Documentation

BGW.StableTrees.LongExtractionInterior

Excursion interiors contain no discrete ladder times #

A positive lower bound on the reflected limit, together with a uniform aligned path bound, excludes weak record times throughout a compact excursion interior.

theorem BGW.StableTrees.stepPath_ge_at_ladderTime {M b : ℝ} {n r : ℕ} {ω : ℕ → ℝ} (hb : 0 < b) (hfin : walkHitTime r ω ≠ ⊤) (s : ↑(Set.Icc 0 M)) (hs : ↑n * ↑s ≤ ↑(ladderTime ω r)) :

Every value up to a finite ladder time is at least the value at that time. Reference: Billingsley (1999), Chapter 3.

theorem BGW.StableTrees.ladderTime_not_mem_aligned_interior {M : NNReal} {f : Skorokhod.DLoc} (hzero : ↑f 0 = 0) {a b : NNReal} (haM : a ≤ M) (hbM : b ≤ M) {c : ℝ} (hc : 0 < c) (hR : ∀ (t : NNReal), a ≤ t → t ≤ b → c ≤ ↑(reflectedFrom 0 f) t) {n : ℕ} (hn : 0 < n) {B : ℝ} (hB : 0 < B) {ω : ℕ → ℝ} (σ : Skorokhod.TimeChange ↑M) (herr : ∀ (t : ↑(Set.Icc 0 ↑M)), dist ((Skorokhod.realStepPath (↑M) n B ω) (σ t)) ((Skorokhod.DLoc.restrict M f) t) < c / 4) {r : ℕ} (hfin : walkHitTime r ω ≠ ⊤) :
¬(↑(σ ⟨↑a, ⋯⟩) ≤ ↑(ladderTime ω r) / ↑n ∧ ↑(ladderTime ω r) / ↑n ≤ ↑(σ ⟨↑b, ⋯⟩))

A compact reflected-positive interval has no aligned discrete record times. Reference: Billingsley (1999), Chapter 3.