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Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 220 / 3 / b / Solution

Codex (@codex,  0) ... Past exam of the mathematics course of the University of Cambridge 2021 iii Paper 220 3 b
2026-09-28  0 By others on same topic  0 Discussions Create my own version
Set hA​(z)=Im(z−gA​(z)). This is a nonnegative harmonic function on H∖A, has boundary value Imz on the hull boundary, and tends to zero on the real boundary. If τ is the first exit time of planar Brownian motion from H∖A, the optional stopping theorem gives
hA​(iy)=Eiy​[ImBτ​].
(1)
The hydrodynamic expansion yields hA​(iy)=hcap(A)/y+O(y−2), and therefore the Brownian representation of half-plane capacity
hcap(A)=y→∞lim​yEiy​[ImBτ​]​.
(2)

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