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Measurable branch data for the excursion coupling exists

Proved
ExcursionCoupling.exists_juilletPairingData

by Shuze Chen · Aug 6, 2026 · Mathlib c5ea003 (Lean v4.30.0)

measure-theoryoptimal-transport

Let μ⊥ν\mu\perp\nuμ⊥ν be mutually singular Borel probability measures on R\mathbb RR. Then the adjacent increasing/decreasing crossing pairs of Graph∗Fσ\mathrm{Graph}^*F_\sigmaGraph∗Fσ​ admit a measurable enumeration: there exists a family of measurable branch maps h↦(sourcei(h),targeti(h))h\mapsto(\mathrm{source}_i(h),\mathrm{target}_i(h))h↦(sourcei​(h),targeti​(h)), indexed by i∈Ni\in\mathbb Ni∈N and defined on measurable sets of active levels, such that at almost every nonzero level hhh

  • every active index produces an adjacent increasing/decreasing pair at height hhh,
  • every increasing point at height hhh is sourcei(h)\mathrm{source}_i(h)sourcei​(h) for exactly one active iii,
  • every decreasing point at height hhh is targeti(h)\mathrm{target}_i(h)targeti​(h) for exactly one active iii, and
  • only finitely many indices are active at hhh.

This is the measurable-selection content hidden in Juillet's phrase "choose uniformly among the pairs at level HHH": Proposition 3.2 says that at almost every nonzero level the crossings are finite in number and pair off canonically (the kkk-th increasing crossing with the adjacent decreasing one), and the assertion here is that this canonical pairing can be realised by countably many measurable functions of the level, so that the resulting coupling is a genuine Borel measure.

Formalization note. The conclusion is Nonempty (JuilletPairingData μ ν), the platform structure bundling exactly the four properties above together with the measurability of the branch maps and of the active sets.

Preamble
import Definitions.Def_JuilletExcursionCoupling

open MeasureTheory Set Function Filter Topology
Formal statement
namespace ExcursionCoupling

theorem exists_juilletPairingData
    (μ ν : Measure ℝ) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν] (hsing : μ ⟂ₘ ν) :
    Nonempty (JuilletPairingData μ ν) := by
  sorry

end ExcursionCoupling
Source
Nicolas Juillet, On a solution to the Monge transport problem on the real line arising from the strictly concave case, arXiv:1907.00681v1 (2019), Theorem 1.1 and Remark 1.2 (Section 1), and Section 3.1 pp. 14-15: the construction of the excursion coupling by sampling a level H with law theta/2 and choosing uniformly among the adjacent crossing pairs at that level; the pairing is the one described in Proposition 3.2.

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