Finite discretization of uniformly controlled càdlàg paths #
Partition lengths are bounded by the minimum spacing. Each partition node is labeled by a finite net in the compact product of the time interval and the state-value set. Equal labels imply small complete Skorokhod distance.
theorem
BGW.Skorokhod.totallyBounded_toDComplete_of_partitions
{T : ℝ}
{E : Type u_1}
[MetricSpace E]
{A : Set (D T E)}
{K : Set E}
(hK : IsCompact K)
(hA : ∀ f ∈ A, ∀ (t : ↑(Set.Icc 0 T)), f t ∈ K)
(hpart :
∀ a > 0,
∃ δ > 0,
∀ f ∈ A,
∃ (n : ℕ) (p : Fin (n + 1) → ℝ),
p 0 = 0 ∧ p (Fin.last n) = T ∧ StrictMono p ∧ (∀ (i : Fin n), δ < p i.succ - p i.castSucc) ∧ ∀ (i : Fin n) (s u : ↑(Set.Icc 0 T)),
p i.castSucc ≤ ↑s → ↑s < p i.succ → p i.castSucc ≤ ↑u → ↑u < p i.succ → dist (f s) (f u) ≤ a)
:
TotallyBounded (⇑toDComplete '' A)
A compact value set and uniformly small oscillations on partitions with uniformly positive spacing imply total boundedness in Billingsley's complete metric.