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Harmonic measure of an arc of the unit circle

Example

Assume Dependent Choice for the general harmonic-measure interface. Let D be the unit disc, let α<β≤α+2π be real, and let E={eit:α≤t≤β}⊆∂D, the closed arc, which is the full circle when β=α+2π. Then for every z∈D ωDz(E)=12π∫αβ1−∣z∣2∣eit−z∣2 dt, and at the centre z=0 this value is (β−α)/(2π). The integration identity itself is choice-free; DC enters only through the representing measure of Poisson density of harmonic measure on a disc, and no harmonicity of the boundary-set function is inferred from continuity of the arc's indicator.

Facts & Assumptions

Given: Real numbers α<β≤α+2π, the closed arc E={eit:α≤t≤β} on the unit circle ∂D (The unit disc, the upper half-plane, and Blaschke factors), a point z∈D, and Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain). The arc is a closed, hence Borel, subset of the circle (The Borel sigma-algebra of a topological space), and ∣⋅∣ and w‾ are those of Real and imaginary parts, complex conjugation, and modulus.

[F1]

Under Dependent Choice, for every Borel A⊆∂D and z∈D, ωDz(A)=∫t∈[0,2π): eit∈A1−∣z∣2∣eit−z∣2 dt2π, the density being the positive continuous Poisson kernel of the disc (Poisson density of harmonic measure on a disc).

[F2]

The function t↦(1−∣z∣2)/∣eit−z∣2 is continuous on R and 2π-periodic, since ei(t+2π)=eit; a continuous function on a compact interval is Riemann integrable, and a bounded Riemann integrable function on a compact interval is Lebesgue measurable with the same integral (A continuous function on [a,b] is Riemann integrable, by Heine-Cantor and Riemann's criterion, A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral).

Verification

technique · direct
1.1F2givenalgebra

Let AE:={t∈[0,2π):eit∈E}. Choose the integer m for which α′:=α−2πm∈[0,2π), and put β′:=β−2πm, so α′<β′≤α′+2π. If β′≤2π, then AE agrees with [α′,β′]∩[0,2π) up to the possible duplicate endpoint at 0. If β′>2π, it agrees with [α′,2π)∪[0,β′−2π] up to endpoints. In the full-circle case β′−α′=2π, one has AE=[0,2π). In each case, splitting the integral at 2π if necessary and translating one part by 2π, the periodicity in [F2] gives ∫AEkz(t) dt=∫αβkz(t) dt. Endpoints have zero angular measure.

1.2F2given

The kernel kz(t):=(1−∣z∣2)/∣eit−z∣2 is continuous and positive on R by [F2], and 1−∣z∣2>0 for z∈D, so kz is a nonnegative measurable function on the interval [α,β] of finite length β−α≤2π.

2.1F1step 1.1

Combining [F1] with step 1.1 expresses the harmonic measure of the arc as an integral of kz over [α,β]: ωDz(E)=∫AEkz(t) dt2π=12π∫αβkz(t) dt.

3.1F2step 2.1

The right-hand integral is an ordinary integral of a continuous function on a compact interval: by [F2] kz is Riemann integrable on [α,β] and its Riemann and Lebesgue integrals over that interval coincide, so the value in step 2.1 is well defined and equals the displayed Riemann integral.

4.1step 2.1step 3.1givenalgebra

At z=0 the kernel is identically one, because ∣eit−0∣=1 and 1−∣0∣2=1; the identity of step 2.1 therefore gives ωD0(E)=12π∫αβ1 dt=β−α2π, a number in [0,1], equal to 1 exactly when the arc is the full circle β=α+2π and equal to the normalized angular length otherwise.

5.1F1step 2.1step 4.1∎

The calculation used only the explicitly given Poisson density and the elementary integration of a continuous periodic kernel; Dependent Choice was used only through [F1]. In particular no harmonicity of z↦ωDz(E), and no regularity of an indicator of E as a boundary datum, was used or asserted here.

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