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BGW.StableTrees.SupremumPotentialMomentBounds

Uniform numerical occupation moment bounds #

The rate-two occupation bound and the generic signed resolvent moment inequality give the constants required for the occupation Cauchy construction.

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

theorem BGW.StableTrees.integral_exp_neg_two_supOccKernel_le {θ : ℝ} (hθ : 1 < θ ∧ θ ≤ 2) (x : NNReal) {ε : ℝ} (hε : 0 < ε) :

The absolute rate-two occupation has expectation at most one.

theorem BGW.StableTrees.integral_sq_discountedOccupation_supOccupation_sub_le {θ : ℝ} (hθ : 1 < θ ∧ θ ≤ 2) (x : NNReal) {ε η : ℝ} (hε : 0 < ε) (hη : 0 < η) {D : ℝ} (hD : ∀ (y : ℝ), |supOccupationResolvent θ 1 ε y - supOccupationResolvent θ 1 η y| ≤ D) :

The second moment of an occupation difference is bounded by four times its potential bound.

The second moment of a single positive occupation cutoff is at most two.