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BGW.StableTrees.Attraction.LaplaceExpansion

Heavy-tail Laplace expansion and canonical tail normalization #

The tail convention throughout is the strict right tail. The canonical constant is -Gamma (1 - θ), which is positive for 1 < θ < 2.

The proof applies Laplace--Karamata to the square-weighted absolute-step law, then integrates its transform twice using Taylor's formula and a dyadic power majorant. The negative atom and deterministic centering give negligible quadratic corrections. The final theorem supplies the one-step limit for D2. Ported from BGWLeaves/StableAnalysis/LaplaceExpansion.lean of the author's arXiv:1110.2163v4 formalization (local snapshot of 6 November 2026).

The corrected tail norming, before selecting the variance branch of norming.

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    theorem BGW.StableTrees.Attraction.LaplaceExpansion.centeredLaplace_sub_one_eq_integral {ν : MeasureTheory.Measure ℤ} [MeasureTheory.IsProbabilityMeasure ν] (hstep : ν {z : ℤ | z < -1} = 0) (hint : MeasureTheory.Integrable (fun (z : ℤ) => ↑z) ν) {s : ℝ} (hs : 0 ≤ s) :
    centeredLaplace ν s - 1 = ∫ (z : ℤ), Real.exp (-s * (↑z - mean ν)) - 1 + s * (↑z - mean ν) ∂ν

    Centering removes the linear term exactly inside the expectation.

    Convert the ratio-only convention to the positive-function convention.

    theorem BGW.StableTrees.Attraction.LaplaceExpansion.slowlyVarying_factor {T : ℝ → ℝ} {θ : ℝ} (hnn : ∀ (x : ℝ), 0 ≤ T x) (hT : MonotoneDensity.IsRegVaryAtTop T (-θ)) :
    SlowlyVarying fun (x : ℝ) => x ^ θ * T x

    The slowly varying factor extracted from a regularly varying nonnegative function.

    theorem BGW.StableTrees.Attraction.LaplaceExpansion.rpow_mul_tail_tendsto_atTop {T : ℝ → ℝ} {θ p : ℝ} (hnn : ∀ (x : ℝ), 0 ≤ T x) (hmeas : Measurable T) (hT : MonotoneDensity.IsRegVaryAtTop T (-θ)) (hp : θ < p) :

    Polynomially weighted tails grow when the weight exceeds the tail index.

    theorem BGW.StableTrees.Attraction.LaplaceExpansion.quadratic_div_tail_tendsto_zero {T : ℝ → ℝ} {θ : ℝ} (hnn : ∀ (x : ℝ), 0 ≤ T x) (hmeas : Measurable T) (hT : MonotoneDensity.IsRegVaryAtTop T (-θ)) (hθ : θ < 2) (C : ℝ) :
    Filter.Tendsto (fun (x : ℝ) => C / x ^ 2 / T x) Filter.atTop (nhds 0)

    Any bounded quadratic correction is negligible on the heavy-tail scale.

    theorem BGW.StableTrees.Attraction.LaplaceExpansion.exp_remainder_div_tail_tendsto_zero {T : ℝ → ℝ} {θ : ℝ} (hnn : ∀ (x : ℝ), 0 ≤ T x) (hmeas : Measurable T) (hT : MonotoneDensity.IsRegVaryAtTop T (-θ)) (hθ : θ < 2) (m : ℝ) :
    Filter.Tendsto (fun (x : ℝ) => (Real.exp (m / x) - 1 - m / x) / T x) Filter.atTop (nhds 0)

    The quadratic Taylor remainder of a deterministic exponential is negligible relative to a tail of index strictly below two.

    theorem BGW.StableTrees.Attraction.LaplaceExpansion.centered_ratio_of_uncentered {ν : MeasureTheory.Measure ℤ} [MeasureTheory.IsProbabilityMeasure ν] {θ : ℝ} (hθ : θ < 2) (hT : MonotoneDensity.IsRegVaryAtTop (fun (x : ℝ) => ν.real {z : ℤ | x < ↑z}) (-θ)) {C : ℝ} (hU : Filter.Tendsto (fun (x : ℝ) => (∫ (z : ℤ), Real.exp (-(1 / x) * ↑z) ∂ν - 1 + mean ν / x) / ν.real {z : ℤ | x < ↑z}) Filter.atTop (nhds C)) :
    Filter.Tendsto (fun (x : ℝ) => (centeredLaplace ν (1 / x) - 1) / ν.real {z : ℤ | x < ↑z}) Filter.atTop (nhds C)

    Multiplication by the deterministic centering exponential does not alter the heavy-tail expansion. The hypothesis concerns only the uncentered remainder.

    The square-weighted law of the absolute step. Its cumulative mass is the truncated second moment, with no correction for the negative atom.

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      The truncated second moment is regularly varying with index 2 - θ, in the positive-function convention required by Laplace--Karamata.

      The weighted measure has a finite Laplace transform at every positive argument, even when the unweighted law has infinite second moment.

      The transform of the square-weighted law is the exponentially damped second moment of the absolute step.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.dampedSecondMoment_div_tail_tendsto (ν : MeasureTheory.Measure ℤ) [MeasureTheory.IsProbabilityMeasure ν] (hstep : ν {z : ℤ | z < -1} = 0) {θ : ℝ} (hθ1 : 1 < θ) (hθ2 : θ < 2) (hT : MonotoneDensity.IsRegVaryAtTop (fun (x : ℝ) => ν.real {z : ℤ | x < ↑z}) (-θ)) :
      Filter.Tendsto (fun (x : ℝ) => (∫ (z : ℤ), ↑z ^ 2 * Real.exp (-(1 / x) * |↑z|) ∂ν) / (x ^ 2 * ν.real {z : ℤ | x < ↑z})) Filter.atTop (nhds (θ * Real.Gamma (2 - θ)))

      An Abelian second-moment expansion, obtained directly from the proved Laplace--Karamata provider. This is integrated twice below to obtain the one-step Laplace remainder.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.reciprocal_integral_ratio_tendsto {G : ℝ → ℝ} {ρ : ℝ} (hnn : ∀ (x : ℝ), 0 ≤ G x) (hmono : Monotone G) (hG : KaramataTransforms.RegularlyVarying G ρ) (hρ0 : 0 ≤ ρ) (hρ1 : ρ < 1) :
      Filter.Tendsto (fun (x : ℝ) => ∫ (t : ℝ) in Set.Ioo 0 1, (1 - t) * (G (x / t) / G x)) Filter.atTop (nhds (∫ (t : ℝ) in Set.Ioo 0 1, (1 - t) * t ^ (-ρ)))

      Integrating a reciprocal rescaling of a monotone regularly varying function. The index restriction below one supplies an integrable power majorant at zero.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.reciprocal_integral_ratio_limit {G : ℝ → ℝ} {ρ : ℝ} (hnn : ∀ (x : ℝ), 0 ≤ G x) (hmono : Monotone G) (hG : KaramataTransforms.RegularlyVarying G ρ) (hρ0 : 0 ≤ ρ) (hρ1 : ρ < 1) :
      Filter.Tendsto (fun (x : ℝ) => ∫ (t : ℝ) in Set.Ioo 0 1, (1 - t) * (G (x / t) / G x)) Filter.atTop (nhds (1 / ((1 - ρ) * (2 - ρ))))

      The explicit constant in the twice-integrated reciprocal rescaling.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.exp_remainder_integral {s : ℝ} (hs : s ≠ 0) (y : ℝ) :
      ∫ (t : ℝ) in Set.Ioo 0 1, (1 - t) * (y ^ 2 * Real.exp (-s * t * y)) = (Real.exp (-s * y) - 1 + s * y) / s ^ 2

      Exact scalar Taylor integral, before taking the step-law expectation.

      Fubini's formula for the exponential remainder of the absolute step. Finite first moment suffices; the second moment need not be finite.

      The integrated Laplace kernel has the universal beta-integral constant.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.absolute_remainder_div_tail_tendsto (ν : MeasureTheory.Measure ℤ) [MeasureTheory.IsProbabilityMeasure ν] (hstep : ν {z : ℤ | z < -1} = 0) (hint : MeasureTheory.Integrable (fun (z : ℤ) => ↑z) ν) {θ : ℝ} (hθ1 : 1 < θ) (hθ2 : θ < 2) (hT : MonotoneDensity.IsRegVaryAtTop (fun (x : ℝ) => ν.real {z : ℤ | x < ↑z}) (-θ)) :
      Filter.Tendsto (fun (x : ℝ) => (∫ (z : ℤ), Real.exp (-(1 / x) * |↑z|) - 1 + 1 / x * |↑z| ∂ν) / ν.real {z : ℤ | x < ↑z}) Filter.atTop (nhds (-Real.Gamma (1 - θ)))

      The Abelian expansion for the exponential remainder of the absolute step.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.uncentered_remainder_eq_absolute {ν : MeasureTheory.Measure ℤ} [MeasureTheory.IsProbabilityMeasure ν] (hstep : ν {z : ℤ | z < -1} = 0) (hint : MeasureTheory.Integrable (fun (z : ℤ) => ↑z) ν) {s : ℝ} (hs : 0 ≤ s) :
      ∫ (z : ℤ), Real.exp (-s * ↑z) ∂ν - 1 + s * mean ν = ∫ (z : ℤ), Real.exp (-s * |↑z|) - 1 + s * |↑z| ∂ν + ν.real {-1} * (Real.exp s - Real.exp (-s) - 2 * s)

      The bounded negative support contributes just the atom at -1.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.uncentered_remainder_div_tail_tendsto (ν : MeasureTheory.Measure ℤ) [MeasureTheory.IsProbabilityMeasure ν] (hstep : ν {z : ℤ | z < -1} = 0) (hint : MeasureTheory.Integrable (fun (z : ℤ) => ↑z) ν) {θ : ℝ} (hθ1 : 1 < θ) (hθ2 : θ < 2) (hT : MonotoneDensity.IsRegVaryAtTop (fun (x : ℝ) => ν.real {z : ℤ | x < ↑z}) (-θ)) :
      Filter.Tendsto (fun (x : ℝ) => (∫ (z : ℤ), Real.exp (-(1 / x) * ↑z) ∂ν - 1 + mean ν / x) / ν.real {z : ℤ | x < ↑z}) Filter.atTop (nhds (-Real.Gamma (1 - θ)))

      The uncentered Laplace remainder has the heavy-tail Gamma constant.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.centeredLaplace_tail_ratio (ν : MeasureTheory.Measure ℤ) [MeasureTheory.IsProbabilityMeasure ν] (hstep : ν {z : ℤ | z < -1} = 0) (hint : MeasureTheory.Integrable (fun (z : ℤ) => ↑z) ν) {θ : ℝ} (hθ1 : 1 < θ) (hθ2 : θ < 2) (hT : MonotoneDensity.IsRegVaryAtTop (fun (x : ℝ) => ν.real {z : ℤ | x < ↑z}) (-θ)) :
      Filter.Tendsto (fun (x : ℝ) => (centeredLaplace ν (1 / x) - 1) / ν.real {z : ℤ | x < ↑z}) Filter.atTop (nhds (-Real.Gamma (1 - θ)))

      D1: the centered Laplace expansion, in reciprocal tail-ratio form.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.centeredLaplace_expansion (ν : MeasureTheory.Measure ℤ) [MeasureTheory.IsProbabilityMeasure ν] (hstep : ν {z : ℤ | z < -1} = 0) (hint : MeasureTheory.Integrable (fun (z : ℤ) => ↑z) ν) {θ : ℝ} (hθ1 : 1 < θ) (hθ2 : θ < 2) (hT : MonotoneDensity.IsRegVaryAtTop (fun (x : ℝ) => ν.real {z : ℤ | x < ↑z}) (-θ)) :
      Filter.Tendsto (fun (s : ℝ) => (centeredLaplace ν s - 1) / ν.real {z : ℤ | 1 / s < ↑z}) (nhdsWithin 0 (Set.Ioi 0)) (nhds (-Real.Gamma (1 - θ)))

      D1 expressed at the positive side of zero.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.centeredLaplace_sub_one_isEquivalent (ν : MeasureTheory.Measure ℤ) [MeasureTheory.IsProbabilityMeasure ν] (hstep : ν {z : ℤ | z < -1} = 0) (hint : MeasureTheory.Integrable (fun (z : ℤ) => ↑z) ν) {θ : ℝ} (hθ1 : 1 < θ) (hθ2 : θ < 2) (hT : MonotoneDensity.IsRegVaryAtTop (fun (x : ℝ) => ν.real {z : ℤ | x < ↑z}) (-θ)) :
      Asymptotics.IsEquivalent (nhdsWithin 0 (Set.Ioi 0)) (fun (s : ℝ) => centeredLaplace ν s - 1) fun (s : ℝ) => -Real.Gamma (1 - θ) * ν.real {z : ℤ | 1 / s < ↑z}

      The usual asymptotic-equivalence form of the centered expansion.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.not_integrable_sq_of_tail {ν : MeasureTheory.Measure ℤ} [MeasureTheory.IsProbabilityMeasure ν] (hstep : ν {z : ℤ | z < -1} = 0) {θ : ℝ} (hθ1 : 1 < θ) (hθ2 : θ < 2) (hT : MonotoneDensity.IsRegVaryAtTop (fun (x : ℝ) => ν.real {z : ℤ | x < ↑z}) (-θ)) :
      ¬MeasureTheory.Integrable (fun (z : ℤ) => ↑z ^ 2) ν

      A tail index below two rules out a finite second moment.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.norming_eq_tailNorming {ν : MeasureTheory.Measure ℤ} [MeasureTheory.IsProbabilityMeasure ν] (hstep : ν {z : ℤ | z < -1} = 0) {θ : ℝ} (hθ1 : 1 < θ) (hθ2 : θ < 2) (hT : MonotoneDensity.IsRegVaryAtTop (fun (x : ℝ) => ν.real {z : ℤ | x < ↑z}) (-θ)) :
      norming ν θ = tailNorming ν θ

      On a regularly varying tail of index below two, norming selects the tail branch.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.canonical_mul_tail_tendsto {ν : MeasureTheory.Measure ℤ} [MeasureTheory.IsProbabilityMeasure ν] {θ : ℝ} (hθ1 : 1 < θ) (hθ2 : θ < 2) (hT : MonotoneDensity.IsRegVaryAtTop (fun (x : ℝ) => ν.real {z : ℤ | x < ↑z}) (-θ)) {lam : ℝ} (hlam : 0 < lam) :
      Filter.Tendsto (fun (n : ℕ) => ↑n * -Real.Gamma (1 - θ) * ν.real {z : ℤ | tailNorming ν θ n / lam < ↑z}) Filter.atTop (nhds (lam ^ θ))

      The corrected Gamma constant cancels the limiting tail intensity.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.canonical_limit_of_tail_ratio {ν : MeasureTheory.Measure ℤ} [MeasureTheory.IsProbabilityMeasure ν] {θ : ℝ} {F : ℝ → ℝ} (hθ1 : 1 < θ) (hθ2 : θ < 2) (hT : MonotoneDensity.IsRegVaryAtTop (fun (x : ℝ) => ν.real {z : ℤ | x < ↑z}) (-θ)) (hF : Filter.Tendsto (fun (x : ℝ) => (F (1 / x) - 1) / ν.real {z : ℤ | x < ↑z}) Filter.atTop (nhds (-Real.Gamma (1 - θ)))) {lam : ℝ} (hlam : 0 < lam) :
      Filter.Tendsto (fun (n : ℕ) => ↑n * (F (lam / tailNorming ν θ n) - 1)) Filter.atTop (nhds (lam ^ θ))

      Transfer an asymptotic formula on the reciprocal tail scale to the canonical sequence. This is a general transfer lemma; it does not assert the Abelian expansion.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.canonical_centeredLaplace_limit {ν : MeasureTheory.Measure ℤ} [MeasureTheory.IsProbabilityMeasure ν] {θ : ℝ} (hstep : ν {z : ℤ | z < -1} = 0) (hint : MeasureTheory.Integrable (fun (z : ℤ) => ↑z) ν) (hθ1 : 1 < θ) (hθ2 : θ < 2) (hT : MonotoneDensity.IsRegVaryAtTop (fun (x : ℝ) => ν.real {z : ℤ | x < ↑z}) (-θ)) {lam : ℝ} (hlam : 0 < lam) :
      Filter.Tendsto (fun (n : ℕ) => ↑n * (centeredLaplace ν (lam / tailNorming ν θ n) - 1)) Filter.atTop (nhds (lam ^ θ))

      The one-step limit needed by D2, with the corrected canonical tail norming.

      theorem BGW.StableTrees.Attraction.LaplaceExpansion.norming_centeredLaplace_limit {ν : MeasureTheory.Measure ℤ} [MeasureTheory.IsProbabilityMeasure ν] {θ : ℝ} (hstep : ν {z : ℤ | z < -1} = 0) (hint : MeasureTheory.Integrable (fun (z : ℤ) => ↑z) ν) (hθ1 : 1 < θ) (hθ2 : θ < 2) (hT : MonotoneDensity.IsRegVaryAtTop (fun (x : ℝ) => ν.real {z : ℤ | x < ↑z}) (-θ)) {lam : ℝ} (hlam : 0 < lam) :
      Filter.Tendsto (fun (n : ℕ) => ↑n * (centeredLaplace ν (lam / norming ν θ n) - 1)) Filter.atTop (nhds (lam ^ θ))

      The same D2 input using the public canonical norming from Defs.