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Existence and uniqueness of harmonic measure on a bounded regular plane domain

Statement

Assume Dependent Choice, as required by the published positive C0 Riesz-Markov representation theorem (Positive C_0(X) functionals have finite regular representing measures, The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain). Then for every bounded regular plane domain Ω, in the sense of Harmonic measure on a bounded regular plane domain, and every z∈Ω there is exactly one Radon Borel probability measure ωΩz on ∂Ω with Hφ(z)=∫∂Ωφ dωΩz for every real continuous φ:∂Ω→R. Moreover, for each such φ the function z↦∫∂Ωφ dωΩz=Hφ(z) is the unique continuous extension to Ω‾ that is harmonic on Ω and agrees with φ on ∂Ω.

Facts & Assumptions

Given: A bounded complex domain Ω every boundary point of which is regular (A complex domain is a nonempty connected open subset of C, Barriers and regular boundary points, Harmonic measure on a bounded regular plane domain) and a point z∈Ω. Harmonicity is that of Plane harmonic functions; the Perron family and envelope are those of The Perron lower family for continuous boundary data and The Perron envelope and its regularization; Radon measures are as in Radon measure on an LCH space.

[F1]

The boundary ∂Ω is closed, hence compact because Ω is bounded, and carries the Borel sigma-algebra (Heine-Borel in Rn: with the Euclidean metric a subset of Rn is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, The Borel sigma-algebra of a topological space); the regularized Perron envelope Hφ of every continuous datum is harmonic on Ω (The regularized Perron envelope is harmonic), and at every regular boundary point Hφ(w)→φ(ζ) as w→ζ inside Ω (Barriers and regular boundary points).

[F2]

Two functions continuous on Ω‾ and harmonic on Ω with equal boundary values are equal (The bounded plane Dirichlet problem has at most one continuous harmonic solution); the constant 0 belongs to the Perron lower family of any datum φ≥0, the envelope satisfies Uφ≤max⁡∂Ωφ, and Uφ≤Hφ (The Perron family is nonempty and uniformly bounded by the boundary data, The Perron envelope and its regularization).

[F3]

Assume Dependent Choice. For a locally compact Hausdorff space X and a bounded positive linear L:C0(X;R)→R there is a unique finite regular Borel measure μ with L(f)=∫f dμ and μ(X)=∥L∥ (Positive C_0(X) functionals have finite regular representing measures).

Proof

technique · direct
1.1F1F2

For a continuous datum φ define L(φ):=Hφ(z). Each Hφ is harmonic on Ω and has the boundary limit φ at every boundary point by [F1], so the function equal to Hφ on Ω and to φ on ∂Ω is continuous on Ω‾; by [F2] it is the unique continuous harmonic extension of φ.

2.1F1step 1.1algebra

The map L is linear: for real α,β and continuous φ,ψ the function αHφ+βHψ is harmonic on Ω and extends continuously to the boundary with values αφ+βψ, so it equals Hαφ+βψ by the uniqueness in step 1.1, and evaluating at z gives L(αφ+βψ)=αL(φ)+βL(ψ).

2.2F2step 1.1algebra

The map L is positive and normalized: if φ≥0 then the constant 0 lies in the Perron family of φ by [F2], so Uφ≥0 and hence Hφ≥Uφ≥0; and H1=1 because the constant function 1 is a continuous harmonic extension of the boundary datum 1, so it equals H1 by step 1.1. Consequently ∣L(φ)∣≤max⁡∂Ω∣φ∣ for every continuous φ, by applying positivity to max⁡∣φ∣−φ and max⁡∣φ∣+φ, and ∥L∥=1.

3.1F1F3step 2.2

The boundary ∂Ω is compact by [F1], hence a locally compact Hausdorff space on which every continuous function has compact support, so C(∂Ω)=C0(∂Ω); by [F3] and DC there is a unique finite regular Borel measure ω on ∂Ω with L(φ)=∫∂Ωφ dω for all continuous φ and ω(∂Ω)=∥L∥=1.

4.1F3step 3.1given

The measure ω of step 3.1 is a Radon Borel probability measure representing every continuous boundary datum at z, so it is a harmonic measure for Ω at z in the sense of the definition. If ω′ were another one, then ∫φ dω′=Hφ(z)=L(φ) for every continuous φ, so ω′=ω by the uniqueness in [F3]; hence the harmonic measure is unique.

5.1F1F3step 1.1step 4.1∎

Finally, for fixed continuous φ the function z↦∫∂Ωφ dωΩz coincides with Hφ by the defining identity, so it is harmonic on Ω and has the boundary values φ; by step 1.1 it is the unique continuous harmonic extension. This is the only place where DC is used, through the representation theorem [F3]; the Perron input [F1] was used as a completed theorem.

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