Non-jump ladder-time convergence #
Ladder times at non-jump levels converge under J1 convergence of the rescaled walks.
theorem
BGW.StableTrees.tendsto_ladderTime_of_not_mem_passageJumpSet
{B : ℕ → ℝ}
(hB : Filter.Tendsto B Filter.atTop Filter.atTop)
{M : NNReal}
(ω : ℕ → ℕ → ℝ)
(hω : ∀ (n i : ℕ), IsSkipFreeIncrement (ω n i))
{f : Skorokhod.DLoc}
(hf : GoodLongExtractionPath M f)
(hu :
Filter.Tendsto (fun (n : ℕ) => Skorokhod.realStepPath (↑M) n (B n) (ω n)) Filter.atTop
(nhds (Skorokhod.DLoc.restrict M f)))
{x : NNReal}
(hx : x ∉ passageJumpSet f)
(hxM : passageTime x f < M)
:
(∀ᶠ (n : ℕ) in Filter.atTop, walkHitTime ⌈↑x * B n⌉₊ (ω n) ≠ ⊤) ∧ Filter.Tendsto (fun (n : ℕ) => ↑(ladderTime (ω n) ⌈↑x * B n⌉₊) / ↑n) Filter.atTop (nhds ↑(passageTime x f))
Ladder times converge at non-jump levels. Level x is read at index ⌈x B_n⌉.