{ "id": "2001.02793", "version": "v1", "published": "2020-01-09T00:42:05.000Z", "updated": "2020-01-09T00:42:05.000Z", "title": "Central Limit Theorems on Compact Metric Spaces", "authors": [ "Steven Rosenberg", "Jie Xu" ], "categories": [ "math.PR" ], "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 $\\mathcal{C}(K)$, the space of continuous functions on $K$ with the sup norm, and then applying known CLTs for sample means on Banach space. However, the sample mean makes no sense back on $K$, so using $\\eta$ we develop a CLT for the sample Fr\\'echet mean. To work in the easier Hilbert space setting of $L^2(K,\\eta)$, we have to modify the metric $d$ to a related metric $d_\\eta$. We then obtain an $L^2$-CLT for both the sample mean and the sample Fr\\'echet mean. Since the $L^2$ and $L^\\infty$ norms play important roles, in the last section we develop a metric-measure criterion relating $d$ and $\\eta$ under which all $L^p$ norms are equivalent.", "revisions": [ { "version": "v1", "updated": "2020-01-09T00:42:05.000Z" } ], "analyses": { "subjects": [ "60B12" ], "keywords": [ "central limit theorems", "compact metric spaces", "sample frechet mean", "sample mean", "norms play important roles" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }