Spherical Ornstein-Uhlenbeck Processes |
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| Authors: | Michael Wilkinson Alain Pumir |
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| Affiliation: | 1.Department of Mathematics and Statistics,The Open University,Milton Keynes,England, UK;2.Laboratoire de Physique,Ecole Normale Supérieure de Lyon,Lyon,France |
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| Abstract: | The paper considers random motion of a point on the surface of a sphere, in the case where the angular velocity is determined by an Ornstein-Uhlenbeck process. The solution is fully characterised by only one dimensionless number, the persistence angle, which is the typical angle of rotation during the correlation time of the angular velocity. |
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