Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 202 5 b Solution Created 2026-10-03 Updated 2026-10-06
Use the open strip ; the printed closed strip denotes the region together with its exit boundary. Starting at , the conformal bijection sends onto the complex upper half-plane and the bottom edge onto . The upper edge maps to the negative half-axis. The transformed initial point is .
By conformal invariance of planar Brownian motion, transform the given Poisson kernel for the upper half-plane and include the Jacobian determinant . The bottom-boundary harmonic measure of a strip isThis is the unconditional exit density on the bottom edge, not the density conditional on using that edge. Its total mass isIndeed substitution gives the positive-half-axis mass of the Poisson kernel, equal to for . To obtain the conditional bottom-edge density, divide by . The top-edge density is and has mass , a useful normalization check.