Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

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J. Korean Math. Soc. 2018; 55(2): 447-469

Online first article August 3, 2017      Printed March 1, 2018

https://doi.org/10.4134/JKMS.j170297

Copyright © The Korean Mathematical Society.

Type spaces and Wasserstein spaces

Shichang Song

Beijing Jiaotong University

Abstract

Types (over parameters) in the theory of atomless random variable structures correspond precisely to (conditional) distributions in probability theory. Moreover, the logic (resp.~metric) topology on the type space corresponds to the topology of weak (resp.~strong) convergence of distributions. In this paper, we study metrics between types. We show that type spaces under $d^*$-metric are isometric to Wasserstein spaces. Using optimal transport theory, two formulas for the metrics between types are given. Then, we give a new proof of an integral formula for the Wasserstein distance, and generalize some results in optimal transport theory.

Keywords: random variables, type spaces, Wasserstein distances

MSC numbers: 03C90, 60B10

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