~

\begin{proof}

Consider a path $\xi_1\in\paths{b_1}$ and a path $\xi_2\in\paths{b_2}$ such that $\xi_1$ and $\xi_2$ are independent (Definition \ref{def:independence}). The paths $\xi_1,\xi_2$ induce $\binom{|\xi_1|+|\xi_2|}{|\xi_1|}$ different paths of total length $|\xi_1|+|\xi_2|$ in $\paths{b_1\land b_2}$. In the sums $R_{b_1}$ and $R_{b_2}$, the contribution of these paths are $\mathbb{P}[\xi_1]\cdot |\xi_1|$ and $\mathbb{P}[\xi_2]\cdot |\xi_2|$. The next diagram shows how these $\binom{|\xi_1|+|\xi_2|}{|\xi_1|}$ paths contribute to $R_{b_1\land b_2}$. At every step one has to choose between doing a step of path 1 or a step of path 2. The number of zeroes in the current state determine probabilities with which this happens (aside from the probabilities associated to the two original paths already). The grid below shows that at every point one can choose to do a step of path 1 with probability $p_i$ or a step of path 2 with probability $1-p_i$. These $p_i$ could in principle be different at every point in this grid. The weight of such a new path is the weight of the path in the diagram below, multiplied by $\mathbb{P}[\xi_1]\cdot\mathbb{P}[\xi_2]$. By induction one can show that the sum over all $\binom{|\xi_1|+|\xi_2|}{|\xi_1|}$ paths in the grid is $1$. Hence the contribution of all $\binom{|\xi_1|+|\xi_2|}{|\xi_1|}$ paths together to $R_{b_1\land b_2}$ is given by

\[

\mathbb{P}[\xi_1]\cdot\mathbb{P}[\xi_2]\cdot(|\xi_1|+|\xi_2|) = \mathbb{P}[\xi_2]\cdot\mathbb{P}[\xi_1]\cdot|\xi_1| \;\; + \;\; \mathbb{P}[\xi_1]\cdot\mathbb{P}[\xi_2]\cdot|\xi_2|.

\]

Ideally we would now like to sum this expression over all possible paths $\xi_1,\xi_2$ and use $p_\mathrm{tot}:=\sum_{\xi\in\paths{b_i}} \mathbb{P}[\xi] = 1$ (which also holds up to arbitrary order in $p$). The above expression would then become $R_{b_1} + R_{b_2}$. However, not all paths in the sum would satisfy the independence condition so it seems we can't do this. We now argue that it works up to order $p^{k-1}$.

For all $\xi\in\paths{b_1\land b_2}$ we have that \emph{either} $\xi$ splits into two independent paths $\xi_1,\xi_2$ as above, \emph{or} it does not. In the latter case, when $\xi$ can not be split like that, we know $\mathbb{P}[\xi]$ contains a power $p^k$ or higher because there is a gap of size $k$  and the paths must have moved at least $k$ times `towards each other' (for example one path moves $m$ times to the right and the other path moves $k-m$ times to the left). So the total weight of such a combined path is at least order $p^k$. Therefore we have

\[

	R_{b_1\land b_2} = \sum_{\mathclap{\substack{\xi_{1,2}\in\paths{b_{1,2}}\\ \mathrm{independent}}}} \mathbb{P}[\xi_2]\mathbb{P}[\xi_1]|\xi_1| + \sum_{\mathclap{\substack{\xi_{1,2}\in\paths{b_{1,2}}\\ \mathrm{independent}}}} \mathbb{P}[\xi_1]\mathbb{P}[\xi_2]|\xi_2| + \sum_{\mathclap{\xi\;\mathrm{dependent}}} \mathbb{P}[\xi]|\xi|.

\]

\[

	\sum_{\mathclap{\substack{\xi_{1,2}\in\paths{b_{1,2}}\\ \mathrm{independent}}}} \mathbb{P}[\xi_2]\mathbb{P}[\xi_1]|\xi_1|

    = \sum_{\xi_1\in\paths{b_1}} \sum_{\substack{\xi_2\in\paths{b_2}\\ \text{independent of }\xi_1}} \mathbb{P}[\xi_2]\mathbb{P}[\xi_1]|\xi_1|

\]

\end{proof}

\begin{center}

\includegraphics{diagram_paths.pdf}

\end{center}

\textbf{Proof of claim \ref{claim:weakcancel}}: Say we have a group on the left with $l$ slots and a group on the right with $r$ slots, with enough space between the groups. Then on the left we have strings in $\{0,1'\}^l$ as possibilities and on the right we have strings in $\{0,1'\}^r$. The combined configuration can be described by strings $(a,b)\in\{0,1'\}^{l+r}$. Such a configuration has probability $(-1)^{|a|+|b|} p^{r+l}$ in $\rho$ and by claim \ref{claim:expectationsum} we know $R_{(a,b)} = R_a + R_b + \mathcal{O}(p^\mathrm{spacing})$. The total contribution of these configurations is therefore

\begin{align*}

	\sum_{a\in\{0,1'\}^l} \sum_{b\in\{0,1'\}^r} (-1)^{|a|+|b|}p^{r+l} \left( R_a + R_b \right) + \mathcal{O}(p^\mathrm{spacing})

    &= p^{r+l}\sum_{a\in\{0,1'\}^l} (-1)^{|a|} R_a \sum_{b\in\{0,1'\}^r} (-1)^{|b|} \\

    &\quad + p^{r+l}\sum_{b\in\{0,1'\}^r} (-1)^{|b|} R_b \sum_{a\in\{0,1'\}^l} (-1)^{|a|} \\

    &\quad + \mathcal{O}(p^\mathrm{spacing})\\

    &= 0 + \mathcal{O}(p^\mathrm{spacing})

\end{align*}