> Namely, the formula for the scalar product of 2 vectors is identical to the formula for the correlation between 2 series of data. There's no apparent connection between the "orthogonality" in one sense and "orthogonality" (as a lack of correlation) in another.
Of course there is. Covariance looks like an L2 norm (what you're calling the scalar product) because it is an L2 norm. They're the exact same object.
Of course there is. Covariance looks like an L2 norm (what you're calling the scalar product) because it is an L2 norm. They're the exact same object.