| Display title | Covariance operator |
| Default sort key | Covariance operator |
| Page length (in bytes) | 2,282 |
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| Page ID | 174959 |
| Page content language | en - English |
| Page content model | wikitext |
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| Page creator | imported>PolicyIA |
| Date of page creation | 16:27, 4 August 2021 |
| Latest editor | imported>PolicyIA |
| Date of latest edit | 16:27, 4 August 2021 |
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Description | Content |
Article description: (description)
This attribute controls the content of the description and og:description elements. | In probability theory, for a probability measure P on a Hilbert space H with inner product $ \langle \cdot ,\cdot \rangle $, the covariance of P is the bilinear form Cov: H × H → R given by
$ \mathrm {Cov} (x,y)=\int _{H}\langle x,z\rangle \langle y,z\rangle \,\mathrm {d} |
