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Monotone rearrangement

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Optimal transport
2026-10-05  0 By others on same topic  0 Discussions Create my own version
For an atomless measure μ on R with cumulative distribution function F, the monotone transport to a target with quantile function G−1 is T=G−1∘F, defined μ-almost everywhere. It minimizes well-defined costs d(x−y) for convex continuous d. With atoms in the source, the common-quantile transport plan (F−1,G−1)#​U(0,1) remains available but need not be induced by a map.

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  • Past exam of the mathematics course of the University of Cambridge / 2019 / iii / Paper 348 / 1 / c / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2019 / iii / Paper 348 / 1 / d / Solution
  • Probability integral transform

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