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LeanPool.RareSubtreePatterns.Setup.Walk

The Łukasiewicz walk and the stable-domain hypothesis (H_α) #

Source lines 174–181, 699–713, 719–730, 842–853. The walk has i.i.d. steps X_i with P(X_1 = i) = μ_{i+1} for i ≥ -1, and Ψ_m(i) = P(S_m = i).

The standing hypothesis (H_α) ("μ is critical and in the domain of attraction of an α-stable law, α ∈ (1,2], with μ_1 ≠ 1") is expressed through normalized weak convergence: (K_1+…+K_n−n)/a_n converges in distribution to the law ν with Laplace exponent ∫ e^{-λ y} dν = e^{λ^α}. The separately cited truncated-moment characterization is not included as a redundant assumption. The normalizing sequence a is part of the data because Assumption (S) mentions a_n.

The definitions stepLaw, walkLaw, SlowlyVarying, StableDomain and InStableDomain are in PoissonDeclumping.Statements.Defs (from the upstream statement contract); this module adds canonical probability-measure instances and walkProb.

noncomputable def PoissonDeclumping.walkProb (μ : PMF ℕ) (m i : ℤ) :

Ψ_m(i) = P(S_m = i), with the paper's convention Ψ_m(i) = 0 for negative m.

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