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Radial Brownian displacement (⟨∣Δr∣2⟩​=6Dt​)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Stochastic process Brownian motion
2026-10-20  0 By others on same topic  0 Discussions Create my own version
For isotropic three-dimensional diffusion with coefficient D, the vector mean displacement is zero, the radial RMS is 6Dt​ and the mean radial magnitude is 4Dt/π​. The radial distribution is the Maxwell speed distribution arising from three independent Gaussian coordinate increments. State the statistic before calling a quantity an average distance; it is not the cumulative path length.

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  • Past exam of the MPhil in micro- and nanotechnology enterprise course of the University of Cambridge / 2021 / Paper 2 / Section B / 22 / ii / Solution

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