Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 203 / 4

For the Locality property of SLE, take a compact H-hull $A$ away from $0$, and map $\mathbb{H}\setminus A$ conformally to $\mathbb{H}$ by ${\psi }_A$, fixing $0$ and infinity and with derivative one at infinity. Up to the first contact with $A$, the image under ${\psi }_A$ of an ${\mathrm{SLE}}_6$ grown in $\mathbb{H}$ has the same law as ${\mathrm{SLE}}_6$ grown in $\mathbb{H}$, after the change to its own half-plane-capacity parameterization. Equivalently, ${\mathrm{SLE}}_6$ in the smaller domain has the same initial law as the curve in the larger domain until the latter encounters the removed hull. There is no conditioning on eventual avoidance.

The chordal restriction property for ${\mathrm{SLE}}_{8/3}$ concerns the whole curve. Conditional on avoiding $A$, applying ${\psi }_A$ gives the original ${\mathrm{SLE}}_{8/3}$ law, modulo increasing reparameterization:Its associated avoidance probability, from the SLE eight-thirds restriction martingale, isThus locality identifies a stopped, unconditioned law, whereas restriction identifies a conditioned law of the entire curve.

Interpret the printed $A_0=0$ as the empty initial hull. Write $a(t)=\mathrm{hcap}({\tilde{A}}_t)$ and $F_t={\psi }_t$. Conformal maps preserve inclusion and simple connectedness of the complementary domains, so the image sets form an increasing hull family. Boundedness of $\psi$ on bounded sets ensures that these image hulls are bounded. The Loewner local growth property is preserved under conformal transport: after mapping out the hull at time $t$, the small new hull is transported by $F_t$ near its single boundary growth point. The Schwarz reflection principle extends $F_t$ analytically across that point, with real positive derivative. The image diameters therefore tend to zero as the original ones do. These statements use the usual hull closures and prime ends; the initial image hull is empty.

For completeness, the infinitesimal capacity rule underlying this argument is that a shrinking hull $J$ attached near $u$, transported by a map $F$ analytic there, hasOne obtains this by rescaling at $u$: the transported map tends to its linear part, and half-plane capacity scales by the square of the dilation. Uniform analytic distortion near the growth point controls the error. Applying it to the mapped-out increments gives local absolute continuity of $a$ and $a^{\prime }(t)=2F_t^{\prime }(U_t{)}^2$.

The coefficient can also be read directly from the Chordal Loewner equation. The image driver is ${\tilde{U}}_t=F_t(U_t)$. Differentiate $F_t={\tilde{g}}_t\circ \psi \circ g_t^{-1}$, at a fixed point $w$, to obtainThe left side is regular at $w=U_t$. On the right, the coefficient of $(w-U_t{)}^{-1}$ is $a^{\prime }(t)/F_t^{\prime }(U_t)-2F_t^{\prime }(U_t)$, so it must vanish. This proves the conformal change of half-plane capacity rule and its integrated version:If the derivative at the initial boundary point is singular, the formula is interpreted by integrating from a positive time and taking the lower limit to zero; finite image capacity and kernel continuity give this limit. The duplicated incomplete normalization sentence in the TeX is absent from the PDF.

A Brownian excursion in the upper half-plane from $0$ to infinity is killed planar Brownian motion conditioned to stay in $\mathbb{H}$, with its entrance law at $0$. Precisely, it is the Doob h-transform for $h(z)=\mathrm{Im}z$, obtained by starting at $i\epsilon$ and letting $\epsilon \downarrow 0$. Equivalently,where $W$ is standard Brownian motion and the independent process $R$ is a dimension-three Bessel process started at zero. The transformed generator is $\frac{1}{2}\Delta +y^{-1}{\partial }_y$, which explains this representation.

First compute avoidance from an interior point $z$. Let $\tau$ be the exit time of ordinary planar Brownian motion from $\mathbb{H}\setminus A$. The harmonic correctionhas boundary values $\mathrm{Im}z$ on $A$ and zero on the real axis. The hydrodynamic normalization at infinity gives $g_A(z)=z+\mathrm{hcap}(A)/z+O(|z{|}^{-2})$. Together with the maximum principle for harmonic functions this gives the useful bound $0\le v\le {\sup }_{a\in A}\mathrm{Im}a$. Since ordinary Brownian motion hits the real axis almost surely, the optional stopping theorem applied to this bounded harmonic function givesThe Doob h-transform weights a stopped path by its final height divided by its initial height. Applying this at the first hit of $A$, with bounded-time localization and then a limit, therefore yieldsFor the entrance law the same result follows by conditioning at a small positive time and letting that time decrease to zero: the avoidance function has the boundary limit computed next, and the excursion is initially in a neighbourhood disjoint from $A$.

Because the closure of the hull avoids $0$, the Schwarz reflection principle makes $g_A$ analytic in a neighbourhood of zero, with real $g_A(0)$ and positive real $g_A^{\prime }(0)$. ThusIn fact, the reflected Taylor expansion gives $\mathrm{Im}{g}_A(z)/\mathrm{Im}z=g_A^{\prime }(0)+O(|z|)$ uniformly as $z\to 0$ inside the half-plane, so the same limit applies to the entrance process. The map in the question is ${\psi }_A=g_A-g_A(0)$, so its derivative agrees with $g_A^{\prime }$. We obtain the restriction probability of a Brownian half-plane excursion: