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Verification.ExtremeValueConditional

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Conditional increase of arbitrary bivariate extreme-value copulas #

theorem Verification.extremeValue_cdf_support (C : ProbabilityTheory.Copula 2) (hC : C.IsExtremeValue) (u v : ↑unitInterval) (hu : 0 < ↑u) (hu1 : ↑u < 1) (hv : 0 < ↑v) :
∃ (m : ℝ), ∀ (z : ↑unitInterval), C.cdf ![z, v] ≤ C.cdf ![u, v] + m * (↑z - ↑u)