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Papers.AnsariRockelSteinmassl2026RhoGamma.Moments

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Moment identities, reflection symmetry, and fixed-gamma fibres #

This checks equation (28) of Lemma 3.1 and the interpolation/symmetry steps used to reduce the region problem to its upper boundary. The sign/magnitude decomposition and the optimal transport argument remain separate obligations.

theorem Papers.AnsariRockelSteinmassl2026RhoGamma.moment_representation (C : ProbabilityTheory.Copula 2) :
C.spearmanRho = 1 - 6 * ∫ (x : Fin 2 → ↑unitInterval), (↑(x 0) - ↑(x 1)) ^ 2 ∂C.toMeasure ∧ C.giniGamma = 2 * ∫ (x : Fin 2 → ↑unitInterval), |↑(x 0) + ↑(x 1) - 1| - |↑(x 0) - ↑(x 1)| ∂C.toMeasure

The attainable set uses the source's coordinate order (rho, gamma).

Equations
Instances For

    The convexity assertion of Theorem 1.1, independently of its boundary formula.

    The central-symmetry assertion of Theorem 1.1.