Regularity of the stable scale series #
Compact majorants justify continuity and termwise differentiation.
Reference: A. E. Kyprianou, Fluctuations of Lévy Processes with Applications, 2nd ed., Springer, 2014, Chapter 8.
theorem
BGW.StableTrees.continuousOn_stableSeries
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
(q : ℝ)
:
ContinuousOn (stableSeries θ q) (Set.Ici 0)
Continuity up to the singular derivative endpoint.
theorem
BGW.StableTrees.hasDerivAt_stableSeries
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
(q : ℝ)
{x : ℝ}
(hx : 0 < x)
:
HasDerivAt (stableSeries θ q) (stableSeriesDeriv θ q x) x
Termwise differentiation on (0,∞).
theorem
BGW.StableTrees.continuousOn_stableSeriesDeriv
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
(q : ℝ)
:
ContinuousOn (stableSeriesDeriv θ q) (Set.Ioi 0)
The derivative series is continuous away from its singular endpoint.
theorem
BGW.StableTrees.continuous_stableSeries
{θ : ℝ}
(hθ : 1 < θ ∧ θ ≤ 2)
(q : ℝ)
:
Continuous (stableSeries θ q)
The scale series is continuous on the whole real line, with its zero extension.