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.
Shichang Song
Beijing Jiaotong University
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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