Central limit theorem for intrinsic Fréchet means in smooth compact Riemannian manifolds

Abstract 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.