Size-tail convergence of the walk and height pair #
The forest pair is coupled along the full sequence and localized where the first long block ends before a deterministic horizon. Its common endpoints select both coordinates. Letting the horizon grow removes the localization. The terminal walk step is retained in the main law.
noncomputable def
BGW.StableTrees.TailPair.closedTreePairPath
(B : ℕ → ℝ)
(n : ℕ)
(T : NNReal)
(τ : LocallyFinite.Tree)
:
The walk closed at the tree size, together with the height of the same tree.
Equations
- One or more equations did not get rendered due to their size.
Instances For
theorem
BGW.StableTrees.TailPair.measurable_closedTreePairPath
(B : ℕ → ℝ)
(n : ℕ)
(T : NNReal)
:
Measurable (closedTreePairPath B n T)
The closed pair path is measurable.
theorem
BGW.StableTrees.TailPair.tendsto_tailClosedPairLaw
{μ : PMF ℕ}
{θ : ℝ}
{B : ℕ → ℝ}
(h : StableDomain μ θ B)
{T : NNReal}
(hT : 0 < T)
:
Filter.Tendsto (fun (n : ℕ) => (DiscreteForest.tailTreeLaw μ n).map (closedTreePairPath B n T)) Filter.atTop
(nhds (tailExcLaw θ T))
The size-tail pair with the walk closed at size converges on every positive horizon.
theorem
BGW.StableTrees.TailPair.tendsto_tailPairLaw
{μ : PMF ℕ}
{θ : ℝ}
{B : ℕ → ℝ}
(h : StableDomain μ θ B)
{T : NNReal}
(hT : 0 < T)
:
Filter.Tendsto (fun (n : ℕ) => tailPairLaw μ B n T) Filter.atTop (nhds (tailExcLaw θ T))
C28, every positive horizon: the rescaled (walk, height) pair of a BGW tree conditioned
on size ≥ n converges jointly to the excursion/height pair under N(· | ζ > 1) on [0,T].