Independent reversed prefix and fresh increments #
Reversal preserves the compact prefix law, and deterministic-time independence separates that prefix from the future increment path.
The compact prefix is measurable for the right-continuous past filtration.
theorem
BGW.StableTrees.map_reversed_prefix_shift_stableLocalLaw
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
{t : NNReal}
(ht : 0 < t)
:
MeasureTheory.Measure.map
(fun (f : Skorokhod.DLoc) => (Skorokhod.DLoc.restrict t (reversedAt t f), Skorokhod.DLoc.shift t f))
↑(stableLocalLaw θ) = (MeasureTheory.Measure.map (Skorokhod.DLoc.restrict t) ↑(stableLocalLaw θ)).prod ↑(stableLocalLaw θ)
Reversed prefix and fresh increments have the independent stable product law.