There is a universal constant such that every compact H-hull satisfies
Translate and scale so the hull lies in a unit half-disc, then use the Brownian representation of half-plane capacity and the harmonic measure of that half-disc as viewed from .
The Brownian representation of half-plane capacity is . The harmonic capacity from infinity in the upper half-plane uses . Since , the displayed bound follows. The normalization factor cannot be omitted. Independently, enclosure in a half-disc and monotonicity of half-plane capacity give the sharp bound .
If compact H-hulls satisfy , then
This follows from the Brownian representation of half-plane capacity or from composition of their mapping-out functions.
First derive the Brownian representation of half-plane capacity with the chosen normalization. Set
The height comparison from part (a), applied to , gives . On the boundary, tends to zero; on the limiting value of is therefore , and on the real boundary it is zero. To see the asserted boundary-height limit without assuming a smooth hull, suppose a bounded sequence approaching the boundary had mapped images with imaginary part bounded away from zero. The inverse's expansion near infinity prevents these images from being unbounded, and an interior subsequential limit would map back to an interior point of , a contradiction.
At infinity tends to zero by the Laurent series. The maximum principle for harmonic functions now bounds between zero and , since every point of has imaginary part at most . Apply the optional sampling theorem to the bounded harmonic function . The exit time is almost surely finite because it is no larger than the first time the imaginary coordinate of planar Brownian motion reaches zero. Taking gives
This uses the bounded harmonic difference, not optional sampling of the unbounded imaginary coordinate at an unbounded stopping time.
At , the expansion gives . Since
we obtain
Thus the quadratic half-plane capacity is controlled by a length times the linearly scaling harmonic capacity from infinity in the upper half-plane. The factor is essential if the alternative normalization is used.
The half-plane capacity is the Laurent coefficient
It is real and nonnegative. For planar Brownian motion starting at , let be its first exit from . The Brownian representation of half-plane capacity is
One may also state the underlying harmonic identity, valid throughout ,
The process is killed at the hull or real boundary; real-boundary exits contribute zero. These are the Brownian characterizations, with the normalization that a Chordal Loewner equation at speed produces capacity .
Write . A compact H-hull is a bounded, relatively closed set for which is a simply connected domain. “Compact” refers to its compact closure in ; boundary points on can be adjoined without changing the remaining domain.
The Riemann mapping theorem and normalization at infinity give a unique mapping-out function of a compact H-hull with hydrodynamic normalization at infinity. By the Schwarz reflection principle outside a large disc, it has the Laurent series
The half-plane capacity is the coefficient
The empty compact H-hull has and half-plane capacity zero. Nonnegativity follows from the Brownian representation of half-plane capacity proved next.
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 give
Boundedness is important here: directly stopping the unbounded imaginary-coordinate martingale would require an unjustified uniform integrability assertion.
At , the Laurent series gives . Hence
The sign follows because the exit point lies on . This proves the Brownian representation of half-plane capacity.
Suppose . Map out and let be the relatively closed image hull corresponding to , with bounded complementary components filled if needed. Then maps onto . Uniqueness of the mapping-out function of a compact H-hull gives . Comparing their Laurent series yields the half-plane-capacity composition rule
The Brownian representation of half-plane capacity makes the last term nonnegative, proving monotonicity of half-plane capacity:
The implication is false. Take the thin rectangles
Each is a compact H-hull, and . We verify that its half-plane capacity nevertheless tends to zero.
Let , which contains all these rectangles. At the Brownian exit time from , the exit height is at most , and a positive exit height requires hitting before . Therefore
For , conformal invariance of planar Brownian motion and identify the probability on the right with the harmonic measure of from in . Integrating the Poisson kernel for the upper half-plane gives
The Brownian representation of half-plane capacity now proves the explicit estimate
Choose to obtain the required sequence. This is an instance of half-plane capacity of a low rectangle: shrinking height can make half-plane capacity small while horizontal extent stays fixed.
Figure 1.
Half-plane capacities of a slit, half-disc and thin rectangle
. Two explicit half-plane capacities and a thin compact H-hull with fixed width and vanishing half-plane capacity. Details.
The statement is true. In the notation of part (ii), equality of the capacities forces . Every nonempty compact H-hull has strictly positive half-plane capacity: by the Brownian representation of half-plane capacity, Brownian motion started sufficiently high has positive harmonic measure of a boundary portion of positive height. Hence , so and
Let and define . This is harmonic on , has boundary values on the hull boundary and zero on the real boundary, and tends to zero at infinity. The representation by harmonic measure and optional sampling theorem therefore give
At , the hydrodynamic expansion gives
Consequently the Brownian representation of half-plane capacity is
If , Brownian motion exits no later than it exits . The Strong Markov property and the nonnegative harmonic function show that the expected exit height for is at least that for . Taking the limits in the Brownian representation of half-plane capacity proves the monotonicity of half-plane capacity
Set . This is a nonnegative harmonic function on , has boundary value on the hull boundary, and tends to zero on the real boundary. If is the first exit time of planar Brownian motion from , the optional stopping theorem gives
The hydrodynamic expansion yields , and therefore the Brownian representation of half-plane capacity
Let be the first time Brownian motion started outside the unit half-disc reaches its semicircular boundary. A path that reaches must first cross that semicircle. The Strong Markov property at gives
Take , multiply by , and let . The Brownian representation of half-plane capacity identifies the left side with , while part b gives
Since the exit height is between zero and one, the dominated convergence theorem applies and yields
Write and take . By the Brownian representation of half-plane capacity,
On hitting , the exit height is at most one. Moreover, lies in the half-disc of radius . The harmonic measure of that semicircle as viewed from is : mapping its exterior to by reduces the estimate to the Poisson kernel for the upper half-plane on an interval of length . Consequently
for large , and . This is the half-plane capacity of a low rectangle.
For , let . The Brownian representation of half-plane capacity gives
On hitting the imaginary part is at most one, while the harmonic measure estimate supplied in the question shows that the probability of reaching a disc of radius containing is . Hence , the half-plane capacity of a low rectangle bound.
Set
The scaling and translation of half-plane capacity gives
whereas . This supplies the required sequence.