Grid increments of the local stable process #
The exact product law for all increments along a regular grid, including the empty grid.
theorem
BGW.StableTrees.measure_grid_increments_le
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
(a : NNReal)
{h : NNReal}
(hh : 0 < h)
(n : ℕ)
(δ : ℝ)
:
Grid increments: the probability that the n increments of the local stable process
over the grid a, a + h, …, a + n h are all at most δ is
stableLaw θ (Iic (δ h^{-1/θ}))^n (independent increments with laws stableLawAt θ h).