Bottom-boundary harmonic measure of a strip

ID: bottom-boundary-harmonic-measure-of-a-strip

For planar Brownian motion started at in , this is its unconditional exit density on the bottom boundary. Its mass is ; the remaining mass lies on the top boundary. The conformal bijection , the Poisson kernel for the upper half-plane and the boundary Jacobian determinant derive the formula. Conditional bottom-boundary density requires division by its mass.

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