A monotone nonnegative scale function vanishing at a has no Laplace mass below a
ProvedAvramDividend.Classical.laplace_integral_restrict_tail_of_monotone_zeroavram-classicalintegrationlaplace-transformm2m4strict-positivityunbounded-variation
A nonnegative nondecreasing W on the nonnegative real axis which is zero at a>0 must vanish on (0,a]. Consequently its Laplace integral on (0,∞) is equal to its integral on the tail (a,∞) for every real Laplace parameter, with no integrability premise.
Preamble
import Mathlib open MeasureTheory Set Filter
Formal statement
namespace AvramDividend.Classical
theorem laplace_integral_restrict_tail_of_monotone_zero
(W : ℝ → ℝ) (a β : ℝ)
(ha : 0 < a)
(hW : ∀ x : ℝ, 0 ≤ x → 0 ≤ W x)
(hmono : MonotoneOn W (Ici 0))
(hWa : W a = 0) :
(∫ x in Ioi (0 : ℝ), Real.exp (-β * x) * W x) =
∫ x in Ioi a, Real.exp (-β * x) * W x := by
sorry
end AvramDividend.ClassicalSource
Deterministic set-integral restriction step for the unbounded-variation strict-positivity contradiction in Avram Dividend.