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Correlation Angles and Inner Products: Application to a Problem from Physics
Author(s) -
Adam Towsley,
Jonathan Pakianathan,
D. H. Douglass
Publication year - 2011
Publication title -
isrn applied mathematics
Language(s) - English
Resource type - Journals
eISSN - 2090-5572
pISSN - 2090-5564
DOI - 10.5402/2011/323864
Subject(s) - covariance , correlation , space (punctuation) , inner product space , product (mathematics) , set (abstract data type) , covariance and correlation , vector space , statistical physics , mathematics , physics , computer science , multivariate random variable , mathematical analysis , random variable , geometry , statistics , sum of normally distributed random variables , programming language , operating system
Covariance is used as an inner product on a formal vector space built on random variables to define measures of correlation across a set of vectors in a -dimensional space. For =1, one has the diameter; for =2, one has an area. These concepts are directly applied to correlation studies in climate science.

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