Past exam of the mathematics course of the University of Cambridge 2006 ib Paper 2 14D Solution Created 2026-09-24 Updated 2026-09-24
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Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 29 2 c Solution Created 2026-10-03 Updated 2026-10-06
Scale the disk to the unit disc, so that the starting point is . Use the Möbius transformationwhich maps the disk onto itself, sends to , and sends to . By conformal invariance of planar Brownian motion, the exit image is the circular exit of a Brownian motion starting at . Rotational invariance of planar Brownian motion makes that exit uniform in angle.
The endpoints of the right semicircle satisfyIts image is the arc through between these points, of angular length . Thus the Möbius calculation of circular Brownian exit givesSince and partition the exit almost surely, part (b) yieldsThe last equality uses , so the double-angle tangent identity uses the stated principal branch. As a check, the boundary angle derivative of is ; integrating this circular exit density over the right semicircle gives exactly the integral supplied in the question.