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Diffusion - Stanford University

2] = 3 • After N steps: – Mean displacement: E[x N] = 0 – Mean-squared displacement: E[x N 2] = N – More generally, if the particle moves a distance L at each time step, E[x N 2] = NL2 – As N grows large, the distribution approaches a Gaussian (with mean 0 and variance NL2) 11

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