Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 203 / 1

Write $\mathbb{H}=\{z:\mathrm{Im}z>0\}$. A compact H-hull is a bounded, relatively closed set $A\subseteq \mathbb{H}$ for which $D_A=\mathbb{H}\setminus A$ is a simply connected domain. “Compact” refers to its compact closure in $\overline{\mathbb{H}}$; boundary points on $\mathbb{R}$ can be adjoined without changing the remaining domain.

The Riemann mapping theorem and normalization at infinity give a unique mapping-out function of a compact H-hull $g_A:D_A\to \mathbb{H}$ with hydrodynamic normalization at infinity. By the Schwarz reflection principle outside a large disc, it has the Laurent seriesThe half-plane capacity is the coefficientThe empty compact H-hull has $g_A(z)=z$ and half-plane capacity zero. Nonnegativity follows from the Brownian representation of half-plane capacity proved next.

Put $u(z)=\mathrm{Im}(z-g_A(z))$ on $D_A$. This is a harmonic function, tends to zero at infinity, and is bounded. To justify the boundary behavior without requiring a locally connected space as its boundary, let $f_A=g_A^{-1}$. Its expansion at infinity implies that bounded $z$ cannot have $|g_A(z)|\to \infty$. If $z_n$ approaches a finite point of $\partial D_A$ and $g_A(z_n)$ had a subsequential limit inside $\mathbb{H}$, continuity of $f_A$ would force that point to lie inside $D_A$, a contradiction. Thus boundary degeneration under a mapping-out function gives $\mathrm{Im}{g}_A(z_n)\to 0$. Consequently $u$ extends continuously to the finite boundary with value $\mathrm{Im}z$.

Let $B$ be planar Brownian motion started at $z\in D_A$, and $\tau$ its Brownian exit time from $D_A$. This time is finite almost surely: it is at most the first time the imaginary coordinate, a one-dimensional Brownian motion, hits zero. By the Itô formula, $u(B_{t\wedge \tau })$ is a bounded martingale. The optional stopping theorem and dominated convergence theorem therefore giveBoundedness is important here: directly stopping the unbounded imaginary-coordinate martingale would require an unjustified uniform integrability assertion.

At $z=iy$, the Laurent series gives $u(iy)=a/y+O(y^{-2})$. HenceThe sign follows because the exit point lies on $\partial D_A\subseteq \overline{\mathbb{H}}$. This proves the Brownian representation of half-plane capacity.

For $x\in \mathbb{R}$, the conformal mapmaps $\mathbb{H}\setminus (A+x)$ onto $\mathbb{H}$ and has hydrodynamic normalization at infinity. Its Laurent series is $h(z)=z+a/z+O(z^{-2})$. Uniqueness of the mapping-out function of a compact H-hull therefore givesThis is the translation part of scaling and translation of half-plane capacity.

For $r>0$, the conformal map $h(z)=r{g}_A(z/r)$ maps $\mathbb{H}\setminus rA$ onto $\mathbb{H}$ and has Laurent series $h(z)=z+r^{2}a/z+O(z^{-2})$. The uniqueness in hydrodynamic normalization at infinity givesAt $r=0$ the scaled closure is contained in $\mathbb{R}$, so the interior compact H-hull is empty and both sides are zero. This is the scaling part of scaling and translation of half-plane capacity.

Suppose $A\subseteq B$. Map out $A$ and let $C$ be the relatively closed image hull corresponding to $g_A(B\setminus A)$, with bounded complementary components filled if needed. Then $g_A$ maps $\mathbb{H}\setminus B$ onto $\mathbb{H}\setminus C$. Uniqueness of the mapping-out function of a compact H-hull gives $g_B=g_C\circ g_A$. Comparing their Laurent series yields the half-plane-capacity composition ruleThe Brownian representation of half-plane capacity makes the last term nonnegative, proving monotonicity of half-plane capacity:

For the vertical slit, choose the branch of $\sqrt{z^2+1}$ asymptotic to $z$ at infinity. It is the mapping-out function of a compact H-hull for $(0,i]$, andThus half-plane capacity of a vertical slit givesThe endpoint $0$ is merely part of the boundary closure convention.

For the filled upper half-disc $K=\{z\in \mathbb{H}:|z|\le 1\}$, the conformal map $g_K(z)=z+1/z$ maps the exterior half-disc onto $\mathbb{H}$. Indeed, it sends the semicircle to $[-2,2]$, the remaining real boundary to the complementary intervals, and its inverse is the branch of $(w+\sqrt{w^2-4})/2$ asymptotic to $w$. Hence half-plane capacity of a half-disc givesIf $\mathbb{D}$ denotes the open unit disc, the printed $\mathbb{H}\cap \mathbb{D}$ is not relatively closed and is literally not a compact H-hull. The intended value is the one for its filled relative closure $K$. With a closed-disc convention the displayed notation already represents that hull.

For a nonempty compact H-hull $A$, its closure meets $\mathbb{R}$: otherwise a nonempty compact set strictly inside $\mathbb{H}$ would be separated from the lower half-plane in the complement, contradicting the simply connected domain condition for $\mathbb{H}\setminus A$. Choose $x\in \overline{A}\cap \mathbb{R}$ and put $d=\mathrm{diam}(A)$. Taking limits in the definition of diameter shows $|z-x|\le d$ for every $z\in A$. Thus $A$ lies in the filled half-disc of radius $d$ centered at $x$. Its half-plane capacity is $d^2$ by scaling and translation of half-plane capacity. Using monotonicity of half-plane capacity,For the empty compact H-hull, use diameter zero. This proves the unit-constant version of half-plane capacity is bounded by squared diameter; no claim of optimality of the constant is needed.