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BGW.StableTrees.LongExtractionCutMiddle

Extension of a clock from an interior interval #

Affine initial and final segments extend an increasing map to a time change. Its displacement is bounded by the displacement on the preserved middle interval.

theorem BGW.StableTrees.exists_extraction_middle_timeChange {T l r D : ℝ} (hl : 0 < l) (hlr : l < r) (hrT : r < T) (h : ↑(Set.Icc l r) → ℝ) (hc : Continuous h) (hm : StrictMono h) (hlo : 0 < h ⟨l, ⋯⟩) (hhi : h ⟨r, ⋯⟩ < T) (hdisp : ∀ (t : ↑(Set.Icc l r)), |h t - ↑t| ≤ D) :
∃ (τ : Skorokhod.TimeChange T), (∀ (t : ↑(Set.Icc 0 T)) (htl : l ≤ ↑t) (htr : ↑t ≤ r), ↑(τ t) = h ⟨↑t, ⋯⟩) ∧ (∀ (t : ↑(Set.Icc 0 T)), ↑t ≤ l → ↑(τ t) ≤ h ⟨l, ⋯⟩) ∧ (∀ (t : ↑(Set.Icc 0 T)), r ≤ ↑t → h ⟨r, ⋯⟩ ≤ ↑(τ t)) ∧ ∀ (t : ↑(Set.Icc 0 T)), |↑(τ t) - ↑t| ≤ D

Extend a middle clock affinely to both endpoints without increasing its displacement bound. Reference: Billingsley (1999), Chapter 3.