Table 1: both infinite-parameter Frank endpoints #
theorem
Papers.AnsariRockel2024.frank_tendsto_atTop
{α : Type u_1}
{l : Filter α}
(θ : α → ℝ)
(hθ : ∀ (z : α), 0 < θ z)
(hlim : Filter.Tendsto θ l Filter.atTop)
(u : Fin 2 → ↑unitInterval)
:
Filter.Tendsto (fun (z : α) => (ProbabilityTheory.Copula.frank (θ z) ⋯).cdf u) l
(nhds ((ProbabilityTheory.Copula.comonotonic 2).cdf u))
theorem
Papers.AnsariRockel2024.frank_tendsto_atBot
{α : Type u_1}
{l : Filter α}
(θ : α → ℝ)
(hθ : ∀ (z : α), θ z < 0)
(hlim : Filter.Tendsto θ l Filter.atBot)
(u : Fin 2 → ↑unitInterval)
:
Filter.Tendsto (fun (z : α) => (ProbabilityTheory.Copula.frankNegative (θ z) ⋯).cdf u) l
(nhds (ProbabilityTheory.Copula.countermonotonic.cdf u))