Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 348 5 c Solution Created 2026-10-03 Updated 2026-10-05
Write . The assumed equality of the Monge optimal transport problem and Kantorovich optimal transport problem values givesEach interpolated pushforward measure has a finite th absolute moment, since and .
For any , the common-source transport planprovides the upper boundFor the reverse bound assume . Since and , the triangle inequality for the p-Wasserstein distance and the upper bounds already established giveHence . Combining the bounds and using symmetry provesThis is the constant speed property of displacement interpolation. The given invertibility of also lets one realize the competitor as the map , assuming its inverse is measurable, but the transport plan argument proves the result without invertibility.