The joint prefix density at a larger horizon #
A smaller pair prefix is measurable in the larger degree prefix. The discrete prefix Radon–Nikodym identity therefore transfers to the pair after restriction.
theorem
BGW.StableTrees.ExactPair.exactPairLaw_eq_map_withDensity
{μ : PMF ℕ}
{θ : ℝ}
{B : ℕ → ℝ}
(h : StableDomain μ θ B)
{n : ℕ}
(hn : Admissible μ n)
{a a' : NNReal}
(haa' : a ≤ a')
(ha' : a' ∈ Set.Ioo 0 1)
(hm : ⌊↑a * ↑n⌋₊ + 1 ≤ ⌊↑a' * ↑n⌋₊)
:
↑(exactPairLaw μ B n hn a) = MeasureTheory.Measure.map (restrictPair haa')
((↑(TailPair.tailPairLaw μ B n a')).withDensity fun (z : Skorokhod.D ↑a' ℝ × C(↑(Set.Icc 0 ↑a'), ℝ)) =>
ENNReal.ofReal (ExactPrefix.prefixWeightFn μ B n a' z.1))
Weighted identity at a larger horizon (the repair): for a ≤ a' < 1 with
⌊an⌋ + 1 ≤ ⌊a'n⌋, the exact pair law on [0,a] is the [0,a]-restriction of the tail pair law
on [0,a'] weighted by the sealed walk weight at a' (a function of the walk value at a').