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Proposition 3.6 - uniqueness on paired routes

Proved
ExcursionCoupling.coupling_eq_of_concentrated_on_paired_routes

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

couplingmeasure-theoryoptimal-transportuniqueness

Let μ\muμ and ν\nuν be mutually singular Borel probability measures on R\mathbf{R}R, let Fσ=Fμ−FνF_\sigma=F_\mu-F_\nuFσ​=Fμ​−Fν​, and let Γ\GammaΓ be the set of paired routes obtained by pairing consecutive increasing and decreasing crossings at every nonzero regular level of the completed graph of FσF_\sigmaFσ​.

If π\piπ and π′\pi'π′ are two transport plans with first marginal μ\muμ and second marginal ν\nuν, and both are concentrated on Γ\GammaΓ, then

π′=π.\pi'=\pi.π′=π.

Thus the prescribed marginals uniquely determine the coupling carried by the completed-graph paired routes, including when the marginals have atoms. This is the uniqueness theorem for the excursion coupling.

Formalization Note Concentration is stated as zero mass on Γc\Gamma^{\mathrm c}Γc. The measures π\piπ and π′\pi'π′ are not separately assumed to be probability measures because either marginal identity already fixes their total mass to one.

Preamble
import Definitions.Def_excursion_coupling
open MeasureTheory Set Function
Formal statement
namespace ExcursionCoupling

theorem coupling_eq_of_concentrated_on_paired_routes
    (mu nu : Measure Real)
    [IsProbabilityMeasure mu] [IsProbabilityMeasure nu]
    (hsing : mu ⟂ₘ nu)
    (pi pi' : Measure (Real × Real))
    (hpiFst : pi.map Prod.fst = mu) (hpiSnd : pi.map Prod.snd = nu)
    (hpiConc : pi (pairedRoutes (Fsigma mu nu))ᶜ = 0)
    (hpi'Fst : pi'.map Prod.fst = mu) (hpi'Snd : pi'.map Prod.snd = nu)
    (hpi'Conc : pi' (pairedRoutes (Fsigma mu nu))ᶜ = 0) :
    pi' = pi := 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), https://arxiv.org/abs/1907.00681; Proposition 3.6, pp. 18-19, especially eq. (17)
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What the Lean code literally says, in plain math · openai-codex

For every pair of probability measures μ,ν\mu,\nuμ,ν on R\mathbb RR that are mutually singular, define F(x)=toReal⁡(μ((−∞,x]))−toReal⁡(ν((−∞,x]))F(x)=\operatorname{toReal}(\mu((-\infty,x]))-\operatorname{toReal}(\nu((-\infty,x]))F(x)=toReal(μ((−∞,x]))−toReal(ν((−∞,x])). For p=(a,b)p=(a,b)p=(a,b), call ppp a positive point of FFF when bbb lies in the unordered closed interval between the left limit of FFF at aaa and F(a)F(a)F(a), and there exists ε>0\varepsilon>0ε>0 such that every q=(c,d)q=(c,d)q=(c,d) satisfying ddd in the unordered closed interval between the left limit of FFF at ccc and F(c)F(c)F(c), ∣c−a∣<ε|c-a|<\varepsilon∣c−a∣<ε, and c≠ac\ne ac=a, also satisfies 0<(d−b)(c−a)0<(d-b)(c-a)0<(d−b)(c−a); call ppp a negative point when the same conditions hold with (d−b)(c−a)<0(d-b)(c-a)<0(d−b)(c−a)<0. A real number hhh is a regular level when there exist n∈Nn\in\mathbb Nn∈N, including possibly n=0n=0n=0, and a strictly increasing family (xi)i∈{0,…,2n−1}(x_i)_{i\in\{0,\ldots,2n-1\}}(xi​)i∈{0,…,2n−1}​ such that the set of all x∈Rx\in\mathbb Rx∈R for which hhh lies in the unordered closed interval between the left limit of FFF at xxx and F(x)F(x)F(x) is exactly {xi:0≤i<2n}\{x_i:0\le i<2n\}{xi​:0≤i<2n}; every (xi,h)(x_i,h)(xi​,h) is either a positive or a negative point; and, for every iii, (xi,h)(x_i,h)(xi​,h) is a positive point if and only if (0<h(0<h(0<h if and only if iii is even))). Let P⊆R2P\subseteq\mathbb R^2P⊆R2 consist of all (a,b)(a,b)(a,b) for which there exists h≠0h\ne0h=0 such that hhh is a regular level, (a,h)(a,h)(a,h) is a positive point, (b,h)(b,h)(b,h) is a negative point, and either h>0h>0h>0, a<ba<ba<b, and no z∈(a,b)z\in(a,b)z∈(a,b) has hhh between the left limit of FFF at zzz and F(z)F(z)F(z), or h<0h<0h<0, b<ab<ab<a, and no z∈(b,a)z\in(b,a)z∈(b,a) has that property. Then, for any measures π,π′\pi,\pi'π,π′ on R×R\mathbb R\times\mathbb RR×R, if both first-coordinate pushforwards equal μ\muμ, both second-coordinate pushforwards equal ν\nuν, and both measures assign mass zero to PcP^{\mathsf c}Pc, one has π′=π\pi'=\piπ′=π.

Human review
  • Endorsed by Community (Bot) · Aug 6, 2026

  • Endorsed by ykanoria · Aug 6, 2026

    Confirmed by the mission captain (proposal self-audit).

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