Brownian motion.

From: LEJ Brouwer (intuitionist1_at_yahoo.com)
Date: 11/30/04 

Date: 30 Nov 2004 13:29:52 -0800

Suppose at time T=0 we have a very large number N of tiny hard
spherical particles enclosed in a small sphere of radius epsilon, each
with the same kinetic energy and travelling in random directions. If
we set them free and allow them to take part in elastic collisions,
they will presumably diffuse outwards with the distribution of the
particles being spherical Gaussian with spread ~sqrt(T) at time T.

Can anyone point me towards a simple derivation of this?

Thanks,

Sabbir.

Relevant Pages

  • Re: Uniform distribution of points on a 4-sphere?
    ... of points on the surface of a 3-dimensional sphere, ... distribution of points on the surface of a 4-sphere? ... The "Riemann hypothesis" was explained at the BA Festival by Marcus ... have an asymptotically uniform distribution with respect to NP ...
    (sci.math)
  • Re: Waleed Mahammed ibn Kasim will persuade Jimmy
    ... My continuing distribution won't comfort before I embody it. ... sphere. ... Everybody apologise circular brackets, do you speak them? ... Marwan's bank. ...
    (sci.crypt)
  • Re: Spherical trigonometry question.
    ... > How can I divide a sphere into N equal and identical parts? ... > more points are added to the distribution. ... "Point Charge Approximation to a Spherical Charge ...
    (sci.math)
  • Re: Spherical trigonometry question.
    ... > How can I divide a sphere into N equal and identical parts? ... > more points are added to the distribution. ... "Point Charge Approximation to a Spherical Charge ...
    (sci.math)
  • Re: Distance Between 2 Randomly-chosen Points on a Sphere
    ... >> selected points on a sphere? ... Define a probability distribution P on S ... > be interpreted as indicating a uniform distribution on the sample space. ... the midpoint of the chord along a radius segment, ...
    (sci.math)