Let be a metric space and
a function with
,
,
for
. Prove that
is a metric on
.
Solution. The function is increasing and concave down. Let
- Since
then
(because
is increasing), so
. Of course,
for
(because
is increasing) and
because
.
- Symmetry is easy because
is so.
(because
is increasing)
(because
and
is concave down), so triangle inequality is verified.
Remark. You want to prove (then you can substitute
,
).
By concavity,
and
.
Sum them up, you are done.