Show that the case of a particle executing a random walk as described by the statistical moments

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Show that the case of a particle executing a random walk as described by the statistical moments of its position computed in the text, the probability function \(p(x, t)\) satisfies the so-called diffusion equation

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where the constant \(D\) is called the diffusion coefficient.

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Modern Classical Mechanics

ISBN: 9781108834971

1st Edition

Authors: T. M. Helliwell, V. V. Sahakian

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