English

Means in complete manifolds: uniqueness and approximation

Probability 2012-07-16 v1

Abstract

Let MM be a complete Riemannian manifold, N\NNN\in \NN and p1p\ge 1. We prove that almost everywhere on x=(x1,...,xN)MNx=(x_1,...,x_N)\in M^N for Lebesgue measure in MNM^N, the measure \diμ(x)=\f1Nk=1N\dxk\di \mu(x)=\f1N\sum_{k=1}^N\d_{x_k} has a unique pp-mean ep(x)e_p(x). As a consequence, if X=(X1,...,XN)X=(X_1,...,X_N) is a MNM^N-valued random variable with absolutely continuous law, then almost surely μ(X(\om))\mu(X(\om)) has a unique pp-mean. In particular if (Xn)n1(X_n)_{n\ge 1} is an independent sample of an absolutely continuous law in MM, then the process ep,n(\om)=ep(X1(\om),...,Xn(\om))e_{p,n}(\om)=e_p(X_1(\om),..., X_n(\om)) is well-defined. Assume MM is compact and consider a probability measure ν\nu in MM. Using partial simulated annealing, we define a continuous semimartingale which converges to the set of minimizers of the integral of distance at power pp with respect to ν\nu. When the set is a singleton, it converges to the pp-mean.

Keywords

Cite

@article{arxiv.1207.3232,
  title  = {Means in complete manifolds: uniqueness and approximation},
  author = {Marc Arnaudon and Laurent Miclo},
  journal= {arXiv preprint arXiv:1207.3232},
  year   = {2012}
}
R2 v1 2026-06-21T21:35:10.555Z