Relationship between manifolds and random variables

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SUMMARY

The discussion explores the relationship between manifolds and random variables, emphasizing their local versus global behavior. It establishes that while a differentiable function from R to R can be considered a manifold, the connection between manifolds and random variables is more accurately framed through integration and measure theory. The conversation highlights that both concepts exhibit complexity and predictability depending on the scale of observation, suggesting a duality between them. Additionally, the link between dynamical systems and stochastic processes is noted as a relevant area of exploration.

PREREQUISITES
  • Understanding of differentiable functions and manifolds
  • Familiarity with random variables and stochastic processes
  • Knowledge of measure theory and integration
  • Basic concepts of dynamical systems
NEXT STEPS
  • Study measure theory to understand its application in describing random events
  • Explore the relationship between dynamical systems and stochastic processes
  • Investigate the properties of manifolds in the context of topology
  • Learn about the integration of random variables in probability theory
USEFUL FOR

Mathematicians, statisticians, and students of calculus and statistics interested in the interplay between geometry and probability theory.

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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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?
 

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