Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-8/3/a/solution

The transport cost separates into a function of and a function of , so for every transport plan
The value is fixed by the marginals. Hence every transport map from to is optimal, and indeed every coupling is optimal.
For an explicit description of the complete set, let and . Their strictly positive continuous densities make and increasing homeomorphisms. The full family of deterministic plans is
where is any measurable Lebesgue-measure-preserving map. Indeed is uniform measure and is uniform measure, so any such produces the required pushforward. Conversely, for any transport map , the map preserves uniform measure. This is the measure-preserving parametrization of one-dimensional transport maps; no monotonicity is required for the linear cost.

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