Tightness of the running maximum of the forest height #
The first-upcrossing survival bound splits the event into survival among finitely many blocks and early passage beyond those blocks. Walk-maximum tightness controls the latter term, and the stable survival asymptotics control the former.
theorem
BGW.StableTrees.HeightTightness.scaled_height_max_probability_le
{μ : PMF ℕ}
{θ : ℝ}
{B : ℕ → ℝ}
(h : StableDomain μ θ B)
{n : ℕ}
(hn : 1 ≤ n)
(T δ : ℝ)
(l : ℕ)
:
(↑(DiscreteForest.offspringSeqLaw μ)).real
{ω : ℕ → ℕ | δ < B n / ↑n * ↑((Finset.range (⌊↑n * T⌋₊ + 1)).sup fun (k : ℕ) => DiscreteForest.forestHeight ω k)} ≤ ↑l * Survival.survivalProb μ ⌊δ * ↑n / B n⌋₊ + (↑(DiscreteForest.offspringSeqLaw μ)).real {ω : ℕ → ℕ | DiscreteForest.ladderTime ω l ≤ ⌊↑n * T⌋₊}
A scaled finite-height maximum is controlled by the first-upcrossing event.
theorem
BGW.StableTrees.HeightTightness.forestHeight_sup_tight
{μ : PMF ℕ}
{θ : ℝ}
{B : ℕ → ℝ}
(h : StableDomain μ θ B)
{T : ℝ}
(hT : 0 < T)
{ε : ℝ}
(hε : 0 < ε)
:
∃ (M : ℝ),
Filter.limsup
(fun (n : ℕ) =>
(↑(DiscreteForest.offspringSeqLaw μ)).real
{ω : ℕ → ℕ | M < B n / ↑n * ↑((Finset.range (⌊↑n * T⌋₊ + 1)).sup fun (k : ℕ) => DiscreteForest.forestHeight ω k)})
Filter.atTop ≤ ε
Running maximum of the normalized height is tight (sup H / n = O_P(1/B_n), used by
K12/K13).