Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 8 3 a Solution Created 2026-10-03 Updated 2026-10-06
The transport cost separates into a function of and a function of , so for every transport planThe 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 iswhere 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.