Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 203 1 b Solution Created 2026-10-03 Updated 2026-10-05
Put on . This is a harmonic function, tends to zero at infinity, and is bounded. To justify the boundary behavior without requiring a locally connected space as its boundary, let . Its expansion at infinity implies that bounded cannot have . If approaches a finite point of and had a subsequential limit inside , continuity of would force that point to lie inside , a contradiction. Thus boundary degeneration under a mapping-out function gives . Consequently extends continuously to the finite boundary with value .
Let be planar Brownian motion started at , and its Brownian exit time from . This time is finite almost surely: it is at most the first time the imaginary coordinate, a one-dimensional Brownian motion, hits zero. By the Itô formula, is a bounded martingale. The optional stopping theorem and dominated convergence theorem therefore giveBoundedness is important here: directly stopping the unbounded imaginary-coordinate martingale would require an unjustified uniform integrability assertion.
At , the Laurent series gives . HenceThe sign follows because the exit point lies on . This proves the Brownian representation of half-plane capacity.