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)
:
Filter.Tendsto
(fun (ε : ℝ) =>
∫ (f : Skorokhod.DLoc), |supWeightedOccupation q lam ε f - (supBoundaryPotential θ q lam f).toReal| ∂↑(stableLocalLaw θ))
(nhdsWithin 0 (Set.Ioi 0)) (nhds 0)
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)
:
∫⁻ (f : Skorokhod.DLoc), supBoundaryPotential θ q lam f ∂↑(stableLocalLaw θ) = ENNReal.ofReal
(q ^ (1 / θ) / q * ∫ (p : Skorokhod.DLoc × ℝ), Real.exp (-lam * supRunning p.1 p.2.toNNReal) ∂expClockLaw θ q)
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)
:
∫⁻ (f : Skorokhod.DLoc), supBoundaryPotential θ q lam f ∂↑(stableLocalLaw θ) = ENNReal.ofReal (supLadderExponent θ q lam)⁻¹
Boundary potential, exact form: E ∫_0^∞ e^{-qt-λS_t} dM_t = 1/κ(q,λ).