Remark 2.6(c): the complete lower semilinear xi--footrule region #
theorem
Papers.Rockel2026XiFootrule.lowerSemilinear_xi_le_footrule
(C : ProbabilityTheory.Copula 2)
(hC : Verification.IsLowerSemilinear C)
:
The sharp LSL lower bound holds without assuming stochastic increase.
theorem
Papers.Rockel2026XiFootrule.exact_lowerSemilinear_xi_footrule_region
(x y : ℝ)
:
(∃ (C : ProbabilityTheory.Copula 2), Verification.IsLowerSemilinear C ∧ C.chatterjeeXi = x ∧ C.spearmanFootrule = y) ↔ x ∈ Set.Icc 0 1 ∧ y ∈ Set.Icc 0 1 ∧ x ≤ y ∧ y ≤ √x
The full LSL region has the same two boundaries as the SI region.
theorem
Papers.Rockel2026XiFootrule.lowerSemilinear_region_eq_si
(x y : ℝ)
:
(∃ (C : ProbabilityTheory.Copula 2), Verification.IsLowerSemilinear C ∧ C.chatterjeeXi = x ∧ C.spearmanFootrule = y) ↔ ∃ (C : ProbabilityTheory.Copula 2), C.IsSI ∧ C.chatterjeeXi = x ∧ C.spearmanFootrule = y
Every pair is attainable in the LSL class exactly when it is attainable in the SI class.