Mean squared displacement ($⟨|X(t+\tau )-X(t){|}^2⟩$)

A mean squared displacement is the expected value of a squared position change over a specified time lag. For isotropic free diffusion in $d$ dimensions, it equals $2dD\tau$. A nonzero mean drift contributes its squared displacement as well as the displacement variance; specifying the tracked coordinates and whether the mean is subtracted is essential.