Identification for arbitrary simultaneous occupation sequences #
A subsequence of any admissible sequence can be paired with the fast auxiliary sequence. The uniform second-moment bounds and Borel–Cantelli identify all finite-time limits on one common event, using the sequence's simultaneous convergence hypothesis.
Reference: J. Bertoin, Lévy Processes, Cambridge University Press, 1996, Chapter IV.
theorem
BGW.StableTrees.ae_tendsto_supOccupation_aux
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
{ε : ℕ → ℝ}
(hε : IsSupOccupationSeq θ ε)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw θ), ∀ (t : NNReal), Filter.Tendsto (fun (k : ℕ) => supOccupation (ε k) f t) Filter.atTop (nhds (supAuxLocalTime θ f t))
Every simultaneous occupation sequence has the same all-time limit as the auxiliary clock.
theorem
BGW.StableTrees.ae_supLocalTime_eq_aux
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw θ), ∀ (t : NNReal), supLocalTime θ f t = supAuxLocalTime θ f t
The public and auxiliary clocks agree at every time on one full-measure event.
theorem
BGW.StableTrees.ae_supLocalTimeENN_eq_aux
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw θ), ∀ (t : NNReal), supLocalTimeENN θ f t = ENNReal.ofReal (supAuxLocalTime θ f t)
The extended public clock agrees with the finite auxiliary clock simultaneously.