The max-type quasimetrics on probability simplices

Abstract

Quasimetric spaces form a natural framework to study distance problems with an inherent directional asymmetry. We introduce a simple novel class of quasimetrics on probability simplices, inspired by the Chebyshev distance. It is shown that such quasimetrics have expedient geometric properties -- they induce the Euclidean topology and a Finslerian infinitesimal structure, with which the probability simplices become geodesic spaces. Moreover, we prove that the broad family of the proposed quasimetrics are monotone under bistochastic maps.