Almost-sure characterizations of the bivariate Fréchet bounds #
Uniform coordinates agree almost surely exactly for the comonotonic copula. They sum to one almost surely exactly for the countermonotonic copula. These statements apply to arbitrary copula measures, including singular ones.
theorem
ProbabilityTheory.Copula.ae_eval_eq_comonotonic :
∀ᵐ (x : Fin 2 → ↑unitInterval) ∂(comonotonic 2).toMeasure, x 0 = x 1
theorem
ProbabilityTheory.Copula.ae_eval_eq_symm_countermonotonic :
∀ᵐ (x : Fin 2 → ↑unitInterval) ∂countermonotonic.toMeasure, x 1 = unitInterval.symm (x 0)