A planar Brownian motion exits a conformal image of a bounded planar domain in finite time almost surely. If the image lifetime were infinite, the inverse derivative is bounded away from zero on a small interior disc. Recurrence of planar Brownian motion and the Strong Markov property give infinite Brownian occupation time there, forcing the inverse conformal Brownian clock to diverge. It cannot exceed the finite original exit time. The expected image exit time can nevertheless be infinite.
Green function of killed planar Brownian motion Created 2026-10-06 Updated 2026-10-14
The density of expected Brownian occupation time before exit from a planar domain. For planar Brownian motion with infinitesimal generator , it obeys and has singularity . A conformal bijection preserves this Dirichlet Green function: the squared derivative in the conformal Brownian clock cancels the area Jacobian determinant.
A one-dimensional Brownian motion spends an infinite total time in every nonempty open interval almost surely. To prove this for after first hitting zero, alternate exits from that interval with returns to zero. By recurrence of one-dimensional Brownian motion all these stopping times are finite, and the Strong Markov property makes the successive exit durations independent and identically distributed random variables that are strictly positive. Some fixed positive duration is exceeded with positive probability, so the Borel-Cantelli lemma makes the sum of the durations infinite. Translate and scale for other intervals. In particular, if a nonnegative function is bounded below by a positive constant on such an interval, its infinite-horizon Brownian occupation time integral diverges. Recurrent visits alone, without this duration argument, would not prove divergence of an integral.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 203 1 b Solution Created 2026-10-03 Updated 2026-10-06
A finite original exit time alone does not imply that the integral defining the conformal Brownian clock is finite. To establish this, let . On the event , the Brownian path of part (a) lives forever in , while its inverse clock satisfiesChoose a closed disc compactly contained in . Its radius may be decreased so that on . Recurrence of planar Brownian motion, together with the Strong Markov property, gives infinite total Brownian occupation time in : return repeatedly to a smaller concentric disc, and use the fixed positive probability of remaining in for a fixed positive duration. The successive trials imply infinitely many such durations. This is the same mechanism as the divergence of a positive planar Brownian occupation integral.
Hence, on any infinite-lifetime Brownian path,This contradicts . Thus is finite almost surely, and equality in law from part (a) gives finite exit from a conformal image of a bounded planar domain:This asserts almost-sure finiteness, not finiteness of the expected exit time.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 202 4 b Solution Created 2026-09-24 Updated 2026-10-03
LetThe clock is an absolutely continuous function and is strictly increasing: its derivative is positive away from the Brownian zero set, which has zero Lebesgue measure. It also tends to infinity. This is immediate for ; for , recurrence and the Strong Markov property imply that the Brownian occupation time of, for example, is unbounded, while the integrand is bounded below there by .
Thus is continuous, strictly increasing, and maps onto itself. Its inverse function is finite, continuous, and strictly increasing.