Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-203/2/c/solution

For with and , the given Reverse SLE derivative martingale starts from
It is a nonnegative local martingale and therefore a supermartingale. Since its second factor is at least one,
Choose
which is possible exactly because . At height , take a horizontal grid of spacing comparable to in . The Markov inequality gives, at each grid point,
There are grid points, so the probability that the bound fails anywhere on level is at most . These probabilities are summable. The Borel-Cantelli lemmas therefore give an almost surely finite random constant controlling every sufficiently fine grid, and enlarging it handles the finitely many remaining levels.
Every point of the half-rectangle lies within a fixed hyperbolic distance of one of these grid points at comparable height. The Koebe distortion theorem compares the two derivatives by a universal factor. Hence an almost surely finite random satisfies
for all and . This proves the Reverse SLE derivative bound above the space-filling threshold.

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