Baernstein's extremal exit-time conjecture for schlicht functions

Let S{\cal S} be the class of normalized univalent functions on the unit disk, let K{\cal K} denote the Koebe functions, and let KK be the Koebe function. For fSf\in {\cal S}, write τ(f(rD))\tau(f(r\mathbb{D})) for the exit time of planar Brownian motion started at 00 from f(rD)f(r\mathbb{D}), and let E0E_0 denote expectation for this starting point. Baernstein's exit-time conjecture. If fSf\in {\cal S}, fKf\notin {\cal K}, and r(0,1)r\in(0,1), then

E0[τ(f(rD))p]<E0[τ(K(rD))p]E_{0}[\tau(f(r\mathbb{D}))^p] < E_{0}[\tau(K(r\mathbb{D}))^p]

for any p(0,)p\in(0,\infty). The same holds when r=1r=1 and p(0,1/4)p\in(0,1/4). This is suggested by Baernstein's strict Hardy-norm comparison and the connection between Hardy norms of analytic functions and moments of Brownian exit times; the stated exit-time comparison is presented as a conjectural consequence rather than as an established theorem.

Sources & referencesView supporting material

Primary source

Greg Markowsky, “On the expected exit time of planar Brownian motion from simply connected domains”, arXiv:1108.1188 (2011).

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.