Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-201/5/d/solution

By part (a), translated by , starting with gives
Part (c) says that the same hitting law from tends in total variation distance to . On the other hand, every path from the circle of radius to the target disc must first hit the circle of radius . Part (a) and the Strong Markov property show that its position there has law and that
independently of . Letting in part (c) proves
when .

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