The unconditional Blest--beta inequality in exact-blest-regions.tex. The certificate below is checked as an exact polynomial identity in each rectangle. No numeric solver or assumed beta-region theorem enters the proof.
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- Papers.Rockel2026ExactBlest.betaPhi0 x = 2 * x ^ 3 / 3
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- Papers.Rockel2026ExactBlest.betaPsi0 z = z ^ 3 / 3
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- Papers.Rockel2026ExactBlest.betaPsi3 z = z ^ 3 / 3 - 23 / 162
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theorem
Papers.Rockel2026ExactBlest.integrable_cutValue
(f : ℝ → ℝ)
(hf : Continuous f)
(t : ℝ)
:
MeasureTheory.Integrable (fun (u : ↑unitInterval) => cutValue f t ↑u) MeasureTheory.volume
theorem
Papers.Rockel2026ExactBlest.integral_fourPiece
(f0 f1 f2 f3 : ℝ → ℝ)
(h0 : Continuous f0)
(h1 : Continuous f1)
(h2 : Continuous f2)
(h3 : Continuous f3)
:
theorem
Papers.Rockel2026ExactBlest.integrable_fourPiece
(C : ProbabilityTheory.Copula 2)
(i : Fin 2)
(f0 f1 f2 f3 : ℝ → ℝ)
(h0 : Continuous f0)
(h1 : Continuous f1)
(h2 : Continuous f2)
(h3 : Continuous f3)
:
MeasureTheory.Integrable (fun (x : Fin 2 → ↑unitInterval) => fourPiece f0 f1 f2 f3 ↑(x i)) C.toMeasure
theorem
Papers.Rockel2026ExactBlest.measurable_fourPiece
(f0 f1 f2 f3 : ℝ → ℝ)
(h0 : Continuous f0)
(h1 : Continuous f1)
(h2 : Continuous f2)
(h3 : Continuous f3)
:
Measurable fun (u : ↑unitInterval) => fourPiece f0 f1 f2 f3 ↑u
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The manuscript's unconditional bound; no exact-region hypothesis is assumed.
theorem
Papers.Rockel2026ExactBlest.raw_blest_moment
(C : ProbabilityTheory.Copula 2)
:
12 * ∫ (x : Fin 2 → ↑unitInterval), ↑(x 0) ^ 2 * ↑(x 1) ∂C.toMeasure - 2 = 2 * C.spearmanRho - Rockel2026XiBlest.blestNu C
theorem
Papers.Rockel2026ExactBlest.blest_ordinalSum
(C D : ProbabilityTheory.Copula 2)
(a : ↑unitInterval)
:
Rockel2026XiBlest.blestNu (C.ordinalSum D a) = ↑a ^ 4 * Rockel2026XiBlest.blestNu C + (1 - ↑a) ^ 4 * Rockel2026XiBlest.blestNu D + 2 * ↑a ^ 3 * (1 - ↑a) * C.spearmanRho + 2 * ↑a * (1 - ↑a) * (2 - ↑a)
theorem
Papers.Rockel2026ExactBlest.halfRotation_values :
Rockel2026XiBlest.blestNu halfRotation = -1 / 2 ∧ halfRotation.spearmanRho = -1 / 2 ∧ halfRotation.blomqvistBeta = -1
The upper extremizer P_(1/6), assembled from its three ordinal blocks.
theorem
Papers.Rockel2026ExactBlest.nu_beta_upper_attained :
∃ (C : ProbabilityTheory.Copula 2), Rockel2026XiBlest.blestNu C - C.blomqvistBeta = 8 / 9
theorem
Papers.Rockel2026ExactBlest.nu_beta_lower_attained :
∃ (C : ProbabilityTheory.Copula 2), Rockel2026XiBlest.blestNu C - C.blomqvistBeta = -8 / 9