Fréchet barycenters in the Monge-Kantorovich spaces

Abstract

We consider the space $\mathcal{P}(X)$ of probability measures on arbitrary Radon space $X$ endowed with a transportation cost $J(\mu ,\nu )$ generated by a nonnegative continuous cost function. For a probability distribution on $\mathcal{P}(X)$ we formulate a notion of average with respect to this transportation cost, called here the Fréchet barycenter, prove a version of the law of large numbers for Fréchet barycenters, and discuss the structure of $\mathcal{P}(X)$ related to the transportation cost $J$.

arXiv comment21 pages