Index-two height normalization #
The two ladder-height Laplace moments force the Brownian ladder height to equal its level. Monotonicity and inversion identify the supremum clock with the running supremum, and prefix reversal gives the height as the terminal value minus the running infimum.
theorem
BGW.StableTrees.ae_supLadderHeight_two_level
(z : NNReal)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw 2), supLadderHeight 2 z f = ↑z
At index two, the ladder height at each deterministic level is that level.
theorem
BGW.StableTrees.ae_supLadderHeight_two :
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw 2), ∀ (z : NNReal), supLadderHeight 2 z f = ↑z
The index-two ladder height is the identity simultaneously at every level.
theorem
BGW.StableTrees.ae_supLocalTime_two :
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw 2), ∀ (t : NNReal), supLocalTime 2 f t = supRunning f t
Brownian normalization: the supremum local time equals the running supremum.
theorem
BGW.StableTrees.measurable_supRunning_prefix
(t : NNReal)
:
Measurable fun (f : Skorokhod.DLoc) => supRunning f t
The running supremum is measurable from the prefix at its horizon.
theorem
BGW.StableTrees.ae_height_two
(t : NNReal)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw 2), height 2 f t = ↑f t - futureInf f t 0
θ = 2: H_t = X_t - I_t a.s. for each fixed t (uses the H01 normalization).