The uniform minimum time of the stable bridge #
The proof uses cyclically exchangeable finite grids and convergence of their minimum times.
Reference: J. Bertoin, Lévy Processes, Cambridge University Press, 1996, Chapter VIII (Vervaat's transformation and the uniform law of the minimum time); L. Chaumont, Excursion normalisée, méandre et pont pour les processus de Lévy stables, Bull. Sci. Math. 121 (1997), 377–403.
theorem
BGW.StableTrees.map_vervaatTime_stableBridgeLaw
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
:
MeasureTheory.Measure.map (fun (f : Skorokhod.D 1 ℝ) => ↑(Skorokhod.vervaatTime f)) ↑(stableBridgeLaw θ) = MeasureTheory.volume.restrict (Set.Icc 0 1)
The minimum time of the stable bridge is uniform on [0,1].