Centered zero-rate limit of the error process #
References #
- J. Bertoin, Lévy Processes, Cambridge University Press, 1996, Chapter IV.
theorem
BGW.StableTrees.ae_tendsto_discountedErrorMartingale
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
{ε : ℝ}
(hε : 0 < ε)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw θ), ∀ (t : NNReal),
Filter.Tendsto
(fun (q : ℝ) => discountedErrorMartingale θ q ε t f - (supOccupationResolvent θ q ε 0 - supPotential θ q 0))
(nhdsWithin 0 (Set.Ioi 0)) (nhds (errorMartingale θ ε t f))
The centered positive-rate errors converge at all times on a single full-measure event.