The basic assumption in Chandrasekhar’s approach of statistical stellar dynamics (Chandrasekhar, 1942) is the postulate that a test star within a stellar system being stationary in the sense of collisionless continuum theory suffers random displacements in velocity space generated by the fluctuating part of the gravitational field in a manner that can be described in terms of a random walk. This is equivalent to the assertion that the increments of velocity are regarded as stochastically independent in disjoint time intervals. From this Chandrasekhar derived a diffusion process in velocity space.