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 centered one-step Laplace transform.
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The corrected tail norming, before selecting the variance branch of norming.
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- BGW.StableTrees.Attraction.LaplaceExpansion.tailNorming ν θ n = (-Real.Gamma (1 - θ)) ^ (1 / θ) * BGW.StableTrees.Attraction.tailQuantile ν n
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Centering removes the linear term exactly inside the expectation.
Convert the ratio-only convention to the positive-function convention.
The slowly varying factor extracted from a regularly varying nonnegative function.
Polynomially weighted tails grow when the weight exceeds the tail index.
Any bounded quadratic correction is negligible on the heavy-tail scale.
The quadratic Taylor remainder of a deterministic exponential is negligible relative to a tail of index strictly below two.
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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- BGW.StableTrees.Attraction.LaplaceExpansion.secondMomentMeasure ν = (MeasureTheory.Measure.map (fun (z : ℤ) => |↑z|) ν).withDensity fun (x : ℝ) => ENNReal.ofReal (x ^ 2)
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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.
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.
Integrating a reciprocal rescaling of a monotone regularly varying function. The index restriction below one supplies an integrable power majorant at zero.
The explicit constant in the twice-integrated reciprocal rescaling.
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.
The Abelian expansion for the exponential remainder of the absolute step.
The bounded negative support contributes just the atom at -1.
The uncentered Laplace remainder has the heavy-tail Gamma constant.
D1: the centered Laplace expansion, in reciprocal tail-ratio form.
D1 expressed at the positive side of zero.
The usual asymptotic-equivalence form of the centered expansion.
A tail index below two rules out a finite second moment.
On a regularly varying tail of index below two, norming selects the tail branch.
The corrected Gamma constant cancels the limiting tail intensity.
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.
The one-step limit needed by D2, with the corrected canonical tail norming.
The same D2 input using the public canonical norming from Defs.