A diffusion process associated with Fréchet means
(2015)
Journal Article
Le, H. (2015). A diffusion process associated with Fréchet means. Annals of Applied Probability, 25(6), https://doi.org/10.1214/14-AAP1066
This paper studies rescaled images, under exp−1μ, of the sample Fréchet means of i.i.d. random variables {Xk|k≥1} with Fréchet mean μ on a Rie-mannian manifold. We show that, with appropriate scaling, these images converge weakly to a diffusion proce... Read More about A diffusion process associated with Fréchet means.