English

Some duality results for equivalence couplings and total variation

Probability 2023-12-06 v2

Abstract

Let (Ω,F)(\Omega,\mathcal{F}) be a standard Borel space and P(F)\mathcal{P}(\mathcal{F}) the collection of all probability measures on F\mathcal{F}. Let EΩ×ΩE\subset\Omega\times\Omega be a measurable equivalence relation, that is, EFFE\in\mathcal{F}\otimes\mathcal{F} and the relation on Ω\Omega defined as xyx\sim y \Leftrightarrow (x,y)E(x,y)\in E is reflexive, symmetric and transitive. It is shown that there are two σ\sigma-fields G0\mathcal{G}_0 and G1\mathcal{G}_1 on Ω\Omega such that, for all μ,νP(F)\mu,\,\nu\in\mathcal{P}(\mathcal{F}), infPΓ(μ,ν)(1P(E))=\normμνG1andminPΓ(μ,ν0)(1P(E))=\normμνG0.\inf_{P\in\Gamma(\mu,\nu)}(1-P(E))=\norm{\mu-\nu}_{\mathcal{G}_1}\quad\text{and}\quad\min_{P\in\Gamma(\mu,\nu_0)}(1-P(E))=\norm{\mu-\nu}_{\mathcal{G}_0}. Here, ν0P(F)\nu_0\in\mathcal{P}(\mathcal{F}) is a suitable probability measure satisfying ν0=ν\nu_0=\nu on G0\mathcal{G}_0. Moreover, G0F\mathcal{G}_0\subset\mathcal{F} while G1F^\mathcal{G}_1\subset\widehat{\mathcal{F}}, where F^\widehat{\mathcal{F}} is the universally measurable σ\sigma-field with respect to F\mathcal{F}. However, for all μ,νP(F)\mu,\,\nu\in\mathcal{P}(\mathcal{F}), there is a σ\sigma-field G(μ,ν)F\mathcal{G}(\mu,\nu)\subset\mathcal{F} such that infPΓ(μ,ν)(1P(E))=\normμνG(μ,ν).\inf_{P\in\Gamma(\mu,\nu)}(1-P(E))=\norm{\mu-\nu}_{\mathcal{G}(\mu,\nu)}.

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Cite

@article{arxiv.2311.08794,
  title  = {Some duality results for equivalence couplings and total variation},
  author = {Luca Pratelli and Pietro Rigo},
  journal= {arXiv preprint arXiv:2311.08794},
  year   = {2023}
}

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11 pages