Idempotent probability measures, I

Abstract

The set of all idempotent probability measures (Maslov measures) on a compact Hausdorff space endowed with the weak* topology determines is functorial on the category $\comp$ of compact Hausdorff spaces. We prove that the obtained functor is normal in the sense of E. Shchepin. Also, this functor is the functorial part of a monad on $\comp$. We prove that the idempotent probability measure monad contains the hyperspace monad as its submonad. A counterpart of the notion of Milyutin map is defined for the idempotent probability measures. Using the fact of existence of Milyutin maps we prove that the functor of idempotent probability measures preserves the class of open surjective maps. Unlikely to the case of probability measures, the correspondence assigning to every pair of idempotent probability measures on the factors the set of measures on the product with these marginals, is not open.