Limit theorems for Fréchet mean sets

Abstract

For $1\le p\le \mathrm{\infty }$, the Fréchet p-mean of a probability measure on a metric space is an important notion of central tendency that generalizes the usual notions in the real line of mean ($p=2$) and median ($p=1$). In this work we prove a collection of limit theorems for Fréchet means and related objects, which, in general, constitute a sequence of random closed sets. On the one hand, we show that many limit theorems (a strong law of large numbers, an ergodic theorem, and a large deviations principle) can be simply descended from analogous theorems on the space of probability measures via purely topological considerations. On the other hand, we provide the first sufficient conditions for the strong law of large numbers to hold in a $T_2$ topology (in particular, the Fell topology), and we show that this condition is necessary in some special cases. We also discuss statistical and computational implications of the results herein.