Random Walk, Normal Distribution, Rayleigh, Maxwell Boltzmann, Diffusion Equation.
can be taken in 3 orthogonal directions (up/down, left/right, and forward/backward), the distribution of distances from the origin would tend towards a Maxwell-Boltzmann (M-B) distribution, or more specifically, a 3 DoF chi distribution. This is because the squared Euclidean norm of the position