On the behavior of the angle between two vectors in R^n as n tends to infinity whose components follow a normal or uniform distribution

Françoise Chatelin (1) , Nahid Emad (2)

1 IMT - Institut de Mathématiques de Toulouse UMR5219
2 MDLS - Maison de la Simulation

The purpose of this document is to study, experimentally, the behavior of the basic operations on vectors whose components are random numbers with different distribution laws. Specifically, we compute the dot product of two vectors whose components are random numbers with distribution law taken to be normal on the one hand and uniform on the other.

Domaines: Analyse numérique [cs.NA]

Françoise Chatelin, Nahid Emad. On the behavior of the angle between two vectors in R^n as n tends to infinity whose components follow a normal or uniform distribution. [Research Report] CERFACS (Toulouse); LI-PaRAD Laboratory and Maison de la Simulation, UVSQ, University of Paris-Saclay. 2018. ⟨hal-01700004⟩