Families of extensions of the Kantorovich-Rubinstein and Lipschitz norms

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 ∈ [1, ∞], and if p, q are Hölder conjugates, then the dual of the resulting p-Kantorovich space is isometrically isomorphic to the resulting q-Lipschitz space.