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BGW.StableTrees.RealAttractionBounds

Normalizer bounds for real stable attraction #

The normalizer diverges, and its ratio theorem is uniform on compact ranges of index ratios. Dyadic chaining then gives Potter bounds without assuming that the normalizer is monotone.

References: W. Feller, An Introduction to Probability Theory and Its Applications, vol. II, ch. XVII; N. H. Bingham, C. M. Goldie and J. L. Teugels, Regular Variation (1987), §1.5 (Potter bounds).

The normalizer diverges: B n → +∞, without monotonicity.

theorem BGW.StableTrees.IsRealStableAttracted.uniform_ratio {ν : MeasureTheory.ProbabilityMeasure ℝ} {θ : ℝ} {B : ℕ → ℝ} (h : IsRealStableAttracted ν θ B) {a b : ℝ} (ha : 0 < a) (hab : a ≤ b) (ε : ℝ) :
ε > 0 → ∃ (N : ℕ), ∀ n ≥ N, ∀ (m : ℕ), a * ↑n ≤ ↑m → ↑m ≤ b * ↑n → |B m / B n - (↑m / ↑n) ^ (1 / θ)| ≤ ε

Uniform convergence of the ratio on compact index ranges.

theorem BGW.StableTrees.IsRealStableAttracted.potter_upper {ν : MeasureTheory.ProbabilityMeasure ℝ} {θ : ℝ} {B : ℕ → ℝ} (h : IsRealStableAttracted ν θ B) {ε' A : ℝ} (hε' : 0 < ε') (hA : 1 < A) :
∃ (N : ℕ), ∀ n ≥ N, ∀ m ≥ N, B m / B n ≤ A * max ((↑m / ↑n) ^ (1 / θ + ε')) ((↑m / ↑n) ^ (1 / θ - ε'))

Potter-type upper bound without monotonicity: for every ε' > 0 and every A > 1, for all large indices m, n (both ≥ N), B m / B n ≤ A * max ((m/n)^(1/θ + ε')) ((m/n)^(1/θ - ε')).

theorem BGW.StableTrees.IsRealStableAttracted.potter_lower {ν : MeasureTheory.ProbabilityMeasure ℝ} {θ : ℝ} {B : ℕ → ℝ} (h : IsRealStableAttracted ν θ B) {ε' A : ℝ} (hε' : 0 < ε') (hA : 1 < A) :
∃ (N : ℕ), ∀ n ≥ N, ∀ m ≥ N, A⁻¹ * min ((↑m / ↑n) ^ (1 / θ + ε')) ((↑m / ↑n) ^ (1 / θ - ε')) ≤ B m / B n

Potter-type lower bound: same hypotheses, B m / B n ≥ A⁻¹ * min (…) (…).

theorem BGW.StableTrees.IsRealStableAttracted.small_index_ratio {ν : MeasureTheory.ProbabilityMeasure ℝ} {θ : ℝ} {B : ℕ → ℝ} (h : IsRealStableAttracted ν θ B) (ε : ℝ) :
ε > 0 → ∃ δ > 0, ∃ (N : ℕ), ∀ n ≥ N, ∀ (m : ℕ), 1 ≤ m → ↑m ≤ δ * ↑n + 2 → |B m / B n| ≤ ε

Uniformly small ratios for small positive indices (Node 5), in absolute value: finitely many indices with nonpositive normalizer values are absorbed by the divergence of B n.

theorem BGW.StableTrees.IsRealStableAttracted.bounded_index_ratio {ν : MeasureTheory.ProbabilityMeasure ℝ} {θ : ℝ} {B : ℕ → ℝ} (h : IsRealStableAttracted ν θ B) (A : ℝ) :
∃ C > 0, ∃ (N : ℕ), ∀ n ≥ N, ∀ (m : ℕ), 1 ≤ m → ↑m ≤ A * ↑n + 2 → |B m / B n| ≤ C

Bounded ratios on finite time windows (Node 5), in absolute value.