Central limit theorems on compact metric spaces

DOI10.1214/20-ECP336MaRDI QIDQ2201532zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 29 September 2020

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.02793, https://projecteuclid.org/euclid.ecp/1596679467

zbMATH Keywords

central limit theoremmetric spaceFréchet mean

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Abstract: We produce a series of Central Limit Theorems (CLTs) associated to compact metric measure spaces $(K,d,eta)$, with $eta$ a reasonable probability measure. For the first CLT, we can ignore $eta$ by isometrically embedding $K$ into $mathcalC(K)$, the space of continuous functions on $K$ with the sup norm, and then applying known CLTs for sample means on Banach spaces (Theorem 3.1). However, the sample mean makes no sense back on $K$, so using $eta$ we develop a CLT for the sample Fr'echet mean (Corollary 4.1). This involves working on the closed convex hull of the embedded image of $K$. To work in the easier Hilbert space setting of $L^2(K,eta)$, we have to modify the metric $d$ to a related metric $d_{e}ta$. We obtain an $L^2$-CLT for both the sample mean and the sample Fr'echet mean (Theorem 5.1), and we relate the Fr'echet sample and population means on the closed convex hull to the Fr'echet means on the image of $K$. Since the $L^2$ and $L^{i}nfty$ norms play important roles, in Section 6 we develop a metric-measure criterion relating $d$ and $eta$ under which all $L^p$ norms are equivalent.

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Cited in

(6)

• A central limit theorem under metric entropy with \(L_ 2\) bracketing
• Central limit theorem on noncompact Riemannian symmetric spaces of rank one
• scientific article; zbMATH DE number 3998853 (Why is no real title available?)
• A fixed point theorem and its application to the central limit theorem
• Near equivalence on metric spaces and a nonstandard central limit theorem
• scientific article; zbMATH DE number 3558672 (Why is no real title available?)

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