Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 27 2 iii Solution Created 2026-10-03 Updated 2026-10-07
For parameter four, the SLE4 angle martingale is bounded, so the Continuous-time martingale convergence theorem gives an almost sure limit. The imaginary part of the Chordal Loewner equation givesFor a point off the full simple Loewner trace the flow exists at every finite time. If the limiting angle lay strictly between and , the last derivative would eventually be bounded above by a strictly negative constant. That would make negative, a contradiction. Hence the terminal angle is either zero or .
The simple transient chordal Loewner trace from to infinity splits the complex upper half-plane into a left component , adjacent to the negative real boundary, and a right component , adjacent to the positive real boundary. The Dirichlet boundary values of the SLE angle process identify which terminal value occurs. Indeed, run an independent planar Brownian motion from until it first hits the full Loewner trace or the real axis. This time is finite. The Brownian path up to that time is bounded, and Transience of chordal SLE ensures that any Loewner trace point it meets belongs to a finite initial segment. Thus its exit side for the truncated domains eventually agrees with its exit side for the full component. In every such exit is through the left bank or negative real boundary; in every exit is through the right bank or positive real boundary. Dominated convergence in the harmonic-measure representation therefore givesThis is a random side indicator, not the deterministic value . Uniform integrability also gives , so the SLE4 left-passage probability is