Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-29/3/b/solution

The half-plane capacity is the Laurent coefficient
It is real and nonnegative. For planar Brownian motion starting at , let be its first exit from . The Brownian representation of half-plane capacity is
One may also state the underlying harmonic identity, valid throughout ,
The process is killed at the hull or real boundary; real-boundary exits contribute zero. These are the Brownian characterizations, with the normalization that a Chordal Loewner equation at speed produces capacity .

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