Brownian wedge-exit probability 2026-10-06
A planar Brownian motion starting at exits the disk of radius before leaving a wedge of opening , centered on the positive axis, with probability . The power-map reduction for Brownian exit from a wedge, the reflection identity for Brownian exit from a half-disc and the Möbius calculation of circular Brownian exit give the formula. Its large-radius decay exponent is .
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 29 2 a Solution Created 2026-10-03 Updated 2026-10-06
Set and use the branch with argument in . This is a conformal map from the wedge to the right half-plane, fixes the starting point , and sends the outer circle of radius to that of radiusThe two wedge sides map to the imaginary axis.
By conformal invariance of planar Brownian motion, the image of the stopped path is planar Brownian motion after the increasing conformal Brownian clock . This clock does not change which boundary portion is reached first. Localization away from the vertex justifies the map even when its derivative is unbounded there; the vertex is a polar point for planar Brownian motion and has zero hitting probability from .
Consequentlywhere the probability on the right is for the right half-plane. The power-map reduction for Brownian exit from a wedge also works at , when the wedge is the plane slit along the negative real axis.