Support of the excursion measure, transferred through measurable compact-window lower bounds.
See Bertoin, Lévy Processes, Chapter IV.
Support of N: N-a.e. excursion is positive on (0, ζ), its tag is
sup {t | 0 < e t}, e 0 = 0, e is continuous (right-continuous) at 0, and e t → 0 as
t ↑ ζ. (The carrier only supplies a positive tag; this support theorem identifies the tag with
the actual lifetime sup {t | 0 < e t}.)