A measurable stopped-clock barrier event #
Rational clock tests describe the barrier before a local-time level. This description is prefix-local and separates the reversed prefix from the fresh infimum depth.
A rational clock level above v is reached before the fresh depth is exceeded.
Equations
- One or more equations did not get rendered due to their size.
Instances For
theorem
BGW.StableTrees.measurableSet_erasedClockBarrier
(θ : ℝ)
(t r : NNReal)
(v : ℝ)
:
MeasurableSet (erasedClockBarrier θ t r v)
The rational stopped-clock barrier is measurable.
theorem
BGW.StableTrees.erasedClockBarrier_prefix_local
(θ : ℝ)
(t r : NNReal)
(v : ℝ)
(f g h : Skorokhod.DLoc)
(he : Skorokhod.DLoc.restrict t f = Skorokhod.DLoc.restrict t g)
:
The barrier reads its first path only on the compact prefix.
theorem
BGW.StableTrees.ae_erased_height_exceedance_barrier
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
{t : NNReal}
(ht : 0 < t)
(r : NNReal)
(v : ℝ)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw θ), v < height θ f t - ↑(topHeight (eraseMass (ENNReal.ofReal (-futureInf (Skorokhod.DLoc.shift t f) r 0)) (exploration θ f t))) →
(reversedAt t f, Skorokhod.DLoc.shift t f) ∈ erasedClockBarrier θ t r v
Erased-height exceedance implies the rational stopped-clock barrier.
theorem
BGW.StableTrees.ae_barrier_supLadderHeight_le
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
(t r v : NNReal)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw θ), ∀ (g : Skorokhod.DLoc), (f, g) ∈ erasedClockBarrier θ t r ↑v → supLadderHeight θ v f ≤ -runningInfLoc g r
Under the full stable law, the stopped-clock barrier implies the ladder-height bound.