Documentation

BGW.StableTrees.FirstLongMark

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.

Finite end: the selected end T_L is finite a.s. and P(T_L < M) → 1 as M → ∞.

ae_goodLongExtractionPath, localized by d < M: a.s., if the first long excursion ends before M, the path is good on [0, M].

The cut version, for every positive cutoff T (continuity of the selected cut at T).