Proposition 3.6 - uniqueness on paired routes
ProvedExcursionCoupling.coupling_eq_of_concentrated_on_paired_routesLet and be mutually singular Borel probability measures on , let , and let be the set of paired routes obtained by pairing consecutive increasing and decreasing crossings at every nonzero regular level of the completed graph of .
If and are two transport plans with first marginal and second marginal , and both are concentrated on , then
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 . The measures and are not separately assumed to be probability measures because either marginal identity already fixes their total mass to one.
import Definitions.Def_excursion_coupling open MeasureTheory Set Function
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 ExcursionCouplingRead-back
What the Lean code literally says, in plain math · openai-codex
For every pair of probability measures on that are mutually singular, define . For , call a positive point of when lies in the unordered closed interval between the left limit of at and , and there exists such that every satisfying in the unordered closed interval between the left limit of at and , , and , also satisfies ; call a negative point when the same conditions hold with . A real number is a regular level when there exist , including possibly , and a strictly increasing family such that the set of all for which lies in the unordered closed interval between the left limit of at and is exactly ; every is either a positive or a negative point; and, for every , is a positive point if and only if if and only if is even. Let consist of all for which there exists such that is a regular level, is a positive point, is a negative point, and either , , and no has between the left limit of at and , or , , and no has that property. Then, for any measures on , if both first-coordinate pushforwards equal , both second-coordinate pushforwards equal , and both measures assign mass zero to , one has .
Confirmed by the mission captain (proposal self-audit).