Laplace functionals of simple tests supported in a finite-rate box.
See Bertoin, Lévy Processes, Chapter IV.
theorem
BGW.StableTrees.excursion_laplace_simple
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
{ξ : Skorokhod.DLoc → MeasureTheory.Measure (NNReal × Excursion)}
(hξ : Measurable ξ)
(hae : ξ =ᵐ[↑(stableLocalLaw θ)] excursionPointMeasure)
(T ε : NNReal)
(hε : 0 < ε)
(g : MeasureTheory.SimpleFunc (NNReal × Excursion) ENNReal)
(hgs : Function.support ⇑g ⊆ Set.Ioc 0 T ×ˢ {e : Excursion | ε < e.lifetime})
:
The excursion Laplace functional for a simple test supported in a bounded slab box.