Uniform copula limits of the full real-parameter family #
theorem
Papers.Rockel2026XiBlest.signed_extremal_uniform_zero :
TendstoUniformly (fun (b : ℝ) (p : ↑unitInterval × ↑unitInterval) => (signedExtremalCopula b).cdf ![p.1, p.2])
(fun (p : ↑unitInterval × ↑unitInterval) => (ProbabilityTheory.Copula.independence 2).cdf ![p.1, p.2]) (nhds 0)
The family converges uniformly to independence as the real parameter tends to zero.
theorem
Papers.Rockel2026XiBlest.signed_extremal_uniform_top :
TendstoUniformly (fun (b : ℝ) (p : ↑unitInterval × ↑unitInterval) => (signedExtremalCopula b).cdf ![p.1, p.2])
(fun (p : ↑unitInterval × ↑unitInterval) => (ProbabilityTheory.Copula.comonotonic 2).cdf ![p.1, p.2]) Filter.atTop
Uniform convergence for the entire real parameter at positive infinity.
theorem
Papers.Rockel2026XiBlest.signed_extremal_uniform_bot :
TendstoUniformly (fun (b : ℝ) (p : ↑unitInterval × ↑unitInterval) => (signedExtremalCopula b).cdf ![p.1, p.2])
(fun (p : ↑unitInterval × ↑unitInterval) => ProbabilityTheory.Copula.countermonotonic.cdf ![p.1, p.2]) Filter.atBot
Uniform convergence for the entire real parameter at negative infinity.