Convergence of metric measure spaces via embeddings in the Urysohn universal space
We study different notions of convergence of metric measure spaces by means of isometric embeddings into the Urysohn universal metric space $\mathbb U$. Due to the universality of $\mathbb U$, the collection $\mathbb X_1$ of isomorphism classes of normalised metric measure spaces can be canonically identified with the quotient (set) $\mathscr P_\sim(\mathbb U)=\mathscr P(\mathbb U)/\sim$ of the space $\mathscr P(\mathbb U)$ of Borel probability measures on $\mathbb U$, where $μ\simν$ if $ν$ is the pushforward of $μ$ under an isometry between their respective supports. By making crucial use of the ultrahomogeneity of $\mathbb U$, we show that, under the above identification, Gromov's box topology on $\mathbb X_1$ coincides with the quotient topology induced by the weak topology of $\mathscr P(\mathbb U)$. More quantitatively, the truncated $1$-Wasserstein distance on $\mathscr P(\mathbb U)$ induces a complete and separable distance ${\sf d}_{\rm mG}$ on $\mathbb X_1\cong\mathscr P_\sim(\mathbb U)$, which metrises the quotient topology of $\mathscr P_\sim(\mathbb U)$ and is Hölder equivalent to the box distance $\square$.