Realising atomless laws as distance distributions on metric measure spaces

Abstract: We study which probability measures on $[0,\infty)$ can occur as the distribution of the distance between two independent points sampled from a complete separable metric space equipped with a Borel probability measure. We prove that an atomless Borel probability measure can be realised in this way if and only if its support contains the origin. This settles the conjecture of Aldous, Blanc, and Curien for absolutely continuous laws and also covers atomless measures that are singular with respect to Lebesgue measure. Moreover, for every $L>1$, we show that the realising metric may be chosen $L$-bi-Lipschitz equivalent to an ultrametric. The proof constructs the space from compact components whose mutual distances produce prescribed parts of the measure, while distances within the components are assigned to smaller scales.