Metrization of the Gromov-Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces

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Publication:2175339

DOI10.1016/J.SPA.2019.11.001zbMATH Open1442.54023arXiv1901.06544OpenAlexW2915040988MaRDI QIDQ2175339FDOQ2175339

Ali Khezeli

Publication date: 29 April 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: In this work, a metric is presented on the set of boundedly-compact pointed metric spaces that generates the Gromov-Hausdorff topology. A similar metric is defined for measured metric spaces that generates the Gromov-Hausdorff-Prokhorov topology. This extends previous works which consider only length spaces or discrete metric spaces. Completeness and separability are also proved for these metrics. Hence, they provide the measure theoretic requirements to study random (measured) boundedly-compact pointed metric spaces, which is the main motivation of this work. In addition, we present a generalization of the classical theorem of Strassen which is of independent interest. This generalization proves an equivalent formulation of the Prokhorov distance of two finite measures, having possibly different total masses, in term of approximate coupling. A Strassen-type result is also proved for the Gromov-Hausdorff-Prokhorov metric for compact spaces.


Full work available at URL: https://arxiv.org/abs/1901.06544




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