The sphere is the inverse image of under the continuous map , so it is closed in . It is bounded. The Heine-Borel theorem therefore makes it compact. Every metric space is Hausdorff: distinct points have disjoint open balls of radii smaller than half their distance. The Euclidean subspace metric supplies that property here. Hence is compact and Hausdorff.
True. The Banach-Alaoglu theorem makes compact for the weak-star topology. Its compactness can be seen by embedding it in the product : the closed conditions expressing linearity identify a closed subset with , and the product is compact by the Tychonoff theorem. The product topology is exactly pointwise convergence on .
Part (i) supplies a compatible metric. Every compact metric space has a finite -net for each positive integer . The countable union of these finite nets is dense. Therefore
The argument concerns topological separability, with the relative weak-star topology specified in the question.
We prove Kantorovich duality theorem here by a positive-functional extension argument; it produces the minimizing transport plan at the same time as equality of the values. Let and . This is a bounded continuous function because is a compact metric space. Write for the real space of continuous functions on a compact space, and let
On this vector subspace define . It is well-defined: two representations differ by a constant in the first variable and the opposite constant in the second, and both measures have mass one. It is positive, since implies and hence . Also .
Define the majorant envelope, which is a sublinear functional:
Constants majorize every , and positivity gives , so this quantity is finite. Taking approximate minimizing majorants proves subadditivity; rescaling majorants proves positive homogeneity. Moreover for , and subtracting from a majorant proves
The dual value in the question is exactly
Subadditivity at gives .
On , assign the value to . If the representation is unique. If , then , so the assignment is still well-defined. It is dominated by : for , use ; for , positive homogeneity gives . Together with the translation identity, these verify domination in both cases.
The real Hahn-Banach theorem extends this functional to with . If , then , so . Thus is a positive linear functional, with and . Positivity also gives , so is continuous. The Riesz-Markov-Kakutani representation theorem supplies a Borel probability measure on the compact space , satisfying .
For every , its pullback belongs to , so . Likewise . Uniqueness in the Riesz-Markov-Kakutani representation theorem shows that these are exactly the two marginal distributions. Finally, every feasible pair gives a lower bound for the cost of every transport plan, by integration. Our constructed plan achieves that bound:
This Kantorovich duality by positive extension establishes the requested existence and equality without assuming an optimal plan in advance.
The metric structure additionally gives the Kantorovich–Rubinstein theorem formulation. For a feasible pair define . The triangle inequality for makes one-Lipschitz continuous, , and . Hence the dual objective is at most . Conversely is feasible for every one-Lipschitz . Therefore
Normalizing for a fixed gives a uniformly bounded equicontinuous family; it is closed and compact in the uniform topology by the Arzela-Ascoli theorem. The objective is uniformly continuous on this family, so the supremum is attained as well. In particular, is the first Wasserstein distance between the two measures.
Two Lipschitz equivalent norms satisfy for all , for constants . These inequalities give the same convergent sequences in both norms. A subset of a metric space is closed exactly when it contains the limits of all convergent sequences from that subset. Therefore closedness is the same in the two norms.
For finite dimension, fix a basis and let . For any norm ,
The reverse triangle inequality then makes continuous in the Euclidean coordinate norm. If no positive lower bound existed on the Euclidean unit sphere, choose there with . By the Bolzano-Weierstrass theorem, a subsequence converges to on the unit sphere. Continuity would give , although , a contradiction. Thus is bounded below by a positive multiple of the Euclidean norm. Comparing any two norms through that coordinate norm proves all norms in finite dimension are Lipschitz equivalent.
On , nonnegativity, absolute homogeneity and the triangle inequality for follow from the corresponding real-number properties and integration. If a continuous is nonzero at a point, it has absolute value bounded below by a positive constant on a nontrivial one-sided or two-sided interval around that point. Its integral is then positive. Hence implies , completing the norm axioms.
For , put and . Then , but
The limit function is not in the indicated point evaluation kernel. Consequently that set is not closed in the integral norm. This is the point-evaluation kernel is not closed in the integral norm phenomenon.
Finally while . Thus no constant can bound the uniform norm by a multiple of the integral norm. Although on this unit interval, the converse comparison fails: the two norms are not Lipschitz equivalent. The finite-dimensional theorem cannot be applied to this infinite-dimensional function space.
In , take
These are nonempty descending sets of diameter , with empty intersection. They are not closed sets, so there is no contradiction with the Cantor intersection theorem for the complete metric space .
Take the incomplete metric space with its usual distance, and
Each is nonempty and closed relative to : it is . The sequence is strictly descending and its diameters are . Its intersection is empty, since every positive point exceeds for sufficiently large . The excluded limiting point is zero.
A metric space is complete if every Cauchy sequence in it converges to a point of that space. The stated shrinking-set characterization is the Cantor intersection theorem together with its converse.
First assume completeness, and choose . If , then both points belong to , so . The vanishing diameters imply that is a Cauchy sequence, hence it converges to some . For every fixed , its tail belongs to the closed set , so . Thus . In fact the intersection contains only one point, since any two of its points have distance at most every diameter.
Conversely assume the stated intersection property and let be a Cauchy sequence. Put
These closures are nonempty, closed and nested. Taking a closure does not increase the diameter: approximate two points of the closure by points of the set and use continuity of distance. The Cauchy sequence therefore makes . Choose in the intersection. For , both and belong to , and . Every Cauchy sequence converges in , proving completeness.
A contraction mapping on a metric space satisfies for all , with one constant . The contraction mapping theorem says that on a nonempty complete metric space such a map has a unique fixed point; successive iterates from any starting point converge to it. More precisely, if , then .
The Volterra integration operator maps continuous functions to continuous functions. In the uniform norm,
This constant cannot be decreased: for and , , and both uniform norms are one. Hence is not a contraction.
Changing the order of integration over the triangular region gives
Thus
is a contraction, with sharp constant . This is an example of an iterated contraction.