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.
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theorem
Papers.Rockel2026ExactBlest.eta_mix
(C D : ProbabilityTheory.Copula 2)
(t : ↑unitInterval)
:
theorem
Papers.Rockel2026ExactBlest.eta_reflect_second
(C : ProbabilityTheory.Copula 2)
:
eta (C.reflect {1}) = -C.spearmanRho + (Rockel2026XiBlest.blestNu C.transpose - Rockel2026XiBlest.blestNu C) / 2
theorem
Papers.Rockel2026ExactBlest.support_identity
(C : ProbabilityTheory.Copula 2)
(k : ℝ)
:
(1 + k) * Rockel2026XiBlest.blestNu C - 2 * k * eta C = Rockel2026XiBlest.blestNu C - k * Rockel2026XiBlest.blestNu C.transpose
Explicit antiderivatives for the two transport certificates.
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- Papers.Rockel2026ExactBlest.graphPhi w x = (2 - Papers.Rockel2026ExactBlest.kA w) * x ^ 3 / 3 + w * (Papers.Rockel2026ExactBlest.kA w - 1) * x ^ 2 - Papers.Rockel2026ExactBlest.kA w * w ^ 2 * x
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- Papers.Rockel2026ExactBlest.kB a = 2 * a / (1 - a)
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- Papers.Rockel2026ExactBlest.cutB a = (1 - a) / (2 * a)
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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.integrable_phiA
(C : ProbabilityTheory.Copula 2)
(w : ℝ)
(i : Fin 2)
:
MeasureTheory.Integrable (fun (x : Fin 2 → ↑unitInterval) => phiA w ↑(x i)) C.toMeasure
theorem
Papers.Rockel2026ExactBlest.integrable_psiA
(C : ProbabilityTheory.Copula 2)
(w : ℝ)
(i : Fin 2)
:
MeasureTheory.Integrable (fun (x : Fin 2 → ↑unitInterval) => psiA w ↑(x i)) C.toMeasure
theorem
Papers.Rockel2026ExactBlest.measurable_phiA
(w : ℝ)
:
Measurable fun (u : ↑unitInterval) => phiA w ↑u
theorem
Papers.Rockel2026ExactBlest.measurable_psiA
(w : ℝ)
:
Measurable fun (u : ↑unitInterval) => psiA w ↑u
theorem
Papers.Rockel2026ExactBlest.support_moment_survival
(C : ProbabilityTheory.Copula 2)
(k : ℝ)
:
The universal inequality, for the original CDF coefficient, not just its boundary formula. Attainment and uniqueness are separate obligations; see COVERAGE.md.
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theorem
Papers.Rockel2026ExactBlest.nu_rho_moment
(C : ProbabilityTheory.Copula 2)
:
Rockel2026XiBlest.blestNu C - C.spearmanRho = 12 * ∫ (x : Fin 2 → ↑unitInterval), (↑(x 0) ^ 2 - ↑(x 0)) * ↑(x 1) ∂C.survivalCopula.toMeasure + 1
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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.
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theorem
Papers.Rockel2026ExactBlest.asymmetry_attained :
∃ (C : ProbabilityTheory.Copula 2), Rockel2026XiBlest.blestNu C - eta C = 27 / 128
theorem
Papers.Rockel2026ExactBlest.asymmetry_lower_attained :
∃ (C : ProbabilityTheory.Copula 2), Rockel2026XiBlest.blestNu C - eta C = -27 / 128
theorem
Papers.Rockel2026ExactBlest.transposition_attained :
∃ (C : ProbabilityTheory.Copula 2), |Rockel2026XiBlest.blestNu C - Rockel2026XiBlest.blestNu C.transpose| = 27 / 64
theorem
Papers.Rockel2026ExactBlest.rho_eta_attained :
∃ (C : ProbabilityTheory.Copula 2), C.spearmanRho - eta C = 27 / 128