Dominated convergence for finite-path occupations #
Lebesgue integration stays in the original time coordinate. Pointwise J1 continuity of gaps away from jump times and null boundary levels suffices.
noncomputable def
BGW.StableTrees.DiscreteHeightApprox.finiteGap
(T t : NNReal)
(f : Skorokhod.D ↑T ℝ)
(s : ℝ)
:
The future-infimum gap of a constantly extended finite path.
Equations
- One or more equations did not get rendered due to their size.
Instances For
theorem
BGW.StableTrees.DiscreteHeightApprox.measurable_finiteGap_time
(T t : NNReal)
(f : Skorokhod.D ↑T ℝ)
:
Measurable (finiteGap T t f)
The finite-path gap is measurable in its real time coordinate.
theorem
BGW.StableTrees.DiscreteHeightApprox.continuousAt_finiteHeightApprox_of_ae
(T t : NNReal)
(ε : ℝ)
{f : Skorokhod.D ↑T ℝ}
(hc : ∀ᵐ (s : ℝ), s ∈ Set.Icc 0 ↑t → ContinuousAt (fun (g : Skorokhod.D ↑T ℝ) => finiteGap T t g s) f)
(hb : MeasureTheory.volume {s : ℝ | s ∈ Set.Icc 0 ↑t ∧ finiteGap T t f s = ε} = 0)
:
ContinuousAt (finiteHeightApprox T t ε) f
Dominated convergence gives occupation continuity whenever the gap is pointwise continuous almost everywhere in the window and the boundary level has zero measure.
theorem
BGW.StableTrees.DiscreteHeightApprox.continuousAt_of_leftLim_eq
{T : ℝ}
(f : Skorokhod.D T ℝ)
(s : ↑(Set.Icc 0 T))
(hs : Function.leftLim (⇑f) s = f s)
:
ContinuousAt (⇑f) s
A càdlàg path is continuous where its left limit agrees with its value.
theorem
BGW.StableTrees.DiscreteHeightApprox.ae_continuousAt_finiteGap
(T t : NNReal)
(ht : t ≤ T)
{f : Skorokhod.D ↑T ℝ}
(htf : t = T ∨ ContinuousAt ⇑f ⟨↑t, ⋯⟩)
:
∀ᵐ (s : ℝ), s ∈ Set.Icc 0 ↑t → ContinuousAt (fun (g : Skorokhod.D ↑T ℝ) => finiteGap T t g s) f
At almost every real time in the window, the finite-path gap is J1-continuous.
theorem
BGW.StableTrees.DiscreteHeightApprox.continuousAt_finiteHeightApprox
(T t : NNReal)
(ht : t ≤ T)
(ε : ℝ)
{f : Skorokhod.D ↑T ℝ}
(htf : t = T ∨ ContinuousAt ⇑f ⟨↑t, ⋯⟩)
(hb : MeasureTheory.volume {s : ℝ | s ∈ Set.Icc 0 ↑t ∧ finiteGap T t f s = ε} = 0)
:
ContinuousAt (finiteHeightApprox T t ε) f
The finite occupation functional is J1-continuous away from null boundary levels.