OAI/Probability/GammaPassage/EndpointRecords.lean

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1 declarations, 0 contain sorry, 0 declared as axioms

  1. theorem OAI.GammaFPP.CrossingBridge.gamma_arbitraryEndpoint_record_scales line 14

    Source documentation

    Lemma gr:variable-endpoints on characteristic record scales, chosen independently of the box parameters, deficit, and sign.

    theorem gamma_arbitraryEndpoint_record_scales (henv : GammaEnvironment shape rate P τ)
        (hshape : 0 < shape) (hrate : 0 < rate)
        (b q₀ : ℝ) (hb : |b| ≤ 1) (hq : 0 < q₀) (hq1 : q₀ < 1) :
        ∃ k₀ : ℕ, ∃ k : ℕ → ℕ, Tendsto k atTop atTop ∧
          (∀ n, n < k n ∧ k₀ ≤ k n ∧
            ∀ j, j ≤ k n-k₀ → (1/16 : ℝ)^j*(characteristicLength P τ shape rate (gammaMeanNorm henv hshape hrate) b q₀ (k n) : ℝ) ≤
              (characteristicLength P τ shape rate (gammaMeanNorm henv hshape hrate) b q₀ (k n-j) : ℝ)) ∧
          ∀ A R ε : ℝ, 0 < A → 0 < R → 0 < ε → ∀ plus : Bool,
            Tendsto (fun n => P.real {ω | (fun e => τ e ω) ∈ arbitraryEndpointEvent b ((gammaMeanNorm henv hshape hrate) (direction b))
              (extremeSlope (gammaMeanNorm henv hshape hrate) b plus) A R ε (k n) (characteristicExponent P τ shape rate (gammaMeanNorm henv hshape hrate) b q₀ (k n))}) atTop (𝓝 0) := by
    …

    Mentions: OAI.GammaFPP.GammaEnvironment, OAI.GammaFPP.CrossingBridge.characteristicLength, OAI.GammaFPP.gammaMeanNorm, OAI.GammaFPP.CrossingBridge.arbitraryEndpointEvent, OAI.GammaFPP.CrossingBridge.characteristicExponent