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

  • Towsley A
  • Pakianathan J
  • Douglass D
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Abstract

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 , one has the diameter; for , one has an area. These concepts are directly applied to correlation studies in climate science.

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Towsley, A., Pakianathan, J., & Douglass, D. H. (2011). Correlation Angles and Inner Products: Application to a Problem from Physics. ISRN Applied Mathematics, 2011, 1–12. https://doi.org/10.5402/2011/323864

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