Reversal of tilted bridge prefixes #
Reversing the increments of a strict prefix preserves its tilted law, since the tilt depends only on its endpoint. This reversal is centered at the prefix endpoint.
theorem
BGW.StableTrees.bridgePrefixLaw_absolutelyContinuous
(θ a : ℝ)
(ha : 0 ≤ a)
(P : MeasureTheory.Measure (Skorokhod.D a ℝ))
:
(bridgePrefixLaw θ a ha P).AbsolutelyContinuous P
The bridge prefix is absolutely continuous with respect to its underlying path law.
theorem
BGW.StableTrees.bridgePrefixLaw_ae_zero
{θ a : ℝ}
(ha : 0 ≤ a)
{P : MeasureTheory.ProbabilityMeasure (Skorokhod.D a ℝ)}
(hP : IsStableLevyLaw θ a P)
:
∀ᵐ (f : Skorokhod.D a ℝ) ∂bridgePrefixLaw θ a ha ↑P, f ⟨0, ⋯⟩ = 0
A bridge prefix starts at zero almost surely.
theorem
BGW.StableTrees.bridgeOpenLaw_ae_zero
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
:
∀ᵐ (f : BridgeOpen) ∂↑(bridgeOpenLaw θ), f.eval 0 = 0
The open stable bridge starts at zero almost surely.
theorem
BGW.StableTrees.map_reverseIncrements_bridgePrefixLaw
{θ a : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
(ha : 0 < a)
{P : MeasureTheory.ProbabilityMeasure (Skorokhod.D a ℝ)}
(hP : IsStableLevyLaw θ a P)
:
MeasureTheory.Measure.map (Skorokhod.reverseIncrements ⋯) (bridgePrefixLaw θ a ⋯ ↑P) = bridgePrefixLaw θ a ⋯ ↑P
Reversal centered at the prefix endpoint preserves the tilted prefix law.