Brownian wedge-exit probability Created 2026-10-06 Updated 2026-10-31
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 .
For in the unit disk, the Möbius transformation takes to zero and the left semicircle to the arc centered at with half-angle . Brownian exit from the centered disk is uniform in angle, so conformal invariance of harmonic measure gives the displayed probability. Scaling and the reflection identity for Brownian exit from a half-disc give probability of exiting the radius- circle from start one before reaching the imaginary axis.
Let and denote positive and negative real part at the circular exit. On , reflect the portion of the planar Brownian motion after by . This reflection fixes the imaginary axis and preserves distances from the origin. The Strong Markov property and reflection symmetry show that the resulting path has the same law, its circular exit time is unchanged, and is exchanged with . Therefore
An exit with negative real part must first cross the imaginary axis. An exit before has positive real part. The two points have zero circular exit probability, since circular harmonic measure has no atoms. Hence
Subtracting proves
This is the reflection identity for Brownian exit from a half-disc.
Continuity and the regularity of zero for a one-dimensional Brownian coordinate make the first contact with the imaginary axis. The Strong Markov property and symmetry of the subsequent real increments imply that reversing those increments after preserves the Brownian law. The imaginary coordinate is unchanged, so is again planar Brownian motion started at one.
Reflection preserves distance to the origin, hence pathwise. On , the path exits through the right semicircle and reflection has not yet acted. On , reflection reverses the sign of the exit real part. Thus
The two circular points on the imaginary axis have zero exit probability, so they cause no extra term. Subtracting proves the reflection identity for Brownian exit from a half-disc requested in the question.
Both processes have the same exit law. With from part (b),
The final trigonometric identity follows from for .