INSTRUCTIONS The text between the lines BODY and ENDBODY is made of 1958 lines and 64198 bytes (not counting or ) In the following table this count is broken down by ASCII code; immediately following the code is the corresponding character. 40298 lowercase letters 2422 uppercase letters 1706 digits 1 ASCII characters 9 7852 ASCII characters 32 18 ASCII characters 33 ! 25 ASCII characters 34 " 6 ASCII characters 35 # 1824 ASCII characters 36 $ 189 ASCII characters 37 % 13 ASCII characters 38 & 120 ASCII characters 39 ' 618 ASCII characters 40 ( 643 ASCII characters 41 ) 139 ASCII characters 43 + 850 ASCII characters 44 , 391 ASCII characters 45 - 392 ASCII characters 46 . 1 ASCII characters 47 / 47 ASCII characters 58 : 16 ASCII characters 59 ; 53 ASCII characters 60 < 228 ASCII characters 61 = 40 ASCII characters 62 > 2 ASCII characters 64 @ 33 ASCII characters 91 [ 2939 ASCII characters 92 \ 33 ASCII characters 93 ] 347 ASCII characters 94 ^ 1033 ASCII characters 95 _ 44 ASCII characters 96 ` 920 ASCII characters 123 { 26 ASCII characters 124 | 917 ASCII characters 125 } 12 ASCII characters 126 ~ BODY %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %% %% %% Droplet dynamics for asymmetric Ising model %% %% %% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \input amstex \documentstyle{amsppt} \NoBlackBoxes \magnification=1200 \font\arm=cmr10 at 10truept \font\ait=cmti10 at 10truept \def\picture #1 by #2 (#3){\vbox to #2{ \hrule width #1 height 0pt depth 0pt \vfill \special{picture #3}}} \TagsOnRight \CenteredTagsOnSplits \NoRunningHeads %\vcorrection{-.4in} %\vcorrection{.4in} \hcorrection{-.37in} \addto\tenpoint{\normalbaselineskip15pt\normalbaselines} \pagewidth{15cm} \pageheight{20cm} \topmatter \title Droplet dynamics for asymmetric Ising model \endtitle % % \leftheadtext{Droplet dynamics for asymmetric Ising model} \rightheadtext{} % % \author R. Koteck\'y and E. Olivieri \endauthor \affil Charles University in Prague and Universit\`a di Roma ``Tor Vergata'' \endaffil \address Roman Koteck\'y \hfill\newline Departement of Theoretical Physics, Charles University,\hfill\newline V~Hole\v sovi\v ck\'ach~2, 180~00~Praha~8, Czechoslovakia \hfill\newline \phantom{18.}and \hfill\newline Center for Theoretical Study, Charles University,\hfill\newline Ovocn\'y trh~3, 116~36~Praha~1, Czechoslovakia \endaddress \email kotecky\@cspuni12.bitnet \endemail \address Enzo Olivieri \hfill\newline Dipartimento di Matematica, Universit\`a di Roma ``Tor Vergata'', \hfill\newline Via della Ricerca Scientifica, 00133 Roma, Italy \endaddress \email olivieri\@mat.utovrm.it \endemail \keywords Stochastic dynamics, Ising model, metastability, crystal growth, first excursion \endkeywords \abstract Nucleation from a metastable state is studied for an anisotropic Ising model at very low temperatures. It turns out that the critical nucleus as well as configurations on a typical path to it differ from the Wulff shape of an equilibrium droplet. \endabstract %\subjclass Primary 82A05; secondary 82A25\endsubjclass \thanks The research has been partially supported by CNR -- GNFM. \endthanks \endtopmatter \document \head 1. Introduction \endhead We report some new results concerning stochastic ferromagnetic Ising models in the so called metastable region. Namely, we consider stochastic (Glauber) dynamics whose stationary states are given by Gibbs measures for Ising-like systems that at infinite volume, low temperature, and zero magnetic field exhibit a phase transition with spin-flip symmetry breaking. We study, similarly to what Jord\~ao-Neves and Schonmann did for the standard Ising model \cite{NS, S}, a single spin-flip Glauber dynamics in a large but finite volume for small (positive) magnetic fields and very low temperatures. In particular, we are interested in asymmetric models --- models for which the Wulff shape (equilibrium droplet) at zero temperature is not a cube. Ising models are believed to have some relevance for a dynamical description of the crystal growth (cf\. \cite{BCF}). The reason to consider an asymmetry stems from the fact that these models turn out to be simple cases where a difference between equilibrium and dynamical droplets shows up. The present note is devoted to a study of the simplest such model, namely, an anisotropic Ising model. We analyze the nucleation of the stable plus-phase starting from the metastable minus-phase. In particular, we are iterested in a description of the first passage from the configuration $-\underline 1$ (all spins in $\Lambda$ equal $-1$) to the configuration $+\underline 1$ (all spins in $\Lambda$ equal $+1$). We show that with high probability in the limit of very low temperatures this transition takes place \roster \item"i)" via a formation of a critical nucleus whose shape may not be Wulff and \item"ii)" following a path that is typically given by a sequence of ``non-Wulff'' configurations. \endroster In particular, for a two-dimensional anisotropic nearest neighbour Ising model with coupling constants $J_1 > J_2 > 0$ along the axes, the critical droplet is actually a square of edge $\frac{2J_2}{h}$ ($h$ is the magnetic field), while the Wulff shape is a rectangle with edges proportional to $J_1$, $J_2$. Another model suitable for a detection of a difference between equilibrium and dynamical droplet is a ferromagnetic Ising model with isotropic nearest neighbour and next nearest neighbour interaction. The critical droplet in this case turns out to have the optimal Wulff shape --- at zero temperature it is a (non-regular) octagon with lengths of its sides determined from the ratio of the nearest neighbour and the next nearest neighbour coupling constants. However, the growth of a droplet follows (with high probability for very low temperatures) a somehow complicated path through non-Wulff shapes: up to a certain size it is along a sequence of regular octagons then some edges remain constant whereas other grow up to the critical (Wulff) shape. A study of this model involves an additional time scale (in this respect it reminds the standard three-dimensional Ising model) and is discussed in a separate publication \cite{KO 1}. The results for both models were summarized in \cite{KO 2}. To cover more general cases than the standard nearest neighbour Ising model, we developped slightly different arguments and constructions than those by Jord\~ao-Neves and Schonmann \cite{NS, S}. We present here our new approach even though, in the particular case considered in the present paper, we could probably have worked out an extension of the somehow simpler methods of Jord\~ao-Neves and Schonmann. In their present form, however, their methods do not apply to our situation. We believe that our alternative is of some interest not only due to its more general applicability, but also because it clarifies some other aspects of the problem. \head 2. Statement of the results \endhead We consider a discrete time Metropolis dynamics for a two-dimensional nearest neighbour ferromagnetic {\it asymmetric} Ising model. The space of the process is $\{-1,1\}^\Lambda$ with $\Lambda$ being a two-dimensional torus: the set $\{1,\dots,M\}^2$ with periodic boundary conditions. A {\it configuration} $\sigma\in\{-1,1\}^\Lambda$ is a function $$ \sigma\:\Lambda\to\{-1,1\}. $$ The value $\sigma(x)$ is called the spin at the site $x\in\Lambda$. The {\it energy} of a configuration $\sigma$ is $$ H(\sigma)=-\frac{J_1}{2}\sum_{(x,y)\in\Cal H(\Lambda)}\sigma(x)\sigma(y) -\frac{J_2}{2}\sum_{(x,y)\in\Cal V(\Lambda)}\sigma(x)\sigma(y) -\frac{h}{2}\sum_{x\in\Lambda}\sigma(x), \tag1 $$ where $\Cal H(\Lambda)$ is the set of horizontal nearest neighbour pairs in $\Lambda$ and $\Cal V(\Lambda)$ is the set of vertical nearest neighbour pairs in $\Lambda$. We suppose that $$ J_1\geq J_2\gg h>0 \text{ and } M\geq\Bigl(\frac{2J_1}{h}\Bigr)^3. \tag2 $$ Further, to avoid some ``diofantine'' problems, we assume that $\frac{2J_1}{h}$, $\frac{2J_2}{h}$, as well as their difference, are not integers. The {\it dynamics} is prescribed by the following updating rule: \proclaim\nofrills{} Given a configuration $\sigma$ at time $t$, we first choose randomly a site $x\in\Lambda$ with uniform probability $\frac{1}{|\Lambda|}$. Then we flip the spin at the site $x$ with probability $$ \exp(-\beta\Delta_xH(\sigma))^+, \tag3 $$ where $$ \Delta_x H(\sigma))=H(\sigma^{(x)})-H(\sigma) $$ with $$ \sigma^{(x)}(y)=\cases &\!\!\!\!\!\sigma(y) \text{ whenever } y\neq x,\\ -&\!\!\!\!\!\sigma(y) \text{ for } y=x, \endcases $$ and $(c)^+=\min(c,0)$ for every $c\in\Bbb R$, $\beta$ is the inverse temperature. \endproclaim Our dynamics is {\it reversible} with respect to the Gibbs measure $$ \mu_\Lambda(\sigma)=\frac{\exp(-\beta H(\sigma))}{Z_\Lambda} $$ with the partition function $$ Z_\Lambda=\sum_{\sigma\in\{-1,1\}^\Lambda}\exp(-\beta H(\sigma)), $$ in the sense that the transition probabilities of the Markov chain $ P(\sigma\to\sigma^\prime)$ satisfy the equalities $$ \mu_\Lambda(\sigma) P(\sigma\to\sigma^\prime)= \mu_\Lambda(\sigma^\prime) P(\sigma^\prime\to\sigma). $$ The {\it space of trajectories} of the process is $$ \Omega\equiv\bigl(\{-1,1\}^\Lambda\bigr)^{\Bbb N}. $$ An element in $\Omega$ is denoted by $\omega$; it is a function $$ \omega\:\Bbb N\to\{-1,1\}^\Lambda. $$ We often write $\omega=\sigma_0,\sigma_1,\dots,\sigma_t,\dots$. Given any set of configurations $A\subset\{-1,1\}^\Lambda$, we use $\tau_A$ to denote the {\it first hitting time} to $A$: $$ \tau_A=\inf\{t\geq 0\: \sigma_t\in A\}. \tag4 $$ Sometimes we use $P_\eta(\cdot)$ to denote the probability distribution over the process starting at $t=0$ from the configuration $\eta$. We use $-\underline 1$, $+\underline 1$ to denote the configurations with all spins in $\Lambda$ equal to $-1$, $+1$, respectively. We are interested in dynamics at very low temperatures. Namely, we will discuss the asymptotic behaviour, in the limit $\beta\to\infty$, of typical paths of the first escape from $-\underline 1$ to $+\underline 1$. Having in mind a low temperature dynamics, it is natural to describe configurations in terms of their Peierls contours. Namely, for every $\sigma\in\{-1,1\}^\Lambda$ we consider the union $C(\sigma)$ of all closed unit squares centered at sites $x$ with $\sigma(x)=+1$. Connected components of the boundary of $C(\sigma)$ are called {\it contours}. A contour $\gamma$ is thus a polygon connecting vertices of dual lattice $\Bbb Z^2 +(\frac12,\frac12)$ such that any vertex is contained in an even number (0, 2, or 4) of unit segments belonging to $\gamma$. Often we shall identify a configuration $\sigma $ with the corresponding set $C(\sigma)$. % % \midinsert \centerline{\picture 3.92in by 3.85in (one)} \botcaption{Fig\. 1} \endcaption \endinsert % % With a certain dose of imagination, one could view an evolution of a configuration $\sigma $ with energy (1) as a movement of a point in a complicated energy landscape (in ``phase space'') --- like that shown on Fig\. 1, simplifying, however, the multidimensional space of configurations to a two-dimensional space --- with a natural tendency to follow a downhill path and an occasional, random and rather unprobable, uphill move. An important role is played by local minima of this landscape. Namely, let us introduce $\Cal R(L_1,L_2)$ as the set of all configurations (up to a a translation) with all spins $-1$ except for those in a rectangle $R(L_1,L_2)$ with corners on the dual lattice and horizontal (vertical) sides of length $L_1$ ($L_2$). It is easy to verify that, for any $(L_1,L_2)$ with $\min (L_1,L_2)>1$, these configurations correspond to such local minima. It turns out (see \cite{NS}) that small rectangles, namely those with small values of $\min (L_1,L_2)$, tend to shrink, while large rectangles tend to grow. The dynamical mechanism responsible for this behaviour has been clarified in \cite{NS}: it is based on a competition between the creation of a unit square protuberance attached to an edge of the rectangle (and consequently a growth of a side of the rectangle by one) and an erosion of an edge. When deciding which tendency wins, one has to realize that the typical time for a creation of a protuberance on a vertical or horizontal edge is of the order $\exp\{2\beta\frac{J_1-h}{h}\}$, $\exp\{2\beta\frac{J_2-h}{h}\}$, respectively, while the typical time for eroding an edge of the length $l$ is $\sim\exp\{\beta h (l-1)\}$ (see \cite{NS} for more details). Notice that the anisotropy reveals itself, in addition to different growth rates in different directions, also in an anisotropy of ``interactions'' between separate droplets. Namely, two droplets approaching each other in the horizontal direction will coalesce, while if they approach in the vertical direction they have to overcome an energetical barrier and the time needed to make their coalescence probable is of the order $\exp\{2\beta \frac{J_1-J_2}{h}\}$. If a droplet is too small, its existence is too ephemere to participate in a coalescence. This will be an important factor when discussing the detailed definition of a set of configurations attracted to the configuration $-\underline 1$. The configurations in $\Cal R(L_1,L_2)$ are characterized by the point $\pmb L\equiv(L_1,L_2)$ in $(\Bbb Z_+)^2$. The origin $\pmb 0 \in (\Bbb Z_+)^2$ represents the configuration $-\underline 1$. Points with $L_1$ or $L_2=M$ represent rectangles winding around the torus. We use $\Cal R$ to denote the set of all rectangular configurations, $$ \Cal R=\bigcup_{L_1,L_2}\Cal R(L_1,L_2). $$ In $(\Bbb Z_+)^2$ we introduce the distance $$ d(\pmb x,\pmb y)=\max(|x_1-x_2|,|y_1-y_2|) $$ for $\pmb x\equiv (x_1,x_2), \pmb y\equiv (y_1,y_2)\in (\Bbb Z_+)^2$. A {\it saddle point} between two neighbouring local minima, say $(L_1,L_2-1)$ and $(L_1,L_2)$, is any configuration $\bar\sigma$ such that $$ H(\bar\sigma)=\min_{\omega\: R(L_1,L_2-1)\to R(L_1,L_2)}\max_{\sigma\in\omega}H. $$ It is easy to see that it is represented by the set $C(\sigma)$ consisting of a rectangle $R(L_1,L_2-1)$ with a unit square attached to one of its sides of length $L_1$. We will use $\Cal P(L_1,L_2-1;L_1,L_2)$ to denote the set of all such configurations. A {\it global saddle point} is any configuration $\bar\sigma$ such that $$ H(\bar\sigma)=\min_{\omega\:-\underline 1\to +\underline 1}\max_{\sigma\in\omega}H(\sigma). \tag5 $$ It turns out (see Remark at the end of Section 3.1 below) that the set of all global saddle points is the set $\Cal P$ of all configurations $\bar\sigma$ giving rise to a unique contour $\gamma$ consisting of a rectangle with sides $L_2^\ast$, $L_2^\ast -1$, and a unit square attached to one of its longer sides (see Fig\. 2). Here $$ L_2^\ast=\Bigl[\frac{2J_2}{h}\Bigr] +1, \tag6a $$ where $[\cdot]$ denotes the integer part. We also introduce $$ L_1^\ast=\Bigl[\frac{2J_1}{h}\Bigr] +1. \tag6b $$ For any $\bar\sigma \in\Cal P$ one has $$ H(\bar\sigma)-H(-\underline 1)\equiv \Gamma(h)=(2J_1+2J_2) L_2^\ast-h\bigl[(L_2^\ast)^2-L_2^\ast+1\bigr] $$ for the ``height'' of the global saddle point. % % \midinsert \centerline{\picture 3.74in by 1.38in (two)} \botcaption{Fig\. 2} \endcaption \endinsert % % Using this fact we shall prove that the first excursion from $-\underline 1$ to $+\underline 1$ typically passes through a configuration from $\Cal P$ and the time needed for this to happen is of the order $\exp(\beta\Gamma)$. \proclaim{Theorem 1} $$ \lim_{\beta\to\infty}P_{-\underline 1}(\tau_{\Cal P} <\tau_{+\underline 1})=1. \tag7 $$ \endproclaim \proclaim{Theorem 2} $$ \lim_{\beta\to\infty}P_{-\underline 1}(\exp[\beta(\Gamma-\varepsilon)] <\tau_{+\underline 1}<\exp[\beta(\Gamma+\varepsilon)])=1 \tag 8 $$ for every $\varepsilon > 0$. \endproclaim Notice, as already mentioned in Introduction, that a droplet of least overall surface tension covering a fixed area is given by the Wulff construction \cite{W, H, RW, BN, DKS} and, at very low temperatures, is close to a rectangle proportional to $R(L_1^{\ast},L_2^{\ast})$. In spite of this, escaping trajectories are passing through $\Cal P$ --- a configuration close to critical nucleus $R(L_2^{\ast},L_2^{\ast})$. Moreover, we shall see that a typical first excursion follows a rather well specified path that visits certain growing rectangular, almost square, configurations in well defined moments. To state this result, we first introduce {\it a standard tube} (of rectangles) as a subset $\Cal T$ of $(\Bbb Z_+)^2$ consisting of points corresponding either to ``almost squares'' or ``large rectangles'' (with either $x_2=L_2^\ast$ or $x_1=M$): $$ \Cal T = \{\pmb x\in (\Bbb Z_+)^2\: d(\pmb x, \Cal L_1)\leq 1\}\cup\Cal L_2 \cup\Cal L_3. \tag9 $$ Here $$ \aligned &\Cal L_1=\{(x_1,x_2)\in (\Bbb Z_+)^2\: 1\leq x_1=x_2\leq L_2^\ast-1\}\\ &\Cal L_2=\{(x_1,x_2)\in (\Bbb Z_+)^2\: x_2=L_2^\ast, L_2^\ast\leq x_1\leq M\}\\ &\Cal L_3=\{(x_1,x_2)\in (\Bbb Z_+)^2\: x_1=M, L_2^\ast\leq x_2\leq M\}. \endaligned \tag10 $$ We call {\it a standard sequence of rectangles} any sequence $\pmb x^{(1)},\dots,\pmb x^{(2M-1)}$, $\pmb x^{(i)}\in (\Bbb Z_+)^2$ such that \roster \item $\{\pmb x^{(i)}\}_{i=1,\dots, 2M-1}\in\Cal T$, \item $\pmb x^{(1)}=(1,1)$ and the sequence $\{\pmb x^{(i)}\}_{i=1,\dots, 2M-1}$ is monotonous and consists of nearest neighbours in the sense $$ \pmb x^{(i+1)}\equiv (x^{(i+1)}_1,x^{(i+1)}_2) = (x^{(i)}_1,x^{(i)}_2)+ \pmb e, $$ where $\pmb e$ is either $\pmb e_1=(1,0)$ or $\pmb e_2=(0,1)$. \endroster % % \midinsert \centerline{\picture 3.00in by 3.03in (three)} \botcaption{Fig\. 3} A standard sequence of rectangles. \endcaption \endinsert % % Now, let $\bar\tau_{-\underline 1}$ be the last instant in which $\sigma_t= -\underline 1$ before $\tau_{+\underline 1}$: $$ \bar\tau_{-\underline 1}=\max\{t<\tau_{+\underline 1}\: \sigma_t=-\underline 1\}. \tag11 $$ Let $\tau_0, \tau_1, \dots, \tau_n,\dots$ be random times after $\bar\tau_{-\underline 1}$ in which $\sigma_t$ visits the set $\Cal R$ of rectangular configurations (after a change): $$ \aligned &\tau_0=\bar\tau_{-\underline 1}\\ &\tau_{n+1}=\min\bigl\{t>\tau_n\:\sigma_t\in\Cal R\setminus\{\sigma_{\tau_n}\}\bigr\}, n=0,1,2,\dots \endaligned \tag12 $$ We say that $\sigma_t$ is an $\varepsilon${\it-standard path} if \roster \item $\sigma_{\tau_0}=-\underline 1$, $\{\sigma_{\tau_n}\}_{n=0,1,\dots}$ is a standard sequence of rectangles, \item random times $\tau_n$ satisfy the following conditions: \itemitem{(a)} $ \tau_10$ and any configuarations $\eta$, $\sigma$, such that $H(\eta)>H(\sigma)$, one has $$ \lim_{\beta\to\infty} P_{\sigma}(\tau_{\eta}<\exp\{\beta(H(\eta)-H(\sigma)-\varepsilon)\}) =0. \tag17 $$ \endproclaim \demo{Proof} Given $T\in\Bbb N$, one has $$ \multline P_{\sigma}(\tau_{\eta}< T)=\sum_{s=1}^{T-1}\sum_{\bar\sigma_1,\dots, \bar\sigma_{s-1}\neq\eta} \!\!\!\! P(\sigma_0=\sigma, \sigma_1=\bar\sigma_1, \dots, \sigma_{s-1}=\bar\sigma_{s-1},\sigma_s=\eta)=\\= \exp\{-\beta(H(\eta)-H(\sigma))\} \sum_{s=1}^{T-1}\sum_{\bar\sigma_1,\dots, \bar\sigma_{s-1}\neq\eta} \!\!\!\! P(\sigma_0=\eta, \sigma_1=\bar\sigma_{s-1}, \dots, \sigma_{s-1}=\bar\sigma_1,\sigma_s=\sigma)\leq\\ \leq T \exp\{-\beta(H(\eta)-H(\sigma))\}. \endmultline \tag18 $$ To conclude the proof we choose $$ T= \bigl[\exp\{\beta(H(\eta)-H(\sigma)-\delta)\}\bigr] $$ with $\delta=\min(\varepsilon,\frac{H(\eta)-H(\sigma)}{2})$ and take $\beta$ sufficiently large. \qed \enddemo For any $(L_1,L_2)\in\Bbb Z^2_+$, let us denote $l=\min(L_1,L_2)$ and $L=\max(L_1,L_2)$. The following three lemmas are direct consequences of Theorem 1 from \cite{NS} or of the arguments used in its proof. The first lemma claims that the size of a critical droplet is $L_2^{\ast}$ and indicates what barrier one has to pass when starting from a local minimum. \proclaim\nofrills{Lemma 2 [NS]$\quad$} Using $P_{L_1,L_2}$ to denote $P_\sigma$ with $\sigma\in\Cal R(L_1,L_2)$, we have $$ \lim_{\beta\to\infty} P_{L_1,L_2}(\tau_{-\underline 1}<\tau_{+\underline 1})=1 \tag19 $$ and $$ \lim_{\beta\to\infty} P_{L_1,L_2}(\tau_{-\underline 1}>\exp\{\beta(h(l-1)+\varepsilon)\})=0, \tag20 $$ whenever $L_1$ and $L_2$ are such that $l=\min(L_1,L_2)\exp\{\beta(2J_2-h+\varepsilon)\})=0, \tag22 $$ whenever $L_1$ and $L_2$ are such that $\min(L_1,L_2)\geq L_2^{\ast}$. \endproclaim The following lemma says that subcritical shrinking is isotropical. Namely, starting from a subcritical rectangular configuration, it is very probable that we will first cut a shorter edge in the time given by the height of the corresponding barrier. \proclaim\nofrills{Lemma 3 [NS]$\quad$} Starting from $\sigma_0\in\Cal R(L_1, L_2)$, let $$ \tilde\tau_{\Cal R}=\inf\{t>0\:\sigma_t\in\Cal R\setminus\{\sigma_0\}\}. \tag23 $$ If $l=\min(L_1,L_2)0$. \endroster \endproclaim Finally, the third lemma states that a supercritical droplet first grows in the ``easier'' direction, and only after $L_1$ hits $M$, the side $L_2$ starts to increase. \proclaim\nofrills{Lemma 4 [NS]$\quad$} Whenever $l\geq L_2^{\ast} $, $L_10$, one has $$ \lim_{\beta\to\infty} P_{L_1,L_2}(\sigma_{\tilde\tau_{\Cal R}}\in\Cal R(L_1+1,L_2))=1 \tag24 $$ and $$ \lim_{\beta\to\infty} P_{L_1,L_2}(\exp\{\beta(2J_2-h-\varepsilon)\}<\tilde\tau_{\Cal R}<\exp\{\beta(2J_2-h+\varepsilon)\})=1. \tag25 $$ For $L_1=M$, $L_2\geq 2$, and any $\varepsilon>0$ one has $$ \lim_{\beta\to\infty} P_{L_1,L_2}(\sigma_{\tilde\tau_{\Cal R}}\in\Cal R(M,L_2+1))=1 \tag26 $$ and $$ \lim_{\beta\to\infty} P_{L_1,L_2}(\exp\{\beta(2J_1-h-\varepsilon)\}<\tilde\tau_{\Cal R}<\exp\{\beta(2J_1-h+\varepsilon)\})=1. \tag27 $$ \endproclaim \remark{Remark} It is possible to prove a stronger version of Theorem 3 giving rise to a more accurate description of the characteristics of typical paths of the first excursion from $-\underline 1$ to $+\underline 1$. In particular one can prove that, with probability going to 1 as $\beta\to\infty$, during the transition from $-\underline 1$ to a protocritical configuration (corresponding to the part $\Cal L_1$ of the standard tube), the pluses form a connected cluster $C$ without holes and with a monotone boundary $\partial C$. Here, ``monotone'' means that $\partial C$ intersects the four edges of its rectangular envelope $R(C)$ in four intervals, and its length equals that of the perimeter $R(C)$. All these properties follow from stronger versions of Lemmas whose proof can again be found in \cite{NS}. \endremark \head 3. Proof of Theorems\endhead The most crucial is the proof Theorem 2. It will consist of two steps. First, we define a set $\Cal A\subset\{-1,1\}^{\Lambda}$ satisfying the following three properties: \roster \item For every $\sigma\in\Cal A$ and any $\varepsilon>0$ one has $$ \lim_{\beta\to\infty}P_\sigma(\tau_{-\underline 1}<\tau_{+\underline 1})=1 \tag28 $$ and $$ \lim_{\beta\to\infty}P_\sigma(\tau_{-\underline 1}<\exp\{\beta(h(L_2^\ast-2)+\varepsilon)\})=1. \tag29 $$ \item Any path $\{\sigma_t\}_{t\in\Bbb N}$ such that $\sigma_0=-\underline 1$ and $\sigma_t=+\underline 1$ for some $t$ has to pass through the ``boundary'' $\partial\Cal A$ of the set $\Cal A$ defined by $$ \partial\Cal A=\{\eta=\sigma^{(x)}\text{ for some } x;\,\, \sigma\in\Cal A, \eta\notin\Cal A\} . \tag30 $$ Namely, there exists $s0. \endaligned \tag31 $$ \endroster The second step will be to prove, for any $\varepsilon>0$, that before the time given by the upper bound from (8), one certainly reaches the boundary of $\Cal A$; namely, $$ \lim_{\beta\to\infty}P_{-\underline 1}(\tau_{\partial\Cal A}\geq T(\varepsilon))= 0 \tag32 $$ with $$ T(\varepsilon)=\exp\{\beta(\Gamma +\varepsilon)\}. \tag33 $$ Once the set $\Cal A$ satisfying the conditions (1)--(3) is constructed and the equality (32) is assured, the proof can be easily completed. Indeed, starting from $\sigma\in\Cal P$, the probability of flipping a spin $-1$ adjacent to the unit square proturberance in such a way that a stable ``proturberance of length 2'' is created, is not smaller than $1/|\Lambda|$ (see \cite{NS} for more details). Then, for any $\varepsilon>0$, it follows from Lemmas 2 and 4 that the probability to reach $+\underline 1$ before reaching $-\underline 1$, and to reach it in a time needed to create a minimal proturberance, can be bounded from below: $$ \aligned &P_{\Cal P}(\tau_{+\underline 1}<\tau_{-\underline 1})\geq \frac{1}{|\Lambda|} \\ \lim_{\beta\to\infty}&P_{\Cal P}(\tau_{+\underline 1}<\exp\{2J_2-h+\varepsilon\}\mid \tau_{+\underline 1}<\tau_{-\underline 1}) =1. \endaligned \tag34 $$ On the other hand, Lemma 1 and the property (3) of $\Cal A$ imply that one needs much longer time than $T(\varepsilon)$ to reach $\partial\Cal A\setminus\Cal P$, $$ \lim_{\beta\to\infty}P_{-\underline 1}(\tau_{\partial\Cal A\setminus\Cal P}< \exp\{\beta(\Gamma +h-\varepsilon)\})= 0. \tag35 $$ Clearly, $$ P_{-\underline 1}(\tau_{\partial\Cal A\setminus\Cal P}< \tau_{\partial\Cal A})\leq P_{-\underline 1}(\tau_{\partial\Cal A\setminus\Cal P}< T(\varepsilon))+ P_{-\underline 1}(\tau_{\partial\Cal A}\geq T(\varepsilon)). \tag36 $$ Taking $\varepsilon <\frac{h}{2}$, the equation (35) implies that the first term on the right hand side of (36) vanishes. Thus the relations (34), (36), and the strong Markov property allow to reduce the proof of the equality $$ \lim_{\beta\to\infty}P_{-\underline 1}(\tau_{+\underline 1}> T(\varepsilon))= 0 \tag37 $$ to the proof of (32). Finally, from Lemma 1 and the properties (2) and (3) of $\Cal A$ it follows directly that one cannot reach $+\underline 1$ in a too short time, $$ \lim_{\beta\to\infty}P_{-\underline 1}(\tau_{+\underline 1}< \exp\{\beta(\Gamma-\varepsilon)\})= 0. \tag38 $$ Thus, to complete the proof, it remains to construct the set $\Cal A$ and to prove the equality (32). \specialhead 3.1. The construction of $\Cal A$ \endspecialhead First we introduce the notion of acceptable configurations $\sigma\in\{-1,1\}^\Lambda$. Any configuration $\sigma$ can be identified with the collection $\{C_1,\dots,C_k\}$ of its maximal connected components of plus spins (considering the union of all closed unit squares centered at the sites occupied by plus spin). To any such component $C$ we assign its {\it rectangular envelope} defined as the minimal closed rectangle $R(C)$ (with edges parallel to the coordinate axes and vertices on the dual lattice) containing $C$. As before, we consider a strip winding around the torus to be a rectangle with a side of length $M$. If none of the rectangles $R(C_1),\dots, R(C_k)$ is winding around the torus, we call the corresponding configuration {\it acceptable}. For any acceptable configuration $\sigma$, there always exists a unique component of minuses winding around the torus. The contours touching it are {\it outer contours}. Given any outer contour $\gamma$, we use $C(\gamma)$ to denote the region enclosed in it and $R(\gamma)$ to denote the rectangular envelope $R(C(\gamma))$. Notice that every edge of $R(\gamma)$ contains at least one unit segment belonging to $\gamma$. Now, for any acceptable $\sigma$, we shall construct a new configuration $$ \hat\sigma = S\sigma $$ by ``filling up'' and ``gluing'' together some its rectangular envelopes. To this end we first introduce the notion of interacting rectangles and chains of them. Two rectangles $R=R(L_1, L_2)$ and $R^{\prime}= R(L_1^{\prime}, L_2^{\prime})$ are said to be {\it interacting} if one of the following three possibilities occurs: \roster \item"i)" the rectangles $R$ and $R'$ intersect, or \item"ii)" there exists a unit square centered at some lattice site such that one its vertical edge is contained in $R$ and the other in $R^{\prime}$, or \item"iii)" there exists a unit square centered at some lattice site such that one its horizontal edge is contained in $R$ and the other in $R^{\prime}$ and, in the same time, $\min(L_1, L_2,L_1^{\prime}, L_2^{\prime}) \geq l^{\ast}$, where $$ l^{\ast}=\Bigl[\frac{2(J_1-J_2)}{h}\Bigr]+1. $$ (Neither $R$ nor $R^{\prime}$ is {\it ephemere}.) \endroster A set of rectangles $R_1,\dots, R_m$ is said to form a {\it chain} $\Cal C$ if every pair $(R_i, R_j)$ of them can be linked by a sequence $\{R_{i_1},\dots, R_{i_n}\}$ of pairwise interacting rectangles from $\Cal C$; $R_{i_1}=R_i$, $R_{i_n}=R_j$, and $R_{i_{l}}$ and $R_{i_{l+1}}$ are interacting for all $l=1,\dots, n-1$. Given a collection of chains $\Cal C_1,\dots,\Cal C_n$ we start the following iterative procedure: \roster \item The chains $\Cal C^{(1)}_j$ of the ``first generation'' are identical to $\Cal C_j$, $j=1,\dots,n$. \item Having defined $\Cal C^{(r)}_j$, we construct rectangular envelopes $R^{(r)}_j$ of the sets $$ \bigcup_{R\in\Cal C^{(r)}_j}R $$ and the maximal chains $\Cal C^{(r+1)}_j$ of them. \endroster The procedure ends once we reach a set of chains, each consisting of a single rectangle. Notice that every pair from the resulting set of noninteracting rectangles $\bar R_1,\dots,\bar R_s$ is such that either \roster \item"$\bullet$" their distance is at least $\sqrt 2$, or \item"$\bullet$" (if their distance is $1$) they are either ``almost touching by corners'' (see Fig\. 4A) or they are placed at distance $1$ in vertical direction and at least one of the two, say $R(L_1, L_2)$, is ephemere, $\min(L_1, L_2) < l^{\ast}$ (see Fig\. 4B). \endroster % % \midinsert \centerline{\picture 3.90in by 1.22in (four)} \botcaption{Fig. 4a \phantom{xxxxxxxxxxxxxxxxxxxxx}Fig. 4b} \endcaption \endinsert % % Starting now from any acceptable configuration $\sigma$, we apply the above construction on chains of rectangular envelopes of its outer contours and define $\hat \sigma$ as the configuration obtained by placing the spin $+1$ at all sites inside the resulting rectangles $\bar R_1,\dots,\bar R_s$ (filling up the rectangles). It is easy to verify that $$ H(\sigma)\geq H(\hat\sigma). \tag39 $$ Indeed, notice that whenever a configuration $\xi$ has contours $\gamma'$, $\gamma''$ with interacting rectangular envelopes $R'=R(\gamma')$, $R''=R(\gamma'')$, we will decrease the energy by filling the rectangular envelope of the union of $R'$ and $R''$. This is evident in the case i) of the definition of interacting rectangles (the number of horizontal and vertical bonds, separately, is nonincreasing, the volume occupied by pluses is increasing) and in the case ii) (flipping the minus spin in the centre of the unit square touching $R'$ and $R''$ the energy decreases since $J_1\geq J_2$). In the case iii) we observe that when filling the rectangular envelope of $R'\cup R''$ with pluses, one gains at least $hl^{\ast}$ that suffices, according to the definition of $l^{\ast}$, to compensate the loss of no more than $2(J_1-J_2)$. Using this observation in an iterative manner, we can construct a sequence of configurations of decreasing energy starting with $\sigma$ and ending with $\hat \sigma$. Now we are ready to define the set $\Cal A$. Namely, we introduce $\Cal A$ as the set of all configurations $\sigma$ such that every resulting rectangle $\bar R(L_1,L_2)$ from the configuration $\hat \sigma$ is subcritical, $l=\min (L_1,L_2)< L_2^{\ast}$ and $L=\max(L_1,L_2)(L_2^{\ast}-1)h$. If $R$ and $R'$ just touch in the corner, the boundary has the same number of horizontal and vertical bonds as in $Q^{\ast}$ and there is at least $2(L_2^{\ast}-1)$ minus sites inside of $Q^{\ast}$. If $R$ and $R'$ are interacting according to the case ii) from the definition of interacting rectangles, the surplus of at least two vertical edges compensates for the lack of two horizontal edges, while there is at least $L_2^{\ast}$ minuses inside $Q^{\ast}$. Finally, consider the case iii). Notice first that since $\tilde R$ and $\tilde R'$ are interacting and subcritical, the appearance of the case iii) necessarily means that $L_2^{\ast}>l^{\ast}$, namely, the coupling constants satisfy the inequality $J_1 <2 J_2$. The rectangles $R$ and $R'$ are separated by a row of minuses and there must exist a unit square $q$ (in the concerned row) whose opposite horizontal edges intersect $R$ and $R^{\prime}$. The column passing through this square intersects the boundary of $R\cup R^{\prime}$ in at least four horizontal bonds --- two of them are the edges of $q$. Suppose first that this is the only such column (and $q$ is the only unit square with the property stated above), the rows below and above the considered separating row contain together at least $L_2^{\ast}-1$ minuses (in addition to $L_2^{\ast}$ minuses in the concerned row) in $Q^{\ast}$ (see Fig\. 5). Then we see that, in the configuration with pluses at all sites inside $Q^{\ast}$, the at least four horizontal edges in the considered column are replaced by only two, with two new vertical edges added in the considered row. The possible increase in energy associated with the replacement of two ``weak'' horizontal edges by two ``strong'' vertical edges is at most $2(J_1-J_2)$ and is compensated filling up $L_2^{\ast}$ minuses of the concerned row (recall that in the present case $J_1 < 2J_2$ and thus $2(J_1-J_2)T_1$ it happens with a high probability. Namely, we are assuming that \roster \item"(2)" one has a uniform lower bound for the probability $\inf_\sigma P(\Cal E_\sigma)\geq \alpha(T_1)$ such that $$ \lim_{\beta\to\infty}(1-\alpha(T_1))^{\frac{T_2}{T_1}}=0, \tag 41 $$ \endroster Hence, if we succeed in choosing times $T_1, T_2$ and the event $\Cal E_\sigma$ so that the conditions (1) and (2) are satisfied, we will be able to conclude that, with probability approaching 1 as $\beta\to\infty$, one has to reach $\partial \Cal A$ before $T_2$. Next we pass to the construction of the event $\Cal E_\sigma$. It can be quite special, once a correct lower bound on its probability is satisfied. The first portion of $\Cal E_\sigma$ is an essentially downhill path from $\sigma$ to $-\underline 1$. Namely, for every $\sigma\in\Cal A$, $t_1\in\Bbb N$, we define $$ \Cal E^{(1)}_{\sigma, t_1}=\{\omega\in\Omega\:\sigma_0= \sigma, \tau_{-\underline 1}=t_1\}. \tag 42 $$ Next portion of the event means simply that one is staying in the configuration $-\underline 1$; for every $t_2 > t_1$, $t_2\in\Bbb N$, we set $$ \Cal E^{(2)}_{t_1,t_2}=\{\omega\in\Omega\:\sigma_t= -\underline 1,t_1\leq t\leq t_2 \}. \tag 43 $$ Now comes a very particular growth to $\Cal P$ starting from $-\underline 1$. Namely, our aim is to consider a set of paths passing through a standard sequence of rectangles, reaching the rectangles in random times of particular orders. The orders of random times are chosen so that, roughly speaking, at every basin of attraction of a particular rectangle one is allowed to stay for a time proportional to the exponent of the product of inverse temperature and the height of the energetical barrier that prevents an erosion and after that one reaches in a shortest possible time the local saddle point toward an enlarged rectangle. This saddle point is higher than the saddle toward the eroded rectangle and the exponent of the difference of the energies of these two barriers will be the main ingredient for the lower bound on the probability of the event $\Cal E_{\sigma}$. To be more precise, simplifying the notation and writing $L^{\ast}$ for $L^{\ast}_2$ and $Q_{L_1,L_2}$ for the rectangle with horizontal edge $L_1$ and vertical edge $L_2$ and with the upper left corner in the point $(-\frac{1}{2},+\frac{1}{2})$ (the origin of $\Bbb Z^2$ is the first site $x$ in $Q$; the edges of $Q$ lie on the dual lattice), for every $t_2\in\Bbb N$ we set $$ \Cal E^{(3)}_{t_2}=\{\omega\in\Omega\:\sigma_{t_2}= -\underline 1,\sigma_{t_2+1}=Q_{1,1}, \sigma_{t_2+2}=Q_{1,2}, \sigma_{t_2+4}=Q_{2,2}\}. \tag 44 $$ This is the portion of the path starting with $-\underline 1$ and growing to $Q_{2,2}$. Further, for every $T_0 < t_{2,2} < t_{2,3} < t_{3,3} < \dots < t_{L^{\ast}-1,L^{\ast}}$ ($t_{L_1,L_2}\in\Bbb N$) we set $$ \Cal E^{(4)}_{t_2, t_{2,2},t_{2,3},\dots,t_{L^{\ast}-1,L^{\ast}}} = \Cal E_{2,2}\cap \Cal E_{2,3}\cap\dots\cap \Cal E_{L,L}\cap \Cal E_{L,L+1}\cap\dots\cap \Cal E_{L^{\ast}-1,L^{\ast}-1}\cap \Cal E_{L^{\ast}-1,L^{\ast}}, \tag 45 $$ where, for every $2\leq L\leq L^{\ast}-1$, $$ \multline \Cal E_{L,L}=\{\omega\in\Omega \: \sigma_{T_{L,L}}= Q_{L,L}, \sigma_t\in \Cal B(Q_{L,L}) \text{ for every }\\ t\in [T_{L,L},T_{L,L}+t_{L,L}-T_0], \sigma_{T_{L,L}+t_{L,L}}=Q_{L,L+1}\}, \endmultline \tag 45$'$ $$ $$ \multline \Cal E_{L,L+1}=\{\omega\in\Omega \: \sigma_{T_{L,L+1}}= Q_{L,L+1}, \sigma_t\in \Cal B(Q_{L,L+1}) \text{ for every }\\ t\in [T_{L,L+1},T_{L,L+1}+t_{L,L+1}-T_0], \sigma_{T_{L,L+1}+t_{L,L+1}}=Q_{L+1,L+1}\}, \endmultline \tag 45$''$ $$ and $$ \multline \Cal E_{L^{\ast}-1,L^{\ast}}=\{\omega\in\Omega \: \sigma_{T_{L^{\ast}-1,L^{\ast}}}= Q_{L^{\ast}-1,L^{\ast}}, \sigma_t\in \Cal B(Q_{L^{\ast}-1,L^{\ast}}) \text{ for every }\\ t\in [T_{L^{\ast}-1,L^{\ast}},T_{L^{\ast}-1,L^{\ast}}+t_{L^{\ast}-1,L^{\ast}}-T_0], \sigma_{T_{L^{\ast}-1,L^{\ast}}+t_{L^{\ast}-1,L^{\ast}}}=S_{L^{\ast}}\}. \endmultline \tag 45$'''$ $$ Here $$ T_{2,2}=t_2+4, $$ $$ T_{L,L+1}=t_2 +4 +t_{2,2}+t_{2,3} +\dots + t_{L,L} $$ for every $2\leq L \leq L^{\ast}-1$, and $$ T_{L,L}=T_{L-1,L}+ t_{L-1,L} $$ for every $3\leq L \leq L^{\ast}-1$. The set $S_L$ is for every $L\leq L^{\ast}$ obtained by adding a unit square to the vertical right hand edge of $Q(L-1,L)$, $S_L\in \Cal P(L,L-1;L,L)$. The time $T_0$ is chosen so that $\frac{T_0}{2}$ is an upper bound on the time needed to monotonously decrease the energy from any configuration $\sigma$ to any other (say $\eta$) through a path of ``nearest neighbour configurations'', $$ T_0=\Bigl[\frac{2}{h}\bigl(\max_{\sigma\in\{-1,1\}^{\Lambda}} H(\sigma) -\min_{\sigma'\in\{-1,1\}^{\Lambda}} H(\sigma')\bigr)\Bigr]+1. \tag 46 $$ Of course, $S_{L^{\ast}}\in\Cal P$. Further we define $$ \Cal E^{(4)}_{t_2}=\bigcup_{n_{2,2}=1}^{\bar n_{2,2}} \bigcup_{n_{2,3}=1}^{\bar n_{2,3}}\cdots \bigcup_{n_{L^{\ast}-1,L^{\ast}}=1}^{\bar n_{L^{\ast}-1,L^{\ast}}} \tilde\Cal E_{n_{2,2},\dots,n_{L^{\ast}-1,L^{\ast}}}, \tag 47 $$ where $$ \tilde\Cal E_{t_2,n_{2,2},\dots,n_{L^{\ast}-1,L^{\ast}}}= \Cal E^{(4)}_{t_2,t_{2,2}=n_{2,2}T_0,\dots,t_{L^{\ast}-1,L^{\ast}}= n_{L^{\ast}-1,L^{\ast}}T_0}, \tag 47$'$ $$ and $$ \bar n_{L-1,L-1}=\bar n_{L-1,L}=\bigl[\exp\{\beta[h(L-2)+\delta]\}\bigr] \tag 47$''$ $$ for every $L=1,\dots,L^{\ast}$. Choosing now the times $$ \bar t_1=\bar t_2 = \bigl[\exp\{\beta[h(L^{\ast}-2)+\delta]\}\bigr], \tag 48 $$ we define $$ \Cal E_{\sigma}= \bigcup_{t_1=1}^{\bar t_1}\Cal E^{(1)}_{\sigma,t_1} \bigcap \bigl(\bigcup_{t_2=t_1+1}^{t_1+\bar t_2}\bigl[\Cal E^{(2)}_{t_1,t_2}\cap\Cal E^{(3)}_{t_2}\cap\Cal E^{(4)}_{t_2} \bigr] \bigr). \tag 49 $$ The constant $\delta$ will be fixed later when also the reason for this particular choice of the constants $\bar n$ will be apparent.. We use $\Cal B(Q)$ to denote the set of all connected clusters $C$ of pluses whose rectangular envelope is $Q$ and such that $\partial C$ contains at least a segment of length not shorter than $2$ in any edge of $Q$. The set $\Cal B(Q)$ is a subset of the basin of attraction of $Q$ in the sense that any sequence of spin flips decreasing the energy and leading to some rectangle $R$ necessarily is such that $R\equiv Q$. The crucial point in the lower bound on $P(\Cal E_{\sigma})$ will be the following inequality: $$ P(\{\omega\:\sigma_0=Q_{L-1,L}; \sigma_s\in\Cal B(Q_{L-1,L}) \text{ for every } s\leq t\})\geq \bigl( 1-e^{\varepsilon\beta}e^{-h(L-2)\beta}\bigr) ^t \tag50 $$ and, similarly, $$ P(\{\omega\:\sigma_0=Q_{L,L}; \sigma_s\in\Cal B(Q_{L,L}) \text{ for every } s\leq t\})\geq \bigl( 1-e^{\varepsilon\beta}e^{-h(L-1)\beta}\bigr) ^t. \tag51 $$ To get the estimate (50) ((51) is completely analogous), we introduce, following Freidlin and Wentzell\cite{FW}, an auxilliary Markov chain whose space of states is $$ \Cal X =Q\cup \partial \Cal B $$ (to simplify the notation we write $Q$ for $Q_{L-1,L}$ and $\Cal B$ for $\Cal B(Q_{L-1,L})$). The boundary $\partial\Cal B$ of $\Cal B$ is given by $$ \partial \Cal B= \{\eta=\sigma^{(x)} \text{ for some } x\:\eta\notin \Cal B, \sigma\in\Cal B\}. \tag 52 $$ We introduce a sequence of times $$ v_0 v_n\:\sigma_t\neq \sigma_{t-1}\}\\ &v_n=\inf\{t\geq u_n\:\sigma_t\in\partial\Cal B \cap Q\}. \endaligned \tag53 $$ We set $$ \xi_n =\sigma_{v_n}, \xi_0=\sigma_0=Q, \tag54 $$ $$ \nu=\inf\{n\: \xi_n\in\partial\Cal B\}. \tag55 $$ For every $s\in\Bbb N$ one has $$ P_Q(\tau_{\partial \Cal B}> s)\geq P_Q(\nu> s)= P(Q\to Q)^s = \bigl[ 1- P(Q\to \partial \Cal B)\bigr]^s, \tag56 $$ where $$ P(Q\to Q)= P(\xi_1=Q\mid \xi_0=Q) \tag57 $$ and $$ P(Q\to \partial \Cal B)= \sum_{\rho\in\partial \Cal B}P(\xi_1=\rho\mid\xi_0=Q). \tag58 $$ For every $\varepsilon >0$ we have $$ \multline P(Q\to \partial \Cal B)\leq \sum_{s=1}^{[e^{\varepsilon\beta}]} \sum_{\bar\sigma_1,\dots,\bar\sigma_{s-1}}P(\sigma_0=Q, \sigma_1=\bar\sigma_1,\dots,\sigma_{s-1}=\bar\sigma_{s-1},\sigma_s\in \partial\Cal B)+\\+P_Q(\sigma_t\notin\Cal M \text{ for every } t\in[1,[e^{\varepsilon\beta}]]), \endmultline \tag59 $$ where $$ \Cal M =\{\sigma\in\{-1,1\}^{\Lambda}\: \sigma \text{ is a local minimum for } H\}. $$ Of course $\Cal M \supset \Cal R$. We have $$ P_Q(\sigma_t\notin\Cal M \text{ for every } t\in[1,[e^{\varepsilon\beta}]])\leq (\frac{1}{2})^{[e^{\varepsilon\beta}]} \tag60 $$ for $\beta$ sufficiently large. Indeed, one can see immediately that $$ \inf_{\sigma\in\{-1,1\}^{\Lambda}}P_{\sigma}(\tau_{\Cal M} < T_0)> (\frac{1}{|\Lambda|})^{T_0}. \tag61 $$ Hence, by strong Markov property, we get $$ \inf_{\sigma\in\{-1,1\}^{\Lambda}}P_{\sigma}(\tau_{\Cal M} < [e^{\varepsilon\beta}])>\frac{1}{2} \tag62 $$ for all $\varepsilon>0$ and all $\beta$ sufficiently large, and thus, again by strong Markov property, the bound (60) is implied. To estimate the first sum on the right hand side of the inequality (59), we first observe that if $\eta\in\partial \Cal B$, then either \roster \item the recangular envelope of $\eta$ is $Q'\supset Q$ with $\eta\cap (Q'\setminus Q)= \{x \}$ if $\eta=\sigma^{(x)}$, $\sigma\in\Cal B$, and $x$ is adjacent, from exterior, to $Q$, or \item $\eta$ is contained in $Q$, but it is not connected, or, finally, \item $\eta$ is a connected cluster whose rectangular envelope is $Q$, but at least on one edge it intersects $\eta$ on a single unit square. \endroster We claim that, given $\bar Q=Q_{L_1,L_2}$ with $L_1 \leq L_2 h(L_1 +L_2 -1). $$ Hence, since $L_20$ and all $\beta$ sufficiently large. >From the inequalities (56) and (64) we get the estimate (50). The bound (51) follows in a similar way. >From the estimates (50) and (51) it is easy to deduce that for every $t_{L-1,L},t_{L,L} \in\Bbb N$, all $\varepsilon>0$, and all $\beta$ sufficiently large one has $$ P(\Cal E_{L-1,L})\geq \bigl(1-e^{\varepsilon\beta}\exp\{-h\beta(L-2)\}\bigr)^{t_{L-1,L}} \frac{1}{|\Lambda|^{T_0}}\exp\{-(2J_2-h)\beta\} \tag 65 $$ and $$ P(\Cal E_{L,L})\geq \bigl(1-e^{\varepsilon\beta}\exp\{-h\beta(L-1)\}\bigr)^{t_{L,L}} \frac{1}{|\Lambda|^{T_0}}\exp\{-(2J_1-h)\beta\}. \tag 66 $$ To get the bound (65) we consider, for every $\sigma \in\Cal B_{L-1,L} $, the following event $$ \multline \bar \Cal E_{L-1,L}(\sigma)=\{\sigma=\sigma_0, \tau_{Q_{L-1,L}}\leq T_0-L, \sigma_{\tau_{Q_{L-1,L}}+1}=S_L,\tau_{Q_{L,L}}=\tau_{Q_{L-1,L}}+L,\\ \sigma_t=Q_{L,L} \text { for every } t\in [\tau_{Q_{L,L}},\tau_{Q_{L,L}}+T_0-L-\tau_{Q_{L-1,L}}]\}. \endmultline \tag67 $$ To put this definition into words: every path in $\bar \Cal E_{L-1,L}(\sigma)$ starts from $\sigma\in\Cal B(Q_{L-1,L})$. In a time shorter than $T_0-L$ it reaches $Q_{L-1,L}$. For every $\sigma\in\Cal B(Q_{L-1,L})$ there exists such a path along which the energy is decreasing. Then a unit square protuberance is attached to the vertical right edge of $Q_{L-1,L}$, this occurs with probability $\frac{1}{|\Lambda|}\exp\{-(2J_2-h)\beta\}$. After that follows a sequence of spin flips, decreasing energy, on contiguous sites adjacent from the exterior to $Q$ starting near the proturberance and leading to $Q_{L,L}$. The rest of the time up to $T_0$ is spent in $Q_{L,L}$. Clearly $$ \multline \Cal E_{L-1,L}\supset \bigcup_{\sigma\in\Cal B(Q_{L-1,L})} \bigl\{ \sigma_0=Q_{L-1,L},\sigma_s\in\Cal B(Q_{L-1,L})\\ \text { for every } s\leq t_{L-1,L}-T_0, \sigma_{t_{L-1,L}-T_0}=\sigma \bigr\}\bigcap \bigl\{ G_{t_{L-1,L}-T_0} \bar \Cal E_{L-1,L}(\sigma) \bigr\}. \endmultline \tag68 $$ Here $G_s $ is the time translation operation by $s$ acting in a natural way on paths. Since also, directly from the definition (67), one gets $$ P(\bar \Cal E_{L-1,L}(\sigma))\geq \frac{1}{|\Lambda|^{T_0}} \exp\{-(2J_2-h)\beta\} \tag69 $$ for every $\sigma\in\Cal B(Q_{L-1,L})$, the bound (50) implies the bound (66). In a similar way one obtains the bound (66). Directly from the definitions (45$'$), (45$''$), (45$'''$), (47), (47$'$), and (47$''$) it is seen that the events $\tilde\Cal E_{n_{2,2},\dots,n_{L^{\ast}-1,L^{\ast}}}$ are mutually disjoint. Hence, using (65), (66), and the Markov property, we get $$ \multline P(\Cal E^{(4)})\geq \sum_{n_{2,2}=1}^{\bar n_{2,2}}\dots \sum_{n_{L^{\ast}-1,L^{\ast}}=1}^{\bar n_{L^{\ast}-1,L^{\ast}}} \bigl( 1- e^{(\varepsilon - h)\beta}\bigr)^{n_{2,2} T_0} \frac{1}{|\Lambda|^{T_0}} \exp\{-(2J_1-h)\beta\}\dots \\ \dots \bigl( 1- e^{\varepsilon \beta} e^{-h L^{\ast} -2}\bigr)^{n_{L^{\ast}-1,L^{\ast}} T_0} \exp\{-(2J_2-h)\beta\} \endmultline \tag70 $$ for every sufficiently small $\varepsilon>0$, and all $\beta$ sufficiently large. Given the choice (47$''$) of the constants $\bar n$ and the values of the quotients in the geometric series above, the sums in (70) turns out to run effectively to $\infty$. Given $\delta$ in the equation (47$''$), we can choose $\varepsilon $ sufficiently small to get $$ P(\Cal E^{(4)})\geq \exp\bigl\{-[H(\Cal P)-H(Q_{2,2})-2\delta]\beta \bigr\}. \tag71 $$ Now, since the events $\Cal E^{(1)}_{\sigma,t_1}$ with different $t_1$'s are mutually disjoint, and similarly for $\Cal E^{(2)}_{t_1, t_2}$, we have, for $\beta$ sufficiently large, $$ P(\Cal E_{\sigma})\geq \sum_{t_1=1}^{\bar t_1}\sum_{t_2=t_1+1}^{t_1 +\bar t_2} P(\Cal E^{(1)}_{\sigma,t_1}\cap\Cal E^{(2)}_{t_1, t_2}\cap \Cal E^{(3)}_{t_2} )\exp\bigl\{-[H(\Cal P)-H(Q_{2,2})-2\delta]\beta \bigr\}. \tag72 $$ Suppose that, for all $\varepsilon>0$ and all $\beta$ sufficiently large, we are able to prove that $$ \inf_{\sigma\in\Cal A}\sum_{t_1=1}^{\bar t_1}P(\Cal E^{(1)}_{\sigma,t_1}) \geq e^{-\varepsilon\beta}. \tag73 $$ Now, since for all $\varepsilon>0$, from Lemma 1 one has $$ \lim_{\beta\to \infty} P_{-\underline 1}(\tau_{Q_{1,1}}<\exp (2J_1+2J_2-h-\varepsilon)\beta)=0 \tag74 $$ and $$ P(\Cal E^{(3)}) \geq \frac{1}{|\Lambda|^4}\exp\{-(H(Q_{2,2})-H(-\underline 1))\beta\}. \tag 75 $$ >From (72), (74), (75), and (48) one gets $$ \sum_{t_2=t_1+1}^{t_1 +\bar t_2} P(\Cal E^{(2)}_{t_1, t_2}\cap \Cal E^{(3)}_{t_2} )\geq \exp\{\beta h (L^{\ast}-2)-\beta(H(Q_{2,2})-H(-\underline 1)-\delta)\} \tag76 $$ and then, from (73) and (76), one has $$ P(\Cal E_{\sigma})\geq e^{-3\delta\beta}\exp\{-\Gamma \beta + \beta h (L^{\ast}-2)\}. \tag77 $$ To get (73) we use the following argument: \flushpar in a time shorter than $T_0$ and with a probability larger than $\frac{1}{|\Lambda|^{T_0}}$ we go, starting from any $\sigma\in\Cal A$ to a configuration given by a set of noninteracting subcritical rectangles. Then, from Lemmas 2, 3, and the definition of $\bar t_2$ (see the equation (47$'$)), with large probability one goes to $-\underline 1$ before $\bar t_2$. We leave the details of this argument to the reader. Now let $$ T_1= \exp\{ \beta [h(L^{\ast}-2)+\delta_1]\} \tag78 $$ and $$ T_2= \exp\{ \beta (\Gamma+\delta_2)\}. \tag79 $$ Further, let us divide the time interval $T_2$ into $m$ subintervals of length $T_1$ with $m=\frac{T_2}{T_1}$ supposed to be an integer. Let $$ U_i=i T_1, \quad i=1, \dots, m-1. $$ We have ($\Cal E^c$ denotes the complementary set of $\Cal E$) $$ \multline P_{-\underline 1}(\tau_{\partial \Cal A}> T_2)= \sum_{\bar\sigma_1,\dots,\bar\sigma_{m-1}\Cal A} P_{-\underline 1}(\tau_{\partial \Cal A}> T_2, \sigma_{U_i}=\bar\sigma_i, i=1,\dots,m-1)\leq\\ \leq \sum_{\bar\sigma_1,\dots,\bar\sigma_{m-1}\Cal A} P_{-\underline 1}( \sigma_{U_i}=\bar\sigma_i, i=1,\dots,m-1, \Cal E^c(-\underline 1)\cap G_{U_1}\Cal E^c(\bar\sigma_1) \cap \dots \cap G_{U_{m-1}}\Cal E^c(\bar\sigma_{m-1}) )\leq\\ {}\\ \leq \bigl( 1- \inf_{\sigma\Cal A}P(\Cal E(\sigma)) \bigr)^m\leq \exp\bigl\{ e^{-3\delta\beta -\Gamma \beta + h(L^{\ast}-2)\beta} e^{\beta (\Gamma +\delta_2-\delta1)}e^{-h(L^{\ast}-2)} \bigr\}. \endmultline \tag80 $$ If $\delta_2 > \delta_1 + 3\delta$, we get $$ \lim_{\beta\to \infty} P_{-\underline 1}(\tau_{\partial \Cal A}> T_2) = 0. $$ Since $\delta$, $\delta_1$ are arbitrarily small, this concludes the proof of the inequality (32) and thus also of Theorem 2. \qed Theorem 1 is now a corollary of Theorem 2 --- it follows from the properties 2) and 3) of the set $\Cal A$ whose existence was established during the proof of Theorem 1. 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