Relationship between manifolds and random variables

In summary, manifolds and random variables have a connection through their local vs. global or short-term vs. long-term behavior. This can also be seen through integration and measure theory. A dynamical system can be viewed as a stochastic process, further linking the two concepts.
  • #1
honestrosewater
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I am studying calculus and statistics currently, and a possible relationship between them just occurred to me. I was thinking about two things: (i) is a differentiable function from R to R a manifold, and (ii) in what way is a random event really unpredictable? So I don't know much about either one, but manifolds and random variables seem to be related by their local vs. global or short-term vs. long-term behavior. I don't know how closely complexity and randomness are related, but assume that they are closely related (or perhaps recast this in terms of information-content and description-length). It seems interesting to me that a manifold can be relatively complex/random globally/long-term but relatively simple/predictable locally/short-term, and the value of a random variable can be complex/random locally/short-term but simple/predictable globally/long-term. They seem to be duals or opposites. If you just look closely enough or long enough, they both get simple and predictable and more efficiently describable.

No? Comments? Is that a bad way to look at things?
 
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  • #2
honestrosewater said:
manifolds and random variables seem to be related by their local vs. global or short-term vs. long-term behavior

It's possible you're mixing up manifolds with dynamical systems on manifolds, and random variables with stochastic processes. A more concrete link between manifolds (as topological spaces) and random variables is through integration rather than differentiation - using measure theory we can describe random events, discrete and continuous random variables and stochastic processes in a unified way.

A dynamical system can be viewed as a stochastic process where the state at a given time is conditional on certain unkown prior states - hence their behavior would be related. Does that help?
 

FAQ: Relationship between manifolds and random variables

What is the relationship between manifolds and random variables?

The relationship between manifolds and random variables lies in the field of probability theory and statistics. A manifold is a mathematical concept that describes a space with a certain number of dimensions, while a random variable is a variable whose possible values are outcomes of a random phenomenon. In this context, manifolds are often used to represent the possible values of a random variable, and the relationship between the two helps us understand the behavior and properties of random variables.

How are manifolds used in the study of random variables?

Manifolds are used in several ways when studying random variables. One important use is in the field of Bayesian statistics, where manifolds are used to represent probability distributions of random variables. Manifolds can also be used to visualize and understand the behavior of multiple random variables simultaneously, helping us identify patterns and relationships between them.

Can manifolds help in predicting the behavior of random variables?

While manifolds can provide valuable insights into the behavior of random variables, they cannot be used to predict the exact outcome of a random variable. This is because the exact outcome of a random variable is inherently unpredictable, and manifolds can only represent the range of possible values that the random variable can take.

How do manifolds relate to the concept of dimensionality in random variables?

In the study of random variables, dimensionality refers to the number of parameters or variables that are used to describe the behavior of the random variable. Manifolds can help us visualize and understand the dimensionality of a random variable, as they represent the possible values of the random variable in a geometric space.

Are there any limitations to using manifolds in the study of random variables?

While manifolds can provide valuable insights and help us understand the behavior of random variables, they also have certain limitations. One limitation is that they may not be able to accurately represent the complex relationships between multiple random variables. Additionally, the use of manifolds may require advanced mathematical knowledge and can be computationally intensive.

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