Discrete-time gradient flows and law of large numbers

Abstract. We develop the theory of discrete-time gradient flows for convex func-tions on Alexandrov spaces with arbitrary upper or lower curvature bounds. We employ different resolvent maps in the upper and lower curvature bound cases to construct such a flow, and show its convergence to a minimizer of the potential function. We also prove a stochastic version, a generalized law of large numbers for convex function valued random variables, which not only extends Sturm’s law of large numbers on nonpositively curved spaces to arbitrary lower or upper curvature bounds, but this version seems new even in the Euclidean setting. These results generalize those in nonpositively curved spaces (partly for squared distance func-tions) due to Bačák, Jost, Sturm and others, and the lower curvature bound case seems entirely new. 1