Past exam of the mathematics course of the University of Cambridge / 2010 / iii / Paper 27 / 1

A compact H-hull is a bounded relatively closed set $K\subset \mathbb{H}$ whose complement $D=\mathbb{H}\setminus K$ is a simply connected domain. Equivalently one can retain its compact closure in $\overline{\mathbb{H}}$; real boundary points do not affect the mapping-out function. The Riemann mapping theorem and Schwarz reflection principle near infinity give a unique conformal map $g_K:D\to \mathbb{H}$ with hydrodynamic normalization at infinity. Its Laurent series isThe half-plane capacity is $\mathrm{hcap}(K)=a_K$. The missing constant term is part of the normalization, not a choice to be made again when comparing different hulls.

Here are the conformal map facts we use to justify positivity and comparison. The inverse $f_K:\mathbb{H}\to D\subset \mathbb{H}$ has expansion $f_K(w)=w-a_K/w+O(w^{-2})$. The upper-half-plane Schwarz-Pick theorem, applied to $w$ and $iY$ and then letting $Y\to \infty$, implies $\mathrm{Im}{f}_K(w)\ge \mathrm{Im}w$. Indeed the inequality between pseudohyperbolic distances givesand multiplying by $Y$ gives the height comparison in the limit. At $w=iY$, the inverse expansion reads $\mathrm{Im}{f}_K(iY)=Y+a_K/Y+O(Y^{-2})$, so $a_K\ge 0$.

For $r>0$, uniqueness of the mapping-out function givesConsequentlyTranslation by a real number $b$ similarly gives $g_{K+b}(z)=b+g_K(z-b)$ and leaves half-plane capacity unchanged.

If $K\subset A$ are compact H-hulls, their mapping-out functions compose as $g_A=g_L\circ g_K$, where $L$ is the filled image of $A\setminus K$. Comparing Laurent series yieldsThis proves monotonicity of half-plane capacity, rather than assuming it from inclusion alone. The filled half-disc $A=\{z\in \mathbb{H}:|z-b|\le R\}$ has mapping-out functionwhich takes its semicircular boundary to the real line and is a conformal bijection onto $\mathbb{H}$. Thus its half-plane capacity is $R^2$. Enclose $K$ in such a half-disc, compare capacities, and minimize over real centres and radii. This proves the sharp boundIf one defines the radius by an infimum, take $R$ strictly larger than that infimum and then let $R$ decrease; no attainment assumption is needed.

We use the following standard planar Brownian motion facts: its exit probability distribution is harmonic measure; conformal maps preserve that probability distribution after an increasing time change; and the Poisson kernel for the upper half-plane gives its real-boundary exit density. For rough hulls the boundary is interpreted through prime ends, with boundary correspondence at harmonic-measure-almost every exit point. This avoids imposing a smoothness or local-connectedness assumption on $K$.

Under $g_K$, the exit event through $K$ corresponds to a measurable set $E_K\subset \mathbb{R}$ of boundary images. It is bounded: the mapping-out function extends by Schwarz reflection along the real line outside a sufficiently large interval enclosing $K$, and its boundary near infinity corresponds to the original real boundary near infinity. All prime ends representing $K$ therefore have images in a bounded interval. The boundary correspondence assertion can equivalently be formulated using the almost-everywhere limits of $g_K^{-1}$; changing null sets does not change $E_K$'s measure.

Write $g_K(iy)=u_y+i{v}_y$. The hydrodynamic normalization at infinity gives $u_y=O(y^{-2})$ and $v_y=y-a_K/y+O(y^{-2})$. By conformal invariance of planar Brownian motion and the Poisson kernel for the upper half-plane,On the bounded set $E_K$, the integrand multiplied by $y$ tends uniformly to one. Therefore the limit exists and is finite:This is the harmonic capacity from infinity in the upper half-plane with the normalization $c(K)=\mathrm{cap}(K)/\pi$; it is different from half-plane capacity. If real boundary points are retained in the definition of $K$, include their boundary images in $E_K$ as well; the argument is unchanged.

For the scaling statement, Brownian scaling says that $r^{-1}{B}_{r^{2}t}$ started from $iy/r$ is again standard planar Brownian motion. The exit event scales with the hull, soSet $v=y/r$, multiply by $y=rv$ and take the limit. It follows thatThe same conclusion follows geometrically from $E_{rK}=r{E}_K$ and the formula above.

First derive the Brownian representation of half-plane capacity with the chosen normalization. SetThe height comparison from part (a), applied to $f_K=g_K^{-1}$, gives $h\ge 0$. On the boundary, $\mathrm{Im}{g}_K$ tends to zero; on $K$ the limiting value of $h$ is therefore $\mathrm{Im}z$, and on the real boundary it is zero. To see the asserted boundary-height limit without assuming a smooth hull, suppose a bounded sequence approaching the boundary had mapped images with imaginary part bounded away from zero. The inverse's expansion near infinity prevents these images from being unbounded, and an interior subsequential limit would map back to an interior point of $D$, a contradiction.

At infinity $h$ tends to zero by the Laurent series. The maximum principle for harmonic functions now bounds $h$ between zero and $R=\mathrm{rad}(K)$, since every point of $K$ has imaginary part at most $R$. Apply the optional sampling theorem to the bounded harmonic function $h(B_{t\wedge T})$. The exit time $T$ is almost surely finite because it is no larger than the first time the imaginary coordinate of planar Brownian motion reaches zero. Taking $t\to \infty$ givesThis uses the bounded harmonic difference, not optional sampling of the unbounded imaginary coordinate at an unbounded stopping time.

At $z=iy$, the expansion gives $yh(iy)\to a_K$. Sincewe obtainThus the quadratic half-plane capacity is controlled by a length times the linearly scaling harmonic capacity from infinity in the upper half-plane. The factor $1/\pi$ is essential if the alternative normalization $\mathrm{cap}(K)=\pi c(K)$ is used.