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.
theorem
ProbabilityTheory.Copula.RankRegion.XiBlest.blest_extrema_attained
(x : ℝ)
(hx : x ∈ Set.Icc 0 1)
:
Both extremal Blest values exist at every prescribed xi. Their formulas are a separate result.
theorem
ProbabilityTheory.Copula.RankRegion.XiBlest.minimal_xi_attained
(y : ℝ)
(hy : y ∈ Set.Icc (-1) 1)
:
∃ (C : Copula 2), blestNu C = y ∧ ∀ (D : Copula 2), blestNu D = y → C.chatterjeeXi ≤ D.chatterjeeXi
The least xi is attained at every prescribed Blest coefficient.