Compact uniform convergence of monotone occupation functions #
Monotonicity is in time, rather than in the approximation index. Compactness and squeezing at a moving time give uniform convergence to the continuous auxiliary clock.
Reference: J. Bertoin, Lévy Processes, Cambridge University Press, 1996, Chapter IV.
theorem
BGW.StableTrees.tendsto_compact_sup_of_monotone
{F : ℕ → NNReal → ℝ}
{g : NNReal → ℝ}
(hm : ∀ (n : ℕ), Monotone (F n))
(hF : ∀ (n : ℕ), Continuous (F n))
(hc : Continuous g)
(hp : ∀ (t : NNReal), Filter.Tendsto (fun (n : ℕ) => F n t) Filter.atTop (nhds (g t)))
(T : NNReal)
:
Filter.Tendsto (fun (n : ℕ) => ⨆ (t : ↑(Set.Iic T)), |F n ↑t - g ↑t|) Filter.atTop (nhds 0)
Continuous nondecreasing functions converging pointwise to a continuous function converge uniformly on every compact initial interval.
theorem
BGW.StableTrees.ae_tendsto_supOccupation_uniform_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) => ⨆ (t : ↑(Set.Iic T)), |supOccupation (ε k) f ↑t - supAuxLocalTime θ f ↑t|)
Filter.atTop (nhds 0)
Locally uniform identification for any simultaneous occupation sequence.
theorem
BGW.StableTrees.ae_tendsto_supOccupation_uniform
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
:
∀ᵐ (f : Skorokhod.DLoc) ∂↑(stableLocalLaw θ), ∀ (T : NNReal),
Filter.Tendsto (fun (k : ℕ) => ⨆ (t : ↑(Set.Iic T)), |supOccupation (supEps θ k) f ↑t - supLocalTime θ f ↑t|)
Filter.atTop (nhds 0)
Locally uniform convergence to the public clock, simultaneously over horizons.