The support of an optimal coupling of two probability measures on the flat torus is torus-cyclically monotone.
In the setting of The Flat Torus: Standing Notation, used with for a natural number with , and of Probability Measures on Euclidean Space and Random Vectors: Standing Notation, let be as in Probability Measures on the Flat Torus, the Torus Cost of a Coupling, the Torus Wasserstein Distance and Optimal Couplings §measures, let , and let be an optimal coupling of and . By Probability Measures on Euclidean Space and Random Vectors: Standing Notation §measures the measure is a Borel measure on the metric space , so its support is defined.
1. (Cyclical monotonicity of the support) The set is torus-cyclically monotone.
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