Volume no :9, Issue no: 1, February (2013)

Journal of Pure and Applied Mathematics: Advances and Applications

INNER PRODUCT OF RANDOM VECTORS ON

Author's: EUNGCHUN CHO
Pages: [63] - [68]
Received Date: August 31, 2012
Submitted by:

Abstract

Probability distribution function of the inner product of random vectors uniformly distributed on the standard unit sphere is derived. The pdf (probability density function) of the inner product is useful for analyzing the autocorrelation of time series.

Keywords

hypersphere, time series, autocorrelation, gamma function, inner product, moments, random vector.