Documentation

Papers.Rockel2026ExactBlest.ExactBlest

← Mathematical handbook

Checks for exact-blest-regions.tex #

The population coefficient below is the CDF-based Blest coefficient from the pinned supplement, not a new moment-only surrogate. See COVERAGE.md for the mapping from manuscript claims to their checked formal statements.

theorem Papers.Rockel2026ExactBlest.eta_mix (C D : ProbabilityTheory.Copula 2) (t : ↑unitInterval) :
eta (C.mix D t) = ↑t * eta C + (1 - ↑t) * eta D
theorem Papers.Rockel2026ExactBlest.eta_moment (C : ProbabilityTheory.Copula 2) :
eta C = 6 * ∫ (y : Fin 2 → ↑unitInterval), (1 - ↑(y 0)) * (1 - ↑(y 1)) * (1 - ↑(y 0) + (1 - ↑(y 1))) ∂C.toMeasure - 2
theorem Papers.Rockel2026ExactBlest.support_moment (C : ProbabilityTheory.Copula 2) (k : ℝ) :
(1 + k) * Rockel2026XiBlest.blestNu C - 2 * k * eta C = 12 * ∫ (y : Fin 2 → ↑unitInterval), (1 - ↑(y 0)) ^ 2 * (1 - ↑(y 1)) - k * (1 - ↑(y 0)) * (1 - ↑(y 1)) ^ 2 ∂C.toMeasure - 2 * (1 - k)

Explicit antiderivatives for the two transport certificates.

Equations
Instances For
    noncomputable def Papers.Rockel2026ExactBlest.antiPhi (k x : ℝ) :
    Equations
    Instances For
      noncomputable def Papers.Rockel2026ExactBlest.linearPsi (k m b z : ℝ) :
      Equations
      Instances For
        noncomputable def Papers.Rockel2026ExactBlest.kA (w : ℝ) :
        Equations
        Instances For
          noncomputable def Papers.Rockel2026ExactBlest.psiA1 (w z : ℝ) :
          Equations
          • One or more equations did not get rendered due to their size.
          Instances For
            theorem Papers.Rockel2026ExactBlest.slackA00 (w x z : ℝ) (hw : w ≠ 1) :
            phiA0 w x + psiA0 w z - cost (kA w) x z = w * z ^ 2 * (1 - w - z) / (1 - w) + ((1 - w - z) * ((1 - 2 * w) * (1 - w) + z * (2 * w + 1)) * (w - x) + ((1 - 2 * w) * (1 - w) + z * (2 * w + 1) + (1 - w - z) * (5 - 2 * w)) * (w - x) ^ 2 / 2 + (5 - 2 * w) * (w - x) ^ 3 / 3) / (2 * (1 - w))
            theorem Papers.Rockel2026ExactBlest.slackA01 (w x z : ℝ) (hw : w ≠ 1) :
            phiA0 w x + psiA1 w z - cost (kA w) x z = (x + z - 1) ^ 2 * (3 * (1 - w) + (5 - 2 * w) * (w - x) + (2 * w + 4) * (z - (1 - w))) / (6 * (1 - w))
            theorem Papers.Rockel2026ExactBlest.slackA10 (w x z : ℝ) (hw : w ≠ 1) :
            phiA1 w x + psiA0 w z - cost (kA w) x z = (x - w - z) ^ 2 * (2 * w * (1 - w - z) + (x - w) * (1 - 2 * w)) / (2 * (1 - w))
            theorem Papers.Rockel2026ExactBlest.slackA11 (w x z : ℝ) (hw : w ≠ 1) :
            phiA1 w x + psiA1 w z - cost (kA w) x z = (x - w) * (1 - 2 * w) * (1 - x) ^ 2 / (2 * (1 - w)) + ((x - w) * ((1 - w) * (1 + w - x)) * (z - (1 - w)) + ((1 - w) * (1 + w - x) + (x - w) * (w + 2)) * (z - (1 - w)) ^ 2 / 2 + (w + 2) * (z - (1 - w)) ^ 3 / 3) / (1 - w)
            theorem Papers.Rockel2026ExactBlest.dualA (w x z : ℝ) (hw0 : 0 ≤ w) (hw1 : w ≤ 1 / 2) (hx : x ∈ Set.Icc 0 1) (hz : z ∈ Set.Icc 0 1) :
            cost (kA w) x z ≤ phiA w x + psiA w z
            noncomputable def Papers.Rockel2026ExactBlest.kB (a : ℝ) :
            Equations
            Instances For
              noncomputable def Papers.Rockel2026ExactBlest.cutB (a : ℝ) :
              Equations
              Instances For
                noncomputable def Papers.Rockel2026ExactBlest.splitPhi (a x : ℝ) :
                Equations
                Instances For
                  noncomputable def Papers.Rockel2026ExactBlest.psiB1 (a z : ℝ) :
                  Equations
                  • One or more equations did not get rendered due to their size.
                  Instances For
                    noncomputable def Papers.Rockel2026ExactBlest.psiB2 (a z : ℝ) :
                    Equations
                    • One or more equations did not get rendered due to their size.
                    Instances For
                      noncomputable def Papers.Rockel2026ExactBlest.psiB (a z : ℝ) :
                      Equations
                      • One or more equations did not get rendered due to their size.
                      Instances For
                        theorem Papers.Rockel2026ExactBlest.slackB00 (a x z : ℝ) (ha : a ≠ 1) :
                        phiB0 a x + psiB0 a z - cost (kB a) x z = 2 * a * z ^ 2 * ((1 - a) * (2 * a - 1) + (1 + a) * (1 - a - 2 * a * z)) / (3 * (1 - a)) + 2 * ((1 - a - z) * a * z * (a - x) + (1 - a - z + a * z) * (a - x) ^ 2 / 2 + (a - x) ^ 3 / 3) / (1 - a)
                        theorem Papers.Rockel2026ExactBlest.slackB01 (a x z : ℝ) (ha0 : a ≠ 0) (ha1 : a ≠ 1) (ha2 : 2 * a - 1 ≠ 0) :
                        phiB0 a x + psiB1 a z - cost (kB a) x z = 2 * a * (1 - a - z) ^ 2 * ((1 - a) * (2 * a - 1) + (3 * a - 1) * (2 * a * z - (1 - a))) / (3 * (1 - a) * (2 * a - 1) ^ 2) + 2 * ((1 - a - z) * a * z * (a - x) + (1 - a - z + a * z) * (a - x) ^ 2 / 2 + (a - x) ^ 3 / 3) / (1 - a)
                        theorem Papers.Rockel2026ExactBlest.slackB02 (a x z : ℝ) (ha0 : a ≠ 0) (ha1 : a ≠ 1) (ha2 : 2 * a - 1 ≠ 0) :
                        phiB0 a x + psiB2 a z - cost (kB a) x z = (x + z - 1) ^ 2 * (3 * a * (1 - a) + 2 * (a - x) + (3 * a + 1) * (z - (1 - a))) / (3 * (1 - a))
                        theorem Papers.Rockel2026ExactBlest.slackB10 (a x z : ℝ) (ha0 : a ≠ 0) (ha1 : a ≠ 1) :
                        phiB1 a x + psiB0 a z - cost (kB a) x z = (x - 2 * a * z - a) ^ 2 * ((2 * a - 1) * (1 - x) + (1 + a) * (1 - a - 2 * a * z)) / (6 * a * (1 - a))
                        theorem Papers.Rockel2026ExactBlest.slackB11 (a x z : ℝ) (ha0 : a ≠ 0) (ha1 : a ≠ 1) (ha2 : 2 * a - 1 ≠ 0) :
                        phiB1 a x + psiB1 a z - cost (kB a) x z = (x * (2 * a - 1) + 2 * a * z - a) ^ 2 * ((2 * a - 1) * (1 - x) + (3 * a - 1) * (2 * a * z - (1 - a))) / (6 * a * (1 - a) * (2 * a - 1) ^ 2)
                        theorem Papers.Rockel2026ExactBlest.slackB12 (a x z : ℝ) (ha0 : a ≠ 0) (ha1 : a ≠ 1) (ha2 : 2 * a - 1 ≠ 0) :
                        phiB1 a x + psiB2 a z - cost (kB a) x z = (z - (1 - a)) ^ 2 * (3 * a * (1 - a) + (3 * a + 1) * (z - (1 - a))) / (3 * (1 - a)) + ((2 * a * z - (x - a)) * (2 * a * (z - (1 - a))) * (x - a) + (2 * a * (z - (1 - a)) + (2 * a * z - (x - a)) * (2 * a - 1)) * (x - a) ^ 2 / 2 + (2 * a - 1) * (x - a) ^ 3 / 6) / (2 * a * (1 - a))
                        theorem Papers.Rockel2026ExactBlest.dualB (a x z : ℝ) (ha0 : 1 / 2 < a) (ha1 : a < 1) (hx : x ∈ Set.Icc 0 1) (hz : z ∈ Set.Icc 0 1) :
                        cost (kB a) x z ≤ phiB a x + psiB a z
                        theorem Papers.Rockel2026ExactBlest.integral_poly3 (A B D E l r : ℝ) :
                        ∫ (x : ℝ) in l..r, A * x ^ 3 + B * x ^ 2 + D * x + E = A * (r ^ 4 - l ^ 4) / 4 + B * (r ^ 3 - l ^ 3) / 3 + D * (r ^ 2 - l ^ 2) / 2 + E * (r - l)
                        theorem Papers.Rockel2026ExactBlest.integral_unit_piecewise (f g : ℝ → ℝ) (hf : Continuous f) (hg : Continuous g) (t : ℝ) (ht : t ∈ Set.Icc 0 1) :
                        (∫ (u : ↑unitInterval), if ↑u ≤ t then f ↑u else g ↑u) = (∫ (x : ℝ) in 0..t, f x) + ∫ (x : ℝ) in t..1, g x

                        The universal inequality, for the original CDF coefficient, not just its boundary formula. Attainment and uniqueness are separate obligations; see COVERAGE.md.

                        noncomputable def Papers.Rockel2026ExactBlest.rhoPhi (x : ℝ) :
                        Equations
                        Instances For
                          noncomputable def Papers.Rockel2026ExactBlest.rhoPsi (z : ℝ) :
                          Equations
                          Instances For
                            theorem Papers.Rockel2026ExactBlest.rho_slack (x z : ℝ) :
                            rhoPhi x + rhoPsi z - (x ^ 2 - x) * z = (z - 2 * |x - 1 / 2|) ^ 2 * (z + 4 * |x - 1 / 2|) / 12
                            theorem Papers.Rockel2026ExactBlest.rho_dual (x z : ℝ) (hz : 0 ≤ z) :
                            (x ^ 2 - x) * z ≤ rhoPhi x + rhoPsi z
                            theorem Papers.Rockel2026ExactBlest.transport_rho_upper (C : ProbabilityTheory.Copula 2) :
                            ∫ (x : Fin 2 → ↑unitInterval), (↑(x 0) ^ 2 - ↑(x 0)) * ↑(x 1) ∂C.toMeasure ≤ -1 / 16
                            Equations
                            Instances For
                              Equations
                              Instances For
                                theorem Papers.Rockel2026ExactBlest.beta_scalar_bound (b n : ℝ) (hb : b ∈ Set.Icc (-1) 1) (hn : n ∈ Set.Icc (betaLower b) (betaUpper b)) :
                                |n - b| ≤ 8 / 9

                                Scalar consequence of the cubic boundaries; this is not the copula region theorem.

                                theorem Papers.Rockel2026ExactBlest.graph_gap_max (w : ℝ) (hw : w ∈ Set.Icc 0 1) :
                                2 * w * (1 - w) ^ 3 ≤ 27 / 128
                                theorem Papers.Rockel2026ExactBlest.graph_gap_max_iff (w : ℝ) (hw : w ∈ Set.Icc 0 1) :
                                2 * w * (1 - w) ^ 3 = 27 / 128 ↔ w = 1 / 4
                                theorem Papers.Rockel2026ExactBlest.integral_unit_poly3 (A B D E : ℝ) :
                                ∫ (u : ↑unitInterval), A * ↑u ^ 3 + B * ↑u ^ 2 + D * ↑u + E = A / 4 + B / 3 + D / 2 + E

                                The paper's A_w in original coordinates, constructed as an actual library copula. Its reflected-coordinate coupling is supported on z=1-x below w and z=x-w above w.

                                Equations
                                Instances For