Huiling Le

We prove a central limit theorem (CLT) for the Fréchet mean of independent and identically distributed observations in a compact Riemannian manifold assuming that the population Fréchet mean is unique. Previous general CLT results in this setting have assumed that the cut locus of the Fréchet mean lies outside the support of the population distribution. In this paper we present a CLT under some mild technical conditions on the manifold plus the following assumption on the population distribution: in a neighbourhood of the cut locus of the population Fréchet mean, the population distribution is absolutely continuous with respect to the volume measure on the manifold and in this neighhbourhood the Radon–Nikodym derivative has a version that is continuous. So far as we are aware, the CLT given here is the first which allows the cut locus to have co-dimension one or two when it is included in the support of the distribution. A key part of the proof is establishing an asymptotic approximation for the parallel transport of a certain vector field. Whether or not a non-standard term arises in the CLT depends on whether the co-dimension of the cut locus is one or greater than one: in the former case a non-standard term appears but not in the latter case. This is the first paper to give a general and explicit expression for the non-standard term which arises when the co-dimension of the cut locus is one.

In this paper we use the method of conjugate duality to investigate a class of stochastic optimal control problems where state systems are described by stochastic differential equations with delay. For this, we first analyse a stochastic convex problem with delay and derive the expression for the corresponding dual problem. This enables us to obtain the relationship between the optimalities for the two problems. Then, by linking stochastic optimal control problems with delay with a particular type of stochastic convex problem, the result for the latter leads to sufficient maximum principles for the former.

The first part of the paper studies the expression for, and the properties of, the logarithm map on an orthant space, which is a simple stratified space, with the aim of analysing Frechet means of probability measures on such a space. In the second part, we use these results to characterise Frechet means and to derive various of their properties, including the limiting distribution of sample Frechet means.

We construct triplets of killed Brownian motions to obtain the Brunn–Minkowski inequalities concerning the solutions of the equation (1/2)Δψ − h ψ = g on three interrelated compact sets in Euclidean space. These, in particular, include inequalities relating to the solutions of the Schrödinger equation and the Poisson equation on the three compact convex sets and an inequality relating to harmonic functions.

We prove weak laws of large numbers and central limit theorems of Lindeberg type for empirical centres of mass (empirical Fr\'echet means) of independent non-identically distributed random variables taking values in Riemannian manifolds. In order to prove these theorems we describe and prove a simple kind of Lindeberg-Feller central approximation theorem for vector-valued random variables, which may be of independent interest and is therefore the subject of a self-contained section. This vector-valued result allows us to clarify the number of conditions required for the central limit theorem for empirical Fr\'echet means, while extending its scope.