Central limit theorems on compact metric spaces (Q2201532)

The authors develop central limit theorems on compact measure metric spaces \((K,d,\eta)\), where \(\eta\) is a probability measure, overcoming problems of averaging on such a space. Their first approach overcomes this obstacle by embedding \(K\) into the space of continuous functions on \(K\), after which a central limit theorem for Banach spaces may be applied. An alternative approach involves taking a Fréchet mean on a suitably defined space, with a natural bijection allowing the results to be interpreted for \(K\)-valued random variables. To enable this approach to work in the Hilbert space setting of \(L^2(K,\eta)\), a modified version of the metric \(d\) must be used, with respect to which the authors derive central limit theorems for both the sample mean and the sample Fréchet mean.