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Papers.AnsariRockel2024.Nelsen21

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Nelsen 21: measure constructor, printed CDF, and countermonotonic endpoint #

theorem Papers.AnsariRockel2024.nelsen21_cdf_full (θ : ℝ) (hθ : 1 ≤ θ) (u v : ↑unitInterval) :
(Verification.nelsen21 θ hθ).cdf ![u, v] = 1 - (1 - max 0 ((1 - (1 - ↑u) ^ θ) ^ θ⁻¹ + (1 - (1 - ↑v) ^ θ) ^ θ⁻¹ - 1) ^ θ) ^ θ⁻¹
theorem Papers.AnsariRockel2024.nelsen21_tendsto_atTop {α : Type u_1} {l : Filter α} (θ : α → ℝ) (hθ : ∀ (a : α), 1 ≤ θ a) (ht : Filter.Tendsto θ l Filter.atTop) (u v : ↑unitInterval) :
theorem Papers.AnsariRockel2024.nelsen21_tendsto_parameter {α : Type u_1} {l : Filter α} (θ : α → ℝ) (hθ : ∀ (a : α), 1 ≤ θ a) {η : ℝ} (hη : 1 ≤ η) (ht : Filter.Tendsto θ l (nhds η)) (u v : ↑unitInterval) :
Filter.Tendsto (fun (a : α) => (Verification.nelsen21 (θ a) ⋯).cdf ![u, v]) l (nhds ((Verification.nelsen21 η hη).cdf ![u, v]))
theorem Papers.AnsariRockel2024.nelsen21_tendsto_one {α : Type u_1} {l : Filter α} (θ : α → ℝ) (hθ : ∀ (a : α), 1 ≤ θ a) (ht : Filter.Tendsto θ l (nhds 1)) (u v : ↑unitInterval) :