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7. Proof of the key lemmas

7.4. ε -geodesic stars

We finally prove Lemma19. In these proofs, up to consideringB21

2ε

instead ofB2(ε), we will replace the condition that mine∈E(s)We−2ε by the similar bound with −ε without impacting the result.

Lemma36. There exists some constant C >0 such that CLM(4)1

s∈/P, min

e∈E(f0)We−ε

5.

Proof. As in Lemma34, a scaling argument shows that it suffices to prove the same bound with the measureCLM(4)(e−σ·) replacingCLM(4)1 . LetEO,1(s) be the set of edges

a1 a2

Figure 10. The four dominant, non-predominant schemata with four faces, f0 being the external face, considered up to obvious symmetries. Blank vertices indicate elements ofVN(s).

The labelsa1,a2,a3 anda4 are the integration variables used in the proof of Lemma36.

By Lemmas30and31, we obtain CLM(k+1) Now let us focus again on the casek=3. The predominant schemata are the ones that are obtained from the first pre-schema of Figure3, by adding three null-vertices inside each edge incident tof0, and then labeling the three “interior” faces by f1, f2 andf3, and choosing a root.

All other (dominant) schemata are not predominant, and are indicated in Figure10.

Let us consider the first schema in this figure. In this case, we have #VI(s)=4, #EI(s)=1 and #EO,1(s)=0, and taking βe=12, wheree is the unique edge of #EI(s), the contri-bution to the upper bound (48) is bounded by

ε5

R4+

da1da2da3da4

(a1+1)4(a2+1)4(a3+1)3/2(a4+1)3/25.

Let us turn to the dominant schemata corresponding to the third pre-schema of Figure3.

In this case, one has #VI(s)=4, #EI(s)=1 and #EO,1(s)=1, and taking βe=13, the contribution to (48) is bounded by

ε6

R4+

da1da2da3da4

(a1+1)4(a2+1)4/3(a3+1)4/3(a4+1)10/36.

For the dominant schemata corresponding to the fourth pre-schema of Figure 3 one has #VI(s)=4, #EI(s)=1 and #EO,1(s)=2, and taking alternativelyβe1

3,12 for the three edges inEO,1(s)∪EI(s), the contribution to (48) is at most

ε7

R4+

da1da2da3da4

(a1+1)10/3(a2+1)7/6(a3+1)7/6(a4+1)10/37.

For the dominant schemata corresponding to the fifth pre-schema of Figure 3 one has

#VI(s)=4, #EI(s)=0 and #EO,1(s)=3, and taking βe=1 for every edge in EO,1(s), the contribution to (48) is bounded by

ε7

R4+

da1da2da3da4

(a1+1)2(a2+1)2(a3+1)2(a4+1)37. This entails the result.

Lemma37. There exist finite C, χ>0 such that, for every ε>0, CLM(4)1 (B2(ε))4+χ.

Proof. In all of this proof, the mention of (1), (2), (3) and (4) will refer to the four points in the definition ofB2(ε) (page379), for someε>0.

Using scaling as in (23), it suffices to prove a similar bound forCLM(4)(e−σ1B2(ε)).

Let us introduce some notation. We let Tze13=inf{s0:Me13(s)=z}∈[0,] for every z∈R. We defineTze23 in an analogous way. Let

Ξ =

min

e∈E(f3):¯e∈E(f0)Weinf{W(s)e

13,0sT0e13}∧inf{W(s)e

23,0sT0e23} and ¯Δy=sup0zyΔz, where

Δz=−z−(inf{W(s)e

13, T(−z)e13 sT−ze13}∧inf{W(s)e

23, T(−z)e23 sT−ze23}).

Then, by takingt in (37) to be of the form T−ye13, as long asy >0 is such thatT−ye13<∞, and by choosingt=T−ye23 in a similar way, we obtain that

(Ξ)(Δ¯y−y)(Ξ) inf

0zy(Δz−z)−2y.

Letα, η,η andη be positive numbers, all strictly larger thanε, and such that η >η. Their values will be fixed later to be appropriate powers of ε. We observe thatB2(ε) is contained in the union of the three eventsB2(ε),B2(ε) andB2(ε), which are defined by points (1), (2) and (3) in the definition ofB2(ε), together with (4), (4) and (4), respectively, where

(4) eitherre13η orre23ηor T−αe13 or T−αe23; (4) re13∧re23>η,T−αe13∨T−αe23η and Ξ>η;

(4) re13∧re23>η,T−αe13∨T−αe23η andηΔ¯yy for everyy∈[0, α].

It remains to estimate separately the quantities CLM(4)(e−σ1B

2(ε)), CLM(4)(e−σ1B

2(ε)) and CLM(4)(e−σ1B 2 (ε)).

For this, it suffices to restrict our attention to the event that s is the predominant schema of Figure8, since the other predominant schemata are the same up to symmetries.

Moreover, let us observe that the points (4), (4) and (4) only involve the snakesWe whereeor its reversal is incident tof3, and not the others. Therefore, when writing the above three quantities according to the definition (23) ofCLM(4), there are going to be a certain number of common factors, namely, those which correspond to the contribution of points (2) and (3) to the five edges of sthat are not incident to f3. Renaming the labelsv, v∈V(s)\VN(s), asa1,a2, a3 anda4 as indicated in Figure8, we obtain that these common factors are

a factor

E(0,∞)a4 [QX[e−σ(W)]QX[e−σ(W)1{W−ε}]]2 ε a4

4

corresponding to the contribution to (2) of the two edges incident tof0 and ending at the vertex with labela4, where we used (42);

a factor

E(0,∞)a1 [QX[e−σ(W)]QX[e−σ(W)1{W−ε}]]E(0,∞)a2 [QX[e−σ(W)]QX[e−σ(W)1{W−ε}]]

ε

a12

ε a2

2 , corresponding to the contribution to (2) of the two edges incident tof1andf2that end at the vertices with labelsa1anda2, where we used (42) again;

a factor

Ba4!a3[QX[e−σ(W)]21{X0}]2a4,

corresponding to the contribution to (3) of the edgee12, and where we used the fact that QX[e−σ(W)]=e−ζ(X)2 and (40).

Let us now bound CLM(4)(e−σ1B which is bounded by (39), whilee13 contributes by a factor

Ba1!a3[QX[e−σ(W)]21{ζ(X)η orT−α}]

Now, on the one hand, sincepr(x, y) is a probability density, we have

From the Markovian bridge construction of [13] we have, for everyr>η, Pra1!a3(T−α> η) =Ea1 Now we have, by symmetry and scaling of Brownian motion, and sinceT1 has the same distribution asX1−2under P0,

η). By putting together all the factors, recalling thatα>ε, we have obtained

Let us now turn to the estimation of CLM(4)(e−σ1B

2(ε)). We first observe the fol-lowing absolute continuity-type bound: For any non-negative measurable functionF and λ>0 we have

R

dyBx!y[e−λζ(X)F(X(s),0sT−α)1{ζ(X)>η,T−αη}]1

λE(−α,∞)x [F(X)]. (51) Indeed, note that, by using again the Markovian bridge description of [13],

2(ε)), note that there are exactly two edges incident to f3with reversal incident tof0, and we lete1 be the one that is linked to the vertex with labela1, ande2the one linked to the vertex with label a2. Note that the event{Ξ>η} is then included in the union

{We1<−η}∪{We2<−η}∪ For symmetry reasons, the first two have the same contribution (after integrating with respect toa1, a2, a3 and a4). Similarly, the last two have the same contribution. The

On the other hand, the edgese1ande2 do not contribute to {inf{W(s)e

13,0sT0e13}<−η},

and involve only, via (2), a factor (ε/(a1+ε))2(ε/(a2+ε))2. The contribution ofe13 and e23, integrated with respect toa3, is bounded by

where we used (49) in the second step, and Lemma32in the third step: Here, underP, (Δt, t0) is a Poisson process with intensity 2da/a2, and ¯Δ is its supremum process.

These estimations, together with our preliminary remarks, entail that CLM(4)(e−σ1B

2 (ε)). Points (2) and (3) induce contributions of the edges incident tof0, as well as the edgee12, that are bounded by

Now, point (4) involves only the edgese13ande23, and contributes by a factor bounded above by

whereIwas defined in Lemma32, ¯Iy=sup0zyIy, andI and ¯Iare defined in a similar way from the trajectoryW. Now we use again a bound with the same spirit as (49).

Namely, for everyλ>0, everyx, y∈Rand for non-negative measurableF, we have

This is obtained by first checking this forF of a product form and using the Markovian description of bridges, and then applying a monotone class argument. We then use the boundpr−η(X), z)(2π(η−η))−1/2, valid forrη >η, and use Fubini’s theorem to integratepr−η(X(η), z) with respect toz, as in the derivation of (51). Therefore, after integrating with respect to the variablesa3, we obtain that the edgese13ande23together contribute by by an application of the Markov property, noticing that ¯Iy and ¯Iy only involve the processesW(s)forT0sT−y, and similarly for ¯Iy (we skip the details). By Lemma32 and standard properties of Poisson measures, the process (Iy∨Iy,0yα) under the lawE(−α,∞)0 ⊗E(−α,∞)0 [QX(dW)QX(dW)] is a Poisson process on the time-interval [0, α]

with intensity 4da/a2. By Lemma33, we obtain that the last displayed quantity is less than (η/α)e−4, and we conclude that

This, together with (50) and (52), finally entails that CLM(4)(e−σ1B2(ε))4 η∨ α

√η+ ε η−ε

2 + ε

η+ 1

√η−η η

α e−4

.

Let us now chooseα,η,η andη of the form

α=εβ, η=εν, η=εν and η=εν,

withβ, ν, ν, ν(0,1), and let us assume for the time being thatε<1. Then the condition η >η amounts to ν <ν, and by picking ε even smaller if necessary (depending on the choice ofν) we may assume that η−η>12η and η−ε>12η. The above bound then becomes

4νβ−ν/21−ν−β)e−4−ν/2).

Therefore, it suffices to choose ν, β and ν so that 0<ν<2β <2ν<2, and thenν so that 0<ν <ν2(ν−β)e−4, to obtain a bound of the form 4+χ with positive χ, as wanted. Once the choice is made, this bound remains obviously valid without restriction onε, by takingClarger if necessary.

The combination of (38) and Lemmas 36and37finally entail Lemma19.