Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-8/3/b/solution
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 8 3 b Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
The answer is the monotone rearrangementIt pushes to by the same cumulative-distribution argument as in part (a).
For the squared transport cost, the two-point swap difference isThus any optimal support has no crossed pairs: forces . This follows from the finite-cost converse proved above; every cost here is bounded. Conversely, an increasing graph is c-cyclically monotone for this cost. After removing the marginal terms , the cycle inequalities say that pairing the sorted and maximizes . Exchanging any inverted pairing increases that sum by the nonnegative product of the two differences, so repeated exchanges prove the inequality. Therefore the displayed increasing transport is optimal.
For uniqueness, let be any noncrossing coupling. The sets and cannot both have positive mass in and : a point from each would give a strictly crossed pair. Consequently one of these differences has zero mass, andThis determines the joint distribution uniquely and is exactly the distribution of the common-quantile coupling for uniform . Since is continuous and strictly increasing, that coupling is induced by . Hence there is one optimal deterministic plan, with maps differing only on -null sets; in fact it is the unique optimal coupling. This proves the one-dimensional quadratic transport uniqueness criterion directly.
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