arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2012.12762math.PRmath.STstat.TH

Fréchet均值集推广形式的强大数定律

Strong Laws of Large Numbers for Generalizations of Fréchet Mean Sets

Christof Schötz

AI总结:

本文针对三类广义Fréchet均值集,在极少假设下证明了其经验版本在外极限和单侧Hausdorff距离下的收敛性,建立了相应的强大数定律。

摘要:

取值于度量空间$(\mathcal{Q},d)$的随机变量$Y$的Fréchet均值,是该度量空间中使映射$q \mapsto \mathbb{E}[d(Y,q)^2]$取最小值的元素,该最小值点可能不唯一。本文研究广义Fréchet均值集的强大数定律,考虑了三类推广形式:$\alpha>0$时$\mathbb{E}[d(Y,q)^\alpha]$的最小值点、非递减函数的积分$H$对应的$\mathbb{E}[H(d(Y,q))]$的最小值点,以及一类约束极宽松的代价函数$\mathfrak{c}$对应的$\mathbb{E}[\mathfrak{c}(Y,q)]$的最小值点。我们证明了这些集合的经验版本在外极限和单侧Hausdorff距离下的收敛性,所得结果仅需极少的假设条件。

英文摘要:

A Fréchet mean of a random variable $Y$ with values in a metric space $(\mathcal Q, d)$ is an element of the metric space that minimizes $q \mapsto \mathbb E[d(Y,q)^2]$. This minimizer may be non-unique. We study strong laws of large numbers for sets of generalized Fréchet means. Following generalizations are considered: the minimizers of $\mathbb E[d(Y, q)^α]$ for $α> 0$, the minimizers of $\mathbb E[H(d(Y, q))]$ for integrals $H$ of non-decreasing functions, and the minimizers of $\mathbb E[\mathfrak c(Y, q)]$ for a quite unrestricted class of cost functions $\mathfrak c$. We show convergence of empirical versions of these sets in outer limit and in one-sided Hausdorff distance. The derived results require only minimal assumptions.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑