Tawn limits, shape order, and the TP2 Gumbel subfamily #
theorem
Papers.AnsariRockel2024.tawn_tendsto_atTop
{A : Type u_1}
{l : Filter A}
(θ : A → ℝ)
(hθ : ∀ (a : A), 1 ≤ θ a)
(ht : Filter.Tendsto θ l Filter.atTop)
(α β : ↑unitInterval)
(u : Fin 2 → ↑unitInterval)
:
Filter.Tendsto (fun (a : A) => (ProbabilityTheory.Copula.tawn (θ a) ⋯ α β).cdf u) l
(nhds ((ProbabilityTheory.Copula.marshallOlkin α β).cdf u))
theorem
Papers.AnsariRockel2024.tawn_lowerOrthant_monotone
{θ η : ℝ}
(hθ : 1 ≤ θ)
(hθη : θ ≤ η)
(α β : ↑unitInterval)
:
(ProbabilityTheory.Copula.tawn θ hθ α β).LowerOrthantLE (ProbabilityTheory.Copula.tawn η ⋯ α β)
theorem
Papers.AnsariRockel2024.tawn_tendsto_parameter
{A : Type u_1}
{l : Filter A}
(θ : A → ℝ)
(hθ : ∀ (a : A), 1 ≤ θ a)
{η : ℝ}
(hη : 1 ≤ η)
(ht : Filter.Tendsto θ l (nhds η))
(α β u v : ↑unitInterval)
:
Filter.Tendsto (fun (a : A) => (ProbabilityTheory.Copula.tawn (θ a) ⋯ α β).cdf ![u, v]) l
(nhds ((ProbabilityTheory.Copula.tawn η hη α β).cdf ![u, v]))
theorem
Papers.AnsariRockel2024.tawn_one_one_density_tp2
(θ : ℝ)
(hθ : 1 ≤ θ)
:
(ProbabilityTheory.Copula.tawn θ hθ 1 1).HasMTP2Density
theorem
Papers.AnsariRockel2024.tawn_printed_tp2_exclusion_false :
¬∀ (θ : ℝ) (hθ : 1 ≤ θ) (α β : ↑unitInterval),
ProbabilityTheory.Copula.tawn θ hθ α β ≠ ProbabilityTheory.Copula.independence 2 →
¬(ProbabilityTheory.Copula.tawn θ hθ α β).HasMTP2Density