Read · Brownian motion: from wandering to a measurable law · Results

§4 · From random displacement to diffusion

Read the displacement argument, ask for its missing steps, and investigate the same relationships in three working laboratories.

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Zero average is not no movement

Signed displacements can cancel. Their squares still record movement.

Why the square grows with time

Independent centred steps add mean squares; the root therefore grows as the square root of time.

From a step law to a density law

Normalization preserves probability; symmetry removes drift; the second moment supplies diffusion.

What the spreading curve predicts

For an unbounded point source, the Gaussian has mean square 2Dt and coordinate RMS √(2Dt).