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Papers.AnsariRockel2024.StudentPrecision

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theorem Papers.AnsariRockel2024.student_precision_concentration_bound (ν : ℝ) (hν : 0 < ν) {ε : ℝ} (hε : 0 < ε) :
(ProbabilityTheory.gammaMeasure (ν / 2) (ν / 2)).real {t : ℝ | ε ≤ |t - 1|} ≤ 2 / (ν * ε ^ 2)
theorem Papers.AnsariRockel2024.student_precision_concentrates {ι : Type u_1} {l : Filter ι} (ν : ι → ℝ) (hν : ∀ (i : ι), 0 < ν i) (ht : Filter.Tendsto ν l Filter.atTop) {ε : ℝ} (hε : 0 < ε) :
Filter.Tendsto (fun (i : ι) => (ProbabilityTheory.gammaMeasure (ν i / 2) (ν i / 2)).real {t : ℝ | ε ≤ |t - 1|}) l (nhds 0)

Concentration of the actual Student gamma precision; the copula limit requires additional marginal and joint CDF arguments.