Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 203 / 4

The chordal restriction property concerns the unparameterized trace law. Let $A$ be a compact H-hull with $0\notin \overline{A}$, and put ${\psi }_A(z)=g_A(z)-g_A(0)$. This conformal map takes $\mathbb{H}\setminus A$ onto $\mathbb{H}$, fixes $0$ and infinity, and has derivative one at infinity. On the event that the curve avoids $A$, its image is a curve from $0$ to infinity in $\mathbb{H}$. Restriction requires positive avoidance probability for every admissible $A$, and the conditional identityup to increasing changes of the curve parameter. Equivalently, conditioning an SLE in a marked simply connected domain to stay in an admissible simply connected domain gives the same SLE law in that subdomain. The property does not assert that the original half-plane-capacity parameterization survives an arbitrary conformal map.

Let ${\psi }_A=g_A-g_A(0)$, and take another admissible compact H-hull $B$ in the image complex upper half-plane. Form the hull $C=A\cup {\psi }_A^{-1}(B)$, including its relative closure and filling bounded complementary components if needed. Its mapping-out function of a compact H-hull isIndeed, this composition maps the correct remaining domain onto $\mathbb{H}$, and its constant term at infinity is zero. Since ${\psi }_A(0)=0$, the chain rule givesBoth derivatives are positive by local Schwarz reflection principle and boundary orientation. Therefore the assumed avoidance formula givesThe conditioning event has positive probability because $g_A^{\prime }(0)>0$.

It remains to justify that these equalities determine the law. For a proper simple curve from $0$ to infinity, its complement has two sides, each connected to an interval of the real boundary. Any point off the curve lies in a thin polygonal tube attached to that boundary which avoids both the curve and zero; its closure, with an end cap, is an admissible compact H-hull. A countable collection of tubes with rational geometry therefore reconstructs the complement as the union of the tubes avoided by the curve.

The joint distribution of their avoidance indicators is also determined. Avoiding finitely many tubes is equivalent to avoiding the filled union when that union is admissible. If the union separates $0$ from infinity, avoidance is impossible and the joint probability is zero. Otherwise a simple curve cannot enter the bounded complementary pockets without crossing the union, so filling does not change the avoidance event. Finite joint avoidance probabilities consequently come from the same single-hull formulas; inclusion-exclusion principle supplies every finite indicator pattern. These patterns determine the random complement and hence the unparameterized simple trace.

Thus avoidance probabilities determine a simple chordal curve law, and the conditional image law above equals the original law. This proves the derivative avoidance criterion for chordal restriction, giving the chordal restriction property. Simplicity is essential to this reconstruction argument; it should not be replaced by a claim that arbitrary random closed sets are determined by these hull-avoidance tests.

The boundary assertion is interpreted at positive finite times: a chordal SLE already starts on the domain boundary, and its marked target is another boundary point. The precise conclusion in the complex upper half-plane is $\gamma (0,\infty )\subseteq \mathbb{H}$ almost surely.

For $0<\kappa \le 4$ and a fixed real $x>0$, the centered Boundary-point Bessel flow for SLE $V_t=g_t(x)-U_t$ solvesThus $R_t=V_t/\sqrt{\kappa }$ is a Bessel process driven by $-B$ of dimensionThe Hitting-zero classification for a Bessel process says that, started positively, it never hits zero when $\delta \ge 2$. For $x<0$, reflect the equation and apply the same result. Therefore every fixed nonzero boundary point has infinite swallowing time. A countable intersection gives this simultaneously for all nonzero rational boundary points.

To extend this countable conclusion to every real $x>0$, choose rational $q$ with $0<q<x$. The difference of two centered boundary solutions satisfiesso it remains positive while both flows exist. On any finite time interval, $V_t(q)$ is bounded away from zero, hence so is $V_t(x)$. Moreover $V_t(x)=x-U_t+{\int }_0^{t}2/V_s(x)ds$ remains bounded there, so the differential equation continues for the whole interval. Its uniform separation from the Loewner driving function also allows each flow map to continue as a holomorphic function on a complex neighborhood of $x$. Thus $x$ is outside $K_t$ and cannot be visited by the Loewner trace. Reflection gives the negative real axis. This uses countably many Bessel processes followed by deterministic flow comparison, rather than an uncountable union of probability-zero events.

To exclude a return to the starting point, use the boundary extension of the inverse map for a continuous Loewner trace: $g_s^{-1}$ is continuous on the closed complex upper half-plane and maps $U_s$ to $\gamma (s)$. This follows from the continuous trace theorem and the Caratheodory boundary extension theorem; it does not assume simplicity. At each deterministic rational time $s$, the Conformal Markov property of SLE makes the mapped future a fresh SLE, so its trace lies in $\mathbb{H}\cup \{0\}$ by the preceding argument. Mapping back with $g_s^{-1}$ therefore showsIf a point $q=\gamma (r)$ were revisited at $t>r$, choose rational $s\in (r,t)$ with $\gamma (s)\ne q$. Such an $s$ exists because continuity and strictly increasing half-plane capacity forbid a constant trace on an interval. But $q\in K_s\cup \mathbb{R}$, contradicting the displayed inclusion. This excludes all self-contacts, including returns to zero, and proves the simple curve property needed when discussing later swallowing times.

For $\kappa =0$, the deterministic Loewner trace is $\gamma (t)=2i\sqrt{t}$, so the conclusion follows directly. Hence the boundary-intersection threshold for SLE givesMapping to another marked simply connected domain carries positive-time points into its interior. The literal statement including the starting point is false, since $\gamma (0)$ is prescribed to be on the domain boundary.

Before the Loewner swallowing time $T_z$, put $Z_t=g_t(z)-U_t=X_t+i{Y}_t$ and ${\theta }_t=\arg Z_t\in (0,\pi )$. The Itô formula applied to the holomorphic logarithm in the complex upper half-plane givesTaking imaginary parts yields the SLE angle processFor $\kappa =4$ the drift vanishes, sois a continuous local martingale. Since $0<{\theta }_t<\pi$, every localized stopped version is a bounded true martingale. After resolving the lifetime issue below, the dominated convergence theorem applied to conditional expectations removes localization and gives a true bounded martingale.

For completeness, there is no finite lifetime ambiguity for a fixed interior $z$ in this parameter range. The preceding Bessel process and Conformal Markov property of SLE argument gives a simple trace staying in the interior, so no point is swallowed in a disconnected pocket. If $T_z$ were finite, the trace would have to reach $z$, forcing the Loewner conformal radius to tend to zero by the Koebe quarter theorem. ButThe Dambis-Dubins-Schwarz theorem says that a bounded continuous local martingale cannot have infinite quadratic variation before a finite terminal time: that would require a Brownian motion to stay in a bounded interval for all clock times. Therefore ${{\rm Y}}_t$ cannot tend to zero at a finite $T_z$, a contradiction. Thus $T_z=\infty$ almost surely for each fixed $z$. This proves the SLE4 angle martingale assertion: the angle is a bounded continuous martingale. In particular $\mathbb{E}[{\theta }_t]=\arg z$. The upper-half-plane branch of the argument is used throughout.