Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2012/iii/paper-34/3/c/solution
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 34 3 c Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-07
For , substitute and into the exit formula:Let be the first hit of the origin. On any path with , continuity makes the radius bounded on . For all sufficiently large , that path reaches radius before and has not yet reached radius , so it belongs to . Thus is contained in the liminf of these events. Fatou's inequality for their indicators gives probability at most for that liminf. Hence the polar point for planar Brownian motion conclusion isThe argument controls one event for all times, rather than merely proving zero hitting probability at each fixed time.
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