Given a generic field B(x,y,z), the variance of its components is
Similarly, the variance of B along the direction
would be given by
Let us assume, for sake of simplicity, that all the three components of
fluctuate around zero,
then
Then, the variance
can be written as
which can be written (omitting the sign of average
) as
This expression can be interpreted as a scalar product between a vector
and another vector
whose components are the terms in parentheses. Moreover, these last ones can be expressed as a product
between a matrix
built with the terms
,
,
,
,
,
and a vector
. Thus,
where

and

At this point,
is a symmetric matrix and is the matrix of the quadratic form
which, in turn, is defined positive since it represents a variance. It is possible to determine a new
reference system
such that the quadratic form
does not contain mix terms,
i.e.,
Thus, the problem reduces to compute the eigenvalues
and eigenvectors
of the matrix
.
The eigenvectors represent the axes of the new reference system, the eigenvalues indicate the variance along
these axes as shown in Figure 102
.
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