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)
:
∫ (f : Skorokhod.DLoc), ∫ (t : ℝ) in Set.Ioi 0, Real.exp (-2 * t) * |supOccKernel ε (supReflectedFrom x f t.toNNReal)| ∂↑(stableLocalLaw θ) ≤ 1
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)
:
∫ (f : Skorokhod.DLoc), Probability.discountedOccupation (fun (t : NNReal) (f : Skorokhod.DLoc) => supReflectedFrom x f t)
(fun (r : ℝ) => supOccKernel ε r - supOccKernel η r) f ^ 2 ∂↑(stableLocalLaw θ) ≤ 4 * D
The second moment of an occupation difference is bounded by four times its potential bound.
theorem
BGW.StableTrees.integral_sq_discountedOccupation_supOccupation_le_two
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
(x : NNReal)
{ε : ℝ}
(hε : 0 < ε)
:
∫ (f : Skorokhod.DLoc), Probability.discountedOccupation (fun (t : NNReal) (f : Skorokhod.DLoc) => supReflectedFrom x f t) (supOccKernel ε)
f ^ 2 ∂↑(stableLocalLaw θ) ≤ 2
The second moment of a single positive occupation cutoff is at most two.