The intended monotone rearrangement is
Here is the quantile function of , agreeing with the ordinary inverse when is continuous and strictly increasing. With an atomless measure , its cumulative distribution function is continuous, and the probability integral transform makes uniform on for . Thus . The one-dimensional monotone rearrangement theorem says this transport map minimizes the cost for convex continuous , whenever the cost integrals are well defined. Values at exceptional endpoints may be chosen arbitrarily.
The printed assumptions omit an essential source condition. Invertibility of alone does not ensure an admissible transport map. For example, and a standard normal distribution satisfy the stated condition on , but is always a Dirac measure. There is no solution to the Monge optimal transport problem in this example. The boxed answer therefore requires the additional assumption that is an atomless measure, or an equivalent condition making the displayed map admissible. For arbitrary sources the always admissible monotone transport plan is , which need not be induced by a map.
Interpret the invertibility assumption on as continuity and strict increase on the relevant range, so that is an atomless measure. Suppose a non-decreasing transport map with exists. Then is also an atomless measure: if , the pushforward measure would give . Thus is continuous.
At any point where the non-decreasing representative is defined, the definition of a monotone function gives
Using the pushforward measure identity and continuity of the two cumulative distribution functions, we obtain
Consequently
The monotone rearrangement in part (c) is optimal for the convex difference cost, so has the same cost and solves the Monge optimal transport problem. The meaningful uniqueness is up to a -null set; arbitrary values away from the source do not affect transport or cost. Existence of the non-decreasing transport map supplies the source condition missing in part (c).
If has a continuous cumulative distribution function , then has the uniform distribution on . Combined with inverse transform sampling, this constructs the monotone rearrangement to a target with quantile function .