Equivalent condition for the existence of a $t∈(T_0,T_1]$ with $|f(t)-lim_{s→t-}f(s)|>ε$ for a...












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Let $f:[0,infty)tomathbb R$ be right-continuous and assume that the left-sided limit $$f(t-):=lim_{sto t-}f(s)$$ exists for all $tge0$. Now, let $$Delta f(t):=f(t)-f(t-);;;text{for }tge0,$$ $0le T_0<T_1<T_1$ and $varepsilonge0$.




How can we show that




  1. $exists tin(T_0,T_1]:|Delta f(t)|>varepsilon$

  2. $exists kinmathbb N:forall linmathbb N:exists s_1,s_2inmathbb Qcapleft(T_0,T_1+frac1lright]:|s_1-s_2|<frac1ltext{ and }|f(s_1)-f(s_2)|>varepsilon+frac1k$


are equivalent?




While intuitively reasonable, it's not clear to me how we need to construct the equivalence. For example, assume 1.: Since $f$ has a left-sided limit at $t$, we can minimize $|f(s)-f(t-)|$ arbitrarily by choosing $s<t$ sufficiently close to $t$. In the same way, by right-continuity at $t$, we can minimize $|f(s)-f(t)|$ arbitrarily by choosing $sge t$ sufficiently close to $t$. So, maybe the basic idea could be to choose $s_1<t$ and $s_2ge t$ and use $$varepsilon<|Delta f(t)|le|f(s_1)-f(s_2)|+|f(s_1)-f(t-)|+|f(s_2)-f(t)|tag1.$$ (I've assumed $varepsilon>0$. Guess the case $varepsilon=0$ needs to be treated separately?)










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    Let $f:[0,infty)tomathbb R$ be right-continuous and assume that the left-sided limit $$f(t-):=lim_{sto t-}f(s)$$ exists for all $tge0$. Now, let $$Delta f(t):=f(t)-f(t-);;;text{for }tge0,$$ $0le T_0<T_1<T_1$ and $varepsilonge0$.




    How can we show that




    1. $exists tin(T_0,T_1]:|Delta f(t)|>varepsilon$

    2. $exists kinmathbb N:forall linmathbb N:exists s_1,s_2inmathbb Qcapleft(T_0,T_1+frac1lright]:|s_1-s_2|<frac1ltext{ and }|f(s_1)-f(s_2)|>varepsilon+frac1k$


    are equivalent?




    While intuitively reasonable, it's not clear to me how we need to construct the equivalence. For example, assume 1.: Since $f$ has a left-sided limit at $t$, we can minimize $|f(s)-f(t-)|$ arbitrarily by choosing $s<t$ sufficiently close to $t$. In the same way, by right-continuity at $t$, we can minimize $|f(s)-f(t)|$ arbitrarily by choosing $sge t$ sufficiently close to $t$. So, maybe the basic idea could be to choose $s_1<t$ and $s_2ge t$ and use $$varepsilon<|Delta f(t)|le|f(s_1)-f(s_2)|+|f(s_1)-f(t-)|+|f(s_2)-f(t)|tag1.$$ (I've assumed $varepsilon>0$. Guess the case $varepsilon=0$ needs to be treated separately?)










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      Let $f:[0,infty)tomathbb R$ be right-continuous and assume that the left-sided limit $$f(t-):=lim_{sto t-}f(s)$$ exists for all $tge0$. Now, let $$Delta f(t):=f(t)-f(t-);;;text{for }tge0,$$ $0le T_0<T_1<T_1$ and $varepsilonge0$.




      How can we show that




      1. $exists tin(T_0,T_1]:|Delta f(t)|>varepsilon$

      2. $exists kinmathbb N:forall linmathbb N:exists s_1,s_2inmathbb Qcapleft(T_0,T_1+frac1lright]:|s_1-s_2|<frac1ltext{ and }|f(s_1)-f(s_2)|>varepsilon+frac1k$


      are equivalent?




      While intuitively reasonable, it's not clear to me how we need to construct the equivalence. For example, assume 1.: Since $f$ has a left-sided limit at $t$, we can minimize $|f(s)-f(t-)|$ arbitrarily by choosing $s<t$ sufficiently close to $t$. In the same way, by right-continuity at $t$, we can minimize $|f(s)-f(t)|$ arbitrarily by choosing $sge t$ sufficiently close to $t$. So, maybe the basic idea could be to choose $s_1<t$ and $s_2ge t$ and use $$varepsilon<|Delta f(t)|le|f(s_1)-f(s_2)|+|f(s_1)-f(t-)|+|f(s_2)-f(t)|tag1.$$ (I've assumed $varepsilon>0$. Guess the case $varepsilon=0$ needs to be treated separately?)










      share|cite|improve this question















      Let $f:[0,infty)tomathbb R$ be right-continuous and assume that the left-sided limit $$f(t-):=lim_{sto t-}f(s)$$ exists for all $tge0$. Now, let $$Delta f(t):=f(t)-f(t-);;;text{for }tge0,$$ $0le T_0<T_1<T_1$ and $varepsilonge0$.




      How can we show that




      1. $exists tin(T_0,T_1]:|Delta f(t)|>varepsilon$

      2. $exists kinmathbb N:forall linmathbb N:exists s_1,s_2inmathbb Qcapleft(T_0,T_1+frac1lright]:|s_1-s_2|<frac1ltext{ and }|f(s_1)-f(s_2)|>varepsilon+frac1k$


      are equivalent?




      While intuitively reasonable, it's not clear to me how we need to construct the equivalence. For example, assume 1.: Since $f$ has a left-sided limit at $t$, we can minimize $|f(s)-f(t-)|$ arbitrarily by choosing $s<t$ sufficiently close to $t$. In the same way, by right-continuity at $t$, we can minimize $|f(s)-f(t)|$ arbitrarily by choosing $sge t$ sufficiently close to $t$. So, maybe the basic idea could be to choose $s_1<t$ and $s_2ge t$ and use $$varepsilon<|Delta f(t)|le|f(s_1)-f(s_2)|+|f(s_1)-f(t-)|+|f(s_2)-f(t)|tag1.$$ (I've assumed $varepsilon>0$. Guess the case $varepsilon=0$ needs to be treated separately?)







      calculus limits analysis continuity






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      edited Dec 6 at 14:15

























      asked Dec 6 at 10:33









      0xbadf00d

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          1. implies 2.:




          As $|Delta f(t)| > epsilon$ we can choose $k in mathbb{N}$ such that $|Delta f(t)| geq epsilon+3/k$. Since $f$ has a finite left-hand limit at $t$, we can choose $delta_1>0$ such that



          $$|f(u)-f(t-)| < frac{1}{k} quad text{for all $u in [t-delta_1,t)$}.$$



          Analogously, the right-continuity yields that there exists $delta_2>0$ such that



          $$|f(t)-f(v)| < frac{1}{k} quad text{for all $v in [t,t+delta_2]$}.$$



          If $ell in mathbb{N}$ is a given fixed number we may assume without loss of generality that $delta := min{delta_1,delta_2} <1/(2ell)$. Choose some $s_1 in [t-delta,t) cap mathbb{Q}$ and $s_2 in [t,t+delta) cap mathbb{Q}$. Then $$|s_1-s_2| leq |s_1-t| + |t-s_2| leq 2 delta = frac{1}{ell}$$ and $$begin{align*} epsilon + frac{3}{k} leq |Delta f(t)| &leq |f(s_1)-f(t-)| + |f(t)-f(s_2)| + |f(s_1)-f(s_2)| \ &< frac{2}{k} + |f(s_1)-f(s_2)|, end{align*}$$ i.e. $$|f(s_1)-f(s_2)| > epsilon + frac{1}{k} $$





          1. implies 1.




          Let $k in mathbb{N}$ be as in 2. and choose for any $ell in mathbb{N}$ some numbers $s_1^{(ell)}$ and $s_2^{(ell)}$ in $[T_0,T_1+1]$ such that $$|s_1^{(ell)}-s_2^{(ell)}| leq 1/ell tag{1}$$ and $$|f(s_1^{(ell)})-f(s_2^{(ell)})| > epsilon+1/k. tag{2}$$ Since the interval $[T_0,T_1+1]$ is compact we can find convergent subsequences, say $(t_1^{(ell)})$ and $(t_2^{(ell)})$, of $(s_1^{(ell)})$ and $(s_2^{(ell)})$, and it follows from $(1)$ that $$ t = lim_{ell to infty} t_1^{(ell)} = lim_{t to infty} t_2^{(ell)}.$$ By the continuity assumptions on $f$, this implies



          $$f_i := lim_{ell to infty} f(t_i^{(ell)}) in {f(t),f(t-)} tag{3}$$



          for $i=1,2$. On the other hand, we know from $(2)$ that



          $$|f_1-f_2|> epsilon + frac{1}{k}>0, tag{4}$$



          and therefore $f_1 neq f_2$. From $(3)$ we thus conclude that one of the limits equals $f(t)$ and th other limit equals $f(t-)$. Hence, by (4),



          $$|Delta f(t)|= |f(t)-f(t-)| > epsilon.$$






          share|cite|improve this answer























          • Thank you very much for your answer. I've got a related question (even so it might not look related at a first glance). Would be great if you could help there too. Oh, and I don't know if you noticed, I've asked a (somehow related) question on the convergence of discrete-time Markov chain to Feller processes. I could imagine that you have at least an idea for an answer.
            – 0xbadf00d
            Dec 6 at 17:51










          • If $g:[0,infty)tomathbb R$ is continuous and $$sigma:=infleft{tge0:|f(t)|gevarepsilonright},$$ then $|g(sigma)|=varepsilon$. Are we able to say something similar about $|Delta f(tau)|$ and $f(tau)$?
            – 0xbadf00d
            Dec 6 at 19:57










          • @0xbadf00d Unless you tell me something about the relation of $f$, $g$ and $sigma$, $tau$ this is impossible to say...
            – saz
            Dec 6 at 19:59












          • Sorry, $$tau:=infleft{tge0:|Delta f(t)|>varepsilonright}.$$
            – 0xbadf00d
            Dec 6 at 20:00






          • 1




            @0xbadf00d Note that a Poisson process has only finitely many jumps in finite time intervals, and therefore $tau=T_1$ is the first time the process jumps (i.e. the infimum is attained at $t=T_1$). In particular $f(tau)=1$.
            – saz
            Dec 7 at 12:03













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          1. implies 2.:




          As $|Delta f(t)| > epsilon$ we can choose $k in mathbb{N}$ such that $|Delta f(t)| geq epsilon+3/k$. Since $f$ has a finite left-hand limit at $t$, we can choose $delta_1>0$ such that



          $$|f(u)-f(t-)| < frac{1}{k} quad text{for all $u in [t-delta_1,t)$}.$$



          Analogously, the right-continuity yields that there exists $delta_2>0$ such that



          $$|f(t)-f(v)| < frac{1}{k} quad text{for all $v in [t,t+delta_2]$}.$$



          If $ell in mathbb{N}$ is a given fixed number we may assume without loss of generality that $delta := min{delta_1,delta_2} <1/(2ell)$. Choose some $s_1 in [t-delta,t) cap mathbb{Q}$ and $s_2 in [t,t+delta) cap mathbb{Q}$. Then $$|s_1-s_2| leq |s_1-t| + |t-s_2| leq 2 delta = frac{1}{ell}$$ and $$begin{align*} epsilon + frac{3}{k} leq |Delta f(t)| &leq |f(s_1)-f(t-)| + |f(t)-f(s_2)| + |f(s_1)-f(s_2)| \ &< frac{2}{k} + |f(s_1)-f(s_2)|, end{align*}$$ i.e. $$|f(s_1)-f(s_2)| > epsilon + frac{1}{k} $$





          1. implies 1.




          Let $k in mathbb{N}$ be as in 2. and choose for any $ell in mathbb{N}$ some numbers $s_1^{(ell)}$ and $s_2^{(ell)}$ in $[T_0,T_1+1]$ such that $$|s_1^{(ell)}-s_2^{(ell)}| leq 1/ell tag{1}$$ and $$|f(s_1^{(ell)})-f(s_2^{(ell)})| > epsilon+1/k. tag{2}$$ Since the interval $[T_0,T_1+1]$ is compact we can find convergent subsequences, say $(t_1^{(ell)})$ and $(t_2^{(ell)})$, of $(s_1^{(ell)})$ and $(s_2^{(ell)})$, and it follows from $(1)$ that $$ t = lim_{ell to infty} t_1^{(ell)} = lim_{t to infty} t_2^{(ell)}.$$ By the continuity assumptions on $f$, this implies



          $$f_i := lim_{ell to infty} f(t_i^{(ell)}) in {f(t),f(t-)} tag{3}$$



          for $i=1,2$. On the other hand, we know from $(2)$ that



          $$|f_1-f_2|> epsilon + frac{1}{k}>0, tag{4}$$



          and therefore $f_1 neq f_2$. From $(3)$ we thus conclude that one of the limits equals $f(t)$ and th other limit equals $f(t-)$. Hence, by (4),



          $$|Delta f(t)|= |f(t)-f(t-)| > epsilon.$$






          share|cite|improve this answer























          • Thank you very much for your answer. I've got a related question (even so it might not look related at a first glance). Would be great if you could help there too. Oh, and I don't know if you noticed, I've asked a (somehow related) question on the convergence of discrete-time Markov chain to Feller processes. I could imagine that you have at least an idea for an answer.
            – 0xbadf00d
            Dec 6 at 17:51










          • If $g:[0,infty)tomathbb R$ is continuous and $$sigma:=infleft{tge0:|f(t)|gevarepsilonright},$$ then $|g(sigma)|=varepsilon$. Are we able to say something similar about $|Delta f(tau)|$ and $f(tau)$?
            – 0xbadf00d
            Dec 6 at 19:57










          • @0xbadf00d Unless you tell me something about the relation of $f$, $g$ and $sigma$, $tau$ this is impossible to say...
            – saz
            Dec 6 at 19:59












          • Sorry, $$tau:=infleft{tge0:|Delta f(t)|>varepsilonright}.$$
            – 0xbadf00d
            Dec 6 at 20:00






          • 1




            @0xbadf00d Note that a Poisson process has only finitely many jumps in finite time intervals, and therefore $tau=T_1$ is the first time the process jumps (i.e. the infimum is attained at $t=T_1$). In particular $f(tau)=1$.
            – saz
            Dec 7 at 12:03


















          1
















          1. implies 2.:




          As $|Delta f(t)| > epsilon$ we can choose $k in mathbb{N}$ such that $|Delta f(t)| geq epsilon+3/k$. Since $f$ has a finite left-hand limit at $t$, we can choose $delta_1>0$ such that



          $$|f(u)-f(t-)| < frac{1}{k} quad text{for all $u in [t-delta_1,t)$}.$$



          Analogously, the right-continuity yields that there exists $delta_2>0$ such that



          $$|f(t)-f(v)| < frac{1}{k} quad text{for all $v in [t,t+delta_2]$}.$$



          If $ell in mathbb{N}$ is a given fixed number we may assume without loss of generality that $delta := min{delta_1,delta_2} <1/(2ell)$. Choose some $s_1 in [t-delta,t) cap mathbb{Q}$ and $s_2 in [t,t+delta) cap mathbb{Q}$. Then $$|s_1-s_2| leq |s_1-t| + |t-s_2| leq 2 delta = frac{1}{ell}$$ and $$begin{align*} epsilon + frac{3}{k} leq |Delta f(t)| &leq |f(s_1)-f(t-)| + |f(t)-f(s_2)| + |f(s_1)-f(s_2)| \ &< frac{2}{k} + |f(s_1)-f(s_2)|, end{align*}$$ i.e. $$|f(s_1)-f(s_2)| > epsilon + frac{1}{k} $$





          1. implies 1.




          Let $k in mathbb{N}$ be as in 2. and choose for any $ell in mathbb{N}$ some numbers $s_1^{(ell)}$ and $s_2^{(ell)}$ in $[T_0,T_1+1]$ such that $$|s_1^{(ell)}-s_2^{(ell)}| leq 1/ell tag{1}$$ and $$|f(s_1^{(ell)})-f(s_2^{(ell)})| > epsilon+1/k. tag{2}$$ Since the interval $[T_0,T_1+1]$ is compact we can find convergent subsequences, say $(t_1^{(ell)})$ and $(t_2^{(ell)})$, of $(s_1^{(ell)})$ and $(s_2^{(ell)})$, and it follows from $(1)$ that $$ t = lim_{ell to infty} t_1^{(ell)} = lim_{t to infty} t_2^{(ell)}.$$ By the continuity assumptions on $f$, this implies



          $$f_i := lim_{ell to infty} f(t_i^{(ell)}) in {f(t),f(t-)} tag{3}$$



          for $i=1,2$. On the other hand, we know from $(2)$ that



          $$|f_1-f_2|> epsilon + frac{1}{k}>0, tag{4}$$



          and therefore $f_1 neq f_2$. From $(3)$ we thus conclude that one of the limits equals $f(t)$ and th other limit equals $f(t-)$. Hence, by (4),



          $$|Delta f(t)|= |f(t)-f(t-)| > epsilon.$$






          share|cite|improve this answer























          • Thank you very much for your answer. I've got a related question (even so it might not look related at a first glance). Would be great if you could help there too. Oh, and I don't know if you noticed, I've asked a (somehow related) question on the convergence of discrete-time Markov chain to Feller processes. I could imagine that you have at least an idea for an answer.
            – 0xbadf00d
            Dec 6 at 17:51










          • If $g:[0,infty)tomathbb R$ is continuous and $$sigma:=infleft{tge0:|f(t)|gevarepsilonright},$$ then $|g(sigma)|=varepsilon$. Are we able to say something similar about $|Delta f(tau)|$ and $f(tau)$?
            – 0xbadf00d
            Dec 6 at 19:57










          • @0xbadf00d Unless you tell me something about the relation of $f$, $g$ and $sigma$, $tau$ this is impossible to say...
            – saz
            Dec 6 at 19:59












          • Sorry, $$tau:=infleft{tge0:|Delta f(t)|>varepsilonright}.$$
            – 0xbadf00d
            Dec 6 at 20:00






          • 1




            @0xbadf00d Note that a Poisson process has only finitely many jumps in finite time intervals, and therefore $tau=T_1$ is the first time the process jumps (i.e. the infimum is attained at $t=T_1$). In particular $f(tau)=1$.
            – saz
            Dec 7 at 12:03
















          1












          1








          1








          1. implies 2.:




          As $|Delta f(t)| > epsilon$ we can choose $k in mathbb{N}$ such that $|Delta f(t)| geq epsilon+3/k$. Since $f$ has a finite left-hand limit at $t$, we can choose $delta_1>0$ such that



          $$|f(u)-f(t-)| < frac{1}{k} quad text{for all $u in [t-delta_1,t)$}.$$



          Analogously, the right-continuity yields that there exists $delta_2>0$ such that



          $$|f(t)-f(v)| < frac{1}{k} quad text{for all $v in [t,t+delta_2]$}.$$



          If $ell in mathbb{N}$ is a given fixed number we may assume without loss of generality that $delta := min{delta_1,delta_2} <1/(2ell)$. Choose some $s_1 in [t-delta,t) cap mathbb{Q}$ and $s_2 in [t,t+delta) cap mathbb{Q}$. Then $$|s_1-s_2| leq |s_1-t| + |t-s_2| leq 2 delta = frac{1}{ell}$$ and $$begin{align*} epsilon + frac{3}{k} leq |Delta f(t)| &leq |f(s_1)-f(t-)| + |f(t)-f(s_2)| + |f(s_1)-f(s_2)| \ &< frac{2}{k} + |f(s_1)-f(s_2)|, end{align*}$$ i.e. $$|f(s_1)-f(s_2)| > epsilon + frac{1}{k} $$





          1. implies 1.




          Let $k in mathbb{N}$ be as in 2. and choose for any $ell in mathbb{N}$ some numbers $s_1^{(ell)}$ and $s_2^{(ell)}$ in $[T_0,T_1+1]$ such that $$|s_1^{(ell)}-s_2^{(ell)}| leq 1/ell tag{1}$$ and $$|f(s_1^{(ell)})-f(s_2^{(ell)})| > epsilon+1/k. tag{2}$$ Since the interval $[T_0,T_1+1]$ is compact we can find convergent subsequences, say $(t_1^{(ell)})$ and $(t_2^{(ell)})$, of $(s_1^{(ell)})$ and $(s_2^{(ell)})$, and it follows from $(1)$ that $$ t = lim_{ell to infty} t_1^{(ell)} = lim_{t to infty} t_2^{(ell)}.$$ By the continuity assumptions on $f$, this implies



          $$f_i := lim_{ell to infty} f(t_i^{(ell)}) in {f(t),f(t-)} tag{3}$$



          for $i=1,2$. On the other hand, we know from $(2)$ that



          $$|f_1-f_2|> epsilon + frac{1}{k}>0, tag{4}$$



          and therefore $f_1 neq f_2$. From $(3)$ we thus conclude that one of the limits equals $f(t)$ and th other limit equals $f(t-)$. Hence, by (4),



          $$|Delta f(t)|= |f(t)-f(t-)| > epsilon.$$






          share|cite|improve this answer
















          1. implies 2.:




          As $|Delta f(t)| > epsilon$ we can choose $k in mathbb{N}$ such that $|Delta f(t)| geq epsilon+3/k$. Since $f$ has a finite left-hand limit at $t$, we can choose $delta_1>0$ such that



          $$|f(u)-f(t-)| < frac{1}{k} quad text{for all $u in [t-delta_1,t)$}.$$



          Analogously, the right-continuity yields that there exists $delta_2>0$ such that



          $$|f(t)-f(v)| < frac{1}{k} quad text{for all $v in [t,t+delta_2]$}.$$



          If $ell in mathbb{N}$ is a given fixed number we may assume without loss of generality that $delta := min{delta_1,delta_2} <1/(2ell)$. Choose some $s_1 in [t-delta,t) cap mathbb{Q}$ and $s_2 in [t,t+delta) cap mathbb{Q}$. Then $$|s_1-s_2| leq |s_1-t| + |t-s_2| leq 2 delta = frac{1}{ell}$$ and $$begin{align*} epsilon + frac{3}{k} leq |Delta f(t)| &leq |f(s_1)-f(t-)| + |f(t)-f(s_2)| + |f(s_1)-f(s_2)| \ &< frac{2}{k} + |f(s_1)-f(s_2)|, end{align*}$$ i.e. $$|f(s_1)-f(s_2)| > epsilon + frac{1}{k} $$





          1. implies 1.




          Let $k in mathbb{N}$ be as in 2. and choose for any $ell in mathbb{N}$ some numbers $s_1^{(ell)}$ and $s_2^{(ell)}$ in $[T_0,T_1+1]$ such that $$|s_1^{(ell)}-s_2^{(ell)}| leq 1/ell tag{1}$$ and $$|f(s_1^{(ell)})-f(s_2^{(ell)})| > epsilon+1/k. tag{2}$$ Since the interval $[T_0,T_1+1]$ is compact we can find convergent subsequences, say $(t_1^{(ell)})$ and $(t_2^{(ell)})$, of $(s_1^{(ell)})$ and $(s_2^{(ell)})$, and it follows from $(1)$ that $$ t = lim_{ell to infty} t_1^{(ell)} = lim_{t to infty} t_2^{(ell)}.$$ By the continuity assumptions on $f$, this implies



          $$f_i := lim_{ell to infty} f(t_i^{(ell)}) in {f(t),f(t-)} tag{3}$$



          for $i=1,2$. On the other hand, we know from $(2)$ that



          $$|f_1-f_2|> epsilon + frac{1}{k}>0, tag{4}$$



          and therefore $f_1 neq f_2$. From $(3)$ we thus conclude that one of the limits equals $f(t)$ and th other limit equals $f(t-)$. Hence, by (4),



          $$|Delta f(t)|= |f(t)-f(t-)| > epsilon.$$







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Dec 6 at 18:36

























          answered Dec 6 at 14:56









          saz

          77.7k756120




          77.7k756120












          • Thank you very much for your answer. I've got a related question (even so it might not look related at a first glance). Would be great if you could help there too. Oh, and I don't know if you noticed, I've asked a (somehow related) question on the convergence of discrete-time Markov chain to Feller processes. I could imagine that you have at least an idea for an answer.
            – 0xbadf00d
            Dec 6 at 17:51










          • If $g:[0,infty)tomathbb R$ is continuous and $$sigma:=infleft{tge0:|f(t)|gevarepsilonright},$$ then $|g(sigma)|=varepsilon$. Are we able to say something similar about $|Delta f(tau)|$ and $f(tau)$?
            – 0xbadf00d
            Dec 6 at 19:57










          • @0xbadf00d Unless you tell me something about the relation of $f$, $g$ and $sigma$, $tau$ this is impossible to say...
            – saz
            Dec 6 at 19:59












          • Sorry, $$tau:=infleft{tge0:|Delta f(t)|>varepsilonright}.$$
            – 0xbadf00d
            Dec 6 at 20:00






          • 1




            @0xbadf00d Note that a Poisson process has only finitely many jumps in finite time intervals, and therefore $tau=T_1$ is the first time the process jumps (i.e. the infimum is attained at $t=T_1$). In particular $f(tau)=1$.
            – saz
            Dec 7 at 12:03




















          • Thank you very much for your answer. I've got a related question (even so it might not look related at a first glance). Would be great if you could help there too. Oh, and I don't know if you noticed, I've asked a (somehow related) question on the convergence of discrete-time Markov chain to Feller processes. I could imagine that you have at least an idea for an answer.
            – 0xbadf00d
            Dec 6 at 17:51










          • If $g:[0,infty)tomathbb R$ is continuous and $$sigma:=infleft{tge0:|f(t)|gevarepsilonright},$$ then $|g(sigma)|=varepsilon$. Are we able to say something similar about $|Delta f(tau)|$ and $f(tau)$?
            – 0xbadf00d
            Dec 6 at 19:57










          • @0xbadf00d Unless you tell me something about the relation of $f$, $g$ and $sigma$, $tau$ this is impossible to say...
            – saz
            Dec 6 at 19:59












          • Sorry, $$tau:=infleft{tge0:|Delta f(t)|>varepsilonright}.$$
            – 0xbadf00d
            Dec 6 at 20:00






          • 1




            @0xbadf00d Note that a Poisson process has only finitely many jumps in finite time intervals, and therefore $tau=T_1$ is the first time the process jumps (i.e. the infimum is attained at $t=T_1$). In particular $f(tau)=1$.
            – saz
            Dec 7 at 12:03


















          Thank you very much for your answer. I've got a related question (even so it might not look related at a first glance). Would be great if you could help there too. Oh, and I don't know if you noticed, I've asked a (somehow related) question on the convergence of discrete-time Markov chain to Feller processes. I could imagine that you have at least an idea for an answer.
          – 0xbadf00d
          Dec 6 at 17:51




          Thank you very much for your answer. I've got a related question (even so it might not look related at a first glance). Would be great if you could help there too. Oh, and I don't know if you noticed, I've asked a (somehow related) question on the convergence of discrete-time Markov chain to Feller processes. I could imagine that you have at least an idea for an answer.
          – 0xbadf00d
          Dec 6 at 17:51












          If $g:[0,infty)tomathbb R$ is continuous and $$sigma:=infleft{tge0:|f(t)|gevarepsilonright},$$ then $|g(sigma)|=varepsilon$. Are we able to say something similar about $|Delta f(tau)|$ and $f(tau)$?
          – 0xbadf00d
          Dec 6 at 19:57




          If $g:[0,infty)tomathbb R$ is continuous and $$sigma:=infleft{tge0:|f(t)|gevarepsilonright},$$ then $|g(sigma)|=varepsilon$. Are we able to say something similar about $|Delta f(tau)|$ and $f(tau)$?
          – 0xbadf00d
          Dec 6 at 19:57












          @0xbadf00d Unless you tell me something about the relation of $f$, $g$ and $sigma$, $tau$ this is impossible to say...
          – saz
          Dec 6 at 19:59






          @0xbadf00d Unless you tell me something about the relation of $f$, $g$ and $sigma$, $tau$ this is impossible to say...
          – saz
          Dec 6 at 19:59














          Sorry, $$tau:=infleft{tge0:|Delta f(t)|>varepsilonright}.$$
          – 0xbadf00d
          Dec 6 at 20:00




          Sorry, $$tau:=infleft{tge0:|Delta f(t)|>varepsilonright}.$$
          – 0xbadf00d
          Dec 6 at 20:00




          1




          1




          @0xbadf00d Note that a Poisson process has only finitely many jumps in finite time intervals, and therefore $tau=T_1$ is the first time the process jumps (i.e. the infimum is attained at $t=T_1$). In particular $f(tau)=1$.
          – saz
          Dec 7 at 12:03






          @0xbadf00d Note that a Poisson process has only finitely many jumps in finite time intervals, and therefore $tau=T_1$ is the first time the process jumps (i.e. the infimum is attained at $t=T_1$). In particular $f(tau)=1$.
          – saz
          Dec 7 at 12:03




















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