English

A method of solution for the inverse problem for $h$-functions of planar Brownian motion

Probability 2025-09-25 v2 Complex Variables

Abstract

Given a planar domain DD, the harmonic measure distribution function hD(r)h_D(r), with base point zz, is the harmonic measure with pole at zz of the parts of the boundary which are within a distance rr of zz. Equivalently it is the probability Brownian motion started from zz first strikes the boundary within a distance rr from zz. We call hDh_D the hh-function of DD, this function captures geometrical aspects of the domain, such as connectivity, or curvature of the boundary. This paper is concerned with the inverse problem: given a suitable function hh, does there exist a domain DD such that h=hDh = h_D? To answer this, we first extend the concept of a hh-function of a domain to one of a stopping time τ\tau . By using the conformal invariance of Brownian motion we solve the inverse problem for that of a stopping time. The associated stopping time will be the projection of a hitting time of the real line. If this projection corresponds to the hitting time of a domain DD, then this technique solves the original inverse problem. We have found a large family of examples such that the associated stopping time is that of a hitting time.

Keywords

Cite

@article{arxiv.2412.05764,
  title  = {A method of solution for the inverse problem for $h$-functions of planar Brownian motion},
  author = {Greg Markowsky and Clayton McDonald},
  journal= {arXiv preprint arXiv:2412.05764},
  year   = {2025}
}

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