Independent increments of the passage subordinator #
This module upgrades the strong-Markov factorization at one level to arbitrary finite strictly increasing level grids (J. Bertoin, Lévy Processes, Cambridge University Press, 1996, Chapter VII, Theorem 1).
theorem
BGW.StableTrees.firstPassage_map_increments
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
(k : ℕ)
(x : Fin (k + 1) → NNReal)
(hx : StrictMono x)
:
MeasureTheory.Measure.map
(fun (f : Skorokhod.DLoc) (i : Fin k) => ↑(passageTime (x i.succ) f) - ↑(passageTime (x i.castSucc) f))
↑(stableLocalLaw θ) = MeasureTheory.Measure.pi fun (i : Fin k) => passageLaw θ (x i.succ - x i.castSucc)
Independent increments over a strictly increasing level grid.