Normal Distribution, Maxwell Boltzmann, Brownian Motion, Diffusion Equation, Entropy.
random variable Δ with a probability density function(PDF) φ(Δ). φ(Δ) is the probability density for a jump of magnitude Δ, i.e. the probability that the particle increases its position from x to (x + Δ) in the time interval τ. Furthermore, he assumed the conservation of particle numbers and