Minimum uniqueness on rational windows #
Window adapters using barrier inequalities, without assuming an excursion candidate (J. Bertoin, Lévy Processes, Cambridge University Press, 1996, Chapter VII).
theorem
BGW.StableTrees.isGenMinimizer_supportWindow
{f : Skorokhod.DLoc}
(hf : NoNegJumps f)
{b : ℝ}
{r g q : NNReal}
(hrg : r < g)
(hgq : g < q)
(hl : Function.leftLim (↑f) g = b)
(hb : ∀ u ≤ q, b ≤ ↑f u)
:
IsGenMinimizer (Skorokhod.DLoc.restrict (q - r) (Skorokhod.DLoc.shift r f)) (shiftedWindowTime r g q ⋯ ⋯)
A left-limit contact with a lower barrier is a generalized window minimizer.
On every rational window, every generalized minimizer is continuous and any two such minimizers coincide.
Equations
- One or more equations did not get rendered due to their size.
Instances For
theorem
BGW.StableTrees.ae_rationalWindowMinima
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw θ), RationalWindowMinima f
Countable transfer of minimum continuity and uniqueness to all rational windows.
theorem
BGW.StableTrees.continuousAt_of_supportWindow
{f : Skorokhod.DLoc}
{r g q : NNReal}
(hrg : r < g)
(hgq : g < q)
(hc : ContinuousAt (⇑(Skorokhod.DLoc.restrict (q - r) (Skorokhod.DLoc.shift r f))) (shiftedWindowTime r g q ⋯ ⋯))
:
ContinuousAt (↑f) g
Continuity of the window at an interior time identifies the path value with its left limit, and hence gives continuity of the original local path there.