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.