A strong duality principle for equivalence couplings and total variation

被引:4
作者
Jaffe, Adam Quinn [1 ]
机构
[1] Univ Calif Berkeley, Berkeley, CA 94720 USA
来源
ELECTRONIC JOURNAL OF PROBABILITY | 2023年 / 28卷
基金
美国国家科学基金会;
关键词
coupling; equivalence relation; total variation; duality; optimal transport; Kan-torovich duality; Borel equivalence relation; smoothness; hypersmoothness; DETERMINANTAL POINT-PROCESSES; TRANSPORT; EXISTENCE; THEOREM; RIGIDITY; POISSON; FIELDS; TIMES;
D O I
10.1214/23-EJP1016
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We introduce and study a notion of duality for two classes of optimization problems commonly occurring in probability theory. That is, on an abstract measurable space (omega, F), we consider pairs (E, G) where E is an equivalence relation on omega and G is a sub sigma-algebra of F; we say that (E, G) satisfies "strong duality" if E is (F circle times F)-measurable and if for all probability measures P, P' on (omega, F) we have max |P(A) - P'(A)| = min (1- P similar to(E)), A is an element of GP similar to is an element of pi(P,P0) where pi(P, P') denotes the space of couplings of P and P', and where "max" and "min" assert that the supremum and infimum are in fact achieved. The results herein give wide sufficient conditions for strong duality to hold, thereby extending a form of Kantorovich duality to a class of cost functions which are irregular from the point of view of topology but regular from the point of view of descriptive set theory. The given conditions recover or strengthen classical results, and they have novel consequences in stochastic calculus, point process theory, and random sequence simulation.
引用
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页数:34
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