Harmonic measure 调和测度
In mathematics, especially potential theory, harmonic measure is a concept related to the theory of harmonic functions that arises from the solution of the classical Dirichlet problem.
In probability theory, harmonic measure of a subset of the boundary of a bounded domain in Euclidean space
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is the probability that a Brownian motion started inside a domain hits that subset of the boundary. More generally, harmonic measure of an Itō diffusion X describes the distribution of X as it hits the boundary of D. In the complex plane, harmonic measure can be used to estimate the modulus of an analytic function inside a domain D given bounds on the modulus on the boundary of the domain; a special case of this principle is Hadamard's three-circle theorem. On simply connected planar domains, there is a close connection between harmonic measure and the theory of conformal maps.