The first long excursion under the stable law #
Lifetime atomlessness, existence and measurability, the exponential/product law of the selected label and mark, regular geometry at passage jumps, and the localized good-path suppliers.
Reference: J. Bertoin, Lévy Processes, Cambridge University Press, 1996, Chapter IV.
theorem
BGW.StableTrees.tendsto_measure_firstLongEnd_lt
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
:
Filter.Tendsto (fun (M : NNReal) => ↑(stableLocalLaw θ) {f : Skorokhod.DLoc | passageTime (firstLongLabel f) f < M})
Filter.atTop (nhds 1)
Finite end: the selected end T_L is finite a.s. and P(T_L < M) → 1 as M → ∞.
theorem
BGW.StableTrees.ae_goodLongExtractionPath
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
(M : NNReal)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw θ), passageTime (firstLongLabel f) f < M → GoodLongExtractionPath M f
ae_goodLongExtractionPath, localized by d < M: a.s., if the first long excursion
ends before M, the path is good on [0, M].
theorem
BGW.StableTrees.ae_goodLongExtractionCutPath
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
(M T : NNReal)
(hT : 0 < T)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw θ), passageTime (firstLongLabel f) f < M → GoodLongExtractionCutPath M T f
The cut version, for every positive cutoff T (continuity of the selected cut at T).