The full excursion Laplace functional, obtained by finite-box simple approximation.
See Bertoin, Lévy Processes, Chapter IV.
theorem
BGW.StableTrees.excursion_laplaceFunctional
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
{ξ : Skorokhod.DLoc → MeasureTheory.Measure (NNReal × Excursion)}
(hξ : Measurable ξ)
(hae : ξ =ᵐ[↑(stableLocalLaw θ)] excursionPointMeasure)
{g : NNReal × Excursion → ENNReal}
(hg : Measurable g)
:
Laplace functional of the point measure, for every measurable ℝ≥0∞-valued test g
(Campbell formula; exp (-∞) = 0 on both sides):
E exp (-∫ g dξ) = exp (-∫ (1 - exp (-g)) d(Leb ⊗ N)).