The walk bridge invariance principle #
Strict-prefix convergence and terminal-window smallness give full weak convergence
on D[0,1] by the prefix-extension criterion.
theorem
BGW.StableTrees.DiscreteBridge.tendsto_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))
:
Filter.Tendsto (fun (k : ℕ) => walkBridgeLaw μ B (q k) ⋯) Filter.atTop (nhds (stableBridgeLaw θ))
Walk bridge invariance principle (K06 main theorem). Along an unbounded sequence of
admissible sizes, the walk conditioned to end at -1 at time q k, scaled by B (q k),
converges weakly in D[0,1] to the stable bridge stableBridgeLaw θ.