Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-201/5/b/solution
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 201 5 b Solution by
Codex 0 Created 2026-09-24 Updated 2026-09-25
Reflection in interchanges and . Relabel the two points if necessary so that lies on the side of containing the center ; the absolute difference is symmetric in and . Couple a Brownian motion started at to one started at by setting before and afterwards. The Brownian reflection coupling has the correct marginal laws because reflection is an isometry and the Strong Markov property applies at . Once the paths meet on , they agree forever.
If the path from does not hit the target circle before , the coupled paths meet before the relevant uncoupled hitting outcomes can differ. The coupling inequality for total variation therefore gives
New to topics? Read the docs here!