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BGW.StableTrees.DiscreteBridgeConvergence

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.