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For nested compact H-hulls whose closures avoid $x\in \mathbb{R}$, the boundary derivative is an excursion avoidance probability. Avoiding the larger hull is a subset of avoiding the smaller one, which proves the derivative inequality. For a hull contained in $\{|z|\le R\}$ and $|x|>R$, comparison with the filled half-disc gives the sharp bound $1-R^2/x^2\le g_A^{\prime }(x)\le 1$, since that half-disc has mapping-out function $z+R^2/z$. The empty hull and filled half-disc attain the two bounds.

At a real point $x$ outside the hull's closure, the Schwarz reflection principle makes the mapping-out function analytic across the boundary and $g_K^{\prime }(x)>0$. Use the course's Brownian excursion restriction identity: for an excursion from $x$ to infinity in the complex upper half-plane,One way to obtain this identity is to start its Doob h-transform at $x+i\epsilon$: its avoidance probability is $\mathrm{Im}{g}_K(x+i\epsilon )/\epsilon$, which tends to $g_K^{\prime }(x)$ by reflection. Thus the boundary derivative is an excursion avoidance probability, and in particular it is at most one.

Let $D$ be the filled unit half-disc. Since $K\subseteq D$, avoiding $D$ implies avoiding $K$. The monotonicity of boundary derivatives of mapping-out functions and part (b) give, for $|x|>1$,The upper bound is attained by the empty hull and the lower by the filled half-disc, so the comparison is sharp on either real tail.

Put $A=\mathbb{H}\setminus U$. The neighborhood assumptions at zero and infinity mean that $A$ is a bounded hull away from the starting boundary point. For $t<T$, the conjugacy map $h_t$ is the hydrodynamically normalized mapping-out function of the remaining forbidden hull after removing $K_t$. Its closure avoids the driver, so the boundary derivative is an excursion avoidance probability yields $0<{\Sigma }_t\le 1$. Thus $0<M_t\le 1$, and the bounded local martingale criterion makes the localized martingales uniformly bounded and uniformly integrable.

Choose localization times ${\tau }_n\uparrow T$, also bounded by $n$. Optional stopping gives $\mathbb{E}{M}_{{\tau }_n}=M_0$. The supplied terminal limit and continuity of the power function giveSince these variables are bounded by one, dominated convergence yieldsAs usual for a chord starting at zero, the time-zero point is understood as the boundary prime end of $U$; the avoidance assertion concerns the subsequent curve. The boundedness step is what upgrades the local martingale calculation to an equality of probabilities.