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LeanPool.FullyDynamicMatching.FD1D.V5.QuantileSquared

Squared quantile transport for dyadic masses #

For a dyadic probability mass q, this module proves

∫₀¹ (q.quantile u - u)² du = ∫₀¹ (q.piecewiseCDF z - z)² dz.

The proof keeps track of an affine spatial interval and a cumulative-mass offset. On each leaf it is an elementary polynomial identity. At a branch, the two boundary cubic terms cancel.

Exact conditional second moment for any dyadic probability mass.