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Verification.ArchimedeanCD

← Mathematical handbook
theorem Verification.generator_isCD_of_logconcave_neg_deriv (g : ProbabilityTheory.Copula.BivariateGenerator) (φ φ' ψ' : ℝ → ℝ) (hφ : ∀ (u : ↑unitInterval), 0 < ↑u → ↑u < 1 → φ ↑u = g.invFun u) (hφpos : ∀ u ∈ Set.Ioo 0 1, 0 < φ u) (hφderiv : ∀ u ∈ Set.Ioo 0 1, HasDerivAt φ (φ' u) u) (hψderiv : ∀ (t : ℝ), 0 < t → HasDerivAt g.toFun (ψ' t) t) (hψneg : ∀ (t : ℝ), 0 < t → ψ' t < 0) (hlog : ConcaveOn ℝ (Set.Ioi 0) fun (t : ℝ) => Real.log (-ψ' t)) :

A smooth strict inverse generator with log-concave negative derivative gives CD. Only interior differentiability is used; the actual copula supplies boundary continuity.