Difference in random walk description

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Discussion Overview

The discussion revolves around the concept of random walks, particularly focusing on the implications of probability conservation in describing particle movement. Participants explore the relationship between random walks and Gaussian distributions, the potential for infinite speed, and the compatibility of these ideas with the principles of relativity.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant describes the random walk starting from a probability conservation equation, noting that the solution leads to a Gaussian distribution, which suggests particles can appear to move at different speeds.
  • Another participant explains that the Gaussian result arises from the central limit theorem applied to an infinite number of independent infinitesimal steps, each of which can be positive or negative.
  • A participant questions the implications of adding an infinite number of positive steps, suggesting this could lead to infinite speed and inquires about methods to impose a maximal speed compatible with relativity.
  • There is a discussion about the nature of steps in a random walk, with one participant asserting that if all steps are in the same direction, it ceases to be a random walk.
  • Another participant mentions that adding only positive steps is a limit case, and discusses how paths around the origin are preferred at small time intervals, but the difference diminishes over time.
  • Clarifications are sought regarding the description of paths and the dimensionality of the random walk, with some participants expressing confusion over the implications of "small paths going around the origin."
  • One participant emphasizes that achieving infinite speed requires a predominance of steps in one direction.

Areas of Agreement / Disagreement

Participants express differing views on the implications of infinite speed in random walks and the conditions under which this occurs. There is no consensus on how to reconcile these ideas with relativity or the nature of the paths taken in a random walk.

Contextual Notes

The discussion includes assumptions about the nature of random walks and the implications of the central limit theorem, but these assumptions remain unresolved. The relationship between the steps taken and the resulting speed is also a point of contention.

jk22
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We studied random walk starting from a probability conservation : p(x,t)=p(x+dx,t+dt)+p(x-dx,t+dt)

Which means the particle can go left or right by dx in time dt.

The solution of the differential equation starting from a delta is a gaussian, which means the particle could go apparently at different speed than dx in dt.

Where does this difference comes from ?
 
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Gaussian results from the fact that you adding the results of an "infinite" number of "infinitesimal" steps, which are independent and where each step can be + or -. Essentially it is the result of the central limit theorem applied to the limit of a binomial distribution.
 
So after a time dt it could be that we added an infinite number of + hence reaching infinity ?

What could we do if we want a maximal speed ? So that it becomes compatible with relativity.
 
jk22 said:
So after a time dt it could be that we added an infinite number of + hence reaching infinity ?

What could we do if we want a maximal speed ? So that it becomes compatible with relativity.
Each step (+ or -dx) takes time dt. The central limit theorem describes the result of integrating over time. The distance traveled in time T has a Gaussian distribution with variance proportional to T.

I don't understand what you are trying to with infinity. If all the steps are in the same direction, it is not a random walk.
 
Adding only plus is a limit case, when the time is small paths going around the origin are preferred but then this difference gets smaller. but what i mean is that the speed at time dt can reach infinity. And i look for a method to avoid this.
 
jk22 said:
Adding only plus is a limit case, when the time is small paths going around the origin are preferred but then this difference gets smaller. but what i mean is that the speed at time dt can reach infinity. And i look for a method to avoid this.
What do you mean by "small paths going around the origin"? I thought you were describing a 1 dimensional case.
 
It is rather through or at the origin.
 
The basic point is that each tiny step can be + or -. To get infinite speed you need a preponderance of one or the other.
 

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