A Constructive Brownian Limit Theorem

Publication date 20 March 2022

Constructive and recursive analysis (03F60) Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Boundary behavior of harmonic functions in higher dimensions (31B25) Probabilistic potential theory (60J45) Brownian motion (60J65)

Abstract: In this paper, we present and prove a boundary limit theorem for Brownian motions for the Hardy space

m a t h b f h^{p}

of harmonic functions on the unit ball in

R^{m}

, where

p g e q 1

and

m g e q 2

are arbitrary. Our proof is constructive in the sense of [Bishop and Bridges 1985, Chan 2021, Chan 2022]. Roughly speaking, a mathematical proof is constructive if it can be compiled into some computer code with the guarantee of exit in a finite number of steps on execution. A constructive proof of said boundary limit theorem is contained in [Durret 1984] for the case of

p > 1

. In this article, we give a constructive proof for

p = 1

, which then implies, via the Lyapunov's inequality, a constructive proof for the general case

p g e q 1

. We conjecture that the result can be used to give a constructive proof of the nontangential limit theorem for Hardy spaces

m a t h b f h^{p}

with

p g e q 1

. We note that, ca 1970, R. Getoor gave a talk on the Brownian limit theorem at the University of Washington. We believe that the proof he presented is constructive only for the case

p > 1

and not for the case

p = 1

. We are however unable to find a reference for his proof.

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