Proposition 3.2 - almost every level of is regular
ProvedExcursionCoupling.ae_level_regularLet be mutually singular Borel probability measures on and . Then for Lebesgue-almost every level : the set of generalized solutions of is finite with an even number of elements; each solution is an increasing or a decreasing point of the completed graph; and, enumerated in increasing order , the solutions strictly alternate between increasing and decreasing crossings, with equal numbers of each, starting with an increasing point when and with a decreasing point when .
This is the geometric heart of the excursion coupling: at almost every level the completed graph crosses the horizontal line in a finite alternating pattern, which is what makes the pairing of consecutive crossings in eq. (14) well defined.
Formalization Note The conclusion is packaged as the predicate regularLevel: an enumeration , strictly monotone, with range the level set, each an increasing or decreasing point, and increasing iff ( iff is even) for the 0-based index .
import Definitions.Def_excursion_coupling open MeasureTheory Set Function
namespace ExcursionCoupling
theorem ae_level_regular (μ ν : Measure ℝ)
[IsProbabilityMeasure μ] [IsProbabilityMeasure ν] (hsing : μ ⟂ₘ ν) :
∀ᵐ h : ℝ ∂(volume : Measure ℝ), h ≠ 0 → regularLevel (Fsigma μ ν) h := by sorry
end ExcursionCoupling