Random Walk Diffusion: Analytic Expression for Probability

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Discussion Overview

The discussion revolves around finding an analytic expression for the probability that a particle will have passed a specific position x after a time t in the context of a 1D random walk. Participants explore the differences between the probability of ending at a position and the probability of having passed through that position.

Discussion Character

  • Exploratory, Technical explanation, Debate/contested

Main Points Raised

  • One participant seeks an analytic expression for the probability that a particle has passed a position x after time t.
  • Another participant notes that the probability distribution for ending at position x after time t is Gaussian, suggesting that the original query may have been answered.
  • A different participant clarifies that there is a distinction between the probability of ending at a location and the probability of having passed through that location, proposing that the latter resembles a triangular function with Gaussian wings.
  • Further clarification is sought regarding whether the inquiry pertains to passing through the point x from either direction within the time interval [0, t].

Areas of Agreement / Disagreement

Participants express differing views on the nature of the probability being discussed, with some emphasizing the distinction between ending at a position and passing through it. The discussion remains unresolved regarding the exact analytic expression needed.

Contextual Notes

There are unresolved assumptions about the definitions of the probabilities being discussed and the specific conditions under which the expressions apply.

AndersonMD
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Hello

I am trying to find an analytic expression for the probability that a particle will have passed a position x after a time t.

It is a 1D random walk, the probability distribution after time t that a particle will end at position x is given by a gaussian, but I need to know how many particles passed the position at any point in time.

Cheers
 
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AndersonMD said:
I am trying to find an analytic expression for the probability that a particle will have passed a position x after a time t.

AndersonMD said:
It is a 1D random walk, the probability distribution after time t that a particle will end at position x is given by a gaussian

so, you answered your own question.

AndersonMD said:
but I need to know how many particles passed the position at any point in time.

A random walker by definition is a single particle. If you have a collection of N, non-interacting particles, then the answer to your other question is just the probability from the above question multiplied by the total number of particles.
 
No, there is a difference between the probability of ending up at a certain location (gaussian), and the probability that it is passed through a position before ending up somewhere else (looks like a triangular function with gaussian wings)
 
Oh, I see. You ask for the probability that I will pass through a point with a coordinate x either from the left or from the right within a time interval [0, t]. Is this what you mean?
 
Yes, exactly.
 

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