Regenerated height crossings and their iid durations #
Crossing times are built by restarting the offspring sequence at each previous crossing. These are measurable, almost surely finite stopping times. Finite gap histories are pre-stopped events, so stopped iid restart proves independence and identifies every gap law with the first height-upcrossing law.
First-upcrossing times are measurable, including their infinite value.
Advancing to a regenerated height upcrossing preserves the stopping-time property.
Restarting the offspring sequence at a finite stopping time preserves its law.
Advancing to a regenerated upcrossing preserves measurability.
Advancing an almost surely finite stopping time to a height upcrossing remains finite.
Successive integer stopping times of regenerated height upcrossings.
Equations
Instances For
Every regenerated crossing time is a stopping time of the offspring filtration.
Every regenerated crossing time is measurable.
Every regenerated crossing time is almost surely finite.
Crossing times increase with the number of regenerated upcrossings.
Every regenerated crossing duration is measurable.
Restart factors each regenerated crossing duration from all preceding finite gap histories.
Every regenerated duration has the law of the first height upcrossing.
Durations between successive regenerated height crossings are independent.