Marked metric measure spaces

176 Electronic Communications in Probability any sequence X , X 1 , X 2 , . . . of E-valued random variables we have X n n→∞ ==⇒ X iff E[ΦX n ] n→∞ −−→ E[ΦX ] for all Φ ∈ Π. Here and in the whole paper the key ingredients are complete separable metric spaces X , r X , Y, r X , . . . and probability measures µ X , µ Y , . . . on X × I, Y × I, . . . for a fixed complete and separable metric space I, r I , 1 which we refer to as the mark space.

2.1 Marked metric measure spaces

Motivation: The present paper is motivated by genealogical structures in population models. Consider a population X of individuals, all living at the same time. Assume that any pair of individuals x, y ∈ X has a common ancestor, and define a metric on X by setting r X x, y as the time to the most recent common ancestor of x and y, also referred to as their genealogical distance. In addition, individual x ∈ X carries some mark κ X x ∈ I for some measurable function κ X . In order to be able to sample individuals from the population, introduce a sampling measure ν X ∈ M 1 X and define µ X d x, du := ν X d x ⊗ δ κ X x du. 2 Recall that most population models, such as branching processes, are exchangeable. On the level of genealogical trees, this leads to the following notion of equivalence of marked metric mea- sure spaces: We call two triples X , r X , µ X and Y, r Y , µ Y equivalent if there is an isometry ϕ : suppν X → suppν Y such that ν Y = ϕ ∗ ν X and κ Y ϕx = κ X x for all x ∈ suppν X , i.e. marks are preserved under ϕ. It turns out that it requires strong restrictions on κ to turn the set of triples X , r X , µ X with µ X as in 2 into a Polish space see [ 19 ]. Since these restrictions are frequently not met in applications, we pass to the larger space of triples X , r X , µ X with general µ X ∈ M 1 X × I right away. This leads to the following key concept. Definition 2.1 mmm-spaces. 1. An I-marked metric measure space, or mmm-space, for short, is a triple X , r, µ such that X , r is a complete and separable metric space and µ ∈ M 1 X × I, where X × I is equipped with the product topology. To avoid set theoretic pathologies we assume that X ∈ B ❘. In all applications we have in mind this is always the case. 2. Two mmm-spaces X , r X , µ X , Y, r Y , µ Y are equivalent if they are measure- and mark- preserving isometric meaning that there is a measurable ϕ : suppπ X ∗ µ X → suppπ Y ∗ µ Y such that r X x, x ′ = r Y ϕx, ϕx ′ for all x, x ′ ∈ suppπ X ∗ µ X 3 and e ϕ ∗ µ X = µ Y for e ϕx, u = ϕx, u. 4 We denote the equivalence class of X , r, µ by X , r, µ. 3. We introduce ▼ I := n X , r, µ : X , r, µ mmm-space o 5 and denote the generic elements of ▼ I by x , y, . . . . Marked metric measure spaces 177 Remark 2.2 Connection to mm-spaces. In [ 13 ], the space of metric measure spaces mm-spaces was considered. These are triples X , r, µ where µ ∈ M 1 X . Two mm-spaces X , r X , µ X and Y, r Y , µ Y are equivalent if ϕ exists such that 3 holds. The set of equivalence classes of such mm-spaces is denoted by ▼, which is closely connected to the structure we have introduced in Definition 2.1. Namely for x = X , r, µ ∈ ▼ I , we set π 1 x := X , r, π X ∗ µ ∈ ▼, π 2 x := π I ∗ µ ∈ M 1 I. 6 Note that π 2 x is the distribution of marks in I and ▼ can be identified with ▼ I if I = 1. Outline: In Section 2.2, we state that the marked distance matrix distribution, arising by sub- sequently sampling points from an mmm-space, uniquely characterizes the mmm-space Theo- rem 1. Hence, we can define the marked Gromov-weak topology based on weak convergence of marked distance matrix distributions, which turns ▼ I into a Polish space Theorem 2. Moreover, we characterize relatively compact sets in the Gromov-weak topology Theorem 3. In Subsec-

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