Convergence of strict prefixes of the discrete bridge #
Skorokhod representation of the unconditioned FCLT and the signed lattice local limit theorem give convergence of bounded weighted expectations. Conditioning is handled by the prefix Radon–Nikodym identity.
theorem
BGW.StableTrees.DiscreteBridge.tendsto_restrictLaw_walkBridgeLaw
{μ : PMF ℕ}
{θ : ℝ}
{B : ℕ → ℝ}
(h : StableDomain μ θ B)
{q : ℕ → ℕ}
(hqtop : Filter.Tendsto q Filter.atTop Filter.atTop)
(hq : ∀ (k : ℕ), Admissible μ (q k))
(a : NNReal)
(ha : a ∈ Set.Ioo 0 1)
:
Filter.Tendsto (fun (k : ℕ) => restrictLaw a ⋯ (walkBridgeLaw μ B (q k) ⋯)) Filter.atTop
(nhds (restrictLaw a ⋯ (stableBridgeLaw θ)))
Prefix convergence of the walk bridge: for every a ∈ (0,1) the law of the walk bridge
on [0,a] converges to the corresponding prefix of the stable bridge.