When source and target have continuous strictly increasing cumulative distributions, all transport maps are obtained by choosing a Lebesgue-measure-preserving map on the unit interval. The maps and turn the two measures into uniform measure. The choice gives the monotone rearrangement.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 8 3 b Solution 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.
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 348 1 c Solution Created 2026-10-03 Updated 2026-10-05
The intended monotone rearrangement isHere 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.
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 348 1 d Solution Created 2026-10-03 Updated 2026-10-05
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 givesUsing the pushforward measure identity and continuity of the two cumulative distribution functions, we obtainConsequentlyThe 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).
Write , with . Applying polar coordinates and Fubini's theorem gives, for bounded nonnegative measurable ,Also by absolute continuity of measures. Extending by zero on the negative half-line proves
Both radial pushforward measures have compact support of a measure, so Brenier's theorem on the line supplies a unique optimal transport plan and a transport map , unique -almost everywhere, withIn one dimension, the gradient of a convex function is a nondecreasing function. Nonnegativity holds -almost everywhere because is carried by . To choose a nonnegative, nondecreasing representative everywhere, let be the radial cumulative distribution functions and use the monotone rearrangementAt set , and at use the largest point of the support of a measure . These choices preserve monotonicity and boundedness. Since is continuous, has the uniform distribution on when has law , and the quantile function sends this uniform distribution to . Thus this representative has the required pushforward measure, even if the target has atoms.
Probability integral transform Created 2026-10-05 Updated 2026-10-06
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 .