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BGW.StableTrees.SupremumLadderTransformMeanLimit

The normalized boundary potential #

The compact error tends to zero first, and the half-rate bound then removes the tail. Exponential-clock independence identifies the resulting finite mean.

theorem BGW.StableTrees.tendsto_integral_abs_supWeightedOccupation_sub {θ : ℝ} (hθ : 1 < θ ∧ θ ≤ 2) {q lam : ℝ} (hq : 0 < q) (hlam : 0 ≤ lam) :

Weighted occupations converge in mean to the real boundary potential.

Reference: Bertoin, Lévy Processes, Chapter VI.

theorem BGW.StableTrees.lintegral_supBoundaryPotential_eq {θ : ℝ} (hθ : 1 < θ ∧ θ ≤ 2) {q lam : ℝ} (hq : 0 < q) (hlam : 0 ≤ lam) :

Boundary potential, mean form. For q > 0, λ ≥ 0: E ∫_0^∞ e^{-qt-λS_t} dM_t = (Φ/q) E e^{-λ S_{e_q}} (cumulative Tonelli representation, compact square-mean occupation error, and half-rate control of the tail, along the full positive-cutoff filter).

theorem BGW.StableTrees.lintegral_supBoundaryPotential {θ : ℝ} (hθ : 1 < θ ∧ θ ≤ 2) {q lam : ℝ} (hq : 0 < q) (hlam : 0 ≤ lam) :

Boundary potential, exact form: E ∫_0^∞ e^{-qt-λS_t} dM_t = 1/κ(q,λ).