Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 35 2 b iii Solution Created 2026-10-03 Updated 2026-10-07
Let be the outer boundary of a planar compact set applied to the Brownian loop. For the pinned Brownian measure here, its outer boundary is almost surely simple and surrounds its root. If is simply connected, thenThe forward implication uses the fact that filling a compact subset of a simply connected domain cannot leave that domain. For the converse, the Brownian trace is contained in the closed filled interior of its outer boundary, and that interior also lies in . This is precisely why simply connected domains are used.
Let , a pushforward measure on simple loops surrounding . Its deficits areThey agree with those of and . The recovery argument from part (i), now with explicitly finite deficits, givesIf , the measure is zero on every cutoff window and hence zero. The rooted Brownian loop itself is not a simple loop; taking its outer boundary is essential.