Translated stopped cuts on a fixed horizon #
The finite-horizon cut is centered at its initial point and continued constantly after its end.
noncomputable def
BGW.StableTrees.translatedStoppedCut
{M : ℝ}
(T : NNReal)
(p : Skorokhod.D M ℝ)
(g d : ↑(Set.Icc 0 M))
(hgd : g ≤ d)
:
Skorokhod.D ↑T ℝ
Center a finite path at g, stop at d, and continue constantly to the horizon T.
Reference: Billingsley (1999), Chapter 3.
Equations
- One or more equations did not get rendered due to their size.
Instances For
theorem
BGW.StableTrees.translatedStoppedCut_apply
{M : ℝ}
(T : NNReal)
(p : Skorokhod.D M ℝ)
(g d : ↑(Set.Icc 0 M))
(hgd : g ≤ d)
(t : ↑(Set.Icc 0 ↑T))
:
The finite stopped cut has the usual translated, clipped evaluation formula. Reference: Billingsley (1999), Chapter 3.