Families of extensions of the Kantorovich-Rubinstein and Lipschitz norms (2107.02725v3)

Abstract: We propose a family of extensions of the Kantorovich-Rubinstein norm from the space of zero-charge countably additive measures on a compact metric space to the space of all countably additive measures, and a family of extensions of the Lipschitz norm from the quotient space of Lipschitz functions on a compact metric space to the space of all Lipschitz functions. These families are parameterized by $p,q \in [1,\infty]$, and if $p,q$ are H\"older conjugates, then the dual of the resulting $p$-Kantorovich space is isometrically isomorphic to the resulting $q$-Lipschitz space.