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arXiv · 1108.5308

Correlation Angles and Inner Products: Application to a Problem from Physics

David H. Douglass·Jonathan Pakianathan·Adam Towsley
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Abstract

Covariance is used as an inner product on a formal vector space built on n random variables to define measures of correlation Md across a set of vectors in a d-dimensional space. For d = 1, one has the diameter; for d = 2, one has an area. These concepts are directly applied to correlation studies in climate science.

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David H. Douglass, Jonathan Pakianathan, Adam Towsley. 2011-08-12. Correlation Angles and Inner Products: Application to a Problem from Physics. https://arxiv.org/abs/1108.5308

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