Winding of planar Gaussian processes
نویسندگان
چکیده
منابع مشابه
Winding of planar gaussian processes
We consider a smooth, rotationally invariant, centered gaussian process in the plane, with arbitrary correlation matrix Ctt′ . We study the winding angle φt around its center. We obtain a closed formula for the variance of the winding angle as a function of the matrix Ctt′ . For most stationary processes Ctt′ = C(t− t′) the winding angle exhibits diffusion at large time with diffusion coefficie...
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ژورنال
عنوان ژورنال: Journal of Statistical Mechanics: Theory and Experiment
سال: 2009
ISSN: 1742-5468
DOI: 10.1088/1742-5468/2009/07/p07012