Limit theorems for empirical Fr\'echet means of independent and non-identically distributed manifold-valued random variables
Probability
2011-06-29 v2
Abstract
We prove weak laws of large numbers and central limit theorems of Lindeberg type for empirical centres of mass (empirical Fr\'echet means) of independent non-identically distributed random variables taking values in Riemannian manifolds. In order to prove these theorems we describe and prove a simple kind of Lindeberg-Feller central approximation theorem for vector-valued random variables, which may be of independent interest and is therefore the subject of a self-contained section. This vector-valued result allows us to clarify the number of conditions required for the central limit theorem for empirical Fr\'echet means, while extending its scope.
Keywords
Cite
@article{arxiv.1102.0228,
title = {Limit theorems for empirical Fr\'echet means of independent and non-identically distributed manifold-valued random variables},
author = {Wilfrid S. Kendall and Huiling Le},
journal= {arXiv preprint arXiv:1102.0228},
year = {2011}
}
Comments
29 pages 28 June 2011: typos corrected