Means in complete manifolds: uniqueness and approximation

Abstract

Let M be a complete Riemannian manifold, M ∈ ℕ and p ≥ 1. We prove that almost everywhere on x = (x1,...,xN) ∈ MN for Lebesgue measure in MN, the measure has a unique p–mean ep(x). As a consequence, if X = (X1,...,XN) is a MN-valued random variable with absolutely continuous law, then almost surely μ(X(ω)) has a unique p–mean. In particular if (Xn)n ≥ 1 is an independent sample of an absolutely continuous law in M, then the process ep,n(ω) = ep(X1(ω),...,Xn(ω)) is well-defined. Assume M is compact and consider a probability measure ν in M. Using partial simulated annealing, we define a continuous semimartingale which converges in probability to the set of minimizers of the integral of distance at power p with respect to ν. When the set is a singleton, it converges to the p–mean.