Weighted convergence on the walk and height pair space #
The walk marginal supplies lattice support and mass-one endpoint weights. Joint tail convergence and the joint Gamma identity identify the weighted limit.
theorem
BGW.StableTrees.ExactPair.tendsto_integral_mul_prefixWeightFn_tailPairLaw
{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)
(F : BoundedContinuousFunction (Skorokhod.D ↑a' ℝ × C(↑(Set.Icc 0 ↑a'), ℝ)) ℝ)
:
Filter.Tendsto
(fun (k : ℕ) =>
∫ (z : Skorokhod.D ↑a' ℝ × C(↑(Set.Icc 0 ↑a'), ℝ)), F z * ExactPrefix.prefixWeightFn μ B (q k) a' z.1 ∂↑(TailPair.tailPairLaw μ B (q k) a'))
Filter.atTop (nhds (∫ (z : Skorokhod.D ↑a' ℝ × C(↑(Set.Icc 0 ↑a'), ℝ)), F z ∂↑((excLaw θ).map (restrictPair ⋯))))
Weighted tail convergence at horizon a' (K07's generic helper on the pair space, J01's
joint Γ identity): bounded continuous tests of the tail pair on [0,a'], weighted by the sealed
walk weight, converge to the tests of the excursion/height prefix on [0,a'].