Let $X$ be a compact metric space, $P\_X$ the set of Borel probability measures on $X$, and $K\_X$ the set of non-empty closed subsets of $X$. I will define the "topology of weak+Hausdorff convergence" to be the metrisable topology on $P\_X$ whose convergence is given by
\begin{align\*}
& \mu\_n \overset{\text{w+H}}\to \mu \\
&\ \ \ \, \Longleftrightarrow \\
(\mu\_n \to \mu \text{ weakly, and } \, \mathrm{supp}&\,\mu\_n \to \mathrm{supp}\,\mu \text{ in Hausdorff distance})\text{.}
\end{align\*}
This convergence is indeed metrisable, with a metric being given by
$$ d\_{\text{w+H}}(\mu,\nu) = d\_\text{w}(\mu,\nu) + d\_\text{H}(\mathrm{supp}\,\mu,\mathrm{supp}\,\nu) $$
where $d\_\text{w}$ is any metrisation of the topology of weak convergence, and $d\_\text{H}$ is Hausdorff distance.


[This is a fairly natural topology to consider when one is interested in probability measures simultaneously at the "probabilistic" level of describing the distribution of likelihoods and at the "deterministic" level of prescribing what is and is not possible.]


Although $d\_\text{w}$ and $d\_\text{H}$ each generate compact topologies, it is easy to see that $d\_{\text{w+H}}$ is not even complete: just take $\mu\_n$ to be a sequence of fully supported probability measures converging weakly to a Dirac mass; then $\mu\_n$ is $d\_{\text{w+H}}$-Cauchy but not (weak+Hausdorff)-convergent as $n \to \infty$. Still, it would be nice at least to be able to say that the topology of weak+Hausdorff is *Polish*, meaning that it is both separable and *admits* a complete metrisation. (So, for example, even though the Euclidean metric on $\mathbb{R} \setminus \mathbb{Q}$ is not complete, it is known that the topology on $\mathbb{R} \setminus \mathbb{Q}$ generated by the Euclidean metric *is* Polish.)



> 
> Is the topology of weak+Hausdorff convergence Polish?
> 
> 
> 


As in the answer to [Comparison of several topologies for probability measures](https://mathoverflow.net/questions/332006/), separability should be fairly easy: e.g. let $\mathcal{K}$ be a Hausdorff-dense countable subset of $K\_X$, and for each $C \in \mathcal{K}$ let $\mathcal{P}\_C$ be a weakly dense countable subset of the set of probability measures supported on $C$; then $\bigcup\_{C \in \mathcal{K}} \mathcal{P}\_C$ should be (weak+Hausdorff)-dense.


So the remaining question is that of complete metrisability: Is there a complete metric on $P\_X$ topologically equivalent to $d\_{\text{w+H}}$?




---


**My first guess:** The $\infty$-Wasserstein metric
$$ W\_\infty(\mu,\nu) = \inf\{\mathbb{P}\text{-}\mathrm{ess}\sup d(\boldsymbol{\cdot},\boldsymbol{\cdot}) \, : \, \mathbb{P} \text{ is a coupling of } \mu \text{ and } \nu \} $$
generates the topology of weak-Hausdorff convergence (perhaps generalising the answer to [The infinity Wasserstein distance $W\_\infty$ and the weak topology](https://mathoverflow.net/questions/404619/)) and is complete?



Is the topology of weak+Hausdorff convergence Polish?
The set $MS=\{(\mu,K)\in P\_X\times K\_X:\mathrm{supp}(\mu)=K\}$ is of type $G\_\delta$ in $P\_X\times K\_X$ and hence the weak+Hausdorff topology on $P\_X$ is Polish.


Indeed, fix any countable base $\{U\_n\}\_{n\in\mathbb N}$ of the topology of $X$ and observe that $$MS=\bigcap\_{n\in\mathbb N}\{(\mu, K)\in P\_X\times K\_X:\mu(U\_n)>0\;\Leftrightarrow\;U\_n\cap K\ne\emptyset\}.$$
So, it remains to show that for every $n\in\mathbb N$ the set
$$MS\_n:=\{(\mu, K)\in P\_X\times K\_X:\mu(U\_n)>0\;\Leftrightarrow\;U\_n\cap K\ne\emptyset\}$$is of type $G\_\delta$ in $P\_X\times K\_X$.


Observe that $(P\_X\times K\_X)\setminus MS\_n=MS\_n'\cup MS\_n''$ where
$$MS\_n':=\{(\mu,K)\in P\_X\times K\_X: \mu(U\_n)>0\;\wedge\;U\_n\cap K=\emptyset\}$$ and
$$MS\_n'':=\{(\mu,K)\in P\_X\times K\_X: \mu(U\_n)=0\;\wedge\;U\_n\cap K\ne\emptyset\}.$$
The known properties of the topologies on the spaces $P\_X$ and $K\_X$ ensure that the set $\{\mu\in P\_X:\mu(U\_n)>0\}$ is open in $P\_X$ and the set $\{K\in K\_X:K\cap U\_n\ne \emptyset\}$ is open in $K\_X$. Then $MS\_n'$ and $M\_s''$ are intersections of open and closed sets, so are of type $F\_\sigma$ in $P\_X\times K\_X$. Then $MS\_n$ is of type $G\_\delta$ in $P\_X\times K\_X$ and so is the set $MS=\bigcap\_{n\in\mathbb N}MS\_n$.


