On 04/17/2008 jon posts:
Does this link help:
website: en.wikipedia.org/wiki/Random_walk ?
It states that:
"Brownian motion is the scaling limit of random walk in dimension 1. This means that if you take a random walk with very small steps you get an approximation to Brownian motion"
Further mind that for one dimension the Brownian Diffusivity is defined by:
D = 1/2 x thermal velocity x free path length
Sincerely,
Jon
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