 Diffusion limit of a weakly biased random walk

For independent lattice steps of length $a$ at intervals $\tau$, with probabilities $\alpha +\beta =1$, the diffusive scaling $a^2/\tau \to 2D$ and $(\alpha -\beta )a/\tau \to V$ requires a bias of order $a$. Expanding the master equation gives the advection-diffusion equation $p_t+V{p}_x=D{p}_{xx}$. The finite-step variance coefficient is $2a^2\alpha \beta /\tau$; it has the same limit because the squared bias vanishes. Fixed nonzero bias does not give finite drift under this diffusive scaling.