Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 27 2 Solution Created 2026-10-03 Updated 2026-10-14
Write and, for , let be the filled image hull . The half-plane-capacity composition rule givesThe Loewner local growth property says that these mapped increments shrink uniformly on bounded time intervals: for every ,Using diameter instead of radius is equivalent, since a nonempty compact H-hull has its closure meeting the real axis. This is a condition on the increments after mapping out the past, not merely on the Euclidean size of in the original domain.
For fixed , the nonempty compact sets , , are nested as decreases. Their diameters tend to zero by Loewner local growth property. The nested-compact-set property gives a single intersection point, and its imaginary part is zero because lies in a real-centred disc of radius tending to zero. Define the Loewner transform byOne may restrict the intersection to sufficiently small . Every point of is within of when .
Here is a direct proof of continuity, using the permitted displacement estimate. Fix and put . Take and a point . Set . The hull composition rule puts , while the displacement estimate givesSince is within of , let , taking , to obtainUse a slightly larger fixed time interval if is its endpoint. Both terms tend to zero with . This proves continuity from both sides, and indeed uniform continuity on every compact time interval. The real boundary value is obtained as a limit; evaluating the displacement estimate directly on a possibly rough boundary is unnecessary.
The Loewner correspondence theorem states that a capacity- increasing hull family with Loewner local growth property has the unique continuous real Loewner driving function just defined, and its mapping-out functions solve the Chordal Loewner equationFor each , this solution is taken up to its maximal lifetime; is precisely the set of points whose lifetimes exceed . Conversely a continuous real driver gives such a hull family through this ordinary differential equation. A continuous driver alone need not have a continuous Loewner trace; that additional assertion is part of the trace theory of SLE, not of the deterministic correspondence theorem.
A continuous process is chordal Schramm–Loewner evolution with parameter from to infinity when , its filled past generates these capacity- hulls, and their Loewner driving function iswith standard real Brownian motion. The filling includes bounded components cut off from infinity. Equivalently its Loewner trace is the continuous extension of . This last boundary limit is the trace-existence input for SLE.
Fix and scale space and time together:The half-plane capacity of is by part (a). Differentiation givesBy Brownian scaling, is again standard Brownian motion, so the new driver has the same law as the old one. Uniqueness of the Chordal Loewner equation transfers this equality to the hulls and their continuous Loewner traces. ThusThis is capacity-parametrized scale invariance of a Loewner chain. It includes , when the driver is zero and the trace is the deterministic vertical slit .
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 29 1 Solution Created 2026-10-03 Updated 2026-10-06
A compact H-hull is a bounded set that is closed relative to the complex upper half-plane and whose complement is a simply connected domain. Its Euclidean closure is compact in ; “compact” here does not require separation from the real axis. One may equivalently describe the closed hull in , with its real-boundary convention understood. Its mapping-out function is the unique conformal map to with hydrodynamic normalization at infinity.
Use the capacity convention . A chordal Schramm–Loewner evolution from to infinity is the hull family of the Chordal Loewner equationwhere is a real standard Brownian motion and . The points with interior-point swallowing time for a Loewner chain at most constitute . For each , maps conformally onto and has expansion . The case is the deterministic vertical-slit chain.
First identify the relevant transformed Loewner driving functions directly. For , defineDifferentiation gives . Its initial value is , its domain is , and its expansion is . Thus its driving function is , by uniqueness of the differential equation and of the hydrodynamically normalized map. Brownian scaling provesThis is capacity-parametrized scale invariance of a Loewner chain.
For a fixed time , map the future remaining domains by . The corresponding hulls are specified without any boundary-image ambiguity byTheir mapping-out functions areAt this is the identity. Differentiating at a point in its domain yieldsThe Laurent series is . Hence the transformed Loewner driver is exactly , with the original capacity clock unchanged. This proves the composition rule for chordal Loewner driving functions, rather than assuming an identification of transforms.
The Brownian motion increments after are independent of its past and have the original law. Since past hulls are measurable functions of the past Loewner driver, conditionally on the past, the centered mapped future is an independent copy of the original chain. This is the domain Markov property of a chordal Loewner chain. At an almost surely finite stopping time it follows likewise from the Strong Markov property.
For the converse, a precise class is essential: take capacity-parametrized Loewner chains generated by a continuous real Loewner driving function , with , and require the two displayed hull properties, including independence from the entire hull past in the domain Markov property. Within this class they characterize , for some .
To see why the hull assertions determine the Loewner driver assertions, the hull domains determine their normalized maps uniquely. For any surviving point,The left time derivative suffices for , since is continuous. A sufficiently high point survives up to any given finite time, so points , , suffice to reconstruct the Loewner driver locally and measurably from the hull past. Thus the driving-function reconstruction for a chordal Loewner chain identifies the two past filtrations and makes the preceding scale and composition computations reversible.
The domain Markov property therefore gives stationary independent increments for . Its continuity makes it a continuous Lévy process. Its classification gives : in the Lévy–Khintchine formula continuity removes the jump measure, leaving characteristic function . Driver scaling would turn the drift into , so invariance for every forces . The diffusion coefficient is unchanged. This proves the scale-and-domain-Markov characterization of SLE with its regularity and parametrization hypotheses stated explicitly.