{
  "aliases": null,
  "backlinks": null,
  "body": "\n## Statement\n\nLet $d \\ge 2$ and let $K \\subset \\R^d$ be a compact set.\nFor $x \\in \\R^d$, let $(B_t)$ be a [[Brownian motion|22735FGJV6]] in $\\R^d$ started at $x$, with law $P^x$, and let $T_K = \\inf\\set{t \u003e 0 : B_t \\in K}$.\nThen $K$ is a [[polar set|C95QJ7YH5T]] if and only if\n$$P^x(T_K \u003c \\infty) = 0 \\quad \\text{for every } x \\in \\R^d.$$\n\n## Remarks\n\nProof idea: the hitting probability $h(x) = P^x(T_K \u003c \\infty)$ is harmonic off $K$ and is the equilibrium potential of $K$, up to regularization.\nFor $d \\ge 3$ it is the potential of the equilibrium measure of $K$.\nIt vanishes identically exactly when the Newtonian capacity of $K$ is $0$.\nFor $d = 2$ a similar argument, with logarithmic capacity and Brownian motion killed on leaving a large disc, applies.\nPolar sets are exactly the sets of capacity zero, which gives the statement.\nExample: a single point is polar for $d \\ge 2$, so planar Brownian motion started away from $0$ never hits $0$.\nA countable union of polar sets is polar, so planar Brownian motion almost surely avoids all points with rational coordinates, except possibly its starting point at time $0$.\nA line segment in $\\R^2$ is not polar, so Brownian motion hits it with positive probability.\nIn dimension $1$ the picture is different: Brownian motion hits every point almost surely, and only the empty set is polar.\n\n## Explanations\n\n### L1 human\n\nSome sets are so thin that a random path will never touch them, even though the path wanders everywhere.\nIn the plane, a single point is such a set.\nPolar sets in potential theory are exactly these sets that Brownian motion cannot see.\n\n### L2 human\n\nThis is the probabilistic description of the exceptional sets of potential theory.\nStatements that hold \"except on a polar set\", such as the boundary behaviour of Perron solutions, become statements that hold almost surely for Brownian paths.\nIt explains why polar sets are removable for bounded harmonic functions: Brownian motion never feels them.\nIn the language of Hunt processes, a set is polar for a process when the process almost surely never enters it, and this definition generalizes the classical one.\n",
  "commit": "ff8a40749dc16545e3d2fc637f6b0196e81d0bfa",
  "front": {
    "about": [
      "C95QJ7YH5T",
      "22735FGJV6"
    ],
    "kind": "statement",
    "msc": [
      "60J45",
      "31B15",
      "60J65"
    ],
    "name": "Polar sets and Brownian hitting",
    "role": "theorem",
    "sources": [
      {
        "url": "https://en.wikipedia.org/wiki/Polar_set_(potential_theory)"
      }
    ],
    "tag": "3WJFWAGKXR",
    "uses": [
      "C95QJ7YH5T",
      "22735FGJV6"
    ]
  },
  "kind": "statement",
  "link": "https://tamnd.github.io/math2/node/3WJFWAGKXR/",
  "links": [
    {
      "field": "about",
      "target": "C95QJ7YH5T"
    },
    {
      "field": "about",
      "target": "22735FGJV6"
    },
    {
      "field": "uses",
      "target": "C95QJ7YH5T"
    },
    {
      "field": "uses",
      "target": "22735FGJV6"
    }
  ],
  "markdown": "https://tamnd.github.io/math2/node/3WJFWAGKXR.md",
  "msc": [
    "60J45",
    "31B15",
    "60J65"
  ],
  "name": "Polar sets and Brownian hitting",
  "prov": null,
  "role": "theorem",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/3WJ/3WJFWAGKXR.md",
  "status": null,
  "tag": "3WJFWAGKXR",
  "uri": "m2://3WJFWAGKXR",
  "url": "https://tamnd.github.io/math2/wiki/polar-sets-and-brownian-hitting/",
  "writing": {
    "tag": "3WJFWAGKXR",
    "kind": "statement",
    "level": "W0",
    "next": [
      {
        "what": "an inventory row",
        "note": "the row of the inventory that the node accounts for",
        "have": 0,
        "want": 1
      },
      {
        "what": "a source with a locator",
        "have": 0,
        "want": 1
      }
    ]
  }
}
