Brownian motion: Fluctuations, dynamics, and applications

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Physics Stack Exchange is a question and answer site for active researchers, academics and students of physics. It only takes a minute to sign up. I would like to know the probability of return to the initial point in three dimensional Brownian motion. Does someone know an expression for the diffusion constant? Suggestions of books on this would also be welcome. The probability density to find the particle at the same point that it started from, i.

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Home Questions Tags Users Unanswered. What is the return probability for Brownian motion in three dimensions?

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Active 4 years, 5 months ago. Viewed times. PanAkry PanAkry 5 5 silver badges 16 16 bronze badges. Vijay Murthy Vijay Murthy 2, 1 1 gold badge 14 14 silver badges 19 19 bronze badges. I would like to know the probability of return to the initial point in three dimensional Brownian motion. Does someone know an expression for the diffusion constant? Suggestions of books on this would also be welcome.

The probability density to find the particle at the same point that it started from, i.

Brownian Motion: Fluctuations, Dynamics, and Applications - Robert M. Mazo - Google книги

See also this question in math. Sign up to join this community.

The best answers are voted up and rise to the top. Home Questions Tags Users Unanswered. What is the return probability for Brownian motion in three dimensions? Ask Question. Asked 7 years, 5 months ago. Active 4 years, 5 months ago.

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Viewed times. PanAkry PanAkry 5 5 silver badges 16 16 bronze badges. Vijay Murthy Vijay Murthy 2, 1 1 gold badge 14 14 silver badges 19 19 bronze badges.

Theory of Brownian Motion by Dr. Chinmoy Taraphdar

Perhaps I am wrong. Can you post some references which I can consult?