Occupation restart at a supremum contact #
The deterministic reflected restart identifies the occupation increment with the occupation of the centered shifted path, at every contact time.
Reference: J. Bertoin, Lévy Processes, Cambridge University Press, 1996, Chapter VI.
theorem
BGW.StableTrees.supReflected_shift_of_contact
{f : Skorokhod.DLoc}
(hf : ↑f 0 = 0)
{s : NNReal}
(hs : supReflected f s = 0)
(t : NNReal)
:
At a contact time, the centered shifted path has the same future reflection.
theorem
BGW.StableTrees.supRunning_shift_of_contact
{f : Skorokhod.DLoc}
(hf : ↑f 0 = 0)
{s : NNReal}
(hs : supReflected f s = 0)
(t : NNReal)
:
The running supremum adds its contact value to that of the centered future path.
theorem
BGW.StableTrees.supOccupation_shift_of_contact
{ε : ℝ}
(hε : 0 < ε)
{f : Skorokhod.DLoc}
(hf : ↑f 0 = 0)
{s : NNReal}
(hs : supReflected f s = 0)
(t : NNReal)
:
Occupation approximations split exactly at every supremum contact time.