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BGW.StableTrees.SupremumPotentialIntegral

Absolute continuity of the stable scale series #

Nonnegative derivatives give integrability at zero. The series at |q| dominates signed rates, and the fundamental theorem of calculus identifies the integral.

Reference: A. E. Kyprianou, Fluctuations of Lévy Processes with Applications, 2nd ed., Springer, 2014, Chapter 8.

The termwise derivative is Borel, including its specified value at zero.

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

The derivative series is nonnegative at nonnegative rates.

Absolute derivative bounds for signed rates follow from the positive-rate series.

Local integrability of W_q' at 0 (integrable singularity x^{θ-2} for θ < 2).

theorem BGW.StableTrees.integral_stableSeriesDeriv {θ : ℝ} (hθ : 1 < θ ∧ θ ≤ 2) (q : ℝ) {x : ℝ} (hx : 0 ≤ x) :

W_q(x) = ∫_0^x W_q' (absolute continuity at the singular endpoint 0).