TheoremBase

The Support of an Optimal Coupling on the Torus is Torus-Cyclically Monotone

The support of an optimal coupling of two probability measures on the flat torus is torus-cyclically monotone.

Statement

In the setting of The Flat Torus: Standing Notation, used with n=dn=d for a natural number dd with 1≤d1\le d, and of Probability Measures on Euclidean Space and Random Vectors: Standing Notation, let P(Td)\mathcal{P}(\mathbb{T}^{d}) be as in Probability Measures on the Flat Torus, the Torus Cost of a Coupling, the Torus Wasserstein Distance and Optimal Couplings §measures, let μ,ν∈P(Td)\mu,\nu\in\mathcal{P}(\mathbb{T}^{d}), and let γ\gamma be an optimal coupling of μ\mu and ν\nu. By Probability Measures on Euclidean Space and Random Vectors: Standing Notation §measures the measure γ\gamma is a Borel measure on the metric space (Rd+d,dE)(\mathbb{R}^{d+d},d_{E}), so its support supp⁡γ\operatorname{supp}\gamma is defined.

1. (Cyclical monotonicity of the support) The set supp⁡γ\operatorname{supp}\gamma is torus-cyclically monotone.

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