Sticky central limit theorems on open books

Details Sticky central limit theorems on open books Sticky central limit theorems on open books

2012-02-20

arxiv.org/abs/1202.4267v1

Mathematics

Probability

20 pages, 3 figures; most authors were members of a SAMSI Working Group on sampling from stratified spaces

Scientific paper

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 Fr\'echet mean (barycenter) is "sticky". This non-classical 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 (that is, not lying on the spine) and partly sticky (that is, on the spine but not sticky).

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