Some duality results for equivalence couplings and total variation

Abstract

Let $(Ω,\mathcal{F})$ be a standard Borel space and $\mathcal{P}(\mathcal{F})$ the collection of all probability measures on $\mathcal{F}$. Let $E\subsetΩ\timesΩ$ be a measurable equivalence relation, that is, $E\in\mathcal{F}\otimes\mathcal{F}$ and the relation on $Ω$ defined as $x\sim y$ $\Leftrightarrow$ $(x,y)\in E$ is reflexive, symmetric and transitive. It is shown that there are two $σ$-fields $\mathcal{G}_0$ and $\mathcal{G}_1$ on $Ω$ such that, for all $μ,\,ν\in\mathcal{P}(\mathcal{F})$, $$\inf_{P\inΓ(μ,ν)}(1-P(E))=\norm{μ-ν}_{\mathcal{G}_1}\quad\text{and}\quad\min_{P\inΓ(μ,ν_0)}(1-P(E))=\norm{μ-ν}_{\mathcal{G}_0}.$$ Here, $ν_0\in\mathcal{P}(\mathcal{F})$ is a suitable probability measure satisfying $ν_0=ν$ on $\mathcal{G}_0$. Moreover, $\mathcal{G}_0\subset\mathcal{F}$ while $\mathcal{G}_1\subset\widehat{\mathcal{F}}$, where $\widehat{\mathcal{F}}$ is the universally measurable $σ$-field with respect to $\mathcal{F}$. However, for all $μ,\,ν\in\mathcal{P}(\mathcal{F})$, there is a $σ$-field $\mathcal{G}(μ,ν)\subset\mathcal{F}$ such that $$\inf_{P\inΓ(μ,ν)}(1-P(E))=\norm{μ-ν}_{\mathcal{G}(μ,ν)}.$$