Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-203/1/b/ii/solution

For , let . The Brownian representation of half-plane capacity gives
On hitting the imaginary part is at most one, while the harmonic measure estimate supplied in the question shows that the probability of reaching a disc of radius containing is . Hence , the half-plane capacity of a low rectangle bound.
Set
The scaling and translation of half-plane capacity gives
whereas . This supplies the required sequence.

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