Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 35 3 c Solution Created 2026-10-03 Updated 2026-10-07
One precise relation is to radial SLE with parameter . Its orientation is from the boundary point to the interior target . With conformal-radius time it is defined byThere is a coupling of the conditioned Brownian path with this simple radial curve such that, for each initial curve segment, the first point at which encounters it is its tip. More precisely, if , then . Reversing the Brownian path turns these first-hit times into the last-visit times that characterize loop-erasure of planar Brownian motion. ThusThis is an existence statement for a coupling, not a pointwise equality of the two processes or a claim that a naive finite-loop deletion algorithm applies to Brownian motion.
Here is the martingale mechanism behind the coupling. Put andThis is the positive slit-domain Poisson kernel at the tip, normalized by . Writing , the radial equation givesThe drift of is , so is a local martingale at .
Start independent stopped and radial SLE2, and weight their joint laws, before meeting, byFor fixed this is an SLE local martingale. For fixed it is a Brownian-transform local martingale, because . Since , localized two-parameter weighting preserves both original marginals. For a fixed slit, the changed Brownian law is the transform by , so it hits that slit at the pole, its tip. Compatible stopped couplings, followed by exhaustion, give the first-hit-at-tip property. This completion is the substantive continuum coupling step. Discrete loop-erased random walks and their radial-SLE2 limit give a parallel approximation picture.
For example, in this coupling avoidance by implies avoidance by , since the radial curve is contained in the Brownian trace. The probability from part (b) therefore supplies a lower bound . The two avoidance laws are not identical: unweighted simple radial does not have the Brownian radial-restriction property. This is a way to transfer path-containment information while retaining the distinct geometry and orientation of the two random curves.
Radial SLE2 2026-10-07
For radial SLE at parameter two, the normalized slit-domain Poisson kernel at the growing tip is a local martingale. This observable provides the coupling to loop-erasure of planar Brownian motion, oriented from the boundary point to the interior target. Its discrete counterpart is a loop-erased random walk.