Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 33 3 d Solution Created 2026-10-03 Updated 2026-10-07
Use the independent-mark interpretation: the Brownian motions attached to the atoms are independent of one another and of the initial Poisson random measure. Fix and defineConditionally on the initial atoms, each atom is retained as a dangerous atom if its own path meets the target by time . These tests are independent, with position-dependent retention probability . The permitted Poisson thinning property makes the dangerous atoms a Poisson random measure of intensity .
Its total intensity is computed without invoking a marking or displacement theorem. The event in the definition of says that belongs toBy the Tonelli theorem,Symmetry of Brownian motion gives as processes. It therefore identifies the last expectation with , where the sign of the deterministic path is unchanged. This swept set is a Wiener sausage with an added deterministic path.
The total intensity is finite on each bounded time interval. To see this explicitly, write and . The sausage is contained in a ball of radius . On a finite time grid, splitting according to the first crossing of a positive level by a one-dimensional Brownian motion shows that the chance of ending above , conditional on the crossing, is at least : the remaining independent increment is symmetric. Thus the grid maximum exceeds with probability at most twice the final Gaussian upper tail. Dense grids and continuity give the same bound for the path maximum. Applying this to each coordinate and its negative givesThe last inequality follows from and minimizing the exponential Markov bound. Integration of this tail gives finite moments of of every positive order, so .
There are consequently only finitely many dangerous atoms on each compact time interval, almost surely. For closed balls, continuity of the paths makes each finite hitting-time infimum attained. The event is therefore the absence of dangerous atoms up to time .
The open-ball convention has the same survival probability at each fixed . Indeed for any compact path range , the difference between its closed and open radius-one neighborhoods is the shell , which has zero Lebesgue measure. To see this, choose a nearest for a shell point . For every sufficiently small , the ball of radius centered at lies in the open neighborhood and inside the ball of radius about . Thus the shell has a fixed proportional hole at every scale; the Lebesgue density theorem forces its measure to be zero. By the Tonelli theorem, closed-touch and open-entry retention probabilities have equal integrals. Independent thinning therefore gives no atom that touches only the boundary before this fixed horizon, almost surely. This also excludes a difference at an open-entry infimum equal to .
The zero-count probability of a Poisson distribution is , and henceThis survival among independently moving Poisson traps formula has been derived using only independent thinning and the defining Poisson zero-count probability, with the expectation/volume step supplied by Tonelli's theorem.