We studied random walk starting from a probability conservation : p(x,t)=p(x+dx,t+dt)+p(x-dx,t+dt)(adsbygoogle = window.adsbygoogle || []).push({});

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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# Difference in random walk description

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