Sticky central limit theorems on open books

Abstract

Given a probability distribution on an open book (a metric space obtained by gluing a disjoint union of copies of a half-space along their boundary hyperplanes), we define a precise concept of when the Fréchet mean (barycenter) is sticky. This nonclassical phenomenon is quantified by a law of large numbers (LLN) stating that the empirical mean eventually almost surely lies on the (codimension $1$ and hence measure $0$) spine that is the glued hyperplane, and a central limit theorem (CLT) stating that the limiting distribution is Gaussian and supported on the spine. We also state versions of the LLN and CLT for the cases where the mean is nonsticky (i.e., not lying on the spine) and partly sticky (i.e., is, on the spine but not sticky).

Published in at http://dx.doi.org/10.1214/12-AAP899 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

References in corpus (3)

• Large sample theory of intrinsic and extrinsic sample means on manifolds--II
• False discovery rate analysis of brain diffusion direction maps
• Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices

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