper bound for the mean clipped cost of a local crossing. Comparing this crossing with the current road, including the short wall connections, transfers the clipped bound to a primary candidate. To control the remaining large positive costs, a local rule groups their flags into short clusters and traverses an independently built spare road across each accepted cluster, with forward connections at both ends (Lemma 15.1). A matched cap controls the frequency of flags, while separation and first-moment estimates control the added cost. This reduces the full expected excess per road period. A fixed rescaling restores the required tracking and locality, so the improved paths belong to the class defining b(n).
The two arguments use different endpoint corrections. In Part I, the deterministic defect \tau(P)-f(\Delta P) can be negative. In Part II, the cocycle defect is nonnegative on every forward subpath. Each part introduces its own local coordinates and parameters.
Part I Differentiability for Gamma weights
2 Shape estimates and supporting functionals
Fix \kappa,\lambda>0 throughout this part and write \mu=\mu_{\kappa,\lambda}. All constants and scale thresholds may depend on this fixed law. We shall compare path costs with the two extreme supporting functionals at a prescribed direction. The crossing estimates use only their one-sided contact with \mu; the assumption that they differ enters the final contradiction.
2.1 Uniform shape and local sums
We first record the precise form of the standard shape theorem that will be used. It holds for the fixed Gamma law:
This is the shape theorem of [24, Theorem A.1 and Equation (A.3)], at weight shift zero. The Gamma law has essential infimum zero and no atom there. For four independent copies of an edge weight,
These facts verify the cited hypotheses. The source uses \ell^1 distance, which gives (2.1) by equivalence of norms. There are deterministic constants 0<\alpha\le\beta<\infty such that
An event expressed relative to a deterministic lattice origin has the same probability at every translate. This observation will allow us to use shape estimates in probability at origins that vary with the scale. Equation (2.1) itself is an almost-sure statement simultaneously over all endpoints from the fixed origin.
Almost surely every edge weight is finite and positive, since there are only countably many edges. In particular, loop erasure does not increase cost. A path constrained to a set will mean a path all of whose vertices belong to that set; such path-existence events use only its internal edges. Concatenated paths may retrace edges, with each traversal contributing to the cost.
The following bound controls the vertical attachments used below.
Lemma 2.1 (Gamma exponential moments). For \tau\sim\operatorname{Gamma}(\kappa,\lambda) and \theta<\lambda,
If V is the sum over a deterministic set of M distinct edges and M\le A v, where A,v>0, then
Proof. Integrating the Gamma density with the substitution y=(\lambda-\theta)t gives the moment identity. At \theta=\lambda/2 it reads \E e^{\lambda\tau/2}=2^\kappa. Independence and exponential Markov inequality give
2.2 The two extreme supports
Signed coordinate permutations preserve the law and hence \mu. Together with positive homogeneity, these symmetries reduce the proof to directions
Fix such a deterministic direction for the rest of the argument, and write
The function t\mapsto\mu(u+te_2) is convex and Lipschitz. Let
These finite limits satisfy a_-\le a_+. Define
Lemma 2.2 (One-sided contact). The linear functionals f_-, f_+, and f are bounded above by \mu on \R^2 and equal \mu at u. For \sigma\in\{-,+\}, with the corresponding numerical sign when multiplied by a scalar,
Proof. Each of a_- and a_+ is a subgradient at zero of the convex function t\mapsto\mu(u+te_2). If x(z)>0, write z=x(z)(u+r(z)x(z)^{-1}e_2) and use positive homogeneity to get f_\sigma(z)\le\mu(z). If this inequality failed at any other point z, then a sufficiently small positive convex combination of z with u would still violate it, by convexity, and would have positive first coordinate. This is impossible. The average f is also bounded above by \mu. Equation (2.5) is the respective one-sided derivative expansion.
The defect of a path is its cost minus the value of a supporting functional on its displacement. We shall use
They are additive under concatenation, and
The crossing and endpoint estimates will hold for both signs whether or not c is positive. In Section 6, the gap assumption c>0 and (2.7) will make transverse exits expensive relative to the average support f.
3 Localized crossings
The main estimate in this section is Lemma 3.4: a crossing confined to a strip of width of order s is unlikely to have defect below -\varepsilon s when its length is much larger than s. The proof amplifies any positive probability of such a crossing into an infinite concatenation whose defect decreases linearly, contradicting the shape theorem.
We prepare three ingredients for this construction. The shape theorem first gives short paths confined near their joining segments. A finite net then makes this assertion simultaneous over all endpoints in two intervals. Finally, an oriented-percolation argument joins sufficiently likely local tests even when nearby tests overlap. Throughout the section, distances are Euclidean unless indicated otherwise. A path constrained to a region has all its vertices there, so its existence and cost are tested using only edges with both endpoints in that region.
Lemma 3.1 (Localized travel). Fix D,\eta,\delta>0. Uniformly over deterministic vertices p,q\in\Z^2 with |q-p|\le Ds, the probability tends to one as s\to\infty that there is a path from p to q with cost at most
whose vertices are within distance \delta s of the segment [p,q].
Proof. Uniform shape estimates. Use the constants \alpha,\beta from (2.2). Equation (2.1) implies, for each fixed C>0,
Indeed, outside any sufficiently large fixed ball the error is bounded by an arbitrarily small multiple of |z|, while the finitely many passage times inside that ball contribute o(s). The same shape theorem gives
Translation invariance gives the same probability bounds at every deterministic lattice origin. This uniformity will allow the origins to depend on the endpoints and on s.
Short pieces cannot escape. Choose a fixed integer B so large that \beta D/B<\alpha\delta/24. Round the B+1 equally spaced points of [p,q] to vertices p_0=p,p_1,\ldots,p_B=q. Uniformly in the endpoints,
Apply (3.1) and (3.2) at these finitely many deterministic vertices. With probability tending to one, uniformly in p,q, every short passage time is at most
and escape from the ball of radius \delta s/3 about its starting vertex costs at least \alpha\delta s/6. For each j=0,\ldots,B-1, choose a path from p_j to p_{j+1} with cost at most T(p_j,p_{j+1})+1. For all sufficiently large s, each chosen path has cost strictly below the corresponding escape bound. Nonnegativity of the weights forces it to stay inside the ball about p_j: its initial portion up to a vertex outside would already cost at least the escape bound.
Concatenation. Concatenating the B paths gives total cost at most \mu(q-p)+\eta s/2+B\le\mu(q-p)+\eta s. Each ball is centered within bounded distance of the original segment, so it lies in its \delta s-neighborhood for large s. All probability bounds used above are uniform in the deterministic vertices, proving the stated uniformity.
The next form permits the endpoints to be selected after the environment is observed. The intervals themselves remain deterministic, and the assertion holds for every endpoint pair on one event of high probability.
Lemma 3.2 (Travel between intervals). Fix D,\eta,\delta>0. Let I_1,I_2 be deterministic vertical intervals on lattice columns, and suppose that the diameter of I_1\cup I_2 is at most Ds. Uniformly over their locations, with probability tending to one as s\to\infty, every pair p\in I_1\cap\Z^2, q\in I_2\cap\Z^2 can be joined by a path of cost at most \mu(q-p)+\eta s within distance \delta s of [p,q].
Proof. The assertion is vacuous if either interval contains no vertex.
Finite nets and vertical attachments. Let \beta be the upper norm bound in (2.2), and choose a fixed \gamma>0 so small that
In each interval, choose a net of lattice vertices containing its extreme lattice vertices and having consecutive gaps at most \lfloor\gamma s\rfloor. For all large s, each net needs at most 2D/\gamma+2 vertices. Assign every interval vertex to a net vertex at vertical distance at most \gamma s, using only edges of its intervening gap.
For any such gap, the total weight V is a sum of at most \lfloor\gamma s\rfloor independent edge weights. Lemma 2.1, with A=\gamma and v=s, gives
There are only boundedly many gaps. Thus, with probability tending to one, all vertical connections from interval vertices to their chosen net vertices cost at most 2\kappa\gamma s/\lambda.
Connections between net vertices. Apply Lemma 3.1, with errors \eta/2 and \delta/2, to every pair of net vertices. Its uniformity and the bounded number of pairs give these connections simultaneously.
All endpoint pairs on the same event. On the intersection of these high-probability events, take arbitrary p\in I_1\cap\Z^2 and q\in I_2\cap\Z^2. Concatenate their vertical attachments with the path between the assigned net vertices \widehat p,\widehat q. The resulting cost is at most
The segments [p,q] and [\widehat p,\widehat q] have Hausdorff distance at most \gamma s. The choice of \gamma therefore gives both the cost bound and the required localization, including the vertical attachments. The same event works for every p,q, and its probability bound is uniform in the deterministic locations of the intervals.
We will place local crossing and connection tests on an auxiliary copy of \Z^2. The following elementary lemma needs only a uniform bound on their failure probabilities and independence at sufficiently separated sites.
Lemma 3.3 (High-density oriented paths). For every integer k_0\ge0 there is \zeta=\zeta(k_0)>0 with the following property. Let (G_v)_{v\in\Z^2} be events such that any finite family indexed by sites at pairwise sup distance greater than k_0 is independent. If \PP(G_v^c)\le\zeta for every v, then with positive probability there is an infinite path starting at 0, using steps (1,0) and (0,1), all of whose sites satisfy G_v.
Proof. A finite reachable set if there is no infinite path. Call a site good when G_v occurs. Let S consist of the endpoints of finite oriented paths from 0 for which every site except possibly the last is good. In particular 0\in S. If S were infinite, the finitely branching tree of these paths would have an infinite branch; every site on that branch would be good. Hence, on the event of no infinite good path, S is finite.
A surrounding contour forces bad sites. For such a finite S, orient the boundaries of the unit squares centered at its sites counterclockwise and cancel shared sides. The remaining edges form a balanced directed graph and hence decompose into closed directed trails, with no edge repeated in a trail. Repeated vertices are allowed, so corner contacts cause no difficulty. Every edge has an S-square on its left and a complementary square on its right. Winding number is additive under cancellation and decomposition. Its total about 0 is one, contributed by the square centered at 0; therefore some trail has nonzero winding.
Let m be the length of this trail. Closedness implies that exactly m/2 of its steps are upward or leftward. For these steps, the site on the right is respectively an east or north neighbor of the site on the left. The left-hand site must be bad: if it were good, extending a path that reaches it would put this neighbor in S as well.
Independent bad sites along a fixed contour. A site borders at most four edges of the trail, so at least m/8 distinct sites are forced to be bad. For any fixed candidate trail these sites are deterministic. Greedy selection in a fixed order gives at least
of them at pairwise sup distance greater than k_0: each selected site removes at most (2k_0+1)^2 candidates. Their tests are independent, so the probability of all the badness conditions forced by this particular trail is at most \zeta^{m/[8(2k_0+1)^2]}.
Summing over contours. Nonzero winding forces 0 into the coordinate bounding box of the trail. A length-m trail has coordinate spans at most m, so it lies in a square of side O(m) about 0. Choosing its starting vertex and then its step sequence bounds the number of candidates by C(m+1)^2 4^m. Consequently the probability of no infinite good path is at most
This is less than one when \zeta is sufficiently small. The argument uses no stationarity assumption on the tests.
We now combine these ingredients. The relevant defect is measured against one of the extremal supports f_\sigma. Its one-sided contact with \mu allows successive crossings to be connected with defect as small a multiple of s as needed, by drifting consistently to the corresponding side of the direction u.
Lemma 3.4 (Rare fast localized crossings). Fix A,R,\varepsilon>0 and \sigma\in\{-,+\}. As s\to\infty and n/s\to\infty, with s real and n a positive integer,
The same assertion holds, with the same probability, for every exact lattice translate of the event.
Proof. Suppose that the probability in (3.3) is at least p_0>0 along a sequence satisfying the stated limits. At each auxiliary site we will try several disjoint translates of this crossing event and require connections to both forward neighbors. Enough trials make a successful crossing likely; the one-sided contact estimate makes the connections likely without spending the whole crossing deficit.
1. Parameters and site geometry. The dependence radius must be fixed before we choose how many trials to make. Set
and let \zeta be supplied by Lemma 3.3. Choose a fixed integer M so large that (1-p_0)^M<\zeta/2. For each member of the sequence put
where the fixed constant D_0 will be chosen below, after M.
Identify the signs + and - with 1 and -1 when they multiply coordinates. For a test site v=(v_1,v_2)\in\Z^2, write
An oriented step sends i to i+1 and changes Y_v by \sigma S_0 or 2\sigma S_0. Thus every step advances to the next longitudinal block and moves transversely to the same prescribed side.
2. Independent crossing trials within a site. At site v, make M trials using exact lattice translates of the event in (3.3), all with initial column X_i, and with their strips disjoint and contained in |r-Y_v|\le S_0/4. Here is an explicit choice, which also accounts for lattice phases. Put
The translated strip has center r(t_{v,j}), within 1/2 of Y_v+h_j. For s\ge1, consecutive centers are separated by more than 2Rs, and every strip of half-width Rs lies inside the designated S_0/4 window. Thus the trials use disjoint internal edge sets. Translation leaves both displacement and its supporting functional unchanged, so each trial has probability at least p_0, exactly as in the original event. Their probability of all failing is at most (1-p_0)^M.
3. Connection tests for every endpoint pair. For each of the two forward neighbors v' of v, impose an additional test. Every vertex on
must be connectible to every vertex on
by a path of cost at most f_\sigma of its displacement plus \varepsilon s/2, lying in
These are existence tests using only the internal edges of this region. Requiring every endpoint pair will permit the successful trials to be chosen later, after the environment has been observed.
4. Choosing the connector length. We next choose D_0 and verify that both connection tests pass with probability tending to one uniformly in v. A connector displacement z satisfies
Set C_0=200M(R+1), so that S_0/s\le C_0 for s\ge1. The one-sided expansion (2.5) supplies h_0>0 such that
Choose D_0\ge1 with 3C_0/D_0\le h_0. For every possible connector, h=r(z)/d is on the required side and has absolute value at most h_0. Homogeneity therefore gives
This leaves another \varepsilon s/4 for the travel error.
The two endpoint intervals have union diameter at most Ds for a fixed D depending only on M,R,D_0. Their joining segments have longitudinal coordinates between the two endpoint columns and satisfy |r-Y_v|\le9S_0/4. Since |b|\le1, moving Euclidean distance \delta s changes x by at most \delta s and r by at most \sqrt2\delta s. Thus a tube with any fixed 0<\delta\le1/2 fits inside (3.4). Lemma 3.2, with cost error \varepsilon s/4, proves the required connection assertions simultaneously for all endpoint pairs. Its probability estimate is uniform in the intervals’ locations, including their lattice phases.
5. A dependence radius independent of the later choices. Call v good when at least one of its trials succeeds and both connection tests pass. Its bad probability is at most (1-p_0)^M+o(1), uniformly in v. We verify that the initially chosen k_0 is a dependence radius. Take a sufficiently large member of the sequence that n\ge d+s. The entire test at v is supported on internal edges in
To compare two sites, use the integer coordinates i=v_1+v_2 and j=i+v_2. If their support regions share a vertex, the longitudinal and transverse bounds give, respectively,
where \Delta denotes the difference between the two sites. Since v_2=j-i and v_1=2i-j, this implies
Tests at sites at pairwise sup distance greater than k_0 therefore use pairwise disjoint edge sets and are jointly independent. In particular, the dependence radius does not increase when M or D_0 is chosen. The order of choices was consequently legitimate: k_0 and \zeta first, then M, then D_0, and finally a sufficiently large member of the sequence. For that member the bad probability is at most \zeta.
6. Concatenation at one fixed scale. By Lemma 3.3, with positive probability there is an infinite oriented path of good sites starting at 0. Fix this one scale s,n,d,S_0 and a configuration with such a path. At each visited site choose a successful trial and join it to the next by a tested connector. Prepend a vertical path from the lattice origin to the initial trial’s starting vertex; its defect H_\sigma is a finite random quantity C. If z_t is the endpoint of the trial at the tth site, with the initial site numbered 0, additivity gives a path from 0 to z_t of defect at most
The trials and connectors need not be disjoint: costs are counted with edge multiplicities, so their concatenation still bounds passage time from above.
7. The shape-theorem contradiction. At that site, i=t and 0\le v_2\le t. Hence
Thus |z_t|\to\infty and |z_t|\le C'(t+1) for a deterministic constant C' at this fixed scale. The limit here is t\to\infty; the parameters s,n,d,S_0 remain fixed. On the probability-one event of the origin shape theorem, its uniform outside-ball estimate applies also to these adaptively chosen endpoints and yields
where the supporting inequality is from Lemma 2.2. This contradicts (3.5), whose negative part grows at least as t\varepsilon s/2. The infinite-path event consequently has probability zero, contradicting its construction. No sequence with crossing probability bounded below by p_0 exists, proving the asserted joint limit. Exact lattice-translation invariance proves the last assertion.
4 Characteristic lengths
The rare-fast estimate concerns crossings with a negative defect. We next identify a length at which crossings are rare even with a positive allowance of order the strip width. A finite-region change of measure supplies an upper bound on that length. Its definition then guarantees enough shorter crossings to construct the endpoint extensions in the next section.
Small multiplicative changes of many independent weights, with a controlled quadratic probability cost, also appear in fluctuation arguments; see Chatterjee [7]. Here the exact Gamma likelihood calculation is valid for every positive shape parameter.
4.1 A first crossing threshold
Set
For real s\geq1 and integer n\geq1, let E(s,n) be the event that there is a finite path P from the column x=0 to the column x=n, with every vertex in
and with
Endpoints on the two columns are unrestricted within this region. As throughout, the event tests only the internal edges of the indicated region. The notation E(s,n) will also be used with an explicitly specified lattice translation.
Lemma 4.1 (Rarity at cubic length). For s=2^k and k\to\infty,
Proof. Turning an allowed crossing into a fast crossing. Put n=s^3. Choose a fixed \eta>0 such that
and set \delta=\eta s/n and \alpha=1-\delta. Take s sufficiently large that 0<\delta\le1/2. Multiply every internal edge weight of the region defining E(s,n) by \alpha, leaving the other weights unchanged. If P witnesses E(s,n) before this operation, its transverse displacement obeys \abs{r(\Delta P)}\le16s, and in the modified environment
This computation includes every traversal if P repeats an edge. Let F(s,n) be the crossing event H_+(P)<-s in the same region, and let Q be the law of the modified environment. The deterministic implication gives
The cost of the change of measure. Under Q, a modified edge has distribution \operatorname{Gamma}(\kappa,\lambda/\alpha). On t>0 its likelihood ratio with respect to the original edge law is
Both densities are positive on (0,\infty), including when 0<\kappa<1. Direct integration gives
The region has at most (3n+1)(16s+2) vertices and at most twice that many internal unoriented edges. Thus the number M of modified coordinates is at most 144ns. The likelihood ratio is a product over these distinct coordinates, regardless of path multiplicity. By independence,
Transfer back to the original law. Lemma 3.4, applied under the original law with A=1, R=8, and \varepsilon=1, gives \PP(F(s,n))\to0 because n/s=s^2\to\infty. Cauchy–Schwarz therefore gives
All supports and the norm in F(s,n) are those of the original fixed law; no shape theorem for the modified environment is used.
Fix any probability threshold q_0\in(0,1) for this section and the next. It may be arbitrarily small; Section 6 will specify its value. Write s_k=2^k.
Lemma 4.2 (Characteristic lengths). For every fixed C>0,
There is therefore an integer k_0\geq0 such that, for every k\geq k_0, the first dyadic integer L_k\in\{1,2,4,\ldots\} satisfying
exists. These lengths satisfy
Moreover, every dyadic integer l<L_k satisfies \PP(E(s_k,l))>q_0.
Proof. Short crossings are likely. First suppose n\to\infty with n\leq Cs, and put q=(n,\lfloor bn\rfloor). Then
Apply Lemma 3.1 at scale n, with endpoints 0,q, with cost error \eta n where \eta=K/(4C), and with tube radius \delta_0n, where
The endpoints have Euclidean distance at most 3n. Since \abs{b}\leq1, changing a point by Euclidean distance t changes its r-coordinate by at most \sqrt2t. The resulting tube is inside -n\leq x\leq2n, and inside \abs{r}\leq8s for all sufficiently large s: its transverse extent is at most 1+\sqrt2\delta_0n. With probability tending to one its path cost is at most
This proves (4.2) when n\to\infty.
If n remains bounded, direct lattice paths from 0 to (n,\lfloor bn\rfloor) use a bounded number of edges and remain in a bounded transverse region with 0\leq x\leq n. Their costs are bounded in probability, whereas Ks\to\infty. This proves the same assertion for bounded n. The two cases give the joint limit in (4.2) by the subsequence criterion.
The first dyadic threshold. Lemma 4.1 shows that the dyadic integer 2^{3k} satisfies (4.3) for all sufficiently large k. Thus L_k exists and has the stated upper bound. If L_k/2^k failed to tend to infinity, a subsequence would satisfy L_k\leq C2^k for some fixed C, contradicting (4.2) and (4.3). The last assertion follows from the definition of the first dyadic length; it uses no monotonicity in n of the events E(s,n).
4.2 Scales compatible with endpoint extensions
The sequence L_k need not be monotone. The endpoint construction only requires a lower bound for earlier lengths relative to the one currently in use. Record minima give this on an infinite subsequence.
Lemma 4.3 (Record scales). There is an infinite set \mathcal K\subset\{k_0,k_0+1,\ldots\} such that, for k\in\mathcal K and every integer 0\leq j\leq k-k_0,
Proof. The positive sequence L_k2^{-4k} is at most 2^{-k}, so it tends to zero and has infinitely many strict record minima. Take these indices for \mathcal K. At a record index k, comparison with k-j gives
which is (4.5).
Henceforth k tends to infinity through \mathcal K, and we abbreviate
In particular m\leq3k and m-k\to\infty.
5 Endpoint extensions
Lemma 3.4 concerns crossings between two prescribed columns. We now extend it to every path contained in a region of longitudinal size O(L) and transverse size O(s), including paths whose endpoints are chosen after observing the edge weights. The main step is to construct connections that work simultaneously for all endpoints. These connections move each endpoint to a coarse column at a defect cost that is an arbitrarily small multiple of s. Only boundedly many pairs of coarse columns then remain to be tested.
We continue along the record subsequence k\in\mathcal K, with s=2^k, L=L_k=2^m, m\le3k, and L/s\to\infty. Fix A,R>0. An integer J\ge1 will specify the coarsest mesh. In the probability argument we first hold J fixed and let k\to\infty, and then let J\to\infty. Use levels
with longitudinal mesh and transverse trial scale
For every fixed J, these levels are well defined for all sufficiently large k\in\mathcal K. Indeed j_*\leq3k/4+1, so all indices k-j are at least k/4-1 and eventually exceed k_0. For l_j>1, (4.5) gives
For l_j=1, the same strict inequality follows from k-j\geq k/4-1\to\infty and Lemma 4.2. Thus, uniformly over the levels being used,
The meshes are nested integer powers of two, the ratio of two successive distinct meshes is at most 16, and l_{j_*}=1. The longitudinal meshes therefore reach every integer column, while the transverse scales w_j=2^{-j}s make the eventual connection errors summable over the levels.
Lemma 5.1 (Simultaneous grid connections). There is a constant C_1, independent of A,R,J,j,k, and for each fixed A,R a sequence \beta_J\to0, such that the following holds. For every fixed J\ge1 and all sufficiently large k\in\mathcal K, there is an event G_{k,J} with
on which the following connections exist simultaneously. For every level J\le j\le j_*, every grid interval
every real r_0 with \abs{r_0}\le Rs, and every pair of lattice vertices p,q on its left and right endpoint columns with
there is a path from p to q whose cost is at most
and whose vertices satisfy
One may take C_1=K+200\kappa/\lambda. Thus C_1 may depend on K,\kappa,\lambda; the sequence \beta_J may depend on A,R,q_0,\kappa,\lambda.
Proof. Independent crossing trials. Bin the values of r_0 in intervals [hw_j,(h+1)w_j], taking those bins with h\in\Z that meet [-Rs,Rs]. Fix j,X,h, and write w=w_j, l=l_j. Make j^2 trials, using the lattice translates of E(w,l) by
Here w is an integer, so each v_t is a lattice vector. The transverse center of its strip is
Thus the lattice phase contributes the same offset, of absolute value less than one, to every trial. Consecutive centers differ by exactly 30w, and each strip has half-width 8w, so their vertex sets and internal edge sets are disjoint. Each trial is an exact lattice translate of E(w,l) and has the same probability as that event. By independence and (5.2), all trials fail with probability at most
Vertical attachments for every endpoint. On each column x=X,X+l, consider the deterministic vertical interval whose vertices satisfy
It contains every vertex whose transverse coordinate is within one unit of the chosen bin, as well as every possible trial endpoint. There are at most 50j^2w internal vertical edges. If V is their total weight, Lemma 2.1, with A=50 and v=j^2w, gives
Except with probability 2e^{-c_0j^2w}, vertical travel between any vertices in either of these intervals costs at most 100\kappa j^2w/\lambda.
Cost and localization. If a trial succeeds and the vertical bounds hold, join p vertically to that trial, follow its crossing, and join its other endpoint vertically to q. The total cost is at most
The path stays in the longitudinal range [X-l,X+2l], and all its vertices are within 50j^2w transversely of every r_0 in the chosen bin. Since K=100(1+\abs{a_-}+\abs{a_+})\ge100, C_1=K+200\kappa/\lambda supplies both bounds. This argument does not require independence between a successful trial and its attachments.
One event for all grid connections. Let G_{k,J} be the event that, for every tested triple j,X,h, some crossing trial succeeds and both vertical bounds hold. There are at most C_{A,R}2^{5j} pairs X,h to test at level j: the grid interval count is bounded by a constant times L/l_j\le2^{4j+1} and the bin count by a constant times s/w_j=2^j. The first bound also holds at the terminal mesh l_j=1, because then m\le4j+1. Taking the union over these pairs and the levels, and using w_j\ge1, gives
For every fixed q_0>0 and \kappa>0 this series is convergent, and its tail tends to zero as J\to\infty, independently of k. Whole vertical intervals were tested, so the event gives every allowed endpoint pair simultaneously.
We next use these simultaneous connections to extend any path with a negative defect. The coarse mesh leaves only boundedly many column pairs, and the finer meshes attach the actual endpoints at a total error controlled by the tail \sum_{j\ge J}j^2 2^{-j}. Since the connection event already covers every endpoint, this reduction also applies when the original path is chosen from the observed environment.
Lemma 5.2 (Arbitrary endpoints). For every fixed A,R,\varepsilon>0,
as k\to\infty through \mathcal K. The endpoints of P may be any vertices of the region. The convergence is uniform over lattice translations of the region.
Proof. Fix A,R,\varepsilon, and let J\geq1 be a fixed integer, to be chosen large. We first work on the event G_{k,J} and construct extensions for all vertices in the region. Set l=l_J.
Connections to the coarse columns. For a vertex p in
define coarse columns
Each of x(p)-X_p^- and X_p^+-x(p) lies in [l,2l).
Decompose [X_p^-,x(p)] into grid intervals by taking one full interval of length l_J, then filling the remaining interval greedily with successively finer meshes. There are at most 16 intervals of each level: at finer levels this follows from the ratio bound 16, and the mesh of one reaches the integer endpoint exactly. At every integer column X that occurs, use the vertex
It satisfies \abs{r(z_p(X))-r(p)}<1, and z_p(x(p))=p. Apply Lemma 5.1 with the same transverse target r_0=r(p) to every interval, and concatenate its paths. This gives an entrance path P_p^- from the column X_p^- to p. Decomposing [x(p),X_p^+] from its right endpoint in the same way, and then concatenating the resulting intervals in left-to-right order, gives an exit path P_p^+ from p to the column X_p^+.
The cost and region of the extensions. Each path costs at most m_0 times its longitudinal displacement plus
The r-coordinate of every intermediate vertex used to join successive paths differs from r(p) by less than 1. In particular the whole entrance and the whole exit each have transverse displacement of absolute value less than one. Thus, for either sign,
Only the displacement of the whole extension enters this bound; no rounding error is accumulated over the levels.
The grid intervals used here lie inside [-(A+4)L,(A+4)L]. Their paths have longitudinal range within 3l of x(p), so they also lie in this enlarged longitudinal interval. Since \sup_{j\geq1}j^2 2^{-j}<2, their transverse localization in (5.4) gives
All these statements hold simultaneously for every p\in\mathcal D.
Preserving a negative defect. Now suppose a path from p to z in \mathcal D satisfies H_\sigma(P)<-\varepsilon s. Put a_* =\max\{\abs{a_-},\abs{a_+}\}. Nonnegativity of its cost and \abs{r(z)-r(p)}\leq2Rs imply
In particular
Thus the final endpoint can lie at most C_3s to the left of the initial endpoint. This bound lets the extensions produce a left-to-right crossing even when the original endpoints occur in reverse order.
Choose J so large that
Then take k\in\mathcal K large enough that 2a_*\leq\varepsilon s/4. By (5.8), the concatenation
satisfies H_\sigma(\widetilde P)<-\varepsilon s/2. It starts on the coarse column X_p^-, ends on the coarse column X_z^+, and stays in (5.9).
A long crossing between coarse columns. For this fixed J, eventually
Using (5.10) and the two attachments of longitudinal length at least l_J, the new span satisfies
for all sufficiently large k. Thus d' is a positive integer and d'/s\to\infty, uniformly over the possible endpoint choices.
Reduction to finitely many crossing tests. Both coarse columns lie in [-(A+2)L,(A+2)L] and are multiples of l_J. There are at most a constant depending on A,J possible pairs, because L/l_J=2^{4J+1}. For each pair obeying (5.11), translate its first column to zero by the lattice vector (X_p^-,\lfloor bX_p^-\rfloor). The transverse center changes by less than one. Also L/d'\leq2^{4J+1}. It follows that the translated region in (5.9) is contained in a region of the form
where, for example, A_J=(2A+8)2^{4J+1} is independent of k. Lemma 3.4 therefore shows that the probability of such an extended crossing tends to zero. This application is uniform over the bounded number of pairs: otherwise a sequence of violating pairs would contradict that lemma’s joint limit, since every admissible pair has d'/s\geq l_J/s\to\infty. Taking the union over the pairs and both signs still gives a probability tending to zero.
Order of limits and translations. Write B_k for the event in (5.6). We have proved, for every fixed sufficiently large J,
All constants in the crossing tests above were fixed before taking the limit in k. We may now let J\to\infty, so that \beta_J\to0, proving the assertion. Every exact lattice translate of B_k has exactly the same probability by translation invariance of the edge-weight law and of path displacements, giving the stated uniformity.
6 Disjoint witnesses and exclusion of corners
We now turn the crossing estimates into an obstruction to a corner of the limit shape. Assume that the two extreme supporting slopes in a fixed direction differ. We will choose one deterministic scale (s,L) at which certain local path events are rare, and then divide every simple path from the origin into chunks at that scale. A full chunk with small defect supplies a witness for one of these events. More generally, the number of disjoint witnesses in a chunk controls how negative its defect can be.
These deterministic bounds force any long path with small total defect to contain many edge-disjoint witnesses. The BK inequality and a count of coarse itineraries make the existence of such paths summably unlikely. At the chosen scale this almost surely yields a positive average defect per full chunk, contradicting the shape theorem along the direction of contact. The argument allows the paths, the chunks, and their witnesses to be chosen after the weights are observed.
Kesten’s path-length estimates [22, Section 3] already count rectangle itineraries, record repeated rectangles through multiple vertex-disjoint crossings, and use independence over spatially disjoint rectangles. Here the witnesses certify negative excess relative to a supporting functional, and BK controls their disjoint occurrence even when the coarse test regions overlap.
6.1 Disjoint occurrence for strict path witnesses
The required form of BK concerns the edges that certify the events. Test regions may overlap, and the same event may appear several times in the list. This is essential when a path returns to a coarse cell.
Continuous-product extensions of disjoint occurrence are treated more generally by Arratia, Garibaldi, and Hales [3]. We give the finite-bit reduction for the strict path events used here.
Lemma 6.1 (BK for strict path witnesses). Let A_1,\ldots,A_q be a finite list of events. For each j, suppose A_j is the existence of a path P in a prescribed family of finite lattice paths, all of whose edges belong to a fixed finite edge set, satisfying
where b_j(P) is deterministic. A family may include several labeled copies of a path with different bounds. Let D(A_1,\ldots,A_q) be the event that one can choose a witnessing path for each event with pairwise disjoint edge sets. Then
The events in the list need not be distinct.
Proof. Let F_{\kappa,\lambda} be the Gamma distribution function and define its quantile function by
Here \Phi(0)=0. The density is positive for every t>0, so the distribution function is continuous and strictly increasing from zero to one. Consequently \Phi is increasing and continuous on [0,1). Represent the independent weights as
where all B_{e,h} are independent Bernoulli variables of parameter 1/2. At precision t put
Then U_e^{(t)}\downarrow U_e; because U_e<1 almost surely, continuity of \Phi gives \tau_e^{(t)}\downarrow\tau_e almost surely on the finite union of the edge sets under consideration. Define A_j^{(t)} and D^{(t)} by using these rounded weights.
At each fixed precision, the events A_j^{(t)} are decreasing events of finitely many independent bits. Fixing all precision-t bits of the edges of a witnessing path forces its strict cost inequality regardless of the other bits. Edge-disjoint path witnesses thus give disjoint bit certificates. Complement the bits so that the events are increasing. For each certificate, retain its realized one-bits and set every other bit to zero. This configuration still belongs to the event, because it agrees with the realized configuration on the certificate, and its one-set lies inside that certificate. Disjoint certificates therefore give disjoint positive witnesses in the convention of [32]; any unused one-bits can be assigned by monotonicity. The finite Bernoulli BK inequality [32, Theorem 3.3, Equation (3.4)], iterated over the list, gives
Monotone disjoint occurrence is associative, so iteration allows repeated events. The second inequality follows from \tau_e^{(t)}\ge\tau_e.
The events D^{(t)} increase with t. A fixed finite list of original witnessing paths involves finitely many traversals. Its rounded path costs decrease to the original costs, so every strict inequality holds at all sufficiently fine precisions. Conversely, every rounded witness remains a witness with the original weights. Therefore, up to a null set,
Continuity of probability from below proves (6.1). No bound on the Gamma density or on the derivative of its quantile function is used, so the proof includes 0<\kappa<1.
6.2 Choosing one scale under a corner assumption
Fix b\in[-1,1] and use the notation of Lemma 2.2. For the rest of the construction suppose, towards a contradiction, that
Choose q_0\in(0,1) so small that
Use this value of q_0 in Lemmas 4.2 and 4.3, and write s=2^k and L=L_k along the resulting subsequence. In particular, s and L are integers and L/s\to\infty.
For (i,h)\in\Z^2, set
At each index (i,h) we test for either a saving below an extreme support or a cheap forward crossing. Precisely, define \mathcal A_{i,h} to be the union of the following events:
- 1.
Some path P with all its vertices in \mathcal B_{i,h} satisfies H_\sigma(P)<-\eta s for at least one sign \sigma\in\{-,+\}.
- 2.
The event E(s,L) holds at the lattice translate v_{i+1,h}.
These are decreasing events of finitely many edge weights. Throughout this section a path witness for \mathcal A_{i,h} means a path satisfying one of these two defining conditions, including its strict cost inequality. All such events have the form in Lemma 6.1.
The first event has probability o(1) by Lemma 5.2, and the second has probability at most q_0 by the definition of L. Translation invariance makes these bounds uniform in (i,h). We may therefore fix one sufficiently large index k on the subsequence such that
We also take this same index large enough that s\ge2 and
The first two requirements follow from s\to\infty and L/s\to\infty; the third follows from the definition of K and \eta\le1. The scale k, and hence s and L, stays fixed from now on. The probability bound (6.3) holds uniformly at this one scale; only the length of the path will subsequently tend to infinity. This is the finite-scale obstruction we will establish: a positive slope gap and these rare local events almost surely give a positive lower bound on H(P)/N for every simple path from the origin with sufficiently many full chunks N. In particular, s/L is now a fixed positive number, and the final contradiction uses this positivity.
6.3 Extracting witnesses from path chunks
Let P be a finite simple lattice path starting at the origin. Decompose it into chunks as follows. At the start of a chunk, with coordinates (x_0,r_0), follow the path until it first reaches a vertex for which
Cut there and start the next chunk. A chunk ending at such a cut is called full. The decomposition consists of N full chunks and a final remainder, which may be empty. Associate to each chunk, including the remainder, the index
The cuts and indices depend on the candidate path. All the estimates below hold for each path individually and require no independence of its chunks.
For a nearest-neighbor step, \abs{\Delta x}\le1 and \abs{\Delta r}\le1. Thus every vertex of a chunk has \abs{x-x_0}\le2L and \abs{r-r_0}\le s+1. Moreover,
The entire chunk, and each of its subpaths, therefore lies in \mathcal B_{i,h}: its longitudinal offsets from v_{i,h} belong to [-2L,3L), and its transverse offsets have absolute value at most 2s+2\le4s.
Lemma 6.2 (A cheap full chunk supplies a witness). If a full chunk Q with index (i,h) satisfies H(Q)<\eta s, then its edges contain a path witness for \mathcal A_{i,h}.
Proof. There are three possible exit behaviors. A transverse exit uses the slope gap, a backward exit has large defect by nonnegativity, and a forward exit reduces to the crossing event after controlling its outer pieces.
If \abs{r(\Delta Q)}\ge s, the support identity gives
The whole chunk is then a witness for the first defining event.
Otherwise a longitudinal exit occurred, and x(\Delta Q)\in\{-2L,2L\}. In the negative case, nonnegative weights and (6.4) imply
contrary to the hypothesis.
It remains to consider x(\Delta Q)=2L. The initial column is strictly to the left of (i+1)L, and the final column is at or to the right of (i+2)L. Let z be the first vertex of Q on column (i+2)L, and let p be the last vertex on column (i+1)L preceding z. The subpath Q' from p to z stays between these two columns. Its transverse offsets from v_{i+1,h} have absolute value at most 2s+2\le8s. Consequently Q' fits inside the translate of the block defining E(s,L) at v_{i+1,h}.
Write Q=Q_{\rm in}*Q'*Q_{\rm out}, allowing an empty outer part. If either outer part has H<-\eta s, it witnesses the first defining event, because it lies in \mathcal B_{i,h} and \min_\sigma H_\sigma\le H. Otherwise additivity gives H(Q')<3\eta s. Since \abs{r(\Delta Q')}\le2(s+1), we obtain
Thus Q' witnesses the second defining event.
6.4 Controlling negative defect by witness multiplicity
To control chunks whose defects are very negative, we count how many edge-disjoint witnesses their edges support. A stopping rule will split off a new witness each time a prefix accumulates a defect below -\eta s; the bound on a single step limits the defect lost at each split.
For any chunk Q with index (i,h), let M_Q be the maximum number of pairwise edge-disjoint path witnesses for \mathcal A_{i,h} whose edges all belong to Q. This maximum is finite. Every witness uses at least one edge: the first defining event has a strictly negative defect bound, and the second crosses two distinct columns. Hence M_Q is bounded by the number of edges of Q.
Lemma 6.3 (Defect bound from disjoint witnesses). Every chunk, including the remainder, satisfies
A full chunk satisfies the stronger bound
If M_{\rm tot} denotes the sum of M_Q over the N full chunks and the remainder of P, then
The path contains M_{\rm tot} pairwise edge-disjoint witnesses, assigned to the corresponding chunk indices, even if some indices repeat.
Proof. For each oriented nearest-neighbor step e,
Starting at the beginning of Q, split off the first prefix with H<-\eta s, if one exists, and repeat with the remaining path. At the last step of each split prefix, its defect decreases from a value at least -\eta s to a value below -\eta s. By (6.4), the defect of this prefix is at least -\eta s-C_f\ge-2\eta s. Every split prefix is a witness for the original chunk’s event \mathcal A_{i,h}: it remains in the same box, and \min_\sigma H_\sigma\le H<-\eta s.
If this procedure splits off t prefixes, simplicity of P makes their edge sets disjoint, so t\le M_Q. The unsplit final part has H\ge-\eta s. Additivity now gives
which proves (6.6).
For a full chunk with M_Q=0, Lemma 6.2 gives H(Q)\ge\eta s. If M_Q\ge1, then
This proves (6.7). Apply that bound to all full chunks and use (6.6), weakened to -\eta s-4\eta sM_Q, on the remainder. Their sum is (6.8).
Finally, choose a family attaining M_Q in each chunk. Distinct chunks of a simple path have disjoint edge sets, so the union of these families is still edge-disjoint. The assertion does not require their associated events or their boxes to be distinct.
6.5 Counting itineraries and witness multiplicities
We now apply BK to the witnesses supplied by the deterministic bounds. The counting records the coarse itinerary and the number of witnesses assigned to each of its positions. For each fixed number of chunks this produces a finite collection of deterministic event lists covering all possible choices of the path and its witnesses, including paths that revisit a coarse cell.
Proposition 6.4 (Uniform lower bound for long paths). At the fixed scale chosen above, almost surely there exists a finite N_0 such that every finite simple path P starting at the origin and having N\ge N_0 full chunks satisfies
Proof. First quantify how many witnesses a path of small defect must supply. Let B_N be the event that there exists such a simple path with N full chunks and H(P)<N\eta s/2. If it occurs, (6.8) implies
For all sufficiently large N, we may therefore select exactly t_N=\lfloor N/16\rfloor of the edge-disjoint witnesses supplied by Lemma 6.3.
Next count the possible event lists. List the chunk indices in order, including the index of the remainder. The first is (0,0). Each coordinate of consecutive indices differs by at most 3, by the displacement bounds for a full chunk and (6.5). There are consequently at most 49^N possible index itineraries. For a fixed itinerary, the numbers of selected witnesses in its N+1 positions form a weak composition of t_N. The number of these compositions is
The allocation is indexed by positions along the itinerary, so repeated visits to one coarse cell retain separate positions. Each composition specifies a list of t_N events \mathcal A_{i,h}, with repetitions when appropriate. Its selected witnesses certify disjoint occurrence of that list. Lemma 6.1 and (6.3) bound its probability by (2q_0)^{t_N}. There is no additional count of witness paths: that lemma bounds the existence of all choices of disjoint witnessing paths at once. Thus the path-dependent selection is covered by a union over deterministic itineraries and compositions. Taking this union yields
for all sufficiently large N. All the events involved are measurable; in particular, finite lattice paths form a countable family.
Put p=2q_0. Condition (6.2) implies 0<p<1 and 196p^{1/16}<1, while the right-hand side of (6.10) is at most
Thus \sum_N\PP(B_N)<\infty. The first Borel–Cantelli lemma proves the simultaneous eventual bound (6.9) for all the paths in the proposition.
6.6 Contradiction with the shape theorem
The bound just proved applies simultaneously to all sufficiently long simple paths from the origin. In particular it applies to approximate minimizers selected from the realized environment. Along the contact direction u, their number of chunks must grow with their longitudinal displacement, whereas the shape theorem makes their defect sublinear in that displacement.
Proposition 6.5 (Absence of corners). For every b\in[-1,1], the two one-sided transverse derivatives at u=(1,b) agree:
Proof. Fix an arbitrary deterministic b\in[-1,1] and suppose that c>0. Make all the preceding choices for this b, including the single fixed scale k. For positive integers t, let
A path from 0 to z_t with N full chunks has N+1 chunks when the remainder is included. Each changes the x-coordinate by at most 2L, so
Work on the probability-one event where the shape theorem and Proposition 6.4 both hold. For each t, choose a finite path from 0 to z_t with cost at most T(0,z_t)+1 and erase its loops. The resulting simple path P_t still has cost between T(0,z_t) and T(0,z_t)+1, since the edge weights are nonnegative. The shape theorem gives T(0,z_t)/t\to m_0, and
It follows that
On the other hand, the numbers N_t of full chunks of P_t tend to infinity by (6.11). Proposition 6.4 therefore applies for all sufficiently large t and gives
This contradicts (6.12). Hence c>0 is impossible, and convexity gives a_-=a_+.
The choice of b was arbitrary and deterministic. The corner gap of the deterministic norm is itself deterministic, and the argument excludes a positive gap for each such b. Accordingly the conclusion holds for every b\in[-1,1]; no intersection of uncountably many probability-one events is being asserted or needed.
7 Differentiability and the boundary
The preceding section has ruled out distinct extreme supports at every prescribed direction. We now pass from this directional statement to Fréchet differentiability and identify its equivalent boundary formulation.
Lemma 7.1 (Convex boundary regularity). For a norm on \R^2, Fréchet differentiability at every nonzero vector is equivalent to uniqueness of the supporting line at every point of its unit sphere. These conditions are also equivalent to the unit sphere being a regular C^1 curve.
Proof. Differentiability and a unique support. Fix a nonzero vector u and choose a vector e linearly independent of it. The function t\mapsto\mu(u+te) has finite one-sided derivatives a_-\le a_+. As in Lemma 2.2, the linear functionals taking the value \mu(u) on u and the values a_- and a_+ on e support \mu globally. Any other supporting functional at u must have its value on e between these two numbers, by the inequalities for positive and negative t.
If the endpoints agree with value a, the two-sided expansion gives, as xu+re\to u with x>0,
Since x\to1 and |r|\le C|xu+re-u|, this is Fréchet differentiability at u. The expression is exact when r=0. Conversely, Fréchet differentiability makes the two one-sided derivatives equal. Thus differentiability is equivalent to a unique linear functional g\le\mu satisfying g(u)=\mu(u).
Supports of the norm and of its unit ball. Because zero lies in the interior of the unit ball, every supporting line at u/\mu(u) has a unique normalization g=1 with g\le\mu and g(u)=\mu(u). This identifies uniqueness of the functional with uniqueness of the line.
Continuity of the derivative and the boundary. Suppose now that this uniqueness holds everywhere off zero. All supporting functionals lie in the compact dual unit ball. If u_j\to u\ne0 and a subsequence of the supports at u_j converges to g, passing to the limit shows g\le\mu and g(u)=\mu(u). Uniqueness determines g, so the whole sequence of supports converges to the support at u. The derivative of \mu is therefore continuous off zero. At a unit vector for this norm it is nonzero, since homogeneity gives
The implicit function theorem shows that the level set \mu=1 is a C^1 curve.
Conversely, at any point of a regular C^1 convex boundary a supporting functional has a local maximum along a local boundary parametrization. It therefore annihilates the tangent direction. Its supporting line is the tangent line, which is unique. This proves the converse and all the equivalences.
Proof of Theorem 1.2. Proposition 6.5 gives a_-=a_+ for every fixed b\in[-1,1]. The expansion in the proof of Lemma 7.1, applied to u=(1,b) and e=e_2, gives Fréchet differentiability at u. Signed coordinate permutations and positive homogeneity cover every nonzero vector. Lemma 7.1 gives the remaining conclusions. The parameters \kappa,\lambda>0 were arbitrary and fixed throughout, so the conclusion holds for each Gamma law in the theorem.
Part II Strict convexity for exponential weights
8 Exponential passage times and the strict-convexity argument
We now restrict to independent exponential edge weights of mean one. The argument in this part uses no differentiability conclusion. Its starting point is a hypothetical flat face of the limit shape, and its contradiction will come from improving local paths in two directions inside that face.
In this part \tau_e has density e^{-t} on [0,\infty), and T, \mu, and \Bcal refer to this rate-one law.
We regard an edge also as an interval, assigning a partial traversal the corresponding fraction of its cost and interpolating vertex potentials affinely. This permits cuts inside edges while leaving all vertex-to-vertex passage times unchanged.
The quantitative input is sublinear control of passage-time errors, uniformly over polynomially many possible endpoints. We state the forms used below for the exponential law.
Lemma 8.1 (Uniform metric estimates). There are constants C,c>0 such that, for x,y\in\Z^2 and R=|x-y|_1\ge2,
Consequently, for any fixed p,C_0<\infty and \alpha\in(1/2,1), with probability tending to one all pairs in [-n^p,n^p]^2\cap\Z^2 at distance at most C_0n satisfy
The expected maximum lower deficit over those pairs is at most C_{p,C_0}\sqrt n\log(2+n). The same conclusions hold for metric-graph endpoints after adding an O(\log n) term in expectation.
Proof. Equation (8.1) is the nonrandom-fluctuation estimate of Damron and Kubota [12, Proposition 1.1]. The two-sided concentration theorem of Damron, Hanson, and Sosoe [11, Theorem 1.1] gives the stronger scale \sqrt{R/\log R}; enlarging constants gives (8.2). Its hypotheses hold since \PP(\tau_e=0)=0 and \E e^{a\tau_e}=(1-a)^{-1}<\infty for a<1. The finitely many small separations can be bounded by a coordinate path and the exponential tail of its cost.
There are polynomially many pairs in the displayed box. Since \sqrt n\log n=o(n^\alpha), a union bound in (8.2) proves the simultaneous assertion. For the lower deficit, use \mu(y-x)\le\E T(x,y) and integrate the bound \min\{1,C n^{C_p}e^{-ct/\sqrt n}\}. For interior-edge endpoints, attach the endpoint of each incident edge, at a cost bounded by twice the maximum edge weight in a slightly larger box; changes in \mu are bounded by a fixed constant. The expected maximum of polynomially many exponential variables is O(\log n). This proves the remaining statements.
Lemma 9.3 will supply a linear geodesic-length bound with exponentially small failure probability by counting self-avoiding paths. Together these estimates give the required microscopic controls.
A hypothetical flat and the quantity to improve. Suppose \partial\Bcal contains a nontrivial segment. On its supporting line take the maximal face, with endpoints a,b, and let h be the linear functional equal to one there. Then h\le\mu, and \mu=h on the positive cone generated by the face. The endpoints are extreme points of \Bcal and are linearly independent.
Choose rational vectors v,w in this cone close to a,b. For a small rational s>0 put A=v+sw and B=w+sv. These slightly inward directions will carry the two road families. Tracking and input locality are measured by \|x\|_*=|[v\ w]^{-1}x|_\infty. Constants may depend on the fixed flat. The tracking and support constants of the final construction, however, must be independent of s, of all large auxiliary cutoffs, and of the input road rule; this is what will allow a fixed rescaling.
The variational quantity is the infimum b(n) of a common bound for the expected excess cost per period of the two local roads, with costs kept in their original lattice units. We will prove both 0<c_0\le b(n) and b(n)\le C_s n^{3/4}. The upper bound provides inputs to an improvement; the lower bound makes indefinite improvement impossible.
The middle of the proof establishes that improvement. Local gauges make endpoint corrections computable from nearby inputs. Physical routing bounds the savings that selected local tunnels can offer, and a thin-diagram argument converts this into capped crossing estimates. An independent spare road then replaces rare large positive costs. The resulting pair satisfies b(Dn)\le\rho b(n) for a fixed integer D and \rho<1, contradicting the positive lower bound.
9 Calibration and local roads
Assume that the exponential time-constant ball has a nontrivial flat face. We associate a nonnegative defect with every path, then minimize the expected defect of roads that track either of two directions in the cone of that face. Two estimates begin the argument: there exist local roads with sublinear expected defect at large scales, and the infimum of the common period bound over admissible pairs is bounded away from zero. Both estimates will remain available when the road rules are changed later.
9.1 A dominated stationary calibration
Let h be the supporting functional equal to one on the hypothetical face. Write \mathcal G_n=n^{-1}\Z^2; rescaling the lattice does not rescale its exponential edge weights. For z\in\mathcal G_n, the shift \theta_z translates microscopic inputs by nz.
The stationary Busemann-measure construction of Damron and Hanson [9, Section 3, Propositions 3.2 and 3.4, and Theorem 3.5] provides, on a stationary extension of the weight space, an additive cocycle \mathcal B(x,y) with
The construction allows the prescribed supporting functional h and requires no differentiability of the norm. Its moment and subcritical-zero-mass assumptions hold for exponential weights. For mean identification, Damron and Hanson use Hoffman’s argument [21], developed from an averaging argument of Garet and Marchand [16], with a presentation inspired by Gouéré’s Lemma 2.6 [17].
Condition \mathcal B on the full edge environment. This preserves additivity, domination and the mean. The resulting cocycle also has a translation-covariant version: stationarity gives the conditional expectation identity for each fixed translation, and countability of the vertices and translations gives a common exceptional null set. After rescaling, we therefore have an edge-measurable cocycle B_n on \mathcal G_n satisfying
These identities persist after adjoining independent private inputs. For a path \gamma from x to y, put
and define its defect by
Defect is additive under concatenation and nonnegative on every forward subpath, with repeated edge occurrences counted with multiplicity. This pathwise accounting will allow endpoints to be chosen after the environment has been inspected.
For cuts inside an edge, interpolate B_n(0,\cdot) affinely and charge the traversed fraction of the weight. Each orientation of the edge has nonnegative defect, so (9.2) also holds for these partial traversals. Passage times between lattice vertices are unchanged.
9.2 The class of local randomized roads
Choose rational v,w in the cone of the face, close to its two endpoints, and a rational 0<s<1/4. Set
We restrict to n for which nA,nB are lattice vectors. All road tracking distances and input-dependence radii are measured in the fixed oblique norm
In these coordinates A=(1,s) and B=(s,1). In particular,
The conversion to (v,B) coordinates has operator norm at most 2 as well. Thus changes between these oblique coordinates have uniform constants. Conversion to microscopic lattice coordinates may depend on the fixed face: restrict the neighborhoods of its endpoints once and choose K_{\mathrm{lat}},M\ge1 such that, for the standard basis vectors e_1,e_2,
The constants depend only on the fixed face. Such uniform choices are possible because its endpoints, lying on h=1, are linearly independent.
Definition 9.1 (Admissible road). For d\in\{A,B\}, an admissible d-road is a measurable oriented two-sided lattice walk together with a continuous nondecreasing nominal parameter on its edge occurrences. The nominal parameter tends to -\infty and +\infty at the two ends. Every compact parameter interval contains finitely many edge occurrences. A point with nominal parameter t satisfies \|x-td\|_*\le r.
The construction uses the edge environment and a private product field U=(U_\iota)_{\iota\in\mathcal I} independent of it. Each coordinate has a spatial location and, when needed, a road-position or auxiliary type label. For every z\in\mathcal G_n, the shift \theta_z acts measurably by translating the spatial and road-position indices together and preserves the product law. Thus (\theta_z\omega,\theta_zU) has the same law as (\omega,U). Marginals may depend on a type left unchanged by translations. The road’s restriction to a parameter interval I, including all cuts and occurrences, is a function of inputs at \|\cdot\|_*-distance at most 10 from \{td:t\in I\}. The rule commutes with translation by d and a unit shift of nominal parameter. At an integer parameter level use the first occurrence of that level as the marked cut X_i. In particular,
The cost between consecutive marked cuts has finite expectation. Translated copies are obtained by translating this same rule, using fresh private inputs when independence of the private randomizations is required.
A pause at an integer level belongs to the following period under this convention; any other covariant marking gives the same accounting. Locality applies to private inputs as well as edge weights. In particular, it does not permit a global random phase shared by distant parts of a road.
Measurability of a parametrized walk is understood in the following standard Borel coding. In a compact parameter window, record the finite ordered list of labeled closed subintervals of oriented edge occurrences, their endpoint fractions in the original edges, and their continuous nominal maps after linear reparametrization to [0,1]. Use the usual Borel structure of C([0,1]) with its uniform topology, together with the discrete edge and occurrence labels. Marked occurrences are part of this local record, and repeated visits retain distinct labels. This coding also applies to every bounded road portion below.
Lemma 9.2 (Random-cut period identity). For any admissible d-road,
Here \gamma[i,i+1] denotes the oriented road portion between its marked cuts.
Proof. By the joint stationarity of the edge and private inputs, it is enough to consider i=0. Combining the centered cocycle identity with (9.5) gives
The first term has mean zero; the second has the law of P_n(X_0). All terms are integrable because each cut lies on one of finitely many deterministic edges, where domination bounds its calibration value by a finite sum of weights and a deterministic linear term. Taking expectations proves the first identity, and (9.2) proves the second. The mean of P_n(X_0) itself need not vanish.
For a pair of admissible roads define its common period bound as
and let b(n) be the infimum over admissible pairs. The period identity gives b(n)\ge0. More generally, a forward portion between levels u\le v has defect bounded by the sum of the complete-period defects whose parameter intervals meet [u,v]. Nonnegativity makes this a pathwise bound, valid for environment-selected endpoints. We will repeatedly use it to bound a random road portion by a fixed number of periods.
9.3 Initialization and a strictly positive infimum
The two estimates for b(n) use the same elementary fact: a long crossing cannot be very cheap, uniformly over all choices of the crossing path. It first localizes geodesics between nearby anchors; later it guarantees a saving when all weights in a small region are decreased.
Lemma 9.3 (No long cheap paths). Let V be a finite set of vertices of \Z^2. For every integer R\ge1 and t\ge0,
Consequently there are numerical constants c,C>0 such that, for z\ne0 and R\ge40|z|_1, the probability that a geodesic from 0 to z has at least R edges is at most Ce^{-cR}.
Proof. A fixed vertex starts at most 4\cdot3^{m-1} self-avoiding paths of length m. For each path, independence and the identity \E e^{-5\tau_e}=1/6 give
Sum over paths and over m\ge R to obtain (9.7).
For the geodesic estimate, compare with a deterministic coordinate path of length \ell=|z|_1 and cost S. Its exponential moment gives \PP (S>t)\le2^\ell e^{-t/2}. Since weights are positive, a geodesic is self-avoiding. If it has at least R edges and S\le t, it is counted by (9.7) with V=\{0\}. Taking t=(\log2)R/10 makes both probabilities exponentially small in R when R\ge40\ell. The same estimate excludes arbitrarily long paths of bounded cost. Comparing with S therefore also proves existence of a finite minimizing path.
Proposition 9.4 (Sublinear initialization). For fixed s,v,w there are admissible pairs of roads with
for all sufficiently large multiples of a fixed integer. The constants may depend on s; the exponent 3/4 does not.
Proof. We concatenate geodesics between closely spaced deterministic anchors, restricting each geodesic to a small ball to make the rule local. Choose an integer m large enough that, with \delta=1/m,
Increase the fixed divisibility requirement so that n\delta A and n\delta B are lattice vectors. For d=A or B, join successive deterministic anchors k\delta d by a minimizing path restricted to the lattice portion of the \|\cdot\|_*-ball of scaled radius r/4 about the first anchor. Each microscopic edge has \|\cdot\|_*-length at most K_{\mathrm{lat}}/n, so a coordinate path between the anchors stays within K_{\mathrm{lat}}\delta|d|_1\le r/1000 of the first anchor. The restricted minimum therefore exists. Use a translation-covariant tie rule.
Restriction changes the minimum only if the unrestricted geodesic leaves the ball. Such a geodesic has at least rn/(4K_{\mathrm{lat}}) edges, so Lemma 9.3, with integer rounding, bounds this event by Ce^{-c_s n} for large n. On that event the increase is at most the coordinate-path cost S_k. Since (\E S_k^2)^{1/2}\le C_s n, Cauchy–Schwarz bounds the expected increase by C_s n e^{-c_s n/2}.
For each patch, Lemma 8.1 bounds the mean unrestricted cost above its norm value by C_s\sqrt n\log(2+n). The latter value is \mu(n\delta d)=n\delta h(d) because d lies in the cone of the face. Summing over the m patches in a unit period proves the first inequality in (9.8); increasing C'_s gives the second.
Parametrize each patch monotonically from k\delta to (k+1)\delta, for example proportionally to its number of edge occurrences. Its \|\cdot\|_*-distance from its nominal location is at most r/4+\delta\|d\|_*\le r/4+K_{\mathrm{lat}}\delta|d|_1<r. The inputs for each patch lie within this same distance of every nominal point in the patch. Thus the radius-ten locality condition holds. The rule commutes with translation by d, and each period has finite expected cost. This proves admissibility.
Proposition 9.5 (Uniform positive lower bound). There is c_0>0, depending only on the fixed flat and the dependence radius 10, such that
for all sufficiently large admissible n. The constant c_0 is independent of the road rules, of sufficiently small s, and of the nearby rational directions. The lower threshold on n may depend on s and the divisibility requirements.
Proof. Two routes around a large square have small expected defects if \beta is small. We decrease weights near the middle of one route, leaving the other route and their common endpoints fixed. The first route then becomes a cheaper competitor, while the change in law is small enough to transfer that saving back to the original environment.
The two routes. Fix an admissible pair with common bound \beta. Write (\xi,\eta)=[A\ B]^{-1}x for its oblique coordinates, and put \rho=2r. Choose the fixed even integer
Use four translated roads, with nominal lines
They use the same physical edge weights and independent private inputs. Their strips have oblique half-width at most \rho.
At each nominal corner, determine the intersection from parameter windows of half-width 4\rho on the two incident roads. One road crosses the square of coordinate half-width 2\rho from left to right inside its horizontal strip, and the other crosses from bottom to top inside its vertical strip. The elementary planar crossing property for a rectangle gives an intersection. Nearest- neighbor lattice edges can meet only at a common vertex or along a common edge. If K_{\mathrm{lat}}/n\le r, a common vertex can be chosen with coordinate distance at most 2\rho from the corner and with both nominal parameters within 3\rho of their corner values: moving from an interior intersection to an endpoint of its edge costs at most 2K_{\mathrm{lat}}/n\le\rho in coordinates, after which tracking costs at most another \rho in nominal parameter. The chosen vertex remains in the inspected windows. Select the lexicographically first eligible vertex and then the first pair of eligible occurrences. These finite choices give a measurable local corner rule.
The bottom and right sides, traversed forward between these selected corners, form R_1; the left and top sides form R_2. Their initial and terminal vertices agree. Since 3\rho<1, every side used is a subpath of the periods with indices -1,0,\ldots,L. Nonnegative defects and Lemma 9.2 give, with C_R=2(L+2),
A region traversed by only one route. Consider the deterministic middle-side parallelogram
and let \mathcal E_n(S) be the edges having both endpoints in S\cap\mathcal G_n. The entire input support of R_2, including its selected endpoints and the middle corner, is outside S. Indeed that support is contained in the \|\cdot\|_*-neighborhood of radius 10 of the deterministic union \mathcal C of the left and top nominal segments and all incident nominal corner windows of parameter half-width 4\rho. The coordinate distance from S to \mathcal C is at least L/2-2-4\rho. By (9.3), its \|\cdot\|_*-distance is at least \tfrac34(L/2-2-4\rho)>10. The same separation holds for the unused corner window. Thus changing only weights in \mathcal E_n(S) leaves R_2 and its endpoints unchanged, even when its rule and corner selections are recomputed.
The bottom-road portion with nominal parameters between L/2-1 and L/2+1 belongs to R_1. For sufficiently large n, every edge meeting this portion has both endpoints in S. Discarding the first and last partial edges leaves endpoints with coordinate separation at least 2-2\rho-4K_{\mathrm{lat}}/n\ge1. Each microscopic edge has (A,B)-coordinate length at most 2K_{\mathrm{lat}}/n, so the resulting lattice path has at least n/(2K_{\mathrm{lat}}) edges, up to integer rounding. Loop erasure preserves the endpoints and their separation, so the resulting self-avoiding path obeys the same length bound and has no greater cost.
There are at most C_V n^2 vertices in S\cap\mathcal G_n, where one may take C_V=(8M+3)^2. Apply Lemma 9.3 with
For n\ge4K_{\mathrm{lat}} the resulting bound is
The constants c,C>0 depend only on K_{\mathrm{lat}},M. Uniformity in the road rule follows because the cheap-path event includes every self-avoiding path starting at every vertex of S.
Perturbation and transfer of the saving. Keep the private inputs fixed. For 0<\varepsilon\le1/2, put a_n=1-\varepsilon/n and multiply every weight in \mathcal E_n(S) by a_n. Let \PP be the original joint law of weights and private inputs, and \mathbb Q its pushforward under this map. Write m_n=|\mathcal E_n(S)|. Since each vertex is charged at most two undirected edges, m_n\le C_E n^2, where C_E=2C_V. The relative entropy of a scaled exponential variable with respect to an unscaled one is a_n-1-\log a_n. Product additivity, followed by Pinsker’s inequality [33, Theorem 31, order one], with total variation taken as one half of the L^1 distance, gives
Here we used -x-\log(1-x)\le x^2 for 0\le x\le1/2.
Set \lambda=a_*\varepsilon/2. Let E be the event that the cost of the current R_2 exceeds passage time between its current endpoints by at least \lambda. This event uses only the current R_2, its endpoints and the passage metric. In the perturbation coupling, outside the event in (9.11), the old R_1 saves at least a_*\varepsilon. It still joins the endpoints of the unchanged R_2. If its old cost exceeded that of R_2 by at most \lambda, it is therefore a competitor cheaper by at least \lambda after perturbation. Equation (9.10) and Markov’s inequality give
Only the old R_1 is used as a competitor; its recomputed rule may produce a different path. Transferring E to the original law by (9.12) yields
In the original environment domination implies D_n(R_2)\ge\lambda on E, also for its random endpoints. Hence
Fix \varepsilon>0 with C_{\mathrm{TV}}\varepsilon\le1/8 and then take n large enough that q_n\le1/8. Rearranging yields
The constants in c_0 depend only on the uniform geometry bounds and the fixed locality radius. Taking the infimum over admissible pairs proves (9.9). The transfer used the event E, so no comparison of calibrations in the two environments was needed.
10 Local gauges for nearly calibrated roads
The defect estimates above involve the generally nonlocal calibration P_n. The next step replaces its increments by increments of a local gauge: an endpoint potential computed from nearby inputs. For endpoints with specified road labels, the corrected cost is Q_n(\gamma)-g(y)+g(x). These corrections telescope whenever successive pieces use the same endpoint label.
The construction has three stages. Short signed trips along crossing roads estimate calibration increments. A finite-cell projection turns these local estimates into local potentials. Interpolation then controls all attachment occurrences in a bounded window at once. Throughout, we estimate differences of calibration errors; we do not need a local approximation to the absolute value of P_n.
Expectations include the roads’ private randomness. We may condition throughout on a fixed finite collection of phases, provided every hypothesis, including the period defect bound, holds uniformly over the conditioned phase types. We retain the norm \|\cdot\|_* and geometry constants of Section 9.2. Conversion to (A,B) or (v,B) coordinates has operator norm at most 2 uniformly for 0<s<1/4; the scaled edge length is at most K_{\rm lat}/n, where K_{\rm lat} may depend on the fixed flat. Suppress the subscript n in this section. We write Q(\gamma)=\tau(\gamma)-nh(y-x) for a path from x to y, P(x)=B_n(0,x)-nh(x), and
A signed trip is a concatenation of forward road intervals with specified signs: both Q and the increments of P are summed with those signs. It estimates a potential difference. Physical path costs, by contrast, always charge every traversal positively.
10.1 A bounded network of signed comparisons
Lemma 10.1 (Local increment comparisons). Let A=v+sw, B=w+sv with 0<s<1/4, and suppose two road rules have tracking radius r and dependence radius 10 in \|\cdot\|_*, and expected defect at most \beta on each marked unit period. There exist numerical constants r_0,H,C>0 with the following property whenever r<r_0 and n\geq K_{\rm lat}/r.
One can choose a random anchor X_z near each point z_1A+z_2B, z\in\Z^2, and, for i=1,2, a random variable E_{z,i} such that
The variable E_{z,i} uses only input cells at index distance at most H from z. Here an input cell contains all microscopic weights and private inputs assigned to the corresponding unit parallelogram.
One may also prescribe any collection of additional marked anchors X_{z,\lambda}, each on a translated A- or B-road within a fixed distance of z_1A+z_2B. There are comparisons of the same kind between any two such anchors at the same or neighboring indices. Their constants depend on that distance, but not on the number of labels \lambda.
Proof. We build a grid from the two road families, then attach any additional anchor to that grid by a bounded signed trip. Put an A-road on each line jB+\R A and a B-road on each line iA+\R B. Write physical coordinates in the basis (A,B). The coordinate-conversion bound implies that the first road lies in |x_2-j|\leq\delta and the second in |x_1-i|\leq\delta, where \delta=2r. Take r_0=1/100, so 8\delta<1/2.
The portions whose nominal parameters are within 4\delta of the nominal crossing connect opposite sides of a small rectangle. The planar crossing property gives an intersection of the two portions. An intersection lies in both strips and hence within coordinate distance \delta of the nominal crossing. Nearest-neighbor paths meet at a common vertex or along a common edge. Each scaled edge has (A,B) coordinate length at most 2K_{\rm lat}/n\leq\delta; a vertex of that edge therefore has coordinate distance at most 2\delta from the crossing and nominal parameter distance at most 3\delta on either road. It lies within the inspected portions. Choose the first such vertex occurrence along the A portion, breaking any remaining tie by its occurrence on the B portion. This choice uses only those two bounded portions, is covariant under lattice translations, and specifies X_{(i,j)} together with its occurrence label on each road. Loops and repeated visits cause no ambiguity because occurrences, rather than only vertex names, are used.
The disjoint parameter windows order neighboring intersections along the relevant road. Define E_{z,1} as the Q-cost of the intervening forward A portion, and define E_{z,2} using the B portion. Each portion lies in a fixed number of marked periods, so additivity and nonnegativity bound its expected defect by C\beta. This proves (10.1).
Tracking and locality put all inputs in a fixed number of unit parallelograms. Assign boundary weights by a fixed half-open convention and private inputs to the cell of their nominal location. Since each microscopic input is assigned to one cell, the cell variables are independent.
To attach an additional anchor, follow its road with either sign to a nearby transverse network road, then follow that road to a network intersection. A bounded number of network intervals reaches any other anchor under consideration. All nominal distances are bounded, and crossings use the same local selection rule. The error on each signed interval is its signed defect, whose absolute value is bounded by complete-period defects. The triangle inequality gives the stated comparison. Its constant depends on the allowed anchor distance, independently of the number of other labels.
10.2 An explicit finite-cell lemma
We now isolate the step from local increment estimates to a local potential. Only independence of coarse cells is needed. A cell may contain arbitrarily many microscopic variables, so the constants below do not depend on lattice scale or on the fineness of a fixed row mesh.
Lemma 10.2 (Local increments admit a local potential). Let (\eta_z)_{z\in\Z^2} be independent random elements and let V_{z,\lambda}\in L^1, where \lambda belongs to an arbitrary label set with a distinguished label 0. Set \mathcal F_I=\sigma(\eta_z:z\in I) and Q_H(z)=z+[-H,H]^2\cap\Z^2, with integer H\geq2. Suppose that whenever |z-z'|_1\leq1, and for every pair of labels in question, there is an \mathcal F_{Q_H(z)}-measurable variable E_{(z,\lambda),(z',\lambda')} such that
Then there are random variables g_{z,\lambda}, measurable with respect to \mathcal F_{Q_{R+2H}(z)}, where R=8H+20, such that
The constant C_H depends only on H, not on the number of labels. Translation covariance is preserved whenever the true increment field V_{z',\lambda'}-V_{z,\lambda} is covariant under measure-preserving input shifts and the deterministic means have the required covariance.
Proof. We decompose a local increment according to the finite sets of cells on which it depends. Each component can be integrated locally; an exterior detour controls the error where that integration is cut off.
For a nonempty finite S\subset\Z^2, define
These are finite-product ANOVA (Hoeffding) projections; see Efron and Stein [15, Section 2] for the classical square-integrable decomposition. Here we use only finite inclusion–exclusion identities in L^1. Each projection has mean zero and L^1 operator norm at most 2^{|S|}. If F is measurable with respect to a finite cell set N, then \Pi_SF=0 unless S\subset N, and
Cancellation and independence prove both identities directly in L^1; no infinite or L^2 expansion is involved.
A comparison supported on Q_H(z) has components only on sets of at most m=(2H+1)^2 cells and diameter at most 2H. Accordingly, let \mathscr S be the collection of nonempty finite sets S with |S|\leq m and \operatorname{diam}_\infty S\leq2H. Let k(S) be the lexicographically least point of S, put
and use z_S as a reference beyond the cutoff U_S. Define
There are only a bounded number N_H of summands: k(S) must lie in Q_R(z) and S\subset Q_{2H}(k(S)). For example N_H\leq(2R+1)^2 2^{(4H+1)^2} suffices. Every summand is measurable with respect to cells in Q_{R+2H}(z) and has mean zero. This proves locality and (10.3).
The cutoff error. Suppose z\in U_S but a neighbor z' lies outside. There is a lattice path from z to z_S of length at most 20(R+4H+10) lying outside Q_{R-2}(k(S)): follow the boundary of Q_R(k(S)) to its eastern side and then move east. Every local support Q_H(u) along this path is disjoint from S\subset Q_{2H}(k(S)). If necessary first switch from label \lambda to label 0 at z. By (10.2), telescoping and the projection norm,
Each local comparison has zero \Pi_S projection because its support misses S. The connected exterior in two dimensions is used exactly at this step.
Recovery of an increment. Consider an edge (z,\lambda),(z',\lambda') from the hypothesis and write W=V_{z',\lambda'}-V_{z,\lambda} and E for its local comparison. The centered variables satisfy \|W-\E W-E+\E E\|_1\leq2\varepsilon. Every nonempty subset of Q_H(z) contributes to both endpoint gauges, since R>H+1. A set contributing at both endpoints gives \Pi_SW, within 2^m\varepsilon of \Pi_SE; this latter projection vanishes when the set is not contained in Q_H(z). A set contributing at only one endpoint is controlled by (10.7). Thus (10.5), the centered error bound above and at most 2N_H component errors prove (10.4). For a same-index label change there are no cutoff terms.
Finally, the choices k(S), U_S and z_S commute with index translations. The random summands in (10.6) contain only differences of V, so a random common additive constant under translation cancels. Covariance of the increments and the deterministic means therefore passes to the gauge.
Remark 10.3 (Random-anchor means). In the application V_{z,\lambda}=P(X_{z,\lambda}), the deterministic mean in (10.6) need not be zero. It is, however, compatible with translation. If X_{z+k,\lambda}(\omega)=t_k+X_{z,\lambda}(\theta_{t_k}\omega), the centered cocycle identity and \E P(t_k)=0 give \E P(X_{z+k,\lambda})=\E P(X_{z,\lambda}). Thus it is a label mean, compatible with spatial covariance. A common deterministic constant may be subtracted from every label.
10.3 Interpolation and uniform envelopes
Apply Lemmas 10.1 and 10.2 with \varepsilon=C\beta. To extend the result from marked anchors to arbitrary attachments, let g_i be the gauge at the ith marked cut of a road and put
Additivity and nonnegativity of defect give
For an occurrence between the marked cuts i and i+1, with nominal parameter t\in[i,i+1], set
Here Q(i,t) includes the occurrence label. During a pause the formula is applied separately at successive occurrences; as before, a pause at an integer belongs to the following period. For any two ordered occurrences in the same marked period, cancellation gives
Reversing a signed trip changes the sign of this identity. Splitting at integer levels shows that a prescribed window of length \ell\le1 has absolute corrected cost at most \ell times the sum of |C_i| over its at most two periods. In particular, taking a supremum over attachment occurrences costs no factor for the number of lattice vertices in the window.
Writing P(t) for the calibration at the physical occurrence,
The right-hand side has expected absolute supremum at most C\beta, because 0\le D(i,t)\le D(i,i+1). Together with the anchor increment estimates, this gives the simultaneous bounds needed for randomly selected attachments.
Local extrema with variable endpoints. All parameter windows used in a local optimization are closed and bounded. A bounded polygonal domain denotes its closed intersection with the metric graph, subdivided at the finitely many endpoints of point or segment intersections with its boundary. These conventions justify the extrema below even when an attachment lies inside an edge.
For fixed local inputs, a window contains finitely many labeled edge occurrences. Positive edge weights allow loops in a physical competitor to be deleted. Deletion preserves the later band and drawdown constraints, because it retains a subsequence of the traversal order. There are therefore finitely many combinatorial route types. For one type, let (a,b)\in[0,1]^2 be the fractions specifying its two endpoints. Membership in the closed parameter windows is a closed condition by continuity of the nominal maps. Membership in the subdivided domain, and the later band and drawdown conditions, are also closed: on each linear segment the coordinate extrema occur at its endpoints, leaving finitely many inequalities. Thus the feasible fractions form a compact set. Partial passage costs and the interpolated gauges are continuous in these fractions, including during a nominal pause. Each corrected objective consequently attains its extrema on every nonempty type.
The extrema and a selected optimizer are measurable from the same local inputs. To see this directly, enumerate the route types by a fixed order of their relative edge and occurrence codes. For one type its constraints can be written as F(a,b)=0, where F\ge0 is continuous in (a,b) and measurable in the local record; write c(a,b) for its continuous cost. With the infimum of the empty set equal to +\infty, compactness gives
The right side is measurable. For an empty feasible set it is eventually +\infty. When some type is feasible, take the first minimizing type, then successively minimize the two endpoint coordinates on its compact set of minimizers. The same formula makes this selector measurable, and the relative order makes it commute with translations. If every type is empty, return a fixed no-path symbol. The same argument applied to -c handles suprema, and equality of two physical attachment points is one more closed constraint for switch costs. A nonnegative envelope over an empty family, including the negative part defining U', is set to zero.
Lemma 10.4 (Local envelope). Fix m road labels and parameter windows of length at most L contained in a bounded macroscopic neighborhood of a deterministic cell. There is a nonnegative local random variable U with \E U\leq C_{m,L}\beta which bounds all of the following: absolute corrected signed costs within these windows; sums with a bounded number of switches between these labels at intersections; and the gauge differences for such switches at their common physical vertex. The support radius depends only on L, the neighborhood size, and the original road locality radius.
If a physical path is confined to a prescribed deterministic finite closed metric subgraph and has endpoints on two of the windows, its corrected cost, including signed adjustments to prescribed center anchors, is bounded below by -U' for a local nonnegative variable U' with \E U'\leq C_{m,L}\beta. Its support also includes the prescribed subgraph. This bound holds simultaneously for every such path and every choice of its endpoints.
Proof. Define U as a fixed multiple of the sum of the suprema of the listed corrected costs and switch gauge differences, large enough for the allowed number of switches. It is local because the road windows and their gauges are local.
For its expectation, compare with an auxiliary sum over the finitely many relevant periods and anchors: include |C_i|, the defects D(i,i+1), and the absolute increment discrepancies in (10.4). At a switch the two calibration values refer to the same physical vertex and cancel. Equations (10.10) and (10.11) therefore bound U by a constant times this auxiliary sum. Its expectation is O(\beta), regardless of how many microscopic occurrences lie in the windows.
For physical competitors, let U' be the negative part of the minimum endpoint-adjusted corrected cost in the prescribed subgraph. This is again a local measurable variable by the preceding endpoint-selection argument. Domination gives Q\ge\Delta P for every competitor. After endpoint corrections, only calibration-error increments and signed corrected anchor adjustments remain in the lower bound. The same auxiliary sum controls their suprema in expectation by O(\beta).
The auxiliary estimates may be nonlocal; U and U' were defined from the local costs themselves. Thus the argument does not require local pointwise dominators for the absolute errors P-g.
Lemma 10.5 (Linear-scale tail bound). Suppose the period excess bound satisfies \beta\leq C_s n^\alpha for some fixed \alpha<1. Fix the neighborhood and finitely many labels of Lemma 10.4. After subtraction of one common deterministic reference-label mean, a local random variable V bounds the absolute gauges at all those occurrences and the absolute raw signed Q-costs of their bounded road adjustments. For any fixed \alpha'\in(\max\{\alpha,1/2\},1), Lemma 8.1 gives
The constants may depend on the fixed neighborhood and label collection.
Proof. We bound the expectations of the local suprema appearing in the statement, then take their sum as V. The passage-time deficits used to estimate these expectations need not be local.
Choose a fixed macroscopic box containing the road portions in question, the bounded comparison trips used below and every lattice edge meeting them. Let K_n^{\rm vert} be the maximum of (\mu(n(y-x))-T(nx,ny))_+ over lattice vertices in that box, and let M_n be its maximum edge weight. Put
The lower concentration estimate, summed over polynomially many vertex pairs and then integrated, gives \E K_n^{\rm vert}\le C n^{\alpha'}. The exponential tail and O(n^2) edges give \E M_n=O(\log(2+n)). Hence \E K_n\le Cn^{\alpha'}.
The enlargement handles interior-edge endpoints as well. Given a road subinterval from x to y, attach partial edges to endpoints x',y' of the incident lattice edges. The resulting vertex-to-vertex path costs at most the subinterval cost plus 2M_n, while
The definition of K_n^{\rm vert} therefore shows that every forward road subinterval in the box satisfies Q\geq-K_n, because \mu\geq h. For a complete period q=Q(i,i+1) we therefore have \E |q|\leq\E q+2\E K_n \leq\beta+2\E K_n. If q=q_1+q_2+q_3 is split at any two occurrences, then q_2\geq-K_n and q_2\leq q+2K_n. Thus the supremum of absolute raw subinterval costs is bounded by |q|+2K_n, including for intervals selected after inspecting the road. The same conclusion holds for a bounded signed trip by addition.
For the gauges, each summand in (10.6) is a projection of a potential difference. Lemma 10.1 approximates that difference by a bounded signed trip with L^1 error O(\beta). The projection norm and the fixed number of terms therefore give an O_s(n^{\alpha'}) bound. Taking expectations of the same comparison bounds the differences of deterministic label means. Interpolation by (10.9) extends the bound to the windows. After the common deterministic centering, the sum of these local absolute suprema supplies V. Markov’s inequality then gives the asserted tail.
For random phases, take the common centering constant to be the mean of a specified fixed-phase reference anchor, and attach its translated copy as an extra label near each site. The signed-trip comparison bounds the difference between any phase-conditioned anchor mean and this reference by C_s n^{\alpha'}, uniformly in the phase. The centered cocycle identity makes the reference mean independent of the site. Thus centering remains deterministic and introduces no shared random phase.
10.4 A common gauge in several exterior completions
The preceding construction uses a calibration from one complete environment. We now show that its gauge on a preserved incoming road can be approximated using only that road’s own inputs. This gives a common endpoint correction when the exterior environment is completed in several different ways.
Lemma 10.6 (A gauge from the preserved incoming road). Fix deterministic tubes and a baseline road contained in one of them. Write \eta=(\eta_0,\eta_{\rm other}) for all preserved tube weights, where \eta_0 consists exactly of the weights in the baseline’s own tube and \eta_{\rm other} contains the remaining preserved edges. Let \xi contain the baseline’s private road seeds and a private completion of the entire complement of its own tube. Construct the baseline once, using the actual weights in its own tube and these private inputs everywhere else. The resulting road is a function of (\eta_0,\xi) alone.
In each world j, retain all prescribed tube weights and use an iid completion \zeta^j elsewhere. For every j, the private input \xi is independent of the joint tuple (\eta,\zeta^j); different worlds may share coordinates with one another. Assume that every world has the correct product weight law, uses the same measurable calibration map, and supplies the local comparison network above with period bound \beta. Assume also that the shared baseline is admissible in every world and has expected defect at most \beta on each marked period there. The latter condition follows from the random-cut period identity when the shared baseline rule has period excess at most \beta.
Let g_x^j be the gauge given by (10.6) at a marked baseline anchor. There is a local function g_x^{\rm in} of (\eta_0,\xi) alone such that, in every world,
Its support radius and the constant C are uniform in the number of worlds. After interpolation along any bounded baseline interval, the same assertion holds with an expected supremum bound of order \beta. No identification of the calibrations in different worlds is asserted. In particular, incoming gauges for disjoint baseline tubes with independent private completions and seeds are independent.
Proof. Use the same deterministic coarse cell partition in every world. Within each cell, group the common tube coordinates, common private coordinates, and additional coordinates of that world. These cells are independent. Until we establish that a projection is common to all worlds, \Pi_S denotes the finite-cell projection in the product space of the world under consideration.
We first replace each calibration difference in the gauge formula by a common baseline cost. Let x be the anchor’s coarse index, and choose a marked anchor y on the same baseline, a fixed integer number L_0 of periods earlier. Take L_0 large enough that y lies outside every cutoff U_S contributing at x in (10.6), with an additional margin of 4H+20. The coordinate-conversion bound allows one choice of L_0 for all 0<s<1/4.
Let Q_{y,x} be the forward baseline cost from y to x. The traveled edges lie in the baseline’s own preserved tube, and the path and its marked occurrences depend only on (\eta_0,\xi). Thus Q_{y,x} is the same random variable in every world. Adding the period defects along this fixed number of periods gives
Fix a contributing set S. Attach y to the comparison network locally near y, and connect that network anchor to the reference anchor at z_S by signed comparisons along the boundary of Q_R(k(S)) and its exterior. Such a route can reach the square’s boundary, follow it to the eastern side, and then move east to z_S, just as in the cutoff argument leading to (10.7). The initial attachment is separated from S by the margin at y. Along the remaining route, the local supports Q_H(u) miss S\subset Q_{2H}(k(S)), since R=8H+20. The route has bounded length: L_0 is fixed, k(S)\in Q_R(x), and z_S-k(S) is fixed by the gauge construction.
Every local comparison on this route therefore has zero \Pi_S projection. Telescoping their calibration differences, using their O(\beta) errors and the bounded projection norm, yields
Combining this estimate with the preceding baseline estimate shows that each summand of g_x^j differs by O(\beta) from \Pi_SQ_{y,x}.
It remains to check that these projected baseline costs, including the deterministic mean term, are common to all worlds. The joint marginal law of the world weights and the shared baseline is the same in every world: the baseline uses its own tube weights together with private inputs independent of that world’s actual exterior. Since the calibration map is also the same, the mean m_x=\E P^j(X_x) is independent of j. Define
For any cell subset, conditioning Q_{y,x} on its independent \eta_{\rm other} or \zeta^j coordinates adds no information to its (\eta_0,\xi) coordinates. Consequently, every conditional expectation in \Pi_SQ_{y,x} is a function only of that subset’s (\eta_0,\xi) coordinates. These conditional expectations, and hence the projections themselves, can be chosen as the same functions in every world. They have no dependence on weights in the other preserved tubes.
Only a fixed number of sets S contributes, all within the fixed support radius of (10.6). Summing the projection errors proves (10.12) and locality, with constants independent of the number of worlds. The displayed construction also proves the independence assertion: disjoint baseline tubes supply disjoint sets of product edge weights, their private input collections are independent, and m_x is deterministic.
Finally, interpolate the common anchor gauges using the common raw baseline cost. In (10.9), the raw Q terms cancel when the two interpolations are subtracted. For t\in[i,i+1], their discrepancy is therefore the linear interpolation of the discrepancies at i and i+1. Its supremum is bounded by the sum of those two anchor discrepancies. A bounded interval meets only a bounded number of periods, which proves the stated expected supremum bound.
Remark 10.7 (Finite averaging of mesh offsets). Suppose the required row translations generate a finite group modulo the coarse mesh periods. Perform the construction for every translated coarse mesh, and average the resulting gauge functions. Each required translation permutes these finitely many functions, so their average has exact covariance under the row translations. All their supports lie in one fixed-radius ball. By the triangle inequality, averaging preserves every preceding L^1 bound without a factor equal to the number of offsets. Applying the incoming-road construction separately for each offset and then averaging also preserves Lemma 10.6. The averaging is over deterministic offsets and introduces no shared random mesh phase.
11 Phase conventions and locality of the comparison fields
The gauges, links, and auxiliary comparison networks will all be realized on one probability space. We first specify how translations act on their private inputs, then choose the wall phases and the comparison meshes. These conventions give the column independence needed for the output road and the finite-template reduction needed for two-dimensional selected-path estimates.
Spatial private inputs and wall phases. Index a d-road by its structural role and its nominal origin modulo \Z d, and index each private input also by its spatial location. A unit longitudinal shift keeps the road-position class and shifts the spatial index; a transverse or fractional-phase shift acts on both. Auxiliary world starts and transition slots carry their own position indices and translate as well. Distinct private coordinates are independent, and all are independent of the edge weights. Their product law is invariant under these shifts, as required by Definition 9.1. Thus translated road copies can use the same physical weights and independent private completions; two distant portions of one road also use disjoint private coordinates when their prescribed input neighborhoods are disjoint.
Fix a rational row spacing \sigma such that every row increment in use, including s, is an integer multiple of \sigma. Let \mathcal H\subset\R/\Z be the finite subgroup generated by these increments. The canonical B-walls have nominal lines jA+\R B, j\in\Z. Independently of the spatial inputs, give these walls independent uniform phases \phi_j\in\mathcal H, measured relative to their nominal origins jA. Their absolute phases in (v,B) coordinates are
All auxiliary A-roads have deterministic longitudinal phases relative to their nominal origins. Their private randomness follows the spatial indexing convention above.
Choose representatives \phi_j\in[0,1). A phase translates the road rule together with its marked cuts and private inputs. More explicitly, if \gamma_B(u) is the original B-road rule, the phased wall is
Here t is the nominal parameter relative to jA. The marked cuts u=k have absolute heights js+\phi_j+k. We restrict n to sufficiently divisible integers so that every phase displacement is a lattice translation. At each fixed phase, translation preserves the product input law and the expected marked-period excess. Consequently the nonnegative period-defect estimates and all bounded-window comparisons remain uniform after the phases are fixed. Changing a phase representative by an integer simply invokes the road’s unit-period covariance.
Averaging the comparison gauges. Fix one comparison radius H large enough for every structural local anchor attachment used below. In each offset mesh, register each labeled anchor once at the lexicographically first nearest mesh index to its deterministic nominal point, and reuse that registration wherever the label appears. This rule commutes with translations and has a uniform distance bound; longer comparisons telescope these local ones. Lemma 10.1 therefore permits this choice before the canonical gauges are defined. Keep H, the cutoff family, the reference anchors, and the offset group fixed when later labels are added.
For each a\in\mathcal H, take the unit (A,B) comparison mesh shifted by aB, with auxiliary A-roads on its horizontal lines. Apply Lemma 10.2 on this mesh. For each physical road label used in a bounded comparison—a canonical B-wall, an A-road, a corridor road, or a baseline introduced later—include the same physical anchor as an additional label in every mesh. Average its gauge functions over a. The formula (10.6) for a label uses only that anchor and the mesh’s reference anchors, so these labelwise definitions agree when two local comparisons overlap.
All labels taking part in a switch are averaged over the same offsets. In particular, their averaged gauge difference is the average of the within-mesh differences controlled by the local-envelope lemma. The private inputs of all translated meshes are indexed as above, so translations permute this finite family. This construction changes only endpoint potentials: the physical roads and their anchor occurrences are already fixed.
Adjoining a new road label in this fixed construction does not change an existing gauge formula. Any new primitive coordinates placed in the cells are jointly independent of the preexisting primitives; conditioning an old variable on those extra coordinates does not change its conditional expectation. Thus later baseline labels can be added without changing the canonical wall gauges that define the link field.
Lemma 11.1 (Local phases and covariant gauges). The averaged gauges retain the local bounds, means, interpolation identities, and common-tube comparisons of the preceding section. Their support radii and bounds do not acquire a factor |\mathcal H|. They are covariant under translation by A, and their laws are covariant under every row shift in \mathcal H.
For a link or gauge in a fixed neighborhood of wall j, all random phase dependence is confined to a fixed number of wall indices near j. Together with the independent spatial inputs, this gives independence of entire columns at sufficiently separated indices. The separation constant is independent of |\mathcal H| and \sigma.
Proof. We first check phase dependence, including that of the conditional expectations used to construct a gauge. An anchor is determined by local weights, local private inputs, and the phases of the roads in a fixed neighborhood. The calibration itself depends on the weights alone. Each projected variable in (10.6) is the difference of calibration values at two anchors: the anchor carrying the gauge label and the reference anchor indexed by z_S. Both anchors lie within a fixed distance of the gauge’s location. Indeed, for a gauge indexed by z, one has k(S)\in Q_R(z) and z_S=k(S)+(R+4H+10)e_1.
Regard the phases as fixed parameters when taking expectations over weights and private inputs. The variable being integrated depends on the phases only through the two anchors. Its conditional expectations therefore depend on the same finite list of phases. This applies to every projection and to the deterministic anchor mean in the gauge formula. The number of potentially involved B-wall indices is bounded by their spatial range, independently of the number of possible phase values. The spatial support of each projection is the one given by Lemma 10.2.
All mesh offsets lie in one bounded fundamental cell. Thus the supports of the gauges being averaged lie in one fixed larger neighborhood, uniformly in |\mathcal H| and \sigma. The triangle inequality for the normalized average preserves the L^1 estimates without a factor |\mathcal H|. At a fixed physical anchor, each mesh gauge has the same mean, namely the expected calibration value at that anchor, so averaging preserves this mean. For a switch between two labels, the triangle inequality applied to the average of their within-mesh gauge differences preserves the switch estimate without a factor |\mathcal H|. Interpolation is affine in the anchor gauges and uses the same physical road cost on every mesh. It therefore commutes with averaging. The construction from the preserved incoming road can be averaged in the same way; its common-tube comparison and its dependence only on the baseline’s own tube inputs and private field are preserved.
Translation by A advances the wall index by one and the absolute row height by s. Since \theta_j=js+\phi_j, its action on relative phases is the ordinary shift of the sequence (\phi_j)_{j\in\Z}. The road rules, spatial inputs, and gauge construction are covariant under this joint translation, giving covariance under A. Translating the decorated network by aB, a\in\mathcal H, adds a modulo one to every wall phase and permutes the offset meshes. Integer carries are absorbed by unit-period covariance. The independent uniform phase law is invariant under this addition, and the spatial product law is translation invariant. This proves the asserted covariance of the row laws.
Finally, the non-phase inputs for an entire column lie in a strip of fixed width about that column. Sufficiently separated columns have disjoint strips and disjoint finite sets of wall-phase indices. The auxiliary A-roads contribute only private coordinates at the spatial locations being inspected. Hence the corresponding column sigma-fields are generated by disjoint independent inputs. The strip width and the range of wall indices are independent of |\mathcal H| and \sigma, as required.
Finite templates for selected-path estimates. A phase is shared along its entire wall, so the column independence above does not give two-dimensional finite dependence. For each fixed local test, however, Lemma 11.1 confines its phase dependence to finitely many wall indices, including both anchors in every gauge projection and the phases entering the anchor means. A template is an assignment of values in \mathcal H to this finite list. Section 13.6 extends these assignments periodically on sparse grids. Each template then gives an iid field, and their finite sum bounds the original nonnegative field pointwise. Different template fields need not be independent.
All translated offsets used here are rational and are fixed before n. Sufficient divisibility of n makes them lattice translations. The number of templates may depend on the fixed auxiliary meshes and on s, but it is independent of n and of the eventual denominators of the rational direction approximations. This auxiliary enumeration does not enter the input radius of the final road algorithm.
12 Uniform estimates for selected local observations
The local observations used later are chosen after inspecting the environment. We therefore need estimates for the largest reward over all admissible choices. There are two different tail estimates. Sparse-path counting controls fields with sufficiently light tails, including bounds obtained by choosing among separated candidates. For the tunnel rewards, the available tail is only of order t^{-2}; their control instead uses the thin geometry of the selected diagram and a directed collection bound.
Selected-path estimates are related to the greedy lattice-animal and lattice-path bounds studied by Martin [28]. The critical quadratic tails here require the additional collection and geometric deformation arguments proved below.
The collection bound (12.7) is a hypothesis, proved for tunnels in Proposition 13.5. It does not follow from locality and a first-moment estimate. All constants below may depend on the fixed lattices, cones, dependence ranges, and observation templates, but are uniform in the index n of a family of laws. Constants denoted by C_F may also depend on the deformation parameter F; constants denoted by C do not.
12.1 Sparse observations and light selected tails
Use the \ell^1 norm on \Z^2, and let \mathcal P_L be the nearest-neighbor paths starting at the origin with at most L edges. Sums in this subsection count each visited site once. Allowing at most m_0 occurrences per site multiplies the bounds by m_0.
Lemma 12.1 (Sparse-path estimate). Let (I_z)_{z\in\Z^2} be indicators with \PP(I_z=1)\le p. Suppose \Z^2 has a partition into q classes such that the variables within each class are mutually independent. For every integer L\ge0,
The same conclusion, with adjusted constants, holds for lists of distinct sites whose initial distance from the origin plus the sum of their successive distances is at most c(L+1), for fixed c. It also holds on any fixed full-rank planar lattice. In particular, it applies to a field with a fixed range of dependence.
Proof. First suppose all indicators are independent. If a path visits \ell distinct marked sites, list them in their order of first encounter as z_1,\ldots,z_\ell. With z_0=0, \sum_{i=1}^{\ell}|z_i-z_{i-1}|_1\le L. There are at most 4(d+1) displacements of \ell^1 length d. The number of possible lists is therefore at most
The identity follows from \sum_{d\ge0}(d+1)x^d=(1-x)^{-2}, followed by summing coefficients through degree L. The count includes lists that cannot occur along a path, which only increases the bound.
Distinctness makes the probability that a specified list is marked at most p^\ell. If M_L is the maximum in the statement and a=C(L+1)\sqrt p, the union bound gives
For a\le1/2, summing over \ell\ge1 gives at most \sum_{\ell\ge1}a^{2\ell}\le2a^2. For a>1/2, split at \lceil2a\rceil: the initial sum is O(a) and the remaining sum is geometric. Thus \E M_L\le C\min\{a,a^2\}, after adjusting constants also for 1/2<a<1. Combining this with M_L\le L+1 proves (12.1).
For a partition into independence classes, apply the same list count to sites in each class and sum the resulting q maxima. No independence between classes is needed. For example, when I_z depends on independent inputs in z+[-R,R]^2, residue classes modulo an integer greater than 2R give the required partition. The same partition argument works when sigma-fields generated by sets at distance greater than a fixed range are independent.
Only the budget for successive distances entered the counting argument, so it also proves the assertion about lists. An invertible linear identification of a fixed full-rank lattice with \Z^2 changes this budget by a fixed factor and proves the lattice version.
Corollary 12.2 (Integrated bound for selected tails). Let (U_z) be nonnegative fields whose dependence range is uniform in a possible law index n, and suppose \sup_{n,z}\PP(U_z>t)\le p(t). Then, for T\ge0,
In particular, a uniform bound \PP(U_z>t)\le A t^{-4} for t\ge1 gives C_A(L+1)/T for T\ge1. The same bounds hold for the site lists and bounded multiplicities in Lemma 12.1.
Proof. For u\ge0,
Take the supremum over paths, move it inside the nonnegative integral as an upper bound, and apply Lemma 12.1 at every level. Tonelli’s theorem gives (12.3), possibly with an infinite right-hand side. Integrating \sqrt A\,t^{-2} proves the fourth-power assertion.
The sharper minimum of (L+1)\sqrt{p(t)} and (L+1)^2p(t) in (12.1) can also be used inside the integral. In particular, the estimate has no additive constant independent of t to be integrated over an infinite interval.
Lemma 12.3 (Selection from separated candidates). A fixed bounded region contains at most J candidate cells. For each cell c, let U_c\ge0 be measurable with respect to a specified subset of one family of independent inputs, with \E U_c\le A. Suppose each admissible object provides a tuple of m cells whose input supports are pairwise disjoint. There is a local random variable V that bounds, simultaneously for every object, its smallest available U_c, and satisfies
For fixed J,m,A, the fourth moment of V is uniformly bounded when m>4. The same assertion holds conditional on auxiliary data if the disjoint supports retain their product law and each conditional first moment is at most the same deterministic A.
Proof. Before selecting an object, form
where the maximum ranges over all tuples in the region with pairwise disjoint supports, including those that no admissible object supplies. Set V=0 if there are no such tuples. This is a local variable and gives the required simultaneous domination. For each fixed tuple, independence and Markov’s inequality bound the probability that all m values exceed t by \min\{1,(A/t)^m\}. There are at most J^m tuples, so a union bound proves the tail estimate. Finally,
The conditional proof is identical. The object itself may depend on the whole environment: independence is used only for each fixed tuple, before taking the finite maximum.
12.2 Compressing a thin diagram by a lattice permutation
The critical-tail argument will compress one coordinate and stretch the other by reciprocal factors. The next lemma realizes this area-preserving deformation as a permutation of the lattice, so that transporting an iid field preserves its law exactly.
Lemma 12.4 (Bounded-displacement matching). Let \Lambda be a full-rank lattice in \R^2 and let T be invertible with |\det T|=1. There is a bijection \psi:\Lambda\to\Lambda and a finite b_T such that
For a bounded fundamental tile Q of \Lambda, one may take b_T\le\sup_{q,q'\in Q}|Tq-q'|. For an affine map Tz+a, the same bound holds with |\psi(z)-(Tz+a)| on the left.
Proof. Compare the tilings (T(z+Q))_{z\in\Lambda} and (w+Q)_{w\in\Lambda}. Join z to w when the corresponding tiles intersect in positive area. This bipartite graph is countable and locally finite. All tiles have the same area v_Q>0. Any union of k tiles on either side has area kv_Q and is covered, up to a null set, by its neighboring tiles on the other side. It therefore has at least k neighbors. Both finite Hall conditions hold.
Here is the compactness step giving a perfect matching. By finite Hall’s theorem [18, Theorem 1], any prescribed finite set of left vertices is covered by a finite matching M_1, and any prescribed finite set of right vertices by a finite matching M_2. The union of the two matchings consists of alternating paths and cycles, together with common edges. On each component one can choose an alternating matching covering all prescribed vertices. Internal vertices are covered by either choice. On an odd-length path, one choice covers both endpoints. On an even-length path, the endpoints lie on the same side, and the matching that covered the prescribed vertices on that side already covers every prescribed endpoint. Thus one matching covers both prescribed finite sets.
Exhaust the two vertex sets by finite sets and choose such a matching at each stage. A diagonal subsequence converges on every edge. Since each vertex has finite degree and is covered at all sufficiently large stages, exactly one of its incident edges belongs to the limit. The limit is a perfect matching.
Let \psi(z)=w for the matched pair. An intersection point has the form Tz+Tq=w+q', with q,q'\in Q, giving the stated displacement bound. Translate the first tiling by a to obtain the affine statement, with the same error relative to Tz+a.
We now specify the geometry and its uniformities. A cone here is closed, convex, pointed, and has nonempty interior. Fix a target cone \mathcal K strictly inside the positive quadrant, and fix linearly independent vectors u_1,u_2 strictly inside \mathcal K, ordered so that U=(u_1,u_2) has positive determinant. Let E=(e_1,e_2) range over a fixed compact set of matrices with positive determinant. For each application, E and its lattice matching are deterministic. No supremum over an environment-dependent choice of E is taken. All constants in the thin-diagram estimates below are uniform over the allowed matrices E, with F-dependence indicated by subscripts.
Lemma 12.5 (Thin diagrams and order errors). Fix H,c>0 and a full-rank lattice \Lambda. Suppose z_1,\ldots,z_k\in\Lambda satisfy the all-pairs condition
and lie in the parallelogram
For F\ge1, define
Then \det T_F=1. A matching \psi_F supplied by Lemma 12.4 sends these sites into a deterministic square of diameter at most
For every fixed r_0>0, there is a finite R_F, uniform in E, such that, if i<j and |z_j-z_i|>R_F, then \psi_F(z_j)-\psi_F(z_i)\in\mathcal K and both coordinates of this increment exceed r_0.
Proof. The scalar prefactor makes the determinant one. In E-coordinates, the map contracts the first extent of the box by F and expands the second by F. The prefactor and U have uniform bounds, so the transformed diameter is at most C(N/F+F\delta N)+C_F. The fundamental-tile bound in Lemma 12.4 bounds the matching error uniformly in E for fixed F. Adding this error proves (12.6). Its N-dependent coefficient C is independent of F; the deformation of the fixed margins and the matching error are included in C_F.
For v=z_j-z_i, condition (12.4) gives v=Ea+e with a\ge0 coordinatewise and |e|\le CH. The vector T_FEa is in the cone generated by u_1,u_2, strictly inside \mathcal K. Consequently its distance to the complement of \mathcal K, and each of its positive coordinates, are at least \rho_{\mathcal K}|T_FEa| for a fixed \rho_{\mathcal K}>0. For fixed F,
with c_F>0. Replacing T_Fv by \psi_F(z_j)-\psi_F(z_i) adds at most twice the matching error. Choose R_F so that the cone margin and the two coordinate margins exceed these errors plus r_0 whenever |v|>R_F. Compactness of the allowed matrices makes this choice uniform in E.
The all-pairs condition is essential: a bounded error at each successive step may accumulate. The box condition follows, for example, when the same all-pairs condition also includes deterministic initial and terminal points with E-coordinates (0,0) and (c'N,\delta'N), where 0\le c'\le c and 0\le\delta'\le\delta. Neither condition bounds the number of visits to one site; that is a separate hypothesis below.
12.3 Critical tails in a thin diagram
Let (Y_z)_{z\in\Lambda} be a nonnegative iid field on a fixed full-rank lattice. For L\ge1 and x\in\R^2, let G(L,x) be the maximum of \sum_{z\in S}Y_z over chains in x+[-L,L]^2 whose successive increments lie in \mathcal K and have both coordinates at least r_0. Include the empty chain and all singletons. Suppose the laws, possibly indexed by n, satisfy
with the same constants for every n. This finite-volume bound will be proved for the charged tunnels in Proposition 13.5, before its use in Section 14.
Lemma 12.6 (Weak second-moment bound). Under (12.7),
Proof. Fix a law and t>0, and set p=\PP(Y_z>t). There is nothing to prove if p=0. Otherwise choose L comparable to p^{-1/2}, with lattice-dependent comparison constants, so that L\ge1 and [-L,L]^2 contains at least p^{-1} lattice sites. Independence implies that some value in the square exceeds t with probability at least 1-e^{-1}. Since singletons are allowed in G,
Rearrange and combine with p\le1. The constants do not depend on the law.
This is a weak L^2 estimate, not an assertion of a finite second moment. Substituting its t^{-2} tail into the square-root integral in (12.3) gives a divergent bound. The next argument uses the thin box to control the values that would cause this divergence.
Lemma 12.7 (Negligible selected tails in a thin diagram). Assume (12.7), and fix H,c,m_0. For N\ge1, let \mathcal S(N,\delta) consist of finite site sequences satisfying (12.4) and (12.5), with at most m_0 occurrences per site. Suppose also that their distinct sites can be visited by a path whose initial distance from the origin plus total length is at most c(N+1).
For every F\ge1 there is C_F<\infty such that, for T\ge1 and 0\le\delta\le F^{-2},
Here C is independent of F,T,\delta,n. Consequently, for every \varepsilon>0 there are \delta_0>0 and T_0<\infty such that, for every sequence of laws and every N(n)\to\infty,
Finite sums of field types and independence sublattices satisfy the same conclusion if their number and all required constants are uniform.
Proof. Fix F, and take R_F from Lemma 12.5. We divide the selected values into nearby collisions, which have a lighter tail, and one separated set, to which the collection bound applies.
Collision values. Define the local field
If D_z>t, both Y_z and one distinct neighboring value exceed t. Independence and Lemma 12.6 give
This argument includes laws with atoms. The dependence range of D is fixed once F is fixed. The path budget and Corollary 12.2 therefore bound the expected supremum of its selected tail sums by C_F(N+1)/T.
Separated values. For any admissible sequence, keep one occurrence of each site in its original order and pay a factor m_0 for multiplicity. Among these sites with Y_z>T, process values in decreasing order, breaking ties by a fixed deterministic order. Retain a site if its distance from every previously retained site is greater than R_F. Every discarded site has a distinct retained neighbor with at least its value, so its value equals D_z. The retained sites are pairwise separated by more than R_F.
Put the retained sites back in their original order. The all-pairs order condition still holds, so their images under the deterministic bijection \psi_F form an admissible directed chain. They lie in a deterministic square with radius
The transported field \widetilde Y_w=Y_{\psi_F^{-1}(w)} has exactly the original iid law. Thus the retained reward is at most the corresponding G_n(L_F,x_F) in this transported field, for a deterministic center x_F.
Crucially, the same square and the same field permutation work for every original admissible sequence. Hence this domination holds after taking the supremum over those sequences, even though the pruning and the retained chain depend on the observations. By (12.7), its expectation is at most
Add the collision estimate and absorb the fixed factor m_0 to obtain (12.8).
Choose F first so that C/F<\varepsilon/3, then choose T_0 so that C_F/T_0<\varepsilon/3, and set \delta_0=F^{-2}. The remaining terms vanish after division by N(n)\to\infty, uniformly over the laws. For finitely many types, bound the supremum of a sum by the sum of the suprema. For a finite-range field, first split into finitely many sublattices on which each fixed template has an iid law, provided the collection hypothesis holds for every such law. Apply the argument separately and sum.
Only one retained chain is charged to the collection bound. No packing factor depending on F multiplies N/F; all costs of the increasing collision radius enter C_F/T or the additive C_F. This is why the order of choices F, then T, then a sufficiently large N is effective.
12.4 Concentration along slowly varying rows
Lemma 12.8 (Uniform row concentration, including omissions). For each n, let W^{(n)}_{i,j}, i,j\in\Z, be real random variables with |W^{(n)}_{i,j}|\le B. Suppose that for every deterministic sequence (j_i), the variables (W^{(n)}_{i,j_i}) in each residue class i\pmod q are mutually independent. The integer q\ge1 and B<\infty are fixed. One sufficient condition is mutual independence of the sigma-fields generated by entire columns in any set of columns separated by at least q.
Fix d<\infty and \varepsilon>0. Consider rows with |j_1|\le N^d and \sum_{i=1}^{N-1}|j_{i+1}-j_i|\le\delta N, and omission sets O\subset\{1,\ldots,N\} with |O|\le\eta N. For sufficiently small fixed \delta,\eta>0, depending only on \varepsilon,B,q,d, uniformly in n,
The convergence is exponential up to a polynomial factor. If all means equal m_n, the comparison sum is m_n(N-|O|). The conclusion applies to indicators and to bounded sums over any fixed finite list of offsets or types that separately satisfy the hypotheses, with adjusted constants. A direct application to the sum requires independence at a spacing q appropriate to its combined input supports.
Proof. The case B=0 is immediate. Otherwise fix a deterministic row and omission set. Split the centered sum into its q residue classes. Within each class the summands are independent, have support in intervals of length at most 2B, and number at most N/q+1. For the total sum to have absolute value greater than \varepsilon N, some class sum must have absolute value greater than \varepsilon N/q. Hoeffding’s inequality [20, Theorem 2, Equation (2.6)] and a union bound therefore give, for N\ge q,
as an upper bound on this probability.
It remains to count the choices over which the supremum is taken. Put V=\lfloor\delta N\rfloor. For a fixed initial row, stars and bars gives \binom{N-1+V}{V} choices of the absolute increments with sum at most V. Their signs have at most 2^V choices. The total number of rows is therefore at most
where
For 0<\eta\le1/2, there are at most (N+1)\exp\{Nh_{\mathrm{bin}}(\eta)\} omission sets, where h_{\mathrm{bin}}(\eta)=-\eta\log\eta-(1-\eta)\log(1-\eta). Choose \delta,\eta so that the two entropy terms sum to less than \varepsilon^2/(8qB^2). Multiplying the counts by (12.11) gives a polynomial factor times 2q\exp\{-\varepsilon^2N/(8qB^2)\}, uniformly in n.
If rows are specified only at nonomitted columns, assume the same bound on their first specified row and on their successive jumps. Extend to the full interval by holding that first row on the initial gap and, at each later gap, holding the old row until the next specified column. Hold the last row on the final gap. This does not increase the total variation and gives a row counted above. Indicators have B=1. For a fixed finite sum, apply the result to each summand with a divided tolerance, then use the triangle inequality and a finite union bound. Alternatively, the sum itself has a fixed bound and can be treated directly when its combined supports satisfy the column independence condition.
The supremum in (12.10) is taken before any row or omission set is selected from the environment. Its hypotheses must also be checked at the level where it is used. After conditioning on a shared phase, the same proof is available if the bound and independence spacing remain uniform, but the centering is then by conditional means. Replacing those means by unconditional ones requires a separate equality or error estimate. Alternatively, deterministic phase templates or a local phase construction may directly give the stated unconditional independence and row invariance. Averaging functions over finitely many mesh conventions is permitted when their input supports still give the required independence spacing.
12.5 A common dyadic truncation level
The final observation chooses a truncation from a fixed finite list. A first-moment bound is enough for this choice, although it does not give uniform integrability of the original family.
Lemma 12.9 (Good dyadic levels). Let U_1^{(n)},\ldots,U_k^{(n)} be nonnegative variables with
Fix M_0>0 and an integer J\ge1. For each n, there is M_n\in\{M_0,2M_0,\ldots,2^{J-1}M_0\} such that
Thus this quantity can be made arbitrarily small within a fixed finite range of levels, uniformly over the laws. The level may depend on the law, but is deterministic for that law and is not chosen from the realization of the field.
Proof. For every u\ge0, a geometric sum gives
Take expectations and sum over a. At least one of the J resulting nonnegative summands is no larger than their average, which is at most 2A/J.
For finitely many thresholds c_aM with fixed c_a>0, apply the lemma to U_a/c_a. The conclusion controls the tail probability multiplied by its threshold; it makes no assertion that \E[U_a^{(n)}\mathbf1_{\{U_a^{(n)}>M\}}] is uniformly small. When a concentration or comparison estimate is needed at M_n, establish it simultaneously for the finite candidate list, or use its largest bound 2^{J-1}M_0 in Lemma 12.8. All concentration tolerances can then be fixed before n varies.
13 Selected access and charged tunnels
The probabilistic estimate needed later concerns savings selected along an optimizing path. A first-moment bound for a fixed local saving does not control such a selection. We obtain the stronger estimate by joining any directed chain of local improvements into one physical path and comparing its cost with the calibration.
There are three steps. First, local envelopes control both corrected access costs and the gauges at cuts, uniformly over the possible cut occurrences. Second, a conditional access charge converts a local negative cost into a tunnel saving that can be realized by a physical path. Finally, a sparse corridor network joins every directed chain of charged tunnels at an expected cost proportional to its span. This proves Proposition 13.5, which supplies the collection hypothesis of Lemma 12.7.
Throughout, an observation domain for a fixed test is a deterministic union of independent input cells. All maxima needed to choose a path, a cut, or a test are taken before that choice is made. Conditional expectations below refer to the fixed tests, and retain local supports.
13.1 The local input used below
Fix an admissible pair of input-road rules with common period bound
The constants C_s and \alpha are fixed as n and the rules vary. Propositions 9.4 and 9.5 place the near-minimizing roads used in the contraction in this regime.
Road tracking and radius-ten locality are measured in the fixed (v,w) maximum norm. We use coordinates in the ordered basis (A,B) below; for s<1/4 this change of coordinates has operator norm at most two. Comparison with Euclidean coordinates may depend on the fixed flat, which is harmless here. Write \xi=(\xi_1,\xi_2) for these coordinates and put \ell_1=h(A)>0, \ell_2=h(B)>0. An A-road has nominal equation \xi_2=j, and a B-road has nominal equation \xi_1=i. Their tracking width in these coordinates is at most \rho=2r<1/100.
Assign each lattice edge to the half-open unit coordinate square containing its midpoint. In each square, collect the assigned edge weights and independent private seeds into one random element. The resulting cell inputs
are independent. Auxiliary road phases are fixed for the moment; they are treated explicitly in Section 13.6. Every expectation and conditional expectation below integrates the spatial cell inputs with those phase values held fixed. The bounds are uniform over the fixed admissible phase assignments. Enlarging a support by a fixed number of unit cells incorporates the dependence neighborhoods of both road rules and gauges.
We use Lemmas 10.4 and 10.5 for a fixed finite list of road labels near a cut and bounded parameter windows on those roads. For each unit cell c, they give nonnegative local envelopes U_c,V_c, supported on a set \mathcal N(c) of at most m_0 cells within distance R_0 of c, with
All constants are uniform in n and the admissible input-road rule. The two envelopes serve different purposes. The corrected-cost envelope U_c bounds the absolute signed cost of travel within the listed windows and of a change of road label at a physical intersection. Finite sums of operations use the corresponding sums of envelopes. The gauge envelope V_c bounds the absolute local gauges, after their common deterministic centering, and the absolute raw signed Q_n costs of the same short operations. Both envelopes are functions of the local inputs. Their construction requires no local pointwise bound for the calibration discrepancy P_n-g.
The interpolation convention makes these bounds uniform over all attachment occurrences, including repeated visits to one vertex. If C_j is the corrected cost between successive unit-period anchors, then the corrected signed cost between parameter values u,t in a bounded interval satisfies
Here each road uses its own parameter, with marked levels at the integers; the same formula in a shifted wall parameter uses the correspondingly shifted period endpoints. The number of terms is bounded by the parameter length plus two. For switches, the local-gauge lemma supplies the analogous supremum estimate over the finitely many crossing windows. Its proof can use calibration defects, but the envelopes in (13.1) themselves are functions of the local inputs. Enlarging U_c,V_c by a fixed finite sum will be understood whenever a cut allows both road families or several prescribed center labels.
The envelope constants may depend on the fixed flat, the auxiliary row mesh, and the fixed lists of local labels. Their support radii are chosen before the macroscopic piece size K and the number of candidate shells. The observation domains used below prove estimates for these local variables; they are not domains on which the final road rule is run.
13.2 Observation domains and conditional charges
A cut cell c specifies a finite list of road labels and a closed bounded parameter window on each road. Endpoints are labeled by path occurrences, so repeated visits to a lattice vertex remain ordered. For each listed road, prescribe one reference center: its first occurrence at the absolute nominal longitudinal coordinate of the center of c, using the \xi_1 coordinate for an A-road and \xi_2 for a B-road. This level is fixed by the cell and road label. The first-occurrence convention is local and commutes with integer cell translations, and tracking keeps its parameter at bounded distance from every cut occurrence in c. Choose the windows before forming the envelopes so that they contain these reference centers and all finitely many allowed row centers. The reference choice adds one center convention per road label; its half-integer absolute parameter and the fixed finite wall phase list give only finitely many relative anchor phase classes.
A local test type consists of two cut cells c_-,c_+, their road labels and one prescribed center convention at each endpoint, a reference index z\in\Z^2, and a deterministic closed polygon D_0. It must satisfy
where a cut cell in an argument of h means its center, and b_0 is fixed. A path of diameter O(K) with backward h-excursion at most one fits in an inner polygon obtained by intersecting a bounding square with the slab of relative levels h(c_--z)-b_{\rm in} and h(c_+-z)+b_{\rm in}, where the fixed padding b_{\rm in} includes the unit excursion and the cut-cell diameters. Round the square coordinates \xi-z and these two relative slab levels outward to a fixed rational mesh of spacing \delta_{\rm mesh}>0, and call the resulting closed polygon D_0=z+D_t. It contains the inner polygon and satisfies (13.3) with b_0=b_{\rm in}+\delta_{\rm mesh}, after a fixed enlargement of C. The rounded lower and upper slab levels remain at bounded distance from the corresponding cut windows. The bounded relative cut-cell offsets leave finitely many D_t, so these are exact translated types even when h(A) or h(B) is irrational. Physical access below uses this final padding b_0.
For each relative type, choose a deterministic union \mathcal D_t of whole input cells before specifying its local phase pattern. Choose it large enough to determine the weights on D_t and the roads, labels, and gauges in its cut windows for every admissible local phase pattern and every input realization. Set \mathcal D=\mathcal D_{z,t}=z+\mathcal D_t. The uniform locality bounds place this stencil in a fixed-width enlargement of D_0. Set
An access envelope may overlap this observation. The next lemma controls its conditional mean simultaneously for every possible overlap, without letting the size of D_0 enter the bound.
Lemma 13.1 (A local bound for every observation). There is a local random variable W_c, with the same support as U_c, such that
The inequalities hold simultaneously for every deterministic union-cell observation \mathcal D.
Proof. For I\subseteq\mathcal N(c) put \mathcal F_I=\sigma(\eta_d:d\in I), and define
Independence of the input cells and measurability of U_c give
This is one of the nonnegative summands defining W_c. There are at most 2^{m_0} summands, each with expectation \E U_c. Since only the finitely many intersections with \mathcal N(c) matter, versions can be chosen for which all the inequalities hold simultaneously.
Only the subsets of \mathcal N(c) enter the construction of W_c. Thus neither its support radius nor its mean depends on the number of possible K-sized observation domains. We can consequently choose the separation of candidate cuts before choosing K.
A later selection of a test or label uses these simultaneous bounds. For a chosen deterministic type, its charge is the conditional mean computed for that type. We do not condition again on the event that the type was chosen; this distinction will allow arbitrary selection from the finite test family.
13.3 Signed center labels and physical forward access
Center labels let adjacent pieces use a common additive cost. The resulting center adjustments can have either sign. Before applying calibration domination, we therefore realize their sum by an actual path with forward road attachments.
For an oriented road W, denote by C_W(u,t) its additive signed corrected cost, with the gauge of W at both endpoints. Thus C_W(u,t)=-C_W(t,u) as bookkeeping, even when the reverse physical trip has positive cost. If a physical internal path \pi goes from the occurrence x on W_- to the occurrence y on W_+, define
Let x_0,y_0 be the chosen center labels on these walls. The internal cost measured at center labels is
Lemma 13.2 (Realization of center-label costs). There are exterior intersection occurrences a on W_- and b on W_+, at bounded parameter distance from their cut windows, such that a precedes every admissible x,x_0, b follows every admissible y,y_0, and the input supports at a,b lie beyond the corresponding observed h-faces. For every admissible internal path, the physical forward concatenation a\to x, \pi, y\to b has corrected cost
After including changes to exterior network labels, the absolute extra cost is bounded by U_{c_-}+U_{c_+}, enlarging the fixed local envelopes if necessary.
Proof. The nominal h-coordinate increases along either road at a fixed positive rate, and tracking changes it by a bounded additive amount. The slab condition therefore lets us pass the full observation halo by moving a fixed number of periods before the incoming window or after the outgoing window. The relevant transverse-road index is chosen from the deterministic test type. For example, on an incoming B-wall of nominal first coordinate i, take the A-road of index
where the fixed M_0 exceeds the final slab padding b_0, its input halo, and the support radius of a connector by a strict margin. Then use the canonical intersection of those two prescribed roads. On an incoming A-wall interchange the coordinates; for exits use the analogous ceiling above the upper face. Tracking changes the h-level by only O(\rho), absorbed by the margin. The chosen parameter differs by a bounded amount from the cut window. Thus the index choice uses no unrevealed input, and all possible attachment occurrences remain in fixed local windows.
The first and last road portions in the asserted concatenation are physical forward portions. Additivity of signed corrected costs gives
Adding C_\pi(x,y) proves (13.6), whatever the relative orders of x,x_0 and of y,y_0. In particular, neither signed center arm has to be traversed backward. A label change at an exterior intersection adds the corresponding difference of the two local gauges. All extra signed travels and switches lie in the bounded windows of Section 13.1. Their absolute costs are therefore bounded by U_{c_-}+U_{c_+} after a fixed enlargement of those envelopes.
13.4 Cuts selected uniformly over optimizing paths
We next select cuts for which both the corrected access charge and the raw gauge are small. The same selection must work for a path chosen after the whole environment is known. We achieve this by maximizing over a finite list of separated candidate tuples.
The union of the two unit-spaced road families divides the plane into components of uniformly bounded diameter. Indeed a B-road lies in |\xi_1-i|\le\rho and is proper in its other coordinate. The planar crossing property prevents a component of its complement from crossing this entire strip. Applying this to the neighboring B-roads bounds the first coordinate of every component; the A-roads similarly bound the second. Equivalently, inside a large rectangle a left-to-right crossing intersects every top-to-bottom crossing. This argument also applies when roads have self-intersections. Their nominal parameter makes the relevant bounded crossing portions finite.
For this cut construction, distances are measured by the maximum norm in the (A,B) coordinates. Given an initial mark on a parametrized path, place each successive K-exit mark at the first subsequent point at distance K from the preceding mark, stopping if no such point remains.
Lemma 13.3 (Uniform selected cuts). Fix a polynomial-box exponent q and an integer m>4. The integer m can be increased so that m\vartheta>q. There are fixed radii H_m and K>20H_m, a finite-range field (E_z), and cuts of any continuous nearest-neighbor path at its successive K-exit marks, apart from bounded end portions, with the following properties.
- 1.
Each selected cut is a road occurrence within K/10 of the corresponding exit mark. Consecutive selected cuts have displacement between K/2 and 2K, and the intervening path piece has diameter O(K).
- 2.
If c is its cut cell and z the unit cell containing its exit mark, then
W_c/\beta\le E_z,\qquad V_c\le a_n E_z. \tag{13.7}All finitely many allowed labels and center conventions at that occurrence are included in these inequalities.
- 3.
Uniformly in the input-road rule and n,
\PP(E_z>t)\le C_K\min(1,t^{-m}),\qquad t>0. \tag{13.8}In particular \sup_{n,z}\E E_z^4<\infty.
- 4.
For any fixed \varepsilon>0, the probability that one of these cuts in a collection of at most O(n^q) possible mark cells has V_c>\varepsilon n tends to zero.
The construction is valid simultaneously for all paths, including a path chosen after the entire environment has been observed. At an exit mark, call the portion after its last preceding hit of the boundary of its H_m-ball the terminal arc. Suppose a fine occurrence partition has segment traces of diameter at most \delta_f in the present max norm, and every fine interval meeting that arc chronologically, including at an endpoint, has displacement in
Then all candidates for that mark may be taken on B-walls.
Proof. Normalize the two costs together:
By (13.1) and Lemma 13.1, \E S_c\le C uniformly. Increase the fixed support radius R_0 to include the cell diameter.
Separated candidates. Choose m nested annuli about a potential exit mark, with annulus widths larger than the diameter bound for a component of the road complement, and with gaps larger than 4R_0. Also choose an integer J>2R_0+1+2\rho. Take H_m large enough that all annuli fit inside its ball and H_m>(m-1)J+2\rho+1, then take K>20H_m. On the path portion preceding an exit mark, use the last passage from the outer boundary of this ball to the mark. Its successive crossings of the annuli meet the road network; choose one occurrence at such a meeting in each annulus. If the mark is not at a cell center, allow every unit cell meeting the annulus enlarged by two cell diameters. The larger gaps ensure disjoint input supports for any candidate tuple having one cell in each enlarged annulus. The finite number of such tuples depends on K,m,R_0, but not on n.
One bound for every path. For the mark cell z, let \mathcal T_z contain every possible annular tuple and every horizontal tuple described below, allowing all center offsets within z, and set
A finite list of discretized annular and horizontal patterns suffices, because the allowed candidate sets are subsets of a fixed finite list of unit cells. For each fixed tuple, independence, Markov’s inequality, and the uniform mean bound give
Taking the union over \mathcal T_z proves (13.8). The actual path supplies a tuple in this list. Choose the candidate minimizing S_c, breaking ties by the deterministic cell and occurrence order. This gives (13.7) for every path on the same event, regardless of how that path was selected.
Geometry and gauges. The selected cut lies within H_m<K/10 of its mark. A preliminary exit has displacement exactly K from the preceding mark, in the continuous max norm, so the triangle inequality gives the asserted displacement bounds. Each portion between preliminary marks stays in its K-ball. The two adjacent short terminal portions give the O(K) diameter bound. The selected cut occurs after the preceding preliminary mark, since that mark lies outside the small terminal ball. Thus the cuts preserve path order.
Finally,
A union bound over O(n^q) mark cells proves the fourth assertion. The single objective S_c is essential here: it selects both bounds at once, so the same product estimate controls the charge and the gauge.
Horizontal terminal portions. Let [t_-,t_+] be the terminal occurrence-time interval and let P linearly interpolate the fine cuts on their time intervals. The diameter bound gives |P(t)-\gamma(t)|_\infty\le\delta_f in the present coordinates. For t_-\le a\le b\le t_+, the increment P(b)-P(a) is a sum of nonnegative multiples of the good fine increments. Hence, for \Delta=\gamma(b)-\gamma(a) in these coordinates,
This includes both partial fine segments at the ends. At a=t_-,b=t_+ we have |\Delta|_\infty=H_m. The strict inequality in (13.9) excludes \Delta_1=-H_m and |\Delta_2|=H_m, so \Delta_1=H_m. Thus the last boundary hit is on the left face. By lastness and continuity, all later points of the terminal arc are in the open ball.
Put p_1=\xi_1(\gamma(t_-)) and choose the wall levels
Our choice of H_m gives p_1<i_j-\rho and \xi_1(\gamma(t_+))>i_j+\rho. A proper B-road in each such vertical strip separates these two sides: apply the planar rectangle-crossing property to a bounded vertical road portion and a left-to-right subarc. Select the first meeting along the terminal arc. It is a vertex occurrence, since an interior meeting of two square-lattice paths lies on a common edge whose entering vertex would already be a meeting; the initial arc point is outside the wall. At repeated road visits choose the first eligible vertex occurrence in the bounded window determined by the cut cell. The first meetings with i_1,\ldots,i_m occur in that order, because reaching a later wall requires crossing every earlier wall. All of them lie strictly inside the terminal ball.
The center of a cell meeting W_{i_j} has first coordinate within \rho+1/2 of i_j. Distinct candidate centers are therefore separated by at least J-1-2\rho>2R_0, so their input supports are disjoint. For a fixed mark cell all candidates lie in a fixed finite (H_m+1)-neighborhood. The horizontal tuples were included in \mathcal T_z before the common objective was maximized, so the same product estimate applies without conditioning on the path or on its terminal test. The selected point stays on the terminal arc, preserving the preceding order and displacement bounds.
13.5 The charged tunnel field
Fix one local test type and its observation \mathcal F_{\mathcal D}. The internal improvement is the minimum of the center-label cost over physical paths in D_0 with the specified endpoint windows and labels. Writing H(\pi) as in (13.5), define
If no admissible path exists, set u=-\infty. Otherwise the closed-window endpoint-selection argument preceding Lemma 10.4 gives an attained minimum and a measurable local optimizer. It applies to the finitely many labeled edge occurrences and loop-erased route types in D_0, while retaining the continuum of possible fractions on each endpoint edge.
The improvement must pay for the two forward attachments of Lemma 13.2. Charge their conditional expected cost:
with Y=0 when no admissible internal path exists. Both a_{\mathcal D} and Y are functions of the observed cells. Thus Y is a local saving after access has been paid for. Its sign comes from the additive center-label cost; its realization will use physical forward attachments.
More explicitly, for a fixed local phase pattern \phi, the charge is the kernel
where \E_\eta integrates spatial inputs only. We suppress \phi while it is fixed. For the original random phase field \Phi, evaluate these same kernels and set Y(\eta,\Phi)=(u^{\Phi}(\eta)-a_{\mathcal D}^{\Phi}(\eta))_+. For each relative type and phase pattern, define a product-integral version of this kernel at the reference site by integrating the unobserved spatial coordinates against their product law. Define its copies by translation with z, and use these same kernels for the original and template fields. This fixes the versions covariantly.
The physical-competitor envelope of Lemma 10.4, with this domain and these center labels, gives Y\le u_+\le U'/\beta and hence \E Y\le C. In particular, the maximum reward over any finite array is integrable, being bounded by the sum of its finitely many Y variables.
Lemma 13.4 (Tunnel accounting). If a path piece with the specified type has normalized center-label cost c, then
If Y>0, the internal minimizer has a physical forward realization between its exterior intersection labels whose conditional expected normalized corrected cost is at most -Y.
Proof. Minimality gives c\ge-u, and a_{\mathcal D}\ge0 gives
Lemma 13.1 bounds a_{\mathcal D} by the two W/\beta terms in (13.12).
On \{Y>0\}, Lemma 13.2 realizes the internal minimizer with normalized corrected cost at most -u+(U_{c_-}+U_{c_+})/\beta. Taking its conditional mean yields -u+a_{\mathcal D}=-Y. The envelopes already bound every admissible attachment occurrence, so this estimate holds for the selected minimizer.
At selected cuts, (13.12) reads
The error has the light tail (13.8). To assign one error to the piece center, sum the finitely many E_z in its O(K) neighborhood; this preserves locality and the tail exponent.
The remaining task is to control selected tunnel rewards Y. A piece may choose its type after inspection: we bound the resulting sums by summing the estimates for the finite type list. This needs no independence between types at one site.
13.6 Compatible deterministic phase templates
To use the abstract thin-diagram estimate, we need an iid copy of each local tunnel law on a sparse lattice. Shared wall phases are fixed first; we will then dominate the original random-phase field by a finite sum of such template fields.
Fix the rational mesh, the road periods, and the finitely many row and anchor phase classes used by a local test. Choose an even integer S that is a multiple of every resulting period and is much larger than the diameter of \mathcal D plus every dependence radius. In (A,B) coordinates place copies of the test at
If two translated copies refer to the same infinite A-road, their longitudinal translations differ by an integer multiple of S; their phase prescriptions therefore agree. The same is true of shared B-roads. The finitely many transverse offset classes used by the test can be repeated periodically. Thus one fixed local phase template has a consistent extension to the whole road network. Give all remaining roads fixed phases with the same periodicity.
Once the phases are deterministic, the copied observation sets have disjoint cell supports, including all private seeds. Translation covariance gives a common law, and independence of the cells makes (Y_{ij}) iid. Shared phases along one wall have introduced no additional randomness into this assertion.
For the original construction, enumerate the finitely many local phase templates, together with the needed coarse residue and row classes, and apply the collection estimate to each. The local moment bounds hold uniformly for every fixed admissible phase assignment. The enumeration and S may depend on the fixed mesh, type, and road periods, but are fixed before n varies.
The domination is pointwise in one common coupling. A template records every wall phase used by the test and its access envelopes, as well as the phases of both anchors in every projection in (10.6). This includes the reference anchors z_S. Lemma 11.1 bounds the resulting finite list uniformly. For each sparse residue class and each assignment t to the list, repeat t periodically and evaluate the field Y_z^t using the original weights and the same road-indexed spatial private inputs. Only the phase arguments are overridden. At each site z, one assignment is its original local phase pattern; locality then gives Y_z=Y_z^t for that assignment, and hence
For fixed t the sparse field is iid; the different template fields need not be independent. The same coupling applies to local error fields. The conditional expectations defining gauges and access charges integrate weights and private coordinates only. Thus the full local phase list determines their kernels, including projected terms and anchor means, and the matching template uses exactly the original charge.
13.7 Corridors avoiding every observed halo
We now build the routes used in the collection estimate. Their ordinary connectors must avoid every observed input, including observations at sites that the chosen chain does not use. This ensures that choosing the chain does not bias the expected connector costs.
Increase S by an integer factor so that the observation at p and the supports of its two charged access envelopes lie in
The physical trace and full input support of each ordinary road segment, and the full input support of each intersection cost, lie within distance R_* of the corresponding nominal segment or intersection. Choose S>100R_*. Reserve the A-roads on \xi_2=(j+\tfrac12)S and the B-roads on \xi_1=(i+\tfrac12)S. Their entire input-support strips miss every observation square. Adding these sparse road copies does not change any already specified road. At each crossing choose a canonical intersection occurrence. Since tracking is much smaller than the spacing, the intersections with consecutive transverse roads occur in the forward order. A monotone lattice path on this corridor grid is therefore an actual forward concatenation of roads.
The southwest and northeast portals of the cell centered at p_{ij} are the intersections near
respectively. Connect its southwest portal to the exterior entry a from Lemma 13.2 as follows. If the last incoming road is a B-wall, approach its transverse A-road along the left corridor boundary and then along that A-road to a. If the last incoming road is an A-wall, interchange the two coordinates and use the bottom boundary. The final transverse portion is below the lower observed h-face: a was chosen beyond that face by more than the dependence radius, and every earlier point of a forward A- or B-segment has no larger nominal h, including during pauses. All preceding boundary portions are outside the observation square. The analogous construction from b to the northeast portal uses the upper observed h-face and the top or right boundary.
The nominal segments of the ordinary connector portions assigned to this cell stay in p+[-S/2,S/2]^2 and have total length O(S). Their physical traces and full input supports lie in its R_*-enlargement. Apart from the two short charged attachments in (13.11), their input supports avoid the cell’s observation. They also avoid every other observation: the R_*-enlargement misses the inner observation squares because S>100R_*. Shift a corridor or extend a short access by a fixed extra period whenever necessary to preserve a full input buffer. The available margins are fixed fractions of S, so these changes preserve the forward ordering and the O(S) length bound.
Figure 2 separates the ordinary route portions, whose input supports avoid every observation, from the two charged attachments at each selected cell.
Figure 2: Physical routing through selected cells, schematically and not to scale. Gray regions represent observed input halos, including observations at unused cells. The ordinary connectors have input supports disjoint from every observed halo. The two dashed attachments at a selected tunnel are also physical forward portions; their supports may meet only that cell’s observation. In the enlarged cell, the inner outline is D_0, the exterior entry a is below the lower observed h-face and the exterior exit b is above the upper face. The transverse connectors can therefore reach them without meeting the observation. The internal path is \pi:x\to y. Only physical route portions are drawn: the signed center-label terms in H(\pi) are bookkeeping and do not prescribe additional traversals.
The construction works for every allowed incoming and outgoing label. After conditioning on all observations, the selected labels and nominal itineraries are fixed, whereas their actual road geometry and intersection occurrences remain random. For each itinerary, use the envelopes over its full prescribed crossing windows. Its uncharged support avoids all observations, so those envelopes retain their unconditional means. The mean bound is uniform over the finite label list and therefore also applies to the observation-dependent choice.
Proposition 13.5 (Uniform finite-volume collection bound). For the iid tunnel field associated with any fixed local type and phase template there are constants C,C_0<\infty, independent of n and the input-road rule, such that the following holds. Let G_n(L) be the maximum of \sum_{p\in\Gamma}Y_p over finite distinct chains in an arbitrary deterministic translated coordinate square of side at most L, whose consecutive differences have both coordinates at least 2S. The empty chain and singletons are allowed. Then
The same bound therefore holds if consecutive differences are additionally required to lie in any fixed inner cone of the positive quadrant.
Proof. Choose the chain and realize its route. Observe the inputs of every test in the sparse array. In the given finite square, choose a reward-maximizing chain, resolve ties lexicographically, and omit zero-reward sites. This is a function of the observations. Fix an external southwest and an external northeast corridor intersection, outside the square by 3S in both coordinates, with the same prescribed intersection-label convention. These endpoints depend on the square, not on the observed chain.
Route monotonically on the corridor grid from the start to the southwest portal of the first selected cell, use that tunnel and its private access, then continue from its northeast portal to the next southwest portal. The assumed 2S gaps make both coordinates of each latter displacement nonnegative, with a full corridor spacing to spare. Continue similarly to the fixed end. Every portion is a physical forward road portion or a physical internal tunnel path. Thus the result is an actual path.
Its total ordinary-corridor length is O(L+S), by telescoping the two positive coordinate increments. A chain has at most C(L/S+1) sites. The private uncharged connector lengths are O(S) per site, so their total length is also O(L+S). The number of road switches has the same bound when measured in unit road spacings. The two short charged attachments at each site are excluded from this count.
All selected route costs are integrable. A used tunnel has Y>0 and therefore has negative center-label cost. Rearranging that cost identity bounds its positive physical passage cost by a bounded nh displacement and the integrable local gauge and raw-arm envelopes. Charged attachments and ordinary finite road portions are integrable by the same window estimates. The chain is finite, and its maximum reward is integrable by the bound following (13.11). Thus the conditional costs and the expectation rearrangements below are finite.
Take conditional expected costs. For every prescribed ordinary connector, its full input support misses all observations. Its inputs therefore retain their product law under the conditioning. Subdivide the connector into unit road periods and apply the local envelopes to those periods and its switches. Its expected normalized corrected cost is at most a constant times its nominal length plus its number of switches. Summing uses only linearity of conditional expectation; connectors may share unobserved inputs.
The support of a charged access envelope meets no observation other than its own test. Independence gives
Thus each selected tunnel together with its charged attachments has conditional expected normalized corrected cost at most -Y_p, by Lemma 13.4. Consequently the completed path \Pi satisfies
Apply the calibration at the fixed endpoint windows. Corrected costs use only differences of gauges. For this endpoint calculation, undo any common deterministic centering and use the original mean-matching gauge representatives; the corrected cost of \Pi is unchanged. The constructed path has endpoint labels prescribed by translated copies of the exterior anchor convention. Calibration domination gives, pathwise,
Although an endpoint intersection is random, it lies in a prescribed bounded road window. Put R_W=P_n-g_W on that exterior road and choose a fixed marked anchor k before the entire window of possible endpoint occurrences t. Equation (10.3) gives \E R_W(k)=0, and the defect and interpolation identities give
The interval is covered by a fixed number of complete road periods. Additivity and nonnegativity bound its defect by the defects of those periods; Lemma 10.4 controls its corrected cost. Thus the expected supremum of the absolute right side is at most C\beta. In particular,
The estimate covers every possible intersection occurrence and allowed endpoint label. Consequently the expected normalized corrected cost of \Pi is at least -C. Taking expectations in (13.14) yields \E G_n(L)\le C(L+S)+C, and the fixed S is absorbed into C_0. The bound holds at each finite L, uniformly over the tunnel law; no law-dependent limiting passage is needed.
The constants in Proposition 13.5 may depend on the fixed type, mesh, and sparse spacing, and are uniform over all n and road rules satisfying the local input assumptions. Taking their maximum over the finite type list gives one bound for that list. For rational v,w in fixed sufficiently small neighborhoods of the flat endpoints, the coordinate comparisons and the positive rates h(A),h(B) have uniform bounds. The domains, support buffers, and sparse spacing can therefore be fixed throughout those neighborhoods. In the application in Section 14, this test family is fixed before the final thin-diagram cone is narrowed. Rational direction denominators affect only the divisibility required of n.
Together with the phase-template domination, the proposition supplies the iid collection bounds required by Lemma 12.7. The observation domains, candidate shells, and corridors enter this distributional proof; they do not enlarge the input support of the final road-improvement rule.
14 Horizontal links extracted from a long geodesic
The aim is to bound the capped mean cost of a local horizontal crossing. A long geodesic toward an endpoint of the putative flat has negligible raw excess. We extract many crossings from it, control the cost lost at exceptional pieces by the charged-tunnel estimates, and use row concentration to compare the surviving sum with a single-link capped mean. The last step requires two truncation estimates, proved separately below. Only extremality of the endpoint is used in this extraction.
Costs remain in lattice units, while positions belong to \mathcal G_n=n^{-1}\mathbb Z^2. Put d=1-s^2, and use coordinates (u,y) in the basis (v,B); thus A=(d,s) and B=(0,1). Tracking and radius-10 locality are still measured in the fixed (v,w) maximum norm. For s<1/4, changes to either (v,B) or (A,B) coordinates and back cost a factor at most 2. Thus a B-wall stays within 2r of its nominal line in the present coordinates. Lattice-edge rounding errors are at most 2K_{\rm lat}/n in this norm and are absorbed by taking n large.
Constants may depend on the fixed flat. Those subscripted by s or K, and the large constants used only in the proof, may also depend on the indicated auxiliary parameters. The dependence radius of a link is fixed independently of all truncation and coarse-graining choices.
14.1 The signed link and its translation conventions
Let W_j be the B-road with nominal line \{(jd,js+t):t\in\mathbb R\}. We keep its ordered occurrence labels, so two visits to one lattice vertex remain distinct. The nominal parameter is continuous and nondecreasing, and a fixed first-occurrence convention selects its marked cuts. This convention also selects a unique cut at a pause, where the occurrences retain their order. The road is locally finite.
Write R_j(t,t') for the signed raw Q_n-cost between the indicated occurrences at t and t'. Reversing the arguments negates this bookkeeping quantity; a physical reverse traversal has its own positive passage cost. With the interpolated local gauge g_j, put
Signed costs are additive in occurrence labels. Interpolation gives
for occurrences in the marked wall period [\kappa,\kappa+1], with the relative wall phase \phi_j from Section 11. This includes pauses. Longer intervals are split at the actual marked levels.
Fix a rational row spacing \sigma<s/1000, chosen so that s and all later row offsets are integral multiples of \sigma. Write y_k=k\sigma, b=s/50 and b'=s/20. Let c_{j,k} be the center occurrence of W_j with nominal height y_k, that is with wall parameter t=y_k-js, selected by the first-occurrence convention. An admissible crossing from W_j to W_{j+1} at row k is a finite physical path \gamma, with endpoint occurrences x\in W_j and x'\in W_{j+1}, such that
- 1.
every point has |y-y_k|\le b and jd-b'\le u\le(j+1)d+b';
- 2.
for any two points in their traversal order, their horizontal coordinates satisfy u_2\ge u_1-b'.
The second condition bounds every horizontal drawdown along the crossing, including one that occurs after an earlier visit to the terminal wall. At finite n, round the band boundaries outward to the nearest lattice boundaries; the O(1/n) error fits inside the strict margins used below. Equivalently, fix rational padded boundaries and require sufficient divisibility of n. Measure the crossing at the two row centers by setting
The closed-window endpoint-selection argument preceding Lemma 10.4 gives an attained measurable local minimum. The band and all-pairs drawdown conditions are closed and survive loop deletion. The class is nonempty for large n: follow the horizontal center line by a lattice path and retain the portion between appropriate consecutive crossings of the two proper vertical roads. The planar rectangle-crossing property ensures these intersections even when the roads have self-intersections.
When a link is used in a new road, its minimizer may be chosen with vertex endpoints. For a loop-erased minimizer starting at an interior point x of a wall edge, let v be the first adjacent vertex reached by the crossing. Delete the partial prefix from x to v and move the wall attachment to the corresponding occurrence of v. The change in the center-adjusted cost is
The right endpoint has the same property after deleting its final partial edge. The two walls have positive separation, so for large n these deletions are disjoint. The remaining subpath retains the band and drawdown conditions. Its cost cannot exceed the minimum and therefore equals it. Choose the first such vertex-ended minimizer in the relative order above. This supplies a lattice path at every link splice, while the definition still compares all allowed interior attachments.
The minimum has a uniform bound on its negative first moment: Lemma 10.4 gives
To see why taking a minimum causes no loss, apply calibration domination to each physical \gamma. After taking the difference between the two center labels, the endpoint calibration–gauge discrepancies have L^1 suprema at most C\beta. The two interpolated center arms obey the same bound. Their suprema provide one lower bound valid for all competitors before minimization. The calibration enters this estimate; the definition of X_{j,k} uses only local inputs. The constant C is independent of small s, the row mesh, and the input rule, because only two labels and bounded parameter windows are compared, and finite averaging of gauges preserves these bounds.
The same first-moment proof applies with every phase entering the link and its gauge projections fixed. The calibration depends only on the edges, while the local-envelope proof treats phases as parameters and uses period, interpolation, and projection bounds uniform over their admissible assignments. Thus a link X^t evaluated under any fixed local phase template of Section 13.6 satisfies
This fixed-phase form will be used for the sparse negative-link flags.
Two properties of the phase construction will turn selected sums into a statement about one link. Use Lemma 11.1 with \mathcal H containing s, \sigma, and all required row offsets. Translation by d v=A-sB advances a column at fixed height; translation by \sigma B advances a row. Covariance of the phases and averaged gauges therefore gives every X_{j,k} the same law, denoted by X. The lemma also gives a fixed integer q for which entire-column sigma-fields with indices in one residue class modulo q are mutually independent. These are precisely the stationarity and independence used in Lemma 12.8. For a finite family of crossing templates, apply this construction and the extraction separately to each template.
14.2 The geometric extraction
Two geometric facts are needed. Near-minimal norm length forces most fine increments toward the extreme endpoint. At the coarser scale, deleting neighborhoods of bad pieces gives the all-pairs order required by the tunnel-tail estimate. Write
for the cone on the flat, and choose pointed closed cones with
They can be arbitrarily close to \mathcal C. On every such cone sufficiently close to \mathcal C, h(z)\ge c|z|, with c>0 independent of the enlargement.
Lemma 14.1 (A uniform modulus at an extreme point). Let a be an extreme point of the norm ball, let S_\mu=\{z:\mu(z)=1\}, and let U be a relatively open neighborhood of a in S_\mu. For t\ge0, put
Then \omega_U(t)\to0 as t\downarrow0. If N>0, 0\le d_0<1/2, and finitely many increments satisfy
then, with C_a=2(1+|a|),
Zero increments are omitted. In particular, endpoint error o(N) and total norm length N+o(N) imply o(N) norm mass outside U.
Proof. Put F=S_\mu\setminus U. If the first assertion failed, there would be t_j\downarrow0 and probability measures \nu_j with barycenters within t_j of a and \nu_j(F)\ge e>0. A weakly convergent subsequence exists on the compact sphere. Its limit \nu has barycenter a, and the closed-set inequality gives \nu(F)\ge\limsup_j\nu_j(F)\ge e.
The convex hull of F is compact and omits a. Indeed, Carathéodory’s theorem would otherwise express a as a finite nontrivial convex combination of points different from a, contrary to extremality. If \nu(F)=1, its barycenter lies in that convex hull. If 0<\nu(F)<1, the conditional barycenters on F and its complement lie in the norm ball and express a as a nontrivial convex combination. Extremality makes both equal to a, whereas the first lies in the convex hull of F. Both cases are impossible, proving \omega_U(t)\to0.
For the second assertion put S=\sum_i\mu(z_i)>0 and give z_i/\mu(z_i) mass \mu(z_i)/S. Its barycenter is (\sum_i z_i)/S, at distance at most
from a. The mass on F, multiplied by S\le(1+d_0)N, is the left side of (14.5).
Deleting only the bad indices would not control an interval that crosses several of them. The next lemma removes a density halo: every interval touching a retained index then contains enough good increments to enforce forward order. The raw penalty on bad indices pays for all removed effective gauge differences.
Lemma 14.2 (Removal of bad intervals). Let x_0,\ldots,x_m be successive cuts of a path. All distances in this lemma use the (A,B) maximum norm. Suppose K/2\le|x_{i+1}-x_i|\le CK, and associate to each starting cut x_i a center z_i within a fixed distance H_0, independent of the cone enlargement. Declare an index bad when its increment is outside \mathcal C_1, or its physical subpath has a backward h-excursion of size at least one. Suppose, for c_*>0 and \epsilon_n^{\rm raw}\to0, its raw costs satisfy
Let effective cut labels satisfy |\widetilde g_i-g_{\rm ref}|\le\lambda n for one common constant g_{\rm ref}. For sufficiently small \lambda>0 there is a set R of removed indices containing all bad indices, of cardinality at most a fixed multiple of their number, for which
- 1.
\sum_{i\in R}(Q_i-\widetilde g_{i+1}+\widetilde g_i)\ge0;
- 2.
retained centers z_i are in \mathcal C_2-order up to a bounded additive error, for every pair of retained indices;
- 3.
the same order includes the initial and terminal points, up to a bounded additive error;
- 4.
repetitions of any one center have bounded multiplicity, independently of how small the cone enlargement is.
Proof. Let B_0 be the bad set. For \theta>0, put
A one-dimensional maximal-interval bound gives |R|\le3|B_0|/\theta: select disjoint witness intervals in decreasing order of length. Their triple enlargements cover all discarded witness intervals, and their lengths sum to at most |B_0|/\theta. Every interval containing a retained index therefore has bad density at most \theta.
Let \ell_1,\ell_2 be the coordinate functionals of \mathcal C_2. Compactness and the strict cone inclusion give \ell_j(x_{i+1}-x_i)\ge\kappa_0K at good indices, whereas at bad indices they are at least -CK. Choose \theta<\kappa_0/(2(C+\kappa_0)). Every interval containing a retained index then satisfies
Apply this to the interval between two retained cut indices, then absorb the bounded errors in choosing their centers. To include the initial endpoint and a retained starting-cut representative x_i, use the prefix through increment i and subtract that increment, whose size is at most CK. The suffix from x_i already contains the retained index. Center rounding adds another bounded error. The coordinate matrices range in a fixed compact set, so these errors remain uniform as the cone enlargement shrinks.
For multiplicity, apply the same density argument to h. After decreasing \theta if necessary, it gives h(x_j-x_i)\ge cK(j-i) on the relevant intervals, where c is independent of the cone enlargement. Only boundedly many retained centers can therefore lie in any fixed-radius ball.
For the cost assertion, bound each removed gauge difference separately:
Choose \lambda<c_*\theta/24 and then n large. The bracket is at least c_*/2, retaining a positive penalty per bad index. The set R depends only on the bad indices, so this conclusion holds for every assignment of effective gauges satisfying the stated bound.
Costs at shared cuts. For an allowed road label W, a cut occurrence x, and a permitted datum \bar x on the same wall, define
The datum is a prescribed row center or reference center in the bounded windows of the access construction. At a shared cut x_i, both incident pieces will use one datum \bar x_i. Writing \widetilde g_i=\widetilde g_{W_i}(x_i;\bar x_i), define
The second equality is additivity of signed wall costs. The cut selection takes its suprema over every allowed label, cut occurrence, and future datum before any row is chosen. Lemma 10.5 therefore bounds all the effective gauges in (14.6) relative to one deterministic reference mean for the law and scale.
14.3 Uniform extraction
We state the output shared by the two capped estimates. For the final fixed rational directions, let \mathfrak R_n be the class of admissible input-road laws with
where these constants are fixed as the law and n vary. The preceding local, selected-cut, and collection estimates apply uniformly to this whole class.
The order of choices is as follows. Fix s,\sigma, the local access construction, and \chi=0.99. Choose an integer L>99, put N=n^L, and take m=m_*>4 in Lemma 13.3 with m_*\vartheta>2L+10. Retain its radii H_m and K>20H_m; K is the actual preliminary exit radius. Fix the finite tunnel types and their collection constants in one larger cone. The capped proofs then choose F,T, their caps or finite cap menu, and all entropy tolerances. For their requested thin width \delta and row tolerance \eta, choose the final cones, the halo parameters \theta,\lambda, the fine cone and radius, and the rational direction errors. Finally impose divisibility and take n large. The constants multiplying \eta below are fixed before \eta; later fine and cone choices enter the error sequence. The finite phase lists are independent of the eventual direction denominators, as explained in Section 11. These proof parameters never enlarge the input support of an individual link.
Proposition 14.3 (Uniform extraction from a long geodesic). For every sufficiently small fixed \delta,\eta>0, the final geometric choices above can be made so that there are deterministic \epsilon_n,\pi_n\to0 and fixed constants H,C,C_K,c>0 and integers q_K,m_0 with the following property. For each \mathfrak r\in\mathfrak R_n there is an event \Omega_{n,\mathfrak r} such that
Let x_n^\star be a deterministic nearest vertex of \mathcal G_n to Na, and put
For large n, cN\le j_n\le CN. On \Omega_{n,\mathfrak r}, a geodesic from 0 to x_n^\star has consecutive selected pieces \gamma_i:x_i\to x_{i+1}, 0\le i<m_N, after two bounded terminal fragments are removed, and the following objects and bounds.
- 1.
There are at most CN/K+C pieces, each of diameter O(K), with consecutive cut displacement between K/2 and 2K in the (A,B) maximum norm. The shared data in (14.7) have |\widetilde g_i-g_{\rm ref}|\le\lambda n. A removed set R contains every bad piece of Lemma 14.2 and satisfies
|R|\le\epsilon_nN,\qquad \sum_{i\in R}c_i^{\rm cost}\ge0,\qquad \sum_{i\notin R}c_i^{\rm cost}\le\epsilon_nN. \tag{14.9} - 2.
The retained pieces have types t_i from the fixed access family and centers z_i on its fixed finite family of full-rank center lattices, after bounded rounding. Let E=[e_1\ e_2], where the e_j are the boundary generators of \mathcal C_2, normalized by h(e_j)=1 and ordered so that e_1\to a and e_2\to b as \mathcal C_2 shrinks to \mathcal C. In chronological order the centers satisfy
E^{-1}(z_j-z_i)\ge-H(1,1)\quad(i<j),\qquad z_i\in E([-H,CN+H]\times[-H,\delta N+H]). \tag{14.10}The inequality is coordinatewise. Each rounded site occurs at most m_0 times, and the initial distance from the origin plus total successive center distance is at most C(N+1). These bounds persist on every type and sparse-residue subsequence. The matrices E range in a fixed compact family, and H,C,m_0 remain bounded when the final cone is narrowed.
- 3.
An irregular retained set \mathcal I has |\mathcal I|\le(C_K\eta+\epsilon_n)N. Each i\notin R\cup\mathcal I supplies at most q_K admissible links \mathcal L_i, with
c_i^{\rm cost}\ge\sum_{(j,k)\in\mathcal L_i}X_{j,k}/\beta. \tag{14.11}In the chronological list \mathcal L=\bigcup_{i\notin R\cup\mathcal I}\mathcal L_i, columns are distinct, increasing, and belong to \mathcal J_n. For sufficiently small fixed \eta, |\mathcal L|\ge cN for all large n, after decreasing c once. If k_1,\ldots,k_\ell are the selected rows, then
\begin{gathered} |\mathcal J_n\setminus\{j:(j,k)\in\mathcal L\}| \le(C_K\eta+\epsilon_n)N,\qquad |k_1|\le j_n^2,\\ \sum_{\nu<\ell}|k_{\nu+1}-k_\nu| \le(C_K\eta+\epsilon_n)N. \end{gathered} \tag{14.12}Rows can be held across omitted columns without increasing their variation.
- 4.
Every retained piece obeys the charged-tunnel bound
(c_i^{\rm cost})^-\le Y_{z_i,t_i}+E_{z_i}. \tag{14.13}Here Y is the local saving of Section 13.5, and E is a fixed local sum at the piece center that dominates both selected endpoint errors for every allowed piece. The finite phase-template fields for Y satisfy Proposition 13.5; those for E have fixed range and tail C_K\min(1,t^{-m_*}).
Set every selected list and count, including m_N,R,\mathcal I,\mathcal L, to the empty or zero value off \Omega_{n,\mathfrak r}. For finitely many link templates, apply the proposition separately, intersect their events, and take the maximum of their error sequences and the sum of their failure sequences.
Proof. An edge-only event and fine directions. Choose the nearest endpoint and the geodesic by fixed tie conventions. The metric and cheap-path estimates give an event \mathsf M_n depending only on the edge weights, with \rho_n=\mathbb P_{\rm edge}(\mathsf M_n^c)\to0, on which
Here L>99 makes (Nn)^{0.99}=o(N); endpoint rounding contributes only O(1) to Q_n. Write T_n(x,y)=T(nx,ny) for scaled metric-graph endpoints. On the same event, every such pair in a fixed enlargement of this box and at the bounded scaled distances used below satisfies
The graph-endpoint assertion includes the maximum incident-edge bound from Lemma 8.1. Thus it holds simultaneously before any cuts are chosen.
The fine choices in the stated parameter order can be made as follows. Choose the rational approximation to a, a neighborhood U, and \varepsilon_f>0 so that every increment directed in U satisfies
Indeed u(a)>0, y(a)\to0 as v\to a, and u(z)\le C\mu(z) by fixed norm comparison. Take \varepsilon_f small enough and choose the fixed radius \varrho so that
These conditions are compatible because s<1/4 and 2r<b'.
Use the fine exit partition of radius \varrho in the (A,B) maximum norm. Each fine trace has diameter at most 2\varrho, including the final incomplete trace. The edge budget bounds the number of fine segments by CN/\varrho+1. For their increments z_i, put S_n=\sum_i\mu(z_i). Summing the metric lower bounds gives
while the triangle inequality and endpoint rounding give S_n\ge N-C/n and |\sum_i z_i-Na|\le C/n. Thus both errors in Lemma 14.1, divided by N, are at most
Define
The total norm mass outside U is at most \epsilon_n^{\rm fine}N. Every full fine increment has norm length at least c\varrho, so there are at most C\epsilon_n^{\rm fine}N/\varrho+1 bad increments, including a possible bad incomplete one. A zero final segment is omitted. The good transverse variation is at most \tfrac12\eta\sigma S_n\le\eta\sigma N for large n, and the bad variation is at most C\epsilon_n^{\rm fine}N. All these bounds hold on the same edge event for every road law.
Cuts and the uniform good event. Place the actual preliminary K-exit marks in the (A,B) maximum norm. At each mark test every fine interval whose occurrence-time interval meets the terminal arc, including at either endpoint. The coordinate identities
put every good fine displacement in \mathcal G_\kappa of (13.9). With \delta_f=2\varrho, \kappa\le1/2 and 12\varrho<H_m imply its exact strict condition
If every fine interval meeting the terminal arc is good, use the B-wall candidates of Lemma 13.3; otherwise use its annulus candidates. Both tuple families and all future datum choices were included before this test in the single objective W_c/\beta+V_c/a_n.
With a_n=C_1n^{1-\vartheta}, that lemma supplies
The inequalities cover every allowed effective gauge at the chosen cut. Let \mathcal Z_n be the deterministic set of possible mark cells in the box of (14.14), with its fixed boundary enlargement. It has at most Cn^{2L+10} cells. Define
The union bound in the selected-cuts lemma gives
uniformly in \mathfrak r. No independence between the metric event and the cut fields is needed. A selected cut lies within H_m of its mark. Since successive preliminary displacements equal K, selected displacements lie between K-2H_m and K+2H_m, in particular between K/2 and 2K. The intervening pieces and the two terminal fragments have diameter O(K).
The halo and its cost. Each terminal fragment has raw cost at least -e_n, so the selected pieces have total raw cost at most q_nN+2e_n. Every such piece has raw cost at least -e_n. For an off-\mathcal C_1 displacement in the fixed annulus, compactness gives a positive lower bound for \mu(z)-h(z). For a unit backward h-excursion, split before, during, and after the excursion; \mu\ge|h| gives raw cost at least 2n-3e_n. For some fixed c_*>0, bad pieces therefore cost at least c_*n for large n. Let B_0 be their index set. The edge budget gives at most CN/K+C pieces, whence
Use the fixed \lambda<c_*\theta/24 from the halo lemma and \epsilon_n^{\rm raw}=e_n/n. The halo set R depends only on B_0, and |R|\le3|B_0|/\theta. On \Omega_{n,\mathfrak r} the gauge bound holds simultaneously for every later datum, so the removed cost is nonnegative for the eventual shared choices. They telescope on the full consecutive list, giving
The halo’s endpoint order puts the retained centers in (14.10): the second E-coordinate of a tends to zero as \mathcal C_2 shrinks to \mathcal C. The endpoint and center errors stay bounded because E ranges in a compact family. Each preliminary exit uses at least cKn edges, so there are O(N/K) centers. Their successive-distance budget, including the initial O(K) distance, is O(N). The halo lemma also gives the stated multiplicity bound.
Rows and regular links. Track the fine polygon by hysteresis: keep its current row until it leaves the central sub-band of half-width b/4, then choose the nearest row. Since \sigma<b/10, each change except possibly the first consumes at least b/10 of transverse variation. The row-index variation is bounded by a constant times that variation divided by \sigma, plus a constant times the number of changes. It is at most
Let \mathcal I_0 contain exactly the pieces whose closed occurrence-time intervals meet a row change or a bad fine interval, or which are incident to a failed terminal test. Define this set on the full selected list, regardless of membership in R. A row-change time lies in at most two closed coarse intervals. A fine trace has diameter at most 2\varrho. Its closed occurrence-time interval can meet at most two closed coarse intervals, since otherwise it contains two consecutive cuts separated by K/2. Each terminal arc occurs after its preceding preliminary mark. A fine interval meeting three terminal arcs would contain two consecutive preliminary marks, separated by K. Each failed test is incident to at most two pieces and is charged to a bad fine interval meeting its terminal arc. Thus
On a piece outside \mathcal I_0, every fine interval meeting it chronologically is good. The polygon calculation in (13.10), now applied to any submotion of this piece with \delta_f=2\varrho, gives horizontal drawdown at most 4d\varrho. The path is within transverse distance 2(1+s)\varrho of its fine polygon. The hysteresis and (14.15) therefore keep the whole piece in one full row band, with drawdown less than b'. Its two successful terminal tests supply B-wall vertex occurrences. Write k_i for this constant hysteresis row. Two adjacent pieces outside \mathcal I_0 have the same row: their closed time intervals share a cut, and a change there would put the incident pieces in \mathcal I_0.
The first (A,B) coordinate increases across this piece. Its maximum norm displacement is at least K-2H_m. If the negative first coordinate realized that norm, its size would be at most 4\varrho by (13.10); if the second coordinate realized it, its size would be at most 4(1+\kappa)\varrho/(1-\kappa)\le12\varrho. Both contradict 12\varrho<H_m<K/20. Hence the first-coordinate increase is at least K-2H_m. Since \rho=2r is the wall tracking width in these coordinates, the terminal wall index exceeds the initial one by at least K-2H_m-2\rho>0.
Split the piece at successive first meetings of the next B-wall. At each intermediate meeting, use one occurrence of that wall for both adjoining subpaths. Planarity forces a meeting before passage beyond that wall’s far padded side, and the drawdown bound for every submotion supplies the backward allowance. End the final subpath at the original terminal cut, even if it met that wall earlier. Its overshoot is at most 2r+4d\varrho<b', so the entire trailing portion is retained. These are admissible links in (14.2); the piece diameter bounds their number by a fixed q_K. Write q_i\le q_K for this number.
Figure 3 shows the terminal-wall candidates and the first-meeting decomposition of a regular piece, including its final subpath after an earlier visit to the terminal wall.
Figure 3: Horizontal selected cuts and their use in extracting links (schematic). In (a), the solid terminal arc starts at its last boundary hit \gamma(t_-) and ends at the mark q=\gamma(t_+). The dashed fine polygon P, whose fine cuts are open squares, may use partial fine intervals at either end. The good-increment and radius hypotheses force entry through the west face. The filled dots are ordered first vertex meetings with the B-walls in the separated strips; intermediate candidates are omitted. Their cut cells c_j have the disjoint candidate input supports represented by the dotted boxes. In (b), a regular piece ending on W_\ell stays in |y-y_k|\le b and is split at successive first meetings with intermediate walls, most of which are omitted from the drawing. The hollow point is an earlier visit to the terminal wall, not the retained terminal cut. The all-pairs drawdown bound and wall tracking give terminal overshoot at most 2r+4d\varrho<b', so the whole final subpath satisfies the link window. The dashed vertical boundaries show the outermost b' margins; each unit link has the same margins.
Distinct columns. At every original cut put
At a cut on W_j, tracking gives \lvert \xi_1(x_h)-j\rvert\le\rho+O(1/n)<1/2 for large n, so v_h=j. Form one integer walk by expanding each piece outside \mathcal I_0\cup R into its q_i positive unit wall steps from v_i to v_{i+1}, and replacing each piece in \mathcal I_0\cup R by the jump between these endpoints. Include the two terminal jumps 0\to v_0 and v_{m_N}\to j_n. The walk begins at 0, ends at j_n, and is fixed before any whole piece is rejected by the following scan. Each jump has magnitude O(K), including the terminal jumps. If q_{\rm all} is the number of unit steps and P,D are the sums of the positive and negative jump magnitudes, then
Scan this fixed walk once, updating its running maximum at every visited vertex. Call a unit step j\to j+1 a candidate if its endpoint is a new strict maximum and is at most j_n, and let q_{\rm rec} be the number of candidates. For each integer level \ell\in\{1,\ldots,j_n\}, the first step whose endpoint is at least \ell is either a candidate unit step ending at \ell or a positive jump. A positive jump is charged at most its magnitude. Hence
This counts every rejected unit step, including record steps beyond j_n. Let \mathcal C_{\rm rec} be the pieces outside \mathcal I_0\cup R containing at least one rejected step, and set
Distinct pieces in \mathcal C_{\rm rec} contain distinct rejected steps, so \lvert\mathcal C_{\rm rec}\rvert\le D. Keep all links of the pieces in \mathcal G, without rescanning the walk. They are candidate steps, so their columns are distinct, increasing, and in \mathcal J_n. Discarding a whole piece loses at most q_K candidates, and therefore
The bounds on P,D prove the stated irregular and omission bounds. Since u(a)/d is bounded above and below, j_n is comparable to N; for sufficiently small \eta, the omission bound also gives \lvert\mathcal L\rvert\ge cN for large n.
The selected rows form a chronological subsequence of the hysteresis rows, so deleting terms cannot increase variation. Hold the old row across each omitted gap, as in Lemma 12.8. The box in (14.14) bounds the first selected row by CN/\sigma\le j_n^2 for large n. This proves (14.12).
Shared data and the tunnel charge. After these masks are fixed, assign one datum to every original cut x_h, 0\le h\le m_N, retaining its selected road label and occurrence. If at least one incident original piece belongs to \mathcal G, use that piece’s row center on the cut’s B-wall. When both incident pieces belong to \mathcal G, their rows agree by the argument for closed time intervals above, and they use the same selected wall occurrence, so they request the same center. If neither incident piece belongs to \mathcal G, use the prescribed reference center for the cut cell and road label. At h=0,m_N, only the one existing incident piece is considered. Use this datum for both incident pieces even if one belongs to R or \mathcal I; all incidence here is incidence in the original list.
The masks R,\mathcal I_0,\mathcal C_{\rm rec} did not use the eventual data, and the simultaneous V_{\rm cut} bound covers all the prescribed choices. Thus these are the shared data used in the telescope over the full list and the halo estimate above, which holds for every allowed datum choice. Every piece in \mathcal G receives its own row center at both endpoints. Any retained nonregular piece accepting a neighboring center is already in \mathcal I, while any removed incident piece is in R; the datum choice requires no further irregular or omission charge. For i\in\mathcal G, let \gamma_{i,\nu} be its consecutive physical subpaths from the decomposition at first meetings. Intermediate center arms cancel, including across the retained terminal subpath, and give
This proves (14.11).
For each retained piece, choose the access type with its cut cells, road labels, the two prescribed center conventions just used, and its rounded padded domain. This type belongs to the fixed finite family, and H(\gamma_i)=\beta c_i^{\rm cost} in (13.5). For the tunnel comparison, choose an exterior wall occurrence a_i before both \bar x_i,x_i, and b_i after both x_{i+1},\bar x_{i+1}, as in Lemma 13.2. Additivity gives
The right side is the corrected cost of the physical forward concatenation in Lemma 13.2. Those attachments enter the access charge; a negative signed arm is never treated as a negative physical traversal. Every retained piece lies in its padded h-slab because it has no unit backward h-excursion. Lemma 13.4 therefore gives (14.13). At each coarse center, sum all cut error fields in its fixed O(K) neighborhood and over the finite cut-type list. This fixed local field dominates the two selected endpoint errors for every allowed piece, keeps a fixed range, and preserves the tail exponent. The finite type and phase-template lists are those fixed in Section 13.6.
Finally, one common deterministic error sequence is
The fixed constant absorbs 1/\varrho,1/\sigma,1/\theta,1/c_0 and the bounded endpoint adjustments. The preceding cost, halo, irregular, omission, and row estimates then have exactly the stated bounds. Together with the uniform \pi_n above, this proves the proposition.
Tail loss and capping. Let \mathcal S_N be all finite lists on those center lattices, with types from the fixed family, satisfying (14.10) and its path and multiplicity bounds. Define H_N on the whole probability space by
The supremum includes the fixed type list. It is not set to zero outside the extraction event. For a finite template domination V\le\sum_{\nu=1}^{r_0}V^\nu, use the tail comparison
On \{V>T\}, the largest summand exceeds T/r_0 and the sum is at most r_0 times that largest summand. Apply this to the Y and error fields, then sum over the fixed templates and sparse residues. If 1\le T<r_0, split each summand at 1: values at most 1 contribute at most C(N+1) by the path and multiplicity bounds, and values above 1 use the tail bounds at threshold 1. Since r_0 is fixed and T<r_0, these terms are absorbed by C_F(N+1)/T+C_F after increasing C_F. Lemma 12.7 and Corollary 12.2 give, for F,T\ge1 and uniformly in \mathfrak r,
The error fields have exponent m_*>4, so their integrated bound is included in the C_F/T term. Thus for every \varepsilon>0 one can first choose F, then T, and then restrict the final cone so that
The test family and its collection constants remain those fixed in the larger cone. This is an expectation bound, separate from \Omega_{n,\mathfrak r}.
For J,M>0, write f_{J,M}(x)=\max(-J,\min(x,M)). On the extraction event let \mathcal E_J contain every irregular retained piece and every regular piece containing a link below -J\beta; set \mathcal E_J=\varnothing off that event. On a nonexceptional regular piece, replacing links by f_{J,M} only decreases the right side of (14.11). On an exceptional regular piece the capped sum is at most q_KM, while (14.13) controls the negative cost of every exceptional retained piece. Splitting its two charges at T gives, on \Omega_{n,\mathfrak r},
The list \mathcal L includes links in exceptional regular pieces. Only the upper cap enters the loss coefficient.
Sparse negative-link flags. The asymmetric estimate needs a two-dimensional sparse-path bound for \mathcal E_J. A phase is shared along a wall, so column independence alone does not give that bound. For each coarse center z, let \mathcal A_z be the fixed finite list of potential links in its O(K) box, including its row and offset classes, and let
Enumerate the local phase templates for the union of these links, including both anchors and anchor means in every gauge projection. For a fixed template t, let \Phi_z^{J,t} be the same indicator with every link evaluated under that template. At each site the matching template reproduces every original link in \mathcal A_z exactly, so
Because one template agrees exactly, every indicator uses the same threshold J. The original first-moment bound gives \mathbb P(X<-J\beta)\le C_s/J. The fixed-phase first-moment bound (14.4), followed by Markov and a union bound over \mathcal A_z, gives
uniformly in the law and template.
On the extraction event, every exceptional regular piece is counted by \Phi_z^J at its center. With selected counts empty off that event,
When fixing the core geometry, take the sparse spacing in Section 13.6 large enough for the supports of \mathcal A_z, and split the center lattice into its finitely many residues. For each residue and fixed template, the copied indicators have disjoint product input supports; the different template fields need not be independent. Every selected subsequence retains the path budget and bounded multiplicity. Lemma 12.1, summed over these fixed residues and templates, therefore gives
The irregular term uses the good-event bound in the extraction proposition; the other term bounds the supremum over all allowed center lists before one is selected. The definition off the good event makes all selected counts zero there.
14.4 The two truncation estimates
Capping makes link costs bounded, so row concentration applies. The first estimate allows the lower cap to be chosen after a prescribed upper cap. The second chooses equal caps from a fixed finite menu and also controls their tail probabilities; this stronger form will be needed for road replacement.
Proposition 14.4 (Asymmetric capped-link estimate). For each fixed 0<M<\infty and \zeta>0, there are 1\le J<\infty, fixed geometric tolerances and n_0 such that, for every admissible n\ge n_0,
The tolerances can be imposed by taking the rational v,w sufficiently close to the endpoints of the flat. The choices are uniform over input road laws satisfying the stated local estimates and the sublinear upper bound for \beta.
Proof. Fix an error \varepsilon>0, to be chosen relative to \zeta. Choose F,T in (14.17), reserving the corresponding upper bound for the final \delta. By (14.19), choose J after T,M so that (q_KM+2T)C_KJ^{-1/2}<\varepsilon, and then choose \eta so that its contribution has the same bound.
Apply Lemma 12.8 to f_{J,M}(X_{j,k}/\beta), using the original column independence from Lemma 11.1. Its fixed bound is \max(J,M). The interval length j_n is comparable to N; hence (14.12) meets the lemma’s row and omission tolerances after decreasing \eta and taking n large. Uniformly over the road law, with probability tending to one,
on the extraction event. The supremum in the row lemma is taken before the rows and omissions are selected.
If (14.20) failed uniformly, choose an offending sequence of scales and road laws. On the geometric and row events the capped sum is at least c\zeta N-\varepsilon N, while (14.9) bounds the left side of (14.18) by \epsilon_nN. Since \mathcal E_J is empty off the good event, (14.19) and (14.17) bound the expected nonnegative losses in (14.18) by C\varepsilon N for all large n. By Markov’s inequality, they are at most 4C\varepsilon N with probability at least 3/4. This event intersects the geometric and row events. Choosing \varepsilon<c\zeta/(10C+10) contradicts (14.18). Every threshold and geometric tolerance was fixed before n, proving the asserted uniformity.
The same estimate also bounds the untruncated positive-tail probability. Since f_{J,M}(X/\beta) is at least M on \{X>M\beta\} and at least -(X/\beta)^- elsewhere,
This uses no assumption that the positive tails are uniformly integrable.
Proposition 14.5 (Matched caps in a finite dyadic range). Let X^{(1)},\ldots,X^{(r)} be finitely many required row-link templates, and let U_1,\ldots,U_p be additional nonnegative local variables with a uniform bound on the sum of their first moments. For every \zeta>0 and every prescribed lower bound M_{\rm prescribed}, there is a fixed finite dyadic set \mathcal M=\{M_0,2M_0,\ldots,2^{H-1}M_0\}, with M_0\ge M_{\rm prescribed}, and fixed geometric tolerances, such that for every sufficiently large n some deterministic law-dependent M\in\mathcal M satisfies, simultaneously,
In particular U_1 may be the positive part of the normalized primary increment used in the road improvement.
Proof. Fix an error \varepsilon>0. Choose F,T as in (14.17), uniformly over the finite type family, and reserve the corresponding upper bound for the final \delta. Choose M_0\ge M_{\rm prescribed} so large that 2TC_s/M_0<\varepsilon. Let A bound the sum of the first moments of (X^{(a)}/\beta)^- and the U_b. Choose H so large that 2A/H<\varepsilon. Lemma 12.9 ensures that for each law some level in the fixed menu satisfies
We fix all concentration and geometric tolerances for the whole menu before selecting this law-dependent level.
For equal caps, the square-root probability in (14.19) would be multiplied by the cap. Instead use the original row-link fields and their column independence. For every M\in\mathcal M and every link template, apply Lemma 12.8 separately to \mathbf1_{\{X_{j,k}^{(a)}<-M\beta\}} and to the capped costs. Take a finite union of these conclusions, using M_{\max}=2^{H-1}M_0 as a common bound. The resulting event has probability tending to one uniformly over the law, and controls all candidate levels before one is selected.
On this event and the corresponding extraction events, the selected negative-link indicators have frequency at most their marginal probability plus a fixed error \nu. Columns are distinct, so each exceptional regular piece is counted by at least one such indicator. For any candidate M, the regular exceptions in (14.18) with J=M therefore cost at most
The irregular contribution is at most (q_KM+2T)(C_K\eta+\epsilon_n)N. After fixing M_{\max}, choose \nu, the row and omission tolerances, and \eta so that their contributions are at most \varepsilon N. The term containing \epsilon_n then has the same bound for large n. Select a level satisfying (14.24). Its M-weighted term is O(\varepsilon N); its T-weighted term is small by the same bound or by \mathbb P(X<-M\beta)\le C_s/M_0.
The capped row sums at this level are compared with their means by the same simultaneous concentration event. The extraction gives |\mathcal L|\ge cN and retained cost at most \epsilon_nN for each template. Markov applied to the finite sum of their H_N’s supplies a loss event of fixed positive probability, which intersects all the events whose probabilities tend to one. The contradiction in the asymmetric proof, with \varepsilon sufficiently small relative to \zeta, therefore proves (14.22) for every template. Equation (14.24) gives (14.23). The same cap is used for both conclusions; no expectation bound on a discarded heavy negative tail is required.
15 Improving a road while preserving locality
The link estimates supply inexpensive crossings after clipping, whereas an admissible road needs a bound on its full expected cost. We bridge this gap in two stages. First, compare each crossing with the corresponding piece of the input road. Then replace clusters of large positive costs by pieces of an independent spare road. The replacement tests use a fixed number of neighboring slots. After a fixed enlargement of the spatial scale, the resulting path belongs to the original road class.
We construct the improved A-road; interchanging the two families gives the B-road. Positions are in \mathcal G_n and costs remain in their original units. Write (x,y) for coordinates in the basis (v,B); the horizontal coordinate x was denoted by u in Section 14. Put
and take 0<s<1/10. The tracking and locality norm is still the maximum norm in (v,w) coordinates. The change (x_v,x_w)\mapsto(x_v-sx_w,x_w) and its inverse have norm at most 1+s\le1.1; this factor is included in every band clearance below. Scaled lattice edges have length at most 2K_{\rm lat}/n in these coordinates, so their rounding errors fit the stated strict clearances once n is large. Constants are uniform over the fixed neighborhoods of the flat endpoints. Euclidean metric estimates may use constants depending on the hypothetical flat.
15.1 Two inputs to the construction
Fix an input pair whose mean period excesses are bounded by \beta, where
We use the preceding results in the following two forms. The gauge input (G) combines Lemmas 10.2, 10.4, 10.6, and 11.1, with the interpolation identity (10.10). The link input (L) combines Propositions 14.4 and 14.5 with (14.3). Stating their support bounds here will make the eventual rescaling independent of all auxiliary proof parameters.
- (G)
In an iid joint world, all specified road anchors have integrable local gauges, with the deterministic means of their label types included. Corrected increments along a bounded number of road periods, and changes of labels at the specified intersections, have L^1 bounds C\beta. Comparisons with increments of the calibration have the same bound. These comparisons hold for the supremum over attachment occurrences in the indicated bounded parameter intervals. Along each unit road period the gauge is interpolated so that its corrected signed cost over a nominal interval of length u is u times that period’s corrected increment. Consequently, over an interval of length at most c_1s, situated in a prescribed bounded number of periods, its absolute corrected cost is bounded by c_1s times a local variable of mean C\beta.
A baseline generated from its tube and private completion admits a compatible gauge depending only on these common inputs. In each joint world containing that baseline the difference from its world gauge, including the supremum over bounded attachment intervals, has L^1 norm at most C\beta. Every computed gauge, corrected road increment, and gauge-to-gauge seam record has a fixed support radius R_g, independent of s,n,\beta, probability tolerances, phase-group size, and the chosen input road rule. Comparisons involving the calibration itself are analytic L^1 bounds; those calibration errors are not asserted to be local.
- (L)
Between the walls x=ja_0 and x=(j+1)a_0, let X be the minimum signed link cost, corrected at the two wall center levels, in the horizontal band of half-width s/50. The admissible crossings have horizontal drawdown at most s/20, and the signed endpoint arms are along the labeled walls. The link is a function of the inputs in a fixed neighborhood of this band. Its negative part satisfies \mathbb E(X/\beta)^-\leq C_X. For every fixed upper cap K and \eta>0, its asymmetric clipped mean is at most \eta after a sufficiently large fixed lower cap is chosen. All direction tolerances and lower thresholds for n are uniform over the input road rules satisfying the displayed common bounds, and over the finitely many row and phase versions used below.
The matched-cap conclusion is also available. Given M_0<\infty, \eta>0, and finitely many additional nonnegative local variables with uniformly bounded first moments, there is a fixed finite dyadic set \mathcal M\subset[M_0,\infty) such that at each sufficiently large admissible n a deterministic M\in\mathcal M satisfies
\mathbb E\operatorname{clip}_M(X/\beta)\leq\eta, \qquad M\sum_\ell\mathbb P(U_\ell>M)\leq\eta. \tag{15.1}Here \operatorname{clip}_M(z)=f_{M,M}(z)=\max\{-M,\min\{z,M\}\}. The geometry and threshold for n are chosen uniformly over this finite set. This is Proposition 14.5, not a consequence merely of asymmetric clipping.
The support assertions in (G) and (L) refer to all the weights and private random inputs used to calculate a variable, including the inputs to its gauges. Finite averaging of gauge functions over mesh offsets preserves both the estimates and a fixed support radius: all offsets lie in one bounded fundamental cell, irrespective of the number of offsets.
15.2 Independent baselines and completed environments
Only the weights on a path’s traveled edges need to be the actual weights. We may therefore complete the environment privately outside a deterministic band, while retaining the correct iid law for every local calculation. We arrange the completions so that the entire primary field is independent of the spare baseline, and so that transitions can use both baselines with compatible gauges.
Put z(x,y)=y-sx/a_0. We use the deterministic primary band
and the narrow spare-baseline tube around z=10s. The input tracking bound r=s/1000 places the primary and spare baselines in disjoint subsets of these bands. Edges meeting their boundaries can be assigned by a fixed convention; for sufficiently large n the O(1/n) lattice padding leaves the two preserved sets disjoint.
Generate each baseline once from the actual weights in its narrow tube, its own independent private exterior, and its private road seeds. Its physical path stays in that tube. Whenever a completed environment uses this baseline, insert that same path with those same private inputs. Choose these baseline private arrays jointly independent of the actual edge field and of all world completion and auxiliary arrays. Denote the compatible baseline gauges from (G) by H_p and H_s.
The primary world uses actual weights in \mathcal T_p and fresh iid weights outside \mathcal T_p. Its auxiliary road seeds and exterior completion are independent of all spare-baseline inputs. The primary baseline is inserted using its already fixed private completion. Although that completion is not the primary world’s exterior, it is an admissible independent randomization for a path whose physical edges all have the primary world’s weights. Keep the canonical wall network and wall gauges of (L) unchanged, and attach the common baseline as an extra path label using (G). In particular its gauge does not replace any gauge defining X. Do the same with both common baselines in every transition world. The link variables therefore retain exactly their laws in (L), while (G) supplies the new endpoint-label comparisons. The spare world is constructed in the same way around the spare tube. Thus the entire primary field constructed below is independent of the entire spare baseline and its compatible gauge.
For each prospective transition make a joint world using actual weights in
and a fresh iid exterior. Insert both common baselines, with their original private completions. Use fresh auxiliary road seeds. Distinct transition worlds may share the actual weights in their preserved bands; their exterior completions are independent. We never equate calibrations from two different worlds. Comparisons at their seams use (G).
Apply (G) separately to each baseline with only its own narrow tube prescribed: take \eta_0 to be that tube’s actual weights and take \eta_{\rm other} empty. In each world j, let \zeta^j be the entire weight array on the complement of this tube, using the actual weights where that world retains them and its fresh exterior weights elsewhere. The partition is deterministic, so each hybrid complement has the iid exponential law and is independent of \eta_0. The baseline’s private field is jointly independent of (\eta_0,\zeta^j). The complements in different worlds may share actual coordinates. Applying the lemma first to the primary baseline in its primary and transition worlds, and then to the spare baseline in its spare and transition worlds, gives the common gauges H_p,H_s used above.
| World | Actual weights retained | Inserted baselines | Compatible gauges |
| Primary | \mathcal T_p | primary | H_p |
| Spare | narrow spare tube | spare | H_s |
| Transition | \mathcal T_t | primary and spare | H_p,H_s |
Table 1: The completed environments and the inputs they share. Each world uses fresh iid weights outside its retained region. Every inserted baseline keeps its fixed private exterior and road seeds. A compatible gauge is compared with that baseline’s gauge in the indicated world; wall-to-baseline switches are handled within that world.
The following phase convention makes the slot construction stationary. If \mathcal H is a finite subgroup of \mathbb R/\mathbb Z containing s and all the row-mesh increments used in the construction, let \phi_j be iid uniform in \mathcal H. Give wall j the relative phase \phi_j in the rule of Section 11; its absolute marked-height residue is
The translation by A takes wall j to wall j+1 and adds s to its vertical coordinate. Consequently ordinary translation of the iid sequence (\phi_j) gives exactly the required translation of the wall family, including its marked cuts. A uniform wall phase is needed only on the bounded wall portions queried by this construction; its seed is stored at the corresponding primary slot. Different transition worlds receive their own such seeds. No random phase is shared by all slots. Gauge functions, rather than a single random mesh choice, are averaged over mesh offsets. The number of phases can depend on the previously fixed rational mesh and s; their physical storage locations and the union of their support sets remain in a fixed neighborhood.
For the copy with nominal origin zero, group the globally indexed primitives of Section 11 into slabs indexed by j=\lfloor x/a_0\rfloor, resolving boundary ties deterministically. The coordinates retain their structural roles and road or world origins; translated copies carry translated origins and slabs. Each slab contains countably many independent auxiliary coordinates, with separate coordinates for the baselines, the primary completion, and each translated transition type, and with the same marginal law in every translated slab for each role. The global indexing supplies the measure-preserving action of every lattice shift; the slab grouping here establishes locality and separation. All quantities used for slot i are measurable with respect to the slab inputs with |j-i|\leq R_*, for a fixed integer R_*. Only bounded transverse subsets of these slabs are queried. The retained actual primary and spare edges are disjoint, and their auxiliary coordinates are disjoint. These facts establish unconditional independence of the two entire fields, and independence of a slot variable from a remote transition test. They are stronger than conditional finite dependence given phases.
15.3 The primary choice in each slot
A slot has two physical candidates with the same endpoints: the baseline piece and a horizontal crossing reached by forward wall travel. Their common endpoint convention lets us choose the cheaper candidate before estimating its cost.
Every minimizing link used in this section is the vertex-ended representative constructed after (14.2).
Choose the primary baseline’s common-vertex intersection c_i with wall i by the local occurrence rule of Lemma 10.1. All such intersections have baseline parameter i+O(r) and wall height is+O(r), by the tracking bounds. The permissible parameter intervals for different walls are disjoint and ordered. The choice is therefore local and commutes with translation by A. Ties between multiple occurrences are resolved in their order along the baseline. Let g_i be the primary world’s wall gauge at c_i.
The two competing paths from c_i to c_{i+1} are the baseline subpath and the midpoint link, whose row is (i+1/2)s, with its attachments along the two walls. Every left attachment is forward because
and every right attachment is forward for the analogous reason. The link is followed in its crossing direction. Thus both candidates are physical paths with positive edge traversal costs. The signed arms in the definition of X_i are only bookkeeping: they cancel inside these forward attachments.
Let B_i and L_i be the normalized corrected costs of these two paths, both in the endpoint convention g_i,g_{i+1}. By the linear interpolation in (G),
Indeed the algebraic difference consists exactly of the two signed wall movements from the baseline intersections to the midpoint center levels. Each has nominal length O(s) in a bounded number of wall periods. This estimate precedes, and does not condition on, any later path selection.
Choose the cheaper path and put Z_i=\min(B_i,L_i). This is one common endpoint convention, with wall gauge g_i shared by its two neighboring slots. It is essential to retain these gauges here: replacing them slot by slot by H_p would add errors of order \beta, whereas (15.3) is of order s\beta. The compatible baseline gauge is used only at the rare seams below.
Both tails of Z_i have a uniform first-moment bound. For the negative tail, calibration domination leaves only the gauge error between c_i and c_{i+1}; the attachment supremum in (G) bounds its expectation by C\beta before the candidate is selected. For the positive tail, the baseline competitor has defect bounded by a fixed number of complete period defects, because its endpoints lie in fixed parameter windows. The endpoint gauge comparison costs a further C\beta. After normalization,
The complete-period estimate applies even though the endpoints were chosen from the baseline and wall environment.
Since clipping is monotone and 1-Lipschitz,
Apply the matched-cap estimate with the additional variable Z_i^+. For any prescribed M_0 and \eta, a cap in a fixed finite dyadic range therefore gives
The cap depends on the input law and the scale, but is deterministic before the environment is sampled. This dependence adds no spatial input to the rule.
All physical pieces just constructed lie in |z|\leq s, after increasing the lower threshold for n. Thus their actual costs in the primary world are their actual costs in the original environment. Their full calculation, including the wall gauges, is local in the sense established in Section 15.2.
15.4 Forward transitions to the spare road
A replacement must leave the primary baseline and return to it using physical forward travel. We reserve a fixed number of slots for each transition. Its geometry is fixed; only the numerical success threshold will depend on the desired failure probability.
Fix the transition length T_*=64. For each integer k, construct a candidate from c_k to the marked spare cut at nominal parameter k+T_*. Follow the primary baseline to its common-vertex intersection with the joint world’s wall k+1, chosen by the same local rule, cross successive walls through midpoint bands, and after wall k+T_*-1 follow the spare baseline forward to that marked spare cut. For the intervening link between walls j and j+1, use row
For the transition from the spare cut at k to c_{k+T_*}, use instead
All the rows belong to a fixed finite rational mesh. At interior walls the row increment is s(1\pm10/T_*). At the first and last attachment, the smaller available clearance is
This exceeds twice the band half-width and the O(r) tracking error. Hence every wall attachment in both transitions is forward. The initial and terminal baseline pieces are also forward, since the walls at k+1 and k+T_*-1 have disjoint ordered baseline intersection intervals. Every edge of these candidates lies in \mathcal T_t.
We use incoming records indexed by their primary starting cut: \Gamma_j^- starts at c_j and ends at spare cut j+T_*. Outgoing records are indexed by the last primary slot they replace: \Gamma_j^+ starts at spare cut j+1-T_* and ends at c_{j+1}. Let their normalized total corrected costs be C_j^- and C_j^+, using g_j or g_{j+1} at the primary end and H_s at the spare end. In calculating them, insert the primary compatible gauge H_p, the joint world’s baseline and wall gauges, and the spare compatible gauge H_s at the seams. All intermediate potentials telescope. Every gauge change is included in C_j^\pm.
Here is the seam estimate at a random primary intersection. Let g_{\rm base}^{\rm p} and g_{\rm base}^{\rm t} denote the gauges of the common primary baseline in the primary and transition worlds. Let I_i be all baseline occurrences with nominal parameter in i+[-Cr,Cr], so c_i\in I_i. Then
The switch envelope bounds the first term in L^1 by C\beta; Lemma 10.6 bounds the other two. These are bounds under the full coupling, obtained from the respective world marginals and uniform over the occurrence window. They require no conditioning on the selected c_i. The other seams are treated in the same way.
For each \delta>0 there is a finite K_\delta such that the local tests
To prove this, first obtain a uniform upper-tail bound for each link. For any fixed K, asymmetric clipping and the negative first moment in (L) give
There are T_*-2 links, so a union bound makes all their normalized costs at most a sufficiently large fixed K with probability at least 1-\delta/4. The remaining forward baseline portions, interpolated wall movements, and all the gauge seams are bounded in absolute value by a fixed sum of local variables having mean C\beta. Markov’s inequality bounds this sum by a finite multiple of \beta with probability at least 1-\delta/4. This controls the upper tail of C_j^\pm. Its negative part has bounded mean: in the joint world the candidate is a physical path, hence its defect is nonnegative, and (G) controls its two endpoint corrections, including the comparison to g_j or g_{j+1}. Markov’s inequality controls the lower tail. Increasing the numerical cap gives (15.9). The support and the geometry of a test do not increase when its numerical cost cap increases.
Let V_i be the absolute normalized corrected cost of the spare baseline from its marked cut i to cut i+1, using H_s. Then
The transition tests may depend on both fields. Later we will bound a successful replacement by the presence of a nearby primary flag, so the spare-cost estimate will use the independence in (15.10).
Choose once and for all an integer R\geq T_* large enough that, whenever |i-j|>R, Z_i is independent separately of Z_j, U_j^-, and U_j^+. Such an R follows from the explicit iid input supports. It is independent of s, \delta, K_\delta, and the clipping caps. The whole joint collection is stationary under translation by A.
15.5 A finite-range replacement lemma
The remaining probabilistic step uses only the stationary fields just constructed and their stated independence. We isolate it to make clear how a first-moment bound suffices for the rare positive tail.
Write F_i=\mathbf1_{\{Z_i>M\}}, p=\mathbb EF_0, and W_i=\operatorname{clip}_M(Z_i). Fix
Lemma 15.1 (Local replacement of large positive costs). For the stationary local fields and compatible physical pieces constructed above, assume (15.4), (15.9)–(15.10), and the stated independence at distances greater than R. There is a stationary finite-range rule selecting disjoint replacement intervals. It concatenates primary pieces, successful transitions, and spare pieces. Charge each retained primary cost to its own slot and each replacement’s total normalized corrected cost to its leftmost flag. The resulting integrable local charge Z_i^{\mathrm{out}} satisfies
The range of the rule depends on R and T_*, independently of M, \delta, and K_\delta.
Proof. The local rule. Consecutive flagged indices belong to the same cluster when their difference is at most G_*. A cluster with extremes a\leq b is accepted exactly when b-a\leq L_* and
For such a cluster replace the primary slots shown in Figure 4:
Use the incoming transition, then the spare baseline, then the outgoing transition. The spare portion runs from parameter a-B_*+T_* to parameter b+B_*+1-T_*. This interval has nonnegative length because B_*>T_*. The endpoints of the whole replacement are precisely c_{a-B_*} and c_{b+B_*+1}. Its normalized corrected cost C(a,b) is in their primary gauge convention and satisfies
This follows by exact telescoping through the two transitions and the spare gauge. Different accepted intervals are disjoint because distinct clusters have gap greater than G_*>2B_*. All long or infinite clusters are left unchanged.
Figure 4: An accepted replacement, shown in nominal-parameter coordinates. The marked primary slots are the extreme flags a,b of the accepted cluster; they may coincide. The flags use the matched cap M, while the arrows show the actual uncapped physical route. The diagram is schematic and does not represent a sampled FPP path; each transition and the intervening spare piece is traversed forward.
The latter instruction has an exact finite implementation. A proposed leftmost flag a and rightmost flag b\in[a,a+L_*] form a complete short cluster if and only if they are flagged, all consecutive flag gaps in [a,b] are at most G_*, and there is no flag in [a-G_*,a-1] or [b+1,b+G_*]. These tests read only [a-G_*,a+L_*+G_*]. They can never accept a portion of a longer or infinite cluster. Let O_i indicate replacement of slot i. A cluster covering i has
so O_i is determined by flags within distance 13B_* of i and transition tests within distance 10B_* of i. It follows in particular that
Uncovered positive costs. If a flagged slot is left uncovered because its cluster is long or infinite, it contains a flag at distance strictly greater than R. Following its chain from i until the first such flag gives an index j with
There are 2G_* possible witnesses. If the cluster is short but not accepted, one of the possible incoming tests indexed in [i-L_*-B_*,i-B_*], or outgoing tests indexed in [i+B_*,i+L_*+B_*], fails. Each of these at most 2(L_*+1) tests is independent of Z_i, because its index is more than R away. Applying independence to these deterministic possible witnesses, before any random choice of an extreme, gives
For example each remote-flag term is \mathbb E[Z_i^+F_iF_j]=\mathbb E[Z_i^+F_i]p\leq C_0p; the failed-test terms are analogous. Thus the expectation of an uncovered large cost is bounded directly, even if rare values carry a substantial part of the first moment.
Retained and discarded primary costs. The retained costs satisfy
Indeed on a covered slot the right side is at least -M+M=0; on an uncovered slot only the portion of Z_i above M can increase its clipped value. In particular discarding negative primary costs loses at most M times the covered density, whether or not those costs are correlated with nearby flags.
Replacement costs. By (15.15) and independence of the entire spare and primary fields,
We have bounded the success indicator by the event of a nearby primary flag; success itself need not be independent of V_i.
Accepted clusters have density at most p, so their two successful transitions contribute at most 2K_\delta p to the mean upper bound. Charge the remaining bound in (15.14) to the leftmost flag of its cluster. By stationarity, its mean per slot is bounded by \mathbb E[V_0O_0]; unused spare slots in that display are simply overcharged. Summing these bounds with (15.16)–(15.18) proves (15.12). Each charge and each reassignment involves a uniformly bounded number of slots. Hence all charges are integrable, and the expectation calculation requires only first moments.
15.6 Physical parameterization and endpoint accounting
The replacement lemma bounds stationary charges assigned to whole pieces. Three further facts are needed to obtain an admissible road: the physical concatenation must track the nominal line, its actual period cuts must have the same mean excess as these charges, and its full input support must remain bounded. We verify them in this order.
Tracking. Each crossing has horizontal drawdown at most s/20. The wall and baseline attachments add only O(r) to this drawdown; successive walls have horizontal separation a_0. On each unchanged primary slot, or each transition, take the running maximum of the horizontal coordinate and apply the affine adjustment sending its endpoint values to the prescribed endpoint parameters. This is continuous and nondecreasing; constant portions are allowed. The adjustment moves the horizontal nominal position by O(s), since the horizontal endpoint errors and the drawdown are O(s). On spare portions use the original spare nominal parameter. These parameterizations agree at every concatenation and cover the real line.
Throughout a primary slot the vertical displacement from the nominal line is O(s). Throughout a transition it lies between its two baseline offsets, up to O(s), by (15.7)–(15.8). Spare pieces have offset 10s. Thus in the (v,w) tracking norm the entire output has tracking error at most C_{\rm tr}s, with C_{\rm tr} independent of the cluster and probability parameters. Local edge repetitions and nominal pauses retain their occurrence labels; no negative signed traversal is ever substituted for physical motion. Every baseline–wall and wall–link splice is at a lattice vertex. A marked spare cut inside an edge only subdivides consecutive forward travel along that same baseline occurrence. Merging those subdivisions therefore leaves a two-sided lattice walk with locally finite edge occurrences, as required by Definition 9.1.
Actual period cuts and integrability. To convert the charge bound (15.12) into a mean actual excess, assign the primary gauges to the designated primary concatenation endpoints, and the compatible spare gauges to spare endpoints. On each primary or transition piece interpolate its two endpoint gauges linearly in the fraction of its positive physical cost already traversed; on spare pieces use the spare interpolation. These assignments agree at concatenations, are local, and commute with translation by A. In particular they assign a gauge at every actual first occurrence of an integer nominal level, including when that occurrence precedes the designated endpoint during a nominal pause. The assigned gauges are integrable at all these cuts. Integrability on a transition follows from its positive physical costs. On success, the total physical passage cost is at most
where the appropriate endpoint gauge may be H_s. The right side is integrable by (G), and any physical subpiece costs at most the whole physical path. A selected primary candidate has physical cost no larger than its baseline competitor: their endpoints and corrections are identical. That competitor lies in a fixed number of integrable input periods. On primary and transition pieces, linear interpolation bounds each assigned gauge by the absolute endpoint gauges. On spare pieces, the original interpolation and (G) give integrability over bounded parameter windows. Partial primary pieces, successful transitions, and spare periods are therefore integrable. This integrability is required at each fixed n; the bound need not be uniform in n.
For an interval of N slots, summing the local upper charges used in (15.12) bounds the corrected cost of all complete primary and replacement pieces. Passing to the actual first-occurrence endpoint cuts changes this bound only within the bounded number of primary pieces and replacement intervals meeting the two boundaries. The primary boundary pieces must be included even when no replacement is accepted: a terminal wall arm may follow the first occurrence of the terminal integer. Each boundary remainder is bounded by a fixed finite sum of the integrable costs and gauges just described. Its expected absolute value is bounded independently of N. After division by N this boundary error vanishes. The endpoint gauge difference has zero mean: the complete output rule, including the choice of endpoint label, is stationary under A, so the gauges at translated cuts have the same integrable distribution. Thus (15.12) indeed bounds the expected actual Q_n per old slot, divided by \beta. This uses stationarity of the chosen labels and does not assume that the mean of the calibration at an arbitrary random point is zero.
Input locality. The finite cluster test and the input supports in Section 15.2 imply a fixed output dependence radius R_{\rm out} in old spatial units. Numerical caps affect only comparisons of already calculated local quantities. The large auxiliary boxes used to prove (L), and the size of its finite cap set, are not inputs to this path construction. Neither R_{\rm out} nor C_{\rm tr} depends on s, the directional tolerances, the cap, the seam failure probability, or the input road rule.
15.7 Choice of constants and contraction of the infimum
The construction can now be closed in the class used to define b(n). The order of choices is essential: choose the rescaling from structural support and tracking bounds first, then the small inward tilt, and only then the probability and cap tolerances.
Proposition 15.2 (Contraction in the original road class). For suitable fixed rational v,w near the flat endpoints and s>0, there are an integer D\ge1 and \rho<1 such that
for every sufficiently large admissible n. The infimum on both sides uses the road class of Definition 9.1, with costs in their original units.
Proof. The structural constants C_{\rm tr},R_{\rm out},C_1 are uniform in sufficiently small s and the nearby rational directions. First choose an integer
Next fix rational 0<s<1/10 and \epsilon>0 so small that DC_1s<1/4 and D\epsilon<1/4. The geometry and the constants R,B_*,G_*,L_*,H_*,C_0,C_V have already been fixed uniformly. If C_0=0, the primary costs vanish almost surely and no replacements are necessary. Otherwise choose
then the corresponding transition cap K_\delta. Set
Choose the finite matched-cap range from (L) with this M_0,\eta, and then fix the geometric comparison tolerances and the rational directions so that it applies uniformly over that range. At every sufficiently large admissible n, choose its deterministic good cap. Equation (15.6) gives Mp\leq\eta, while p\leq C_0/M_0 by Markov’s inequality. In (15.12) the failed-test error, the terms A_*p, and the terms (H_*+1)\eta are each at most \epsilon/3. We obtain an actual stationary local road with
Regard D old slots as one new period and use space units Dn. The tracking error is then at most s/1000, the input radius at most 10, and the rule commutes with translation by DA in old units, that is by A in new units. Reindexing the private product field by this rescaling preserves its shift-invariant law: a new lattice shift corresponds to the old lattice shift multiplied by D. Thus it is in the original road class at scale Dn. The same construction in the other direction gives a pair with common mean bound
All the rational meshes have fixed denominators; multiplication of an admissible n by the integer D preserves admissibility.
Let b(n) be the infimum of the common mean bound over that road class. Invoke the uniform input estimates with the fixed enlarged prefactor 2C_s; this changes only the threshold for n. That threshold is therefore uniform over members with \beta\leq2C_s n^{1-c}. Since b(n)\leq C_s n^{1-c}, for each sufficiently small t>0 one can choose a pair with \beta\leq b(n)+t\leq2C_s n^{1-c}. Apply (15.21) and then let t\downarrow0; existence of a minimizing road is unnecessary. This proves
All directions, meshes, and tolerances are fixed in the stated order, and the choices give \rho=D(C_1s+\epsilon)<1/2. This proves the assertion for all admissible n above the common threshold.
16 Excluding flat faces
Proof of Theorem 1.1. Suppose \partial\Bcal contains a nontrivial segment, and fix the maximal supporting face with extreme endpoints a,b described in Section 8. The same admissible road class has the bounds
from Propositions 9.5 and 9.4.
Proposition 15.2 supplies fixed rational directions, s>0, an integer D\ge1, and \rho<1 such that b(Dn)\le\rho b(n) for every sufficiently large admissible n. Choose an admissible n_0 above the common threshold. Multiplication by D preserves admissibility, so iteration gives
a contradiction. Thus every supporting face is a single point.
To express this as strict convexity, take distinct x,y\in\partial\Bcal and 0<t<1. Convexity gives \mu((1-t)x+ty)\le1. Equality would provide a supporting functional \ell\le\mu at this point, and therefore
Both endpoint values would be one, so the entire segment [x,y] would lie in a nontrivial supporting face. This has been excluded. Therefore \mu((1-t)x+ty)<1 for the rate-one exponential law.
Theorem 1.2 with shape \kappa=1 gives Fréchet differentiability of this norm away from the origin and a C^1 unit sphere, with a unique supporting line at every point. To pass to any rate \lambda>0, couple the weights by \tau_e^{(\lambda)}=\lambda^{-1}\tau_e^{(1)}. Then every path cost, and hence every passage time, is multiplied by \lambda^{-1}. Thus
Multiplication by a positive scalar preserves differentiability, strict convexity, and the C^1 boundary property. This proves every assertion of the theorem.
17 Geometric and geodesic consequences
The first two subsections concern the exponential law of arbitrary rate \lambda>0. Theorem 1.1 supplies both regularity properties needed there. The final two subsections apply Theorem 1.2 to a quantitative midpoint estimate and to cone-tip competition for the whole Gamma family.
For a Euclidean unit vector u, put v_u=u/\mu(u) and \rho_u=\nabla\mu(u). Homogeneity gives \rho_u\cdot v_u=1, and the supporting inequality gives \rho_u\cdot x\le\mu(x) for every x. Hence
is the supporting line at v_u. Strict convexity gives P_u\cap\Bcal=\{v_u\}: two contact points would put their entire segment in the boundary. Thus the set of radial directions of contact with P_u consists of the single direction u.
17.1 A fixed deterministic direction
A finite geodesic is a path realizing the passage time between its endpoints. An infinite geodesic, or a bigeodesic, is respectively a one-sided or two-sided infinite path every finite segment of which is a finite geodesic. For the Gamma laws in this paper, finite geodesics exist and are almost surely unique. Indeed, choose \theta>0 so large that 3\E e^{-\theta\tau_e}<1. Counting simple paths shows that the probability of a simple path from a fixed vertex with at least m edges and cost at most t is bounded by C e^{\theta t}(3\E e^{-\theta\tau_e})^m. Thus almost surely only finitely many simple paths from that vertex have cost below any fixed bound. Thus every passage ball \{z:T(x,z)\le t\} is finite, and a minimum is attained between any two vertices. Two distinct simple paths with the same endpoints have different edge sets; conditioning on all but an edge in their symmetric difference shows that their costs are unequal almost surely. Countability gives uniqueness simultaneously for all lattice endpoints.
A sequence (z_n) is directed toward a unit vector u when \lVert z_n\rVert_2\to\infty and z_n/\lVert z_n\rVert_2\to u. An infinite geodesic has direction u when its vertex sequence has this property. Write \Gamma(x,y) for the unique finite geodesic between lattice vertices x and y. Local convergence of paths rooted at x means eventual agreement of each fixed finite initial segment.
Corollary 17.1. Fix a deterministic unit vector u. There is an event \Omega_u of probability one on which all the following statements hold.
- 1.
For every x\in\Z^2 there is exactly one infinite geodesic \Gamma_x^u from x with direction u. For every sequence (z_n) directed toward u, including a sequence chosen from the edge configuration, \Gamma(x,z_n)\to\Gamma_x^u locally.
- 2.
For every x,y\in\Z^2, the paths \Gamma_x^u and \Gamma_y^u have a common tail.
- 3.
No bigeodesic has an end with direction u.
- 4.
For every x,y\in\Z^2, the limit
B_u(x,y)=\lim_{n\to\infty}\bigl(T(x,z_n)-T(y,z_n)\bigr)exists and is independent of the choice of sequence directed toward u. Moreover,
\E B_u(0,x)=\nabla\mu(u)\cdot x,and, for every \varepsilon>0, only finitely many x\in\Z^2 satisfy
|B_u(0,x)-\nabla\mu(u)\cdot x|>\varepsilon\lVert x\rVert_1.
Proof. Damron–Hanson’s product-measure hypothesis A1' holds: the common law is continuous, and the minimum Y of the four weights incident to the origin is exponential of rate 4\lambda, whence \E Y^2=1/(8\lambda^2)<\infty. Their geometric assumptions (2.1)–(2.2) require differentiability at the chosen boundary point and at both endpoints of its supporting face. The preceding supporting-line calculation identifies that face with \{v_u\}. Thus their supporting sector is exactly the direction u. Theorems 1 and 2 of [10] give the convergence, coalescence, bigeodesic exclusion, and Busemann statements on one probability-one event for this fixed u. Their normalized supporting vector is \rho_u=\nabla\mu(u) by that calculation.
For completeness, uniqueness follows from the convergence assertion. If (x=x_0,x_1,\ldots) is any infinite geodesic of direction u, then its segment ending at x_n is \Gamma(x,x_n) by uniqueness of finite geodesics. These segments converge both to that infinite geodesic and to \Gamma_x^u, so the paths agree.
The Busemann limit also has an elementary pathwise description. If c is any common vertex after \Gamma_x^u and \Gamma_y^u have coalesced, local convergence implies that both finite geodesics to z_n pass through c for all sufficiently large n. Hence
In particular the displayed difference defining B_u(x,y) is eventually constant for each fixed pair and each such target sequence. Taking limits in the triangle inequality and in differences of passage times gives
The first inequality also gives integrability. If y lies on \Gamma_x^u, then B_u(x,y)=T(x,y). Translation of the environment and of the targets shows that this additive random function is stationary.
The direction u is fixed before taking the probability-one event. One may intersect these events for a prescribed countable set of directions. The result does not assert simultaneous uniqueness in all directions, or simultaneous absence of all bigeodesics.
Independently of these shape arguments, the companion manuscript [30, Theorem 1.1] excludes all bigeodesics on one probability-one event for iid \operatorname{Gamma}(\kappa,\lambda) edge weights, for each fixed \kappa,\lambda>0. This includes the exponential laws here; these distributions satisfy its nonatomic minimum-second-moment hypotheses.
17.2 Passage through a prescribed vertex
Corollary 17.2. For every nonzero v\in\Z^2,
More generally, let a_n,b_n,z_n be deterministic lattice vertices with
for a deterministic unit vector u. Then \PP(z_n\in\Gamma(a_n,b_n))\to0.
Proof. Set p_n=a_n-z_n and q_n=b_n-z_n. Translation invariance gives \PP(z_n\in\Gamma(a_n,b_n))= \PP(0\in\Gamma(p_n,q_n)). If the asserted probabilities had positive limsup, the event that 0\in\Gamma(p_n,q_n) for infinitely many n would have positive probability. Intersect this event with \Omega_u from Corollary 17.1. Restrict to the infinite set of indices for which 0\in\Gamma(p_n,q_n). On the intersection, the arm from 0 to q_n converges locally to \Gamma_0^u. Both arms have lengths tending to infinity, since their endpoints tend to infinity. Local finiteness of the lattice permits a diagonal subsequence along which the other arm also converges to an infinite path. Every finite segment of the resulting two-sided path is a segment of one of the finite geodesics \Gamma(p_n,q_n), and hence is geodesic. The two arms have no vertex in common except 0, because each finite geodesic is simple. This constructs a bigeodesic with an end of direction u, contradicting Corollary 17.1. The first assertion uses a_n=0, b_n=nv, and z_n=\lfloor n/2\rfloor v.
This is the compactness argument underlying [10, Theorem 2.1]. Ahlberg and Hoffman [2, Theorem 2.1] already prove the whole qualitative corollary for arbitrary deterministic endpoint sequences escaping from the tested site, assuming continuity and the minimum-of-four second moment. This includes all Gamma laws here and requires no shape regularity. The proof above records its connection with the fixed-direction consequences.
17.3 A quantitative midpoint bound for Gamma weights
Differentiability has a useful consequence even when strict convexity has not been established: a C^1 planar convex body cannot have only finitely many extreme points. This verifies the geometric hypothesis of the quantitative midpoint theorem of Dembin, Elboim, and Peled.
Corollary 17.3 (Quantitative midpoint bound for the Gamma family). For every \kappa>0 there is C_\kappa<\infty such that, for every \lambda>0 and all a,b,z\in\Z^2 with D=\min\{\lVert a-z\rVert_1,\lVert b-z\rVert_1\}\geq1,
where \Gamma_{\kappa,\lambda} denotes the unique geodesic for iid \operatorname{Gamma}(\kappa,\lambda) edge weights.
Proof. Theorem 1.2 gives a C^1 boundary. We verify that such a compact planar convex body has infinitely many extreme points. At a boundary point choose a supporting line. Its intersection with the body is a point or a compact segment, and its endpoints are extreme points of the body: any convex decomposition of an endpoint must stay in the supporting line, where extremality is immediate. Thus every boundary point is a convex combination of extreme points. Every interior point lies between two boundary points, so the whole body is the convex hull of its extreme points. If there were only finitely many, the body would be a polygon with nonempty interior. At a vertex of that polygon the two adjacent sides give distinct supporting lines, contradicting differentiability. Hence the number of extreme points exceeds forty.
The Gamma density is absolutely continuous, has no atom at zero, and has a finite exponential moment by Lemma 2.1. All the hypotheses of [13, Theorem 1.2] are therefore satisfied. Apply that theorem at rate one to obtain C_\kappa. The coupling t_e^{(\kappa,\lambda)}= t_e^{(\kappa,1)}/\lambda leaves every geodesic unchanged and proves the assertion for all positive rates with the same constant.
For Gamma laws, differentiability also verifies the tangent and supporting-face endpoint assumptions of [10]. Its conclusions then retain the supporting-sector formulation. The single-direction statements of Corollary 17.1 use the strict convexity established for exponential weights.
17.4 Cone-tip competition for Gamma weights
We apply the tangent theorem of Ahlberg, Deijfen, and Sfragara [1, Theorem 1] to their simultaneous cone-versus-tip initial configuration.
Corollary 17.4 (Gamma and Richardson cone-tip survival). Fix \kappa,\lambda>0, a deterministic unit vector \theta\in S^1, and a geometric half-angle 0\le\alpha\le\pi. Define the closed cone
where \angle(x,-\theta) is the Euclidean angle between the two vectors. Use one iid \operatorname{Gamma}(\kappa,\lambda) field on unoriented nearest-neighbor edges of \Z^2, with passage metric T. At time zero, start type 1 from every site of I_1 and type 2 from I_2. Both types use this same realization of T, and each site is permanently claimed by the type that reaches it first. With T(I,z)=\inf_{x\in I}T(x,z), interpreting the infimum of the empty set as \infty, the sites eventually claimed by type 2 are almost surely
Then
In particular, at \alpha=\pi/2, when the cone is the closed half-plane \{x:x\cdot\theta\le0\}, type 2 claims only finitely many sites almost surely. At \kappa=1, this gives Benjamini’s cone-tip prediction for equal-rate Richardson competition with any common rate \lambda>0 in the same initial configuration.
Proof. The Gamma law is atomless for every \kappa>0, including \kappa<1. For four independent samples,
Thus the continuity and minimum-second-moment hypotheses of [1, Theorem 1] hold.
The infinite seed set causes no ambiguity in the arrival-time comparison. If I_1 is nonempty, choose one seed as a finite upper bound for T(I_1,z). Only finitely many seeds lie in the corresponding passage ball about z, so the infimum is attained. Simple paths from distinct seeds to z have different edge sets. Conditioning on all edge weights except one in their symmetric difference and using atomlessness rules out equal costs; countability gives this simultaneously for all such paths and sites. Thus the shared-metric competition is described by the displayed strict comparison defining \mathcal E_2.
Theorem 1.2 gives a C^1 boundary. For the fixed \theta, put h(\theta)=\max_{x\in\Bcal}x\cdot\theta>0. The supporting line
is perpendicular to the positive \theta-ray and meets that ray at h(\theta)\theta. At any contact point with \Bcal, the C^1 boundary makes L_\theta the unique supporting line, hence a tangent in the sense of [1]; the contact point need not lie on the ray. For a seed set I\subset\Z^2\setminus\{0\}, write \mathcal E_2(I)=\{z\in\Z^2:T(0,z)<T(I,z)\}, with the same empty-set convention for T(I,z). If I\subset J, then T(J,z)\le T(I,z) and hence \mathcal E_2(J)\subset\mathcal E_2(I). If \alpha<\pi/2, choose \alpha<\alpha'<\pi/2. The source’s cone of half-angle \alpha' contains the closed \alpha-cone, regardless of its boundary convention, so its Theorem 1 gives positive survival for the closed \alpha-cone as well. If \alpha\ge\pi/2, the closed \alpha-cone contains the closed critical half-plane. Theorem 5 gives almost-sure finite type-2 growth for that half-plane, and monotonicity gives the same conclusion for the larger cone. This proves the stated closed-cone convention throughout [0,\pi], without strict convexity, for every prescribed orientation.
When \kappa=1, the shared exponential edge field gives the equal-rate two-type Richardson model. The coupling \tau_e^{(\lambda)}=\tau_e^{(1)}/\lambda multiplies both arrival times by the same positive constant and leaves every comparison defining \mathcal E_2 unchanged. This proves the stated specialization.
The probability assertion is for each fixed orientation, not a simultaneous pathwise statement over all directions. Below the threshold it asserts a positive survival probability without claiming that this probability is one. It does not address unequal rates, independent type-specific metrics, coexistence from two finite seed sets, or the rate or asymptotic shape of type-2 growth.
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