This paper includes a detailed study of isotropic brownian motion on matrices and brownian flows associated with isotropic gaussian fields. Characteristic exponents, stability, asymptotic behaviour, statistical equilibrium are the topics on which the main results are obtained.
|Original language||English (US)|
|Number of pages||12|
|Journal||Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete|
|State||Published - Dec 1985|
ASJC Scopus subject areas
- Statistics and Probability