Correlation angles and inner products: application to a problem from physics
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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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Cites work
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- Elementary differential geometry.
- Geometry of differential forms. Transl. from the Japanese by Teruko Nagase and Katsumi Nomizu
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