Convergence of metric two-level measure spaces

We extend the notion of metric measure spaces to so-called metric two-level measure spaces (m2m spaces): An m2m space (X, r, nu) is a Polish metric space (X, r) equipped with a two-level measure nu is an element of M-f (M-f (X)), i.e. a finite measure on the set of finite measures on X. We introduce a topology on the set of (equivalence classes of) m2m spaces induced by certain test functions (i. e. the initial topology with respect to these test functions) and show that this topology is Polish by providing a complete metric. The framework introduced in this article is motivated by possible applications in biology. It is well suited for modeling the random evolution of the genealogy of a population in a hierarchical system with two levels, for example, host-parasite systems or populations which are divided into colonies. As an example we apply our theory to construct a random m2m space modeling the genealogy of a nested Kingman coalescent. (C) 2019 Elsevier B.V. All rights reserved.