Positive jumps of the spectrally positive stable process #
For 1 < θ < 2, independent increments and the stable tail lower bound imply a jump in every
fixed nonempty time interval. A countable rational intersection and simultaneous spectral
positivity give positive jumps in every open interval almost surely.
theorem
BGW.StableTrees.ae_exists_jump_Ioc
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
(hθ2 : θ < 2)
{a b : NNReal}
(hab : a < b)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw θ), ∃ s ∈ Set.Ioc a b, Function.leftLim (↑f) s ≠ ↑f s
For 1 < θ < 2 and a fixed interval (a, b], the stable process jumps in (a, b] almost
surely.
theorem
BGW.StableTrees.ae_forall_exists_pos_jump
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
(hθ2 : θ < 2)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw θ), ∀ (a b : NNReal), a < b → ∃ s ∈ Set.Ioo a b, Function.leftLim (↑f) s < ↑f s
Host jumps (C22 E3, host level). For 1 < θ < 2, almost surely the stable process has a
positive jump in every nonempty open time interval, simultaneously for all intervals.