Matching small-oscillation partitions #
Matching partition nodes controls the complete Skorokhod distance without constructing auxiliary step paths.
theorem
BGW.Skorokhod.j1CompleteDist_le_of_partition_match
{T : ℝ}
{E : Type u_1}
[MetricSpace E]
(f g : D T E)
{n : ℕ}
(x y : Fin (n + 1) → ↑(Set.Icc 0 T))
(hx0 : ↑(x 0) = 0)
(hxT : ↑(x (Fin.last n)) = T)
(hx : StrictMono x)
(hy : StrictMono y)
{a b r : ℝ}
(ha : 0 ≤ a)
(hr : 0 ≤ r)
(hf :
∀ (i : Fin n) (s t : ↑(Set.Icc 0 T)),
x i.castSucc ≤ s → s < x i.succ → x i.castSucc ≤ t → t < x i.succ → dist (f s) (f t) ≤ a)
(hg :
∀ (i : Fin n) (s t : ↑(Set.Icc 0 T)),
y i.castSucc ≤ s → s < y i.succ → y i.castSucc ≤ t → t < y i.succ → dist (g s) (g t) ≤ a)
(hnode : ∀ (i : Fin (n + 1)), dist (f (x i)) (g (y i)) ≤ b)
(σ : TimeChange T)
(hσ : ∀ (i : Fin (n + 1)), σ (x i) = y i)
(hlog : σ.logSlope ≤ ENNReal.ofReal r)
:
Matching all partition nodes, together with bounds on node values and block oscillations, controls Billingsley's complete distance.
theorem
BGW.Skorokhod.j1CompleteDist_lt_of_close_partition_nodes
{T : ℝ}
{E : Type u_1}
[MetricSpace E]
(f g : D T E)
{n : ℕ}
(x y : Fin (n + 1) → ↑(Set.Icc 0 T))
(hx0 : ↑(x 0) = 0)
(hxT : ↑(x (Fin.last n)) = T)
(hy0 : ↑(y 0) = 0)
(hyT : ↑(y (Fin.last n)) = T)
(hx : StrictMono x)
(hy : StrictMono y)
{ε δ κ : ℝ}
(hε : 0 < ε)
(hκ : κ ≤ ε / 16)
(hκlow : 8 * κ ≤ (1 - Real.exp (-(ε / 2))) * δ)
(hκupp : 8 * κ ≤ (Real.exp (ε / 2) - 1) * δ)
(hgap : ∀ (i : Fin n), δ < ↑(x i.succ) - ↑(x i.castSucc))
(hf :
∀ (i : Fin n) (s t : ↑(Set.Icc 0 T)),
x i.castSucc ≤ s → s < x i.succ → x i.castSucc ≤ t → t < x i.succ → dist (f s) (f t) ≤ ε / 8)
(hg :
∀ (i : Fin n) (s t : ↑(Set.Icc 0 T)),
y i.castSucc ≤ s → s < y i.succ → y i.castSucc ≤ t → t < y i.succ → dist (g s) (g t) ≤ ε / 8)
(hnode : ∀ (i : Fin (n + 1)), dist (↑(x i), f (x i)) (↑(y i), g (y i)) < 2 * κ)
:
Close node times and values of two small-oscillation partitions give a small complete distance. The time tolerance is chosen relative to the minimum partition spacing.