CorrelationPublished 2010-12-16I like very much this picture from Wikipedia showing that correlation measures linear dependence.Some other posts:Wigner about level spacing and WishartGamma twoCircular law for unconditional log-concave random matricesKantorovich invented Wasserstein distancesBack to basics - A moment with momentsDe la Vallée Poussin on Uniform IntegrabilityProjections Facebook Twitter LinkedIn Email PrintPublished in Uncategorized Previous Post From moments convergence to weak convergence Next Post Curvature on discrete spaces