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4 votes
1 answer
1k views

Defining a probability distribution on each tangent space of a manifold?

I've been reading about probability on manifolds. What bothers me is that there's no clear way to generalize the Gaussian distribution to manifolds. If we instead assign a probability distribution to ...
Spencer Kraisler's user avatar
2 votes
0 answers
185 views

An attempt to define expected value of a Riemannian manifold valued random variable - what'll go wrong?

Let $X:\Omega\to (M,g)$ be a random variable taking values in a Riemannian manifold $(M,g)$ with the Riemannian volume form denoted by $dvol_g(x).$ We know that there's no standard way to generalize ...
Learning math's user avatar
0 votes
2 answers
187 views

Time-derivative of integral over sub-level set $s(t) := \int_{f^{-1}((-\infty,t])}p(x)dx$

Let $\mu$ be a probability distribution on $\mathbb R^d$ with "sufficiently regular" density $p$. Let $f:\mathbb R^d \to \mathbb R$ be a "sufficiently regular" function. Finally, ...
dohmatob's user avatar
  • 6,853
0 votes
1 answer
197 views

Area on the unit sphere swept out by big circles corresponding to a curve

For a point on the unit sphere, we know the plane perpendicular to the line through the origin and the point cuts the sphere with a big circle. When the point moves along a sphere curve, the ...
Jiange Li's user avatar