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Results tagged with diffusion
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user 46427
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Distribution of the step size of diffusion in 3-dimensional space
Write $Z_i = \dfrac{X_i}{\sigma} \sim \mathcal{N}(0, 1)$.
Then, $$Y = \sigma\sqrt{Z_1^2+Z_2^2+Z_3^2}\text{.}$$
Using a standard result, $Z_1^2+Z_2^2+Z_3^2 \sim \chi^2_3$.
The square root of a $\chi^ …
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