Correlation angles and inner products: application to a problem from physics (Q420177)
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scientific article; zbMATH DE number 6037006
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| English | Correlation angles and inner products: application to a problem from physics |
scientific article; zbMATH DE number 6037006 |
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Correlation angles and inner products: application to a problem from physics (English)
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21 May 2012
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Summary: Covariance is used as an inner product on a formal vector space built on \(n\) random variables to define measures of correlation \(M_d\) 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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0.81101716
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