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The goals of this chapter are to:

  • Introduce \(\mathfrak{N}\)-distances defined by zonoids,

  • Explain the connections between \(\mathfrak{N}\)-distances and zonoids.

Notation introduced in this chapter:

Notation

Description

h(K, u)

Support function of a convex body

K 1 ⊕ K 2

Minkowski sum of sets K 1 and K 2

S d − 1

Unit sphere in ℝd

1 Introduction

Suppose that \(\mathfrak{X}\) is a metric space with the distance ρ. It is well known (Schoenberg 1938) that \(\mathfrak{X}\) is isometric to a subspace of a Hilbert space if and only if ρ2 is a negative definite kernel. The so-called \(\mathfrak{N}\)-distance (Klebanov 2005) is a variant of a construction of a distance on a space of measures on \(\mathfrak{X}\) such that \({\mathfrak{N}}^{2}\) is a negative definite kernel. Such a construction is possible if and only if ρ2 is a strongly negative definite kernel on \(\mathfrak{X}\).

In this chapter, we show that the supporting function of any zonoid in ℝd is a negative definite first-degree homogeneous function. The inverse is also true. If the support of a generating measure of a zonoid coincides with the unit sphere, then the supporting function is strongly negative definite, and therefore it generates a distance on the space of Borel probability measures on ℝd.

2 Main Notions and Definitions

Here we review some known definitions and facts from stochastic geometry.Footnote 1

Let \(\mathfrak{C}\) (resp. \({\mathfrak{C}}^{{\prime}}\)) be the system of all compact convex sets (resp. nonempty compact convex sets) in ℝd. A set \(K \in {\mathfrak{C}}^{{\prime}}\) is called a convex body if \(K \in {\mathfrak{C}}^{{\prime}}\); then for each uS d − 1 there is exactly one number h(K, u) such that the hyperplane

$$\{x \in {\mathbb{R}}^{d} :\langle x,u\rangle - h(K,u) = 0\}$$
(25.2.1)

intersects K, and ⟨x, u⟩ − h(K, u) ≤ 0 for each xK. This hyperplane is called the support hyperplane, and the function h(K, u), uS d − 1 (where S d − 1 is the unit sphere), is the support function (restricted to S d − 1) of K. Equivalently, one can define

$$h(K,u) =\sup \{\langle x,u\rangle, \;x \in K\},\;\;u \in {\mathbb{R}}^{d}.$$
(25.2.2)

Its geometrical meaning is the signed distance of the support hyperplane from the coordinate origin.

An important property of h(K, u) is its additivity:

$$h(K_{1} \oplus K_{2},u) = h(K_{1},u) + h(K_{2},u),$$

where \(K_{1} \oplus K_{2} =\{ a + b :\; a \in K_{1},\,b \in K_{2}\}\) is the Minkowski sum of K 1 and K 2. For \(K \in {\mathfrak{C}}^{{\prime}}\) let Ǩ\(=\{ -k,k \in K\}\). We say that K is centrally symmetric if K  = Ǩ for some translate K , i.e., if K has a center of symmetry.

The Minkowski sum of finitely many centered line segments is called a zonotope. Consider a zonotope

$$\mathcal{Z} = \bigoplus\limits_{i=1}^{k}a_{ i}[v_{i},-v_{i}],$$
(25.2.3)

where a i  > 0, \(v_{i} \in {\mathbb{S}}^{d-1}\). Its support function is given by

$$h(\mathcal{Z},u) = h_{\mathcal{Z}}(u) = \sum\limits_{i=1}^{k}a_{ i}\vert \langle u,v_{i}\rangle \vert.$$
(25.2.4)

We use the notation \({\mathcal{K}}^{{\prime}}\) for the space of all compact subsets of ℝd with the Hausdorff metric

$$d_{H}(K_{1},K_{2}) =\max \{\mathop{\sup}\limits_{x\in K_{1}}\mathrm{dist}(x,K_{2}),\mathop{\sup}\limits_{y\in K_{2}}\mathrm{dist}(y,K_{1})\},$$
(25.2.5)

where \(\mathrm{dist}(x,K) =\mathop{\inf}_{z\in K}\|x - z\|\).

A set \(\mathcal{Z}\in {\mathfrak{C}}^{{\prime}}\) is called a zonoid if it is a limit in a d H distance of a sequence of zonotopes.

It is known that a convex body \(\mathcal{Z}\) is a zonoid if and only if its support function has a representation

$$h(\mathcal{Z},u) = \int\nolimits_{{\mathbb{S}}^{d-1}}^{}\vert \langle u,v\rangle \vert \mathrm{d}\mu _{\mathcal{Z}}(v)$$
(25.2.6)

for an even measure \(\mu _{\mathcal{Z}}\) on \({\mathbb{S}}^{d-1}\). The measure \(\mu _{\mathcal{Z}}\) is called the generating measure of \(\mathcal{Z}\). It is known that the generating measure is unique for each zonoid \(\mathcal{Z}\).

3 \(\mathfrak{N}\)-Distances

Suppose that \((\mathfrak{X},\mathfrak{A})\) is a measurable space and \(\mathcal{L}\) is a strongly negative definite kernel on \(\mathfrak{X}\). Denote by \(\mathcal{B}_{\mathcal{L}}\) the set of all probabilities μ on \((\mathfrak{X},\mathfrak{A})\) for which there exists the integral

$$\int\nolimits_{\mathfrak{X}}^{} \int\nolimits_{\mathfrak{X}}^{}\mathcal{L}(x,y)\mathrm{d}\mu (x)\mathrm{d}\mu (y) < \infty.$$
(25.3.1)

For \(\mu, \nu \in \mathcal{B}_{\mathcal{L}}\) consider

$$\begin{array}{rcl} \mathcal{N}(\mu, \nu )& =& 2\int\nolimits_{\mathfrak{X}}^{} \int\nolimits_{\mathfrak{X}}^{}\mathcal{L}(x,y)\mathrm{d}\mu (x)\mathrm{d}\nu (y) \\ & & -\int\nolimits_{\mathfrak{X}}^{} \int\nolimits_{\mathfrak{X}}^{}\mathcal{L}(x,y)\mathrm{d}\mu (x)\mathrm{d}\mu (y) \\ & & -\int\nolimits_{\mathfrak{X}}^{} \int\nolimits_{\mathfrak{X}}^{}\mathcal{L}(x,y)\mathrm{d}\nu (x)\mathrm{d}\nu (y).\end{array}$$
(25.3.2)

It is known (Klebanov 2005) that

$$\mathfrak{N}(\mu, \nu ) ={\Bigl ( \mathcal{N}{(\mu, \nu )\Bigr )}}^{1/2}$$

is a distance on \(\mathcal{B}_{\mathcal{L}}\).

Described below are some examples of negative definite kernels.

Example 25.3.1.

Let \(\mathfrak{X} = {\mathbb{R}}^{1}\). For r ∈ [0, 2] define

$$\mathcal{L}_{r}(x,y) = \vert x - y{\vert }^{r}.$$

The function \(\mathcal{L}_{r}\) is a negative definite kernel. For r ∈ (0, 2), \(\mathcal{L}_{r}\) is a strongly negative definite kernel.

For the proof of the statement in this example and the statement in the next example (Example 25.3.2), See Klebanov [2005].

Example 25.3.2.

Let \(\mathcal{L}(x,y) = f(x - y)\), where f(t) is a continuous function on ℝd, f(0) = 0, \(f(-t) = f(t)\). \(\mathcal{L}\) is a negative definite kernel if and only of

$$f(t) = \int\nolimits_{{\mathbb{R}}^{d}}^{}{\bigl (1 -\cos \langle t,u\rangle \bigr )}\frac{1 +\| {u\|}^{2}} {\|{u\|}^{2}} \mathrm{d}\Theta (u),$$
(25.3.3)

where Θ is a finite measure on ℝd. Representation (25.3.3) is unique. Kernel \(\mathcal{L}\) is strongly negative definite if the support of the measure Θ coincides with the whole space ℝd.

We will give an alternative proof for the fact that | xy | is a negative definite kernel. For the case \(\mathfrak{X} = {\mathbb{R}}^{1}\) define

$$\mathcal{L}(x,y) = 2\max (x,y) - x - y = \vert x - y\vert.$$
(25.3.4)

Then \(\mathcal{L}\) is a negative definite kernel.

Proof.

It is sufficient to show that max(x, y) is a negative definite kernel. For arbitrary a ∈ ℝ1 consider

$$u_{a}(x) = \left \{\begin{array}{@{}l@{\quad }l@{}} 1,\quad &x < a,\\ 0,\quad &x \geq a. \end{array} \right.$$
(25.3.5)

It is clear that

$$u_{a}(\max (x,y)) = u_{a}(x)u_{a}(y).$$

Let F(a) be a nondecreasing bounded function on ℝ1. Define

$$\mathcal{K}(x,y) = \int\nolimits_{-\infty }^{\infty }u_{ a}(\max (x,y))\mathrm{d}F(a).$$

For any integer n > 1 and arbitrary c 1, , c n under condition \(\sum_{j=1}^{n}c_{j} = 0\) we have

$$\begin{array}{rcl} \sum\limits_{i=1}^{n} \sum\limits_{j=1}^{n}\mathcal{K}(x_{ i},x_{j})c_{i}c_{j}& =& \int\nolimits_{-\infty }^{\infty }\sum\limits_{i=1}^{n} \sum\limits_{j=1}^{n}u_{ a}(x_{i})u_{a}(x_{j})c_{i}c_{j}\mathrm{d}F(a) \\ & =& \int\nolimits_{-\infty }^{\infty }{\left (\sum\limits_{i=1}^{n}u_{ a}(x_{i})c_{i}\right )}^{2}\mathrm{d}F(a) \geq 0. \\ & & \\ \end{array}$$

But

$$\begin{array}{rcl} \mathcal{K}(x,y)& =& \int\nolimits_{-\infty }^{\infty }u_{ a}(\max (x,y))\mathrm{d}F(a) \\ & =& F(+\infty ) - F(\max (x,y)). \\ & & \\ \end{array}$$

Let us fix arbitrary A > 0 and apply the previous equality to the function

$$F(a) = F_{A}(a) = \left \{\begin{array}{@{}l@{\quad }l@{}} A \quad &\text{ for}\;a > A, \\ a \quad &\text{ for}\; - A \leq a \leq A, \\ -A\quad &\text{ for}\;a < -A. \end{array} \right.$$
(25.3.6)

In this case, \(\mathcal{K}(x,y) = A -\max (x,y)\) for x, y ∈ [ − A, A], and, as A, we obtain that max(x, y) is a negative definite kernel.

Directly from the definition of a negative definite kernel and Example 25.3.1 we obtain the next example.

Example 25.3.3.

Let x, y ∈ ℝd, and f :   ℝd → ℝ1. Define

$$\mathcal{L}(x,y) = \vert f(x) - f(y)\vert.$$

Then \(\mathcal{L}\) is a negative definite kernel.

Of course, the mixture of negative definite kernels is again a negative definite kernel.

Example 25.3.4.

Let us choose and fix a vector \(\theta \in {\mathbb{S}}^{d-1}\) and consider the kernel

$$\mathcal{L}_{\theta }(x,y) = \vert \langle x,\theta \rangle -\langle y,\theta \rangle \vert.$$

From previous considerations it is clear that \(\mathcal{L}_{\theta }\) is a negative definite kernel on ℝd, and for the σ-finite measure Ξ

$$\mathcal{L}_{\Xi }(x,y) = \int\nolimits_{{\mathbb{S}}^{d-1}}^{}\mathcal{L}_{\theta }(x,y)\mathrm{d}\Xi (\theta )$$
(25.3.7)

is, again, a negative definite kernel.

Consider expression (25.3.2) constructed on the basis of (25.3.7). Let us rewrite (25.3.2) in a different form. Suppose that X and Y are two random vectors in ℝd with distributions μ and ν, respectively. We write \(\mathcal{N}(X,Y )\) instead of \(\mathcal{N}(\mu, \nu )\), so that

$$\mathcal{N}(X,Y ) = 2E\mathcal{L}_{\Xi }(X,Y ) - E\mathcal{L}_{\Xi }(X,{X}^{{\prime}}) - E\mathcal{L}_{ \Xi }(Y,{Y }^{{\prime}}),$$

where \({X}^{{\prime}}\stackrel{d}{=}X\) and \({Y }^{{\prime}}\stackrel{d}{=}Y\) are independent copies of X and Y, respectively. Note that we use the sign \(\stackrel{d}{=}\) for the equality in a distribution. We have

$$\begin{array}{rcl} \mathcal{N}(X,Y )& =& E\int\nolimits_{{\mathbb{S}}^{d-1}}^{}[4\max (\langle X,\theta \rangle, \langle Y,\theta \rangle ) \\ & & -2\max (\langle X,\theta \rangle, \langle {X}^{{\prime}},\theta \rangle ) - 2\max (\langle Y,\theta \rangle, \langle {Y }^{{\prime}},\theta \rangle )]\mathrm{d}\Xi (\theta ).\end{array}$$

Denote X θ = ⟨X, θ⟩, Y θ = ⟨Y, θ⟩. Then

$$\begin{array}{rcl} \mathcal{N}(X,Y )& =& 2\int\nolimits_{{\mathbb{S}}^{d-1}}^{}\lim\limits _{A\rightarrow \infty }E\int\nolimits_{-A}^{A}\bigl (u_{ a}(X_{\theta })u_{a}(X_{\theta }^{{\prime}}) \\ & & +u_{a}(Y _{\theta })u_{a}(Y _{\theta }^{{\prime}}) - 2u_{ a}(X_{\theta })u_{a}(Y _{\theta })\bigr )\mathrm{d}F_{A}(a)\mathrm{d}\Xi (\theta )\end{array}$$

But Eu a (X θ) = Pr{X θ < a}, and therefore

$$\begin{array}{rcl} \mathcal{N}(X,Y )& =& 2\lim\limits _{A\rightarrow \infty }\int\nolimits_{{\mathbb{S}}^{d-1}}^{}\mathrm{d}\Xi (\theta )\int\nolimits_{-A}^{A}\Bigl (\mathrm{Pr}\{X_{ \theta } < a\}\mathrm{Pr}\{X_{\theta }^{{\prime}} < a\} \\ & & +\mathrm{Pr}\{Y _{\theta } < a\}\mathrm{Pr}\{Y _{\theta }^{{\prime}} < a\} - 2\mathrm{Pr}\{X_{ \theta } < a\}\mathrm{Pr}\{Y _{\theta } < a\}\Bigr )\mathrm{d}F_{A}(a) \\ & =& 2\int\nolimits_{{\mathbb{S}}^{d-1}}^{}\mathrm{d}\Xi (\theta )\int\nolimits_{-\infty }^{\infty }{\Bigl (F_{ \theta }(a) - G_{\theta }{(a)\Bigr )}}^{2}\mathrm{d}a, \\ \end{array}$$

where F θ(a) = Pr{X θ < a}, G θ(a) = Pr{Y θ < a}. So finally we have

$$\mathcal{N}(X,Y ) = 2\int\nolimits_{{\mathbb{S}}^{d-1}}^{}\mathrm{d}\Xi (\theta )\int\nolimits_{-\infty }^{\infty }{\Bigl (F_{ \theta }(a) - G_{\theta }{(a)\Bigr )}}^{2}\mathrm{d}a.$$
(25.3.8)

If the support of Ξ coincides with \({\mathbb{S}}^{d-1}\), then \(\mathfrak{N}(X,Y ) ={\Bigl ( \mathcal{N}{(X,Y )\Bigr )}}^{1/2}\) is a distance between the distributions of X and Y.

Let us return to the kernel

$$\mathcal{L}_{\theta }(x,y) = 2\max (\langle x,\theta \rangle, \langle y,\theta \rangle ) -\langle x,\theta \rangle -\langle y,\theta \rangle.$$

Choose arbitrary \(\theta _{o} \in {\mathbb{S}}^{d-1}\), and consider the measure

$$\Xi _{o} = \frac{1} {2}{\bigl (\delta _{\theta _{o}} + \delta _{-\theta _{o}}\bigr )},$$

where \(\delta _{\theta _{o}}\) is the measure concentrated at point θ o . Then

$$\begin{array}{rcl} \mathcal{L}_{\Xi _{\theta _{o}}}(x,y)& =& \int\nolimits_{{\mathbb{S}}^{d-1}}^{}\mathcal{L}_{\theta }(x,y)\mathrm{d}\Xi _{o}(\theta ) \\ & =& \max (\langle x,\theta _{o}\rangle, \langle y,\theta _{o}\rangle ) +\max (-\langle x,\theta _{o}\rangle, -\langle y,\theta _{o}\rangle ) \\ & =& \vert \langle x - y,\theta \rangle \vert. \end{array}$$

Now, if we have an arbitrary even measure Ξ s on sphere \({\mathbb{S}}^{d-1}\), then

$$\begin{array}{rcl} \mathcal{L}_{\Xi _{s}}(x,y)& =& \int\nolimits_{{\mathbb{S}}^{d-1}}^{}\mathcal{L}_{\theta }(x,y)\mathrm{d}\Xi _{s}(\theta ) \\ & =& \int\nolimits_{{\mathbb{S}}^{d-1}}^{}\vert \langle x - y,\theta \rangle \vert \mathrm{d}\Xi _{s}(\theta ) \\ \end{array}$$

is a negative definite kernel. Let us note that the function

$$h(z) = \int\nolimits_{{\mathbb{S}}^{d-1}}^{}\vert \langle z,\theta \rangle \vert \mathrm{d}\Xi _{s}(\theta ),\;\;z \in {\mathbb{R}}^{d}$$
(25.3.9)

is the support function of a zonoid with generating measure Ξ s .

Summarizing all the preceding relations we may formulate the following result.

Theorem 25.3.1.

Each zonoid \(\mathcal{Z}\) generates a negative definite kernel on ℝd

$$\mathcal{L}_{\mathcal{Z}}(x,y) = h_{\mathcal{Z}}(x - y) = \int\nolimits_{{\mathbb{S}}^{d-1}}^{}\vert \langle x - y,\theta \rangle \vert \mathrm{d}\mu _{\mathcal{Z}}(\theta ).$$
(25.3.10)

This kernel is strongly negative definite if the support of \(\mu _{\mathcal{Z}}\) coincides with the whole sphere \({\mathbb{S}}^{d-1}\), and

$$\begin{array}{rcl} \mathcal{N}(\mu, \nu )& =& 2\int\nolimits_{{\mathbb{R}}^{d}}^{} \int\nolimits_{{\mathbb{R}}^{d}}^{}\mathcal{L}_{\mathcal{Z}}(x,y)\mathrm{d}\mu (x)\mathrm{d}\nu (y) -\int\nolimits_{{\mathbb{R}}^{d}}^{} \int\nolimits_{{\mathbb{R}}^{d}}^{}\mathcal{L}_{\mathcal{Z}}(x,y)\mathrm{d}\mu (x)\mathrm{d}\mu (y) \\ & & -\int\nolimits_{{\mathbb{R}}^{d}}^{} \int\nolimits_{{\mathbb{R}}^{d}}^{}\mathcal{L}_{\mathcal{Z}}(x,y)\mathrm{d}\nu (x)\mathrm{d}\nu (y) \\ \end{array}$$

is the square of a distance between measures \(\mu, \nu \in \mathcal{B}_{\mathcal{L}}\). This distance has the following representation:

$$\mathfrak{N}(\mu, \nu ) ={ \left (\int\nolimits_{{\mathbb{S}}^{d-1}}^{}\mathrm{d}\mu _{\mathcal{Z}}(\theta )\int\nolimits_{-\infty }^{\infty }{\bigl (F_{ \theta }(a) - G_{\theta }{(a)\bigr )}}^{2}\mathrm{d}a\right )}^{1/2},$$
(25.3.11)

where

$$\begin{array}{rlrlrl} \mu (\mathcal{A}) & = \mathrm{Pr}\{X \in \mathcal{A}\},\;\nu (\mathcal{A}) = \mathrm{Pr}\{Y \in \mathcal{A}\}, & & \\ F_{\theta }(a) & = \mathrm{Pr}\{\langle X,\theta \rangle < a\},\;G_{\theta }(a) = \mathrm{Pr}\{\langle Y,\theta \rangle \, < a\}. &\end{array}$$
(25.3.12)

According to Example 25.3.2, the function \(h_{\mathcal{Z}}(u)\) from (25.3.10) may be represented in the form (25.3.3). Let us investigate the connection between \(\mu _{\mathcal{Z}}\) in (25.3.10) and Θ in (25.3.3). To do so, we will use the following identity:

$$\vert z\vert = \frac{2} {\pi }\int\nolimits_{0}^{\infty }{\bigl (1 -\cos (zt)\bigr )}\frac{\mathrm{d}t} {{t}^{2}}.$$
(25.3.13)

We have

$$\begin{array}{rcl} h_{\mathcal{Z}}(u)& =& \frac{2} {\pi }\int\nolimits_{{\mathbb{S}}^{d-1}}^{} \int\nolimits_{0}^{\infty }{\bigl (1 -\cos \langle u,\theta \rangle \bigr )}\frac{\mathrm{d}t} {{t}^{2}} \mathrm{d}\mu _{\mathcal{Z}}(\theta ) \\ & =& \frac{2} {\pi }\int\nolimits_{{\mathbb{R}}^{d}}^{}{\bigl (1 -\cos \langle u,v\rangle \bigr )}\frac{1 +\| {v\|}^{2}} {\|{v\|}^{2}} \mathrm{d}\Theta (v).\end{array}$$

So

$$\begin{array}{rlrlrl} \mathrm{d}\Theta (v) & = \frac{2} {\pi } \frac{1} {1 + {t}^{2}}\mathrm{d}t\mathrm{d}\mu (\theta ), & & \\ v & = t \cdot \theta, \;\;\theta \in {\mathbb{S}}^{d-1},\;t \geq 0. &\end{array}$$
(25.3.14)

If \(h_{\mathcal{Z}}(u)\) is a support function of a zonoid \(\mathcal{Z}\), then clearly

$$h_{\mathcal{Z}}(\tau \cdot u) = \tau h_{\mathcal{Z}}(u)$$

for all τ > 0 and u ∈ ℝd, and, as was shown previously, \(h_{\mathcal{Z}}(x - y)\) is a negative definite kernel. The inverse is also true.

Theorem 25.3.2.

Suppose that f is a continuous function on ℝd such that f(0) = 0, \(f(-u) = f(u)\). Then the following facts are equivalent:

  • Fact 1. f(τ ⋅ u) = τf(u) and f(x − y) is a negative definite kernel.

  • Fact 2. f is a support function of a zonoid.

Proof.

Previously we saw that Fact 2 implies Fact 1, and we must prove only that Fact 1 implies Fact 2. According to Example 25.3.2,

$$f(u) = \int\nolimits_{{\mathbb{R}}^{d}}^{}{\bigl (1 -\cos \langle u,v\rangle \bigr )}\mathrm{d}\Theta _{1}(v),$$
(25.3.15)

where

$$\mathrm{d}\Theta _{1}(v) = \frac{1 +\| {v\|}^{2}} {\|{v\|}^{2}} \mathrm{d}\Theta (v),$$

and Θ is the measure from (25.3.3).

We have

$$f(\tau \cdot u) = \tau f(u)$$
(25.3.16)

for any τ > 0, u ∈ ℝd. Substituting (25.3.15) into (25.3.16) and using the uniqueness of the measure Θ in (25.3.3) we obtain

$$\begin{array}{rcl} \int\nolimits_{{\mathbb{R}}^{d}}^{}{\bigl (1 -\cos \langle \tau \cdot u,v\rangle \bigr )}\mathrm{d}\Theta _{1}(v)& =& \tau \int\nolimits_{{\mathbb{R}}^{d}}^{}{\bigl (1 -\cos \langle u,v\rangle \bigr )}\mathrm{d}\Theta _{1}(v), \\ {\bigl (1 -\cos \langle u,v\rangle \bigr )}\mathrm{d}\Theta _{1}(v/\tau )& =& \tau \int\nolimits_{{\mathbb{R}}^{d}}^{}{\bigl (1 -\cos \langle u,v\rangle \bigr )}\mathrm{d}\Theta _{1}(v) \\ \end{array}$$

and

$$\Theta _{1}(v/\tau ) = \tau \Theta _{1}(v).$$

We write here v = rw for r > 0 and \(w \in {\mathbb{S}}^{d-1}\). We have

$$\Theta _{1}(r\tau \cdot w) = \tau \Theta _{1}(r \cdot w)$$

and, finally, for τ = r,

$$\Theta _{1}(r \cdot w) = \frac{1} {r}\Theta _{1}(w).$$
(25.3.17)

It is clear that representation (25.3.15) for Θ1 of the form (25.3.17) coincides with (25.3.14).Footnote 2

Note that the \(\mathfrak{N}\)-distance can be bounded by the Hausdorf distance. Let \(\mathcal{Z}_{\mu }\) and \(\mathcal{Z}_{\nu }\) be two zonoids with generating measures μ and ν, respectively. The following inequality holds for their supporting functions \(h(\mathcal{Z}_{\mu },u)\) and \(h(\mathcal{Z}_{\nu },u)\):

$$\vert h(\mathcal{Z}_{\mu },u) - h(\mathcal{Z}_{\nu },u)\vert \leq d_{H}(\mathcal{Z}_{\mu },\mathcal{Z}_{\nu }).$$

Obviously, from this inequality it follows that

$$\mathcal{N}(\mu, \nu ) \leq 2d_{H}(\mathcal{Z}_{\mu },\mathcal{Z}_{\nu }),$$

and therefore

$$\mathfrak{N}(\mu, \nu ) \leq {(2d_{H}(\mathcal{Z}_{\mu },\mathcal{Z}_{\nu }))}^{1/2}.$$
(25.3.18)

Note that each \(\mathfrak{N}\)-distance generated by a zonoid is an ideal distance of degree 1 ∕ 2.