Kantorovich-Rubinstein quasi-metrics I: Spaces of measures and of continuous valuations
We show that the space of subprobability measures, equivalently of subprobability continuous valuations, on an algebraic (resp., continuous) complete quasi-metric space is again algebraic (resp., continuous) and complete, when equipped with the Kantorovich-Rubinstein quasi-metrics dKR (unbounded) or...
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Veröffentlicht in: | Topology and its applications 2021-05, Vol.295, p.107673, Article 107673 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | We show that the space of subprobability measures, equivalently of subprobability continuous valuations, on an algebraic (resp., continuous) complete quasi-metric space is again algebraic (resp., continuous) and complete, when equipped with the Kantorovich-Rubinstein quasi-metrics dKR (unbounded) or dKRa (bounded), themselves asymmetric forms of the well-known Kantorovich-Rubinstein metric. We also show that the dKR-Scott and the dKRa-Scott topologies then coincide with the weak topology. We obtain similar results for spaces of probability measures, equivalently of probability continuous valuations, with the dKRa quasi-metrics, or with the dKR quasi-metric under an additional rootedness assumption. |
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ISSN: | 0166-8641 1879-3207 |
DOI: | 10.1016/j.topol.2021.107673 |