OAI/Probability/SLE/Multipoint/MultipointLocalization.lean

GitHub source file

7 declarations, 0 contain sorry, 0 declared as axioms

A finite localization for the completion-frozen logarithmic coordinates. Only the log heights and the real driver are cut off; the smooth factors need no angular cutoff.

  1. def OAI.SLEExactGauge.Multipoint.localizationMarginTerm line 16
  2. def OAI.SLEExactGauge.Multipoint.localizationMargin line 23

    Source documentation

    The extra none index is the driver margin, so empty point families are allowed without an artificial height condition.

    def localizationMargin {ι : Type*} [Fintype ι] (lo hi M : ℝ)
        (q : ι → ℂ × ℝ) (b : ℝ) : ℝ :=
    …

    Mentions: OAI.SLEExactGauge.Multipoint.q

  3. lemma OAI.SLEExactGauge.Multipoint.localizationMargin_nonneg_iff line 27
  4. lemma OAI.SLEExactGauge.Multipoint.localizationMargin_pos_iff line 45
  5. lemma OAI.SLEExactGauge.Multipoint.localizationMargin_continuous line 63
  6. lemma OAI.SLEExactGauge.Multipoint.localizationMargin_boundary line 77
  7. theorem OAI.SLEExactGauge.Multipoint.exists_multipoint_localization line 104

    Source documentation

    Stop the continuous adapted state at the first height or driver boundary, capped at the deterministic horizon.

    theorem exists_multipoint_localization
        {Ω ι : Type*} [mΩ : MeasurableSpace Ω] [Fintype ι]
        (ℱ : Filtration ℝ≥0 mΩ)
        (Q : ℝ → Ω → ι → ℂ × ℝ) (B : ℝ≥0 → Ω → ℝ)
        (hQa : Adapted ℱ (fun t : ℝ≥0 => Q t))
        (hQc : ∀ ω, Continuous (fun t : ℝ => Q t ω))
        (hBa : Adapted ℱ B) (hBc : ∀ ω, Continuous (fun t => B t ω))
        (lo hi M : ℝ) (H : ℝ≥0)
        (hQ0 : ∀ ω i, lo ≤ (Q 0 ω i).1.im ∧ (Q 0 ω i).1.im ≤ hi)
        (hB0 : ∀ ω, |B 0 ω| ≤ M) :
        ∃ χ : Ω → ℝ≥0,
          IsStoppingTime ℱ (fun ω => (χ ω : WithTop ℝ≥0)) ∧
    …