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Copula.Rank.Region.XiBlest.Paper.ClosedRegion

← Copula mathematical handbook
theorem ProbabilityTheory.Copula.RankRegion.XiBlest.blest_tendsto_of_cdf (C : ℕ → Copula 2) (D : Copula 2) (hC : ∀ (u v : ↑unitInterval), Filter.Tendsto (fun (n : ℕ) => (C n).cdf ![u, v]) Filter.atTop (nhds (D.cdf ![u, v]))) :
Filter.Tendsto (fun (n : ℕ) => blestNu (C n)) Filter.atTop (nhds (blestNu D))

Theorem 1.1: the entire attained xi-Blest region is closed.

Both extremal Blest values exist at every prescribed xi. Their formulas are a separate result.

The least xi is attained at every prescribed Blest coefficient.