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Papers.OrendayLaresRockel2026XiBeta.TentV2Prop31

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Proposition 3.1 (tent copulas), in the notation of the article #

L_b = leftBoundary b hb, L_b(u,v) = u v + ℓ(u) g_b(v) (equation (3.2)):

theorem Papers.OrendayLaresRockel2026XiBeta.leftBoundary_cdf_paper (b : ℝ) (hb : b ∈ Set.Icc (-1) 1) (u v : ↑unitInterval) :
(leftBoundary b hb).cdf ![u, v] = ↑u * ↑v + ellFun ↑u * tentG b ↑v

Equation (3.2): L_b(u,v) = u v + ℓ(u) g_b(v).

theorem Papers.OrendayLaresRockel2026XiBeta.leftBoundary_cdf_left_strip (b : ℝ) (hb : b ∈ Set.Icc (-1) 1) {u : ↑unitInterval} (v : ↑unitInterval) (hu : ↑u ≤ 1 / 2) :
(leftBoundary b hb).cdf ![u, v] = ↑u * (↑v + tentG b ↑v)

L_b(u,v) = u (v + g_b(v)) on the strip u ≤ 1/2.

theorem Papers.OrendayLaresRockel2026XiBeta.leftBoundary_cdf_right_strip (b : ℝ) (hb : b ∈ Set.Icc (-1) 1) {u : ↑unitInterval} (v : ↑unitInterval) (hu : 1 / 2 ≤ ↑u) :
(leftBoundary b hb).cdf ![u, v] = ↑u * ↑v + (1 - ↑u) * tentG b ↑v

L_b(u,v) = u v + (1 - u) g_b(v) on the strip u ≥ 1/2.

theorem Papers.OrendayLaresRockel2026XiBeta.tent_distribution_functions (b : ℝ) (hb : b ∈ Set.Icc (-1) 1) :
(Monotone fun (v : ℝ) => v + tentG b v) ∧ (Monotone fun (v : ℝ) => v - tentG b v) ∧ tentG b 0 = 0 ∧ tentG b 1 = 0

The two conditional distribution functions v ↦ v + g_b(v) and v ↦ v - g_b(v) are nondecreasing, vanish at 0 and equal 1 at 1.

theorem Papers.OrendayLaresRockel2026XiBeta.hasDerivAt_tent_formula (b v : ℝ) {u : ℝ} (hu : u ≠ 1 / 2) :
HasDerivAt (fun (w : ℝ) => w * v + ellFun w * tentG b v) (v + sigmaFun u * tentG b v) u

Equation (3.4), classical form: for u ≠ 1/2 the map u ↦ L_b(u,v) (extended by its formula to ℝ) has derivative v + σ(u) g_b(v).

theorem Papers.OrendayLaresRockel2026XiBeta.leftBoundary_kernel_paper (b : ℝ) (hb : b ∈ Set.Icc (-1) 1) (v : ↑unitInterval) :
(fun (u : ↑unitInterval) => (leftBoundary b hb).conditionalCDF u v) =ᵐ[MeasureTheory.volume] fun (u : ↑unitInterval) => ↑v + sigmaFun ↑u * tentG b ↑v

Equation (3.4): the Markov kernel ∂₁ L_b(u,v) = v + σ(u) g_b(v) for a.e. u.

Equation (3.4) with the classical partial derivative: for a.e. u, ∂₁L_b(u,v) = v + σ(u) g_b(v).

The density (3.3) #

theorem Papers.OrendayLaresRockel2026XiBeta.tentSlope_eq (r v : ↑unitInterval) (h1 : ↑v ≠ (1 - ↑r) / 2) (h2 : ↑v ≠ 1 / 2) (h3 : ↑v ≠ (1 + ↑r) / 2) :
tentSlope r v = (if (1 - ↑r) / 2 < ↑v ∧ ↑v < 1 / 2 then 1 else 0) - if 1 / 2 < ↑v ∧ ↑v < (1 + ↑r) / 2 then 1 else 0
theorem Papers.OrendayLaresRockel2026XiBeta.signedTentSlope_eq_tentGDeriv (b : ℝ) (hb : b ∈ Set.Icc (-1) 1) (v : ↑unitInterval) (h1 : ↑v ≠ (1 - |b|) / 2) (h2 : ↑v ≠ 1 / 2) (h3 : ↑v ≠ (1 + |b|) / 2) :

The density of the article, c_b(u,v) = 1 + σ(u) g_b'(v).

Equations
Instances For

    The version-1 density agrees a.e. with 1 + σ(u) g_b'(v).

    Equation (3.3): the actual law of L_b has density 1 + σ(u) g_b'(v).

    The density takes the values 0, 1, 2 almost everywhere.

    L_b(u,v) = ∫_{[0,u]×[0,v]} c_b.

    theorem Papers.OrendayLaresRockel2026XiBeta.tent_kernel_sq_integral (b : ℝ) (hb : b ∈ Set.Icc (-1) 1) :
    ∫ (v : ↑unitInterval) (u : ↑unitInterval), (↑v + sigmaFun ↑u * tentG b ↑v) ^ 2 = 1 / 3 + |b| ^ 3 / 12

    The computation in the proof of Proposition 3.1: ∫∫ (∂₁L_b)² = ∫ (v² + g_b(v)²) dv = 1/3 + |b|³/12.

    Proposition 3.1, ξ(L_b) = |b|³/2 computed from the kernel exactly as in the article.