SERIES ARTICLE
19. Random Walk Through Random Walks  I
T Padmanabhan
F 
ew p 
ro 
cesses 
in n atu re 
a re 
a s 
u 
b iq 
u ito u 
s 
a s th e 

ra n d o m 
w a lk w 
h ich co m b in es ex tra o rd in a ry sim  

p 
licity 
o f 
co n ce p 
t w ith 
co n 
sid 
era b le 
co m p le x ity 

in 
th e 
¯ 
n a l o u 
tp u t. In 
th 
is 
an 
d 
th e 
n ex 
t 
in sta ll 

m 
en t, 
w 
e sh a ll 
ex am in 
e 
se v era l 
fe a tu res 
o f 
th 
is 

rem ark a b 
le p h 
en o m en 
o n 
. 
In 1785, th e D utch physicist Jan In gen hau ez, discoverer of ph otosynth esis, pu t alcoh ol to good use by sp rin klin g pow dered ch arcoal on it an d ob servin g it un der a m i croscop e. T he ran dom m otion of th e ch arcoal particles
w as prob ab ly th e ¯rst ob servation of w hat w e now call
B
row
nian
m
otion .
T
he
nam
e
com
es
from
R
ob ert
B
row
n
w ho pu blish ed an exten sive investigation of sim ilar ph e
nom en a in 1828. E ventu ally, th is w as herald ed as an evid en ce for th e m olecu lar natu re of m atter an d w as in  stru m ental in th e 1926 N ob el P rize in physics to Jean
Keywords
Brownian motion, random walk, statistical mechanics.
638
P
errin
for
determ
in in g
th e
A
vogad ro
nu m
ber.
It ap p ears th at th e term `ran dom w alk' w as ¯rst coin ed by C arlP earson in 1905,th e sam e year in w hich E in stein pu blish ed his pap er on B row nian m otion . P earson w as interested in provid in g a sim ple m od el for th e sp read of m osqu ito in festation in a forest { w hich goes to sh ow , right at th e ou tset, th e gen erality of th e process! P ear son 's letter to N atu re w as an sw ered by L ord R ayleigh w ho had solved th is prob lem earlier in th e case of sou nd w aves in heterogen eou s m aterials. In dep en dently, L ou is B ach elor w as develop in g th e th eory of ran dom w alks in his rem arkab le doctoral th esis L a theorie de la specu  lation pu blish ed in 1900. H ere, ran dom w alk w as su g gested as a m od el for ¯n an cial tim e series w hich has, until recently, help ed physicists to get W all Street job s
RESONANCE July 2009
SERIES ARTICLE
w 
ith th e disastrou s 
con sequ en ces 
w e all now 
kn ow 
on ly 

too w ell! T his 
brief glim 
pse 
at history alread y 
sh ow 
s th e 

occu rren ce of 
ran dom 
w alk 
in 
w id ely di® erent 
contexts 

[1, 
2]. 

L et us begin 
by 
review 
in g 
th e 
sim plest 
of all 
ran dom 

w 
alks in w hich 
a particle m 
oves 
from 
th e origin , 
tak 

in g 
step s of 
len gth 
`, 
w 
ith each 
step bein g in 
a ran dom 

direction un correlated w ith th e previou s on e. T he dis 

placem ent of 
th e 
particle after 
N 
step s 
is given by 

N 

x 
= X x 
_{n} 
; 
(1) 

n = 
1 

w 
here 

jx _{n} j= `; 
hx _{n} i 
_{=} 
_{0}_{;} 
hx _{n} ¢x _{m} i _{=} ` ^{2} ± _{n} _{m} : _{(}_{2}_{)} 

T 
he ¯rst equ ation 
in 
(2) tells 
you 
th at 
each 
step 
has 
a 
It appears that the term ‘random walk’ was first coined by Carl Pearson in 1905, the same year in which Einstein published his paper on Brownian motion. Pearson was interested in providing a simple model for the spread of mosquito infestation in a forest.
con stant m agn itu de. T he secon d an d th ird equ ation s
(th e sym b ol h:::i den otes averagin g over a prob ab ility
distrib ution qu antify th e un correlated natu re of th e di
rection s of th e step s. From th ese, w e
can im m ed iately
ob tain th e tw o key resu lts of su ch a ran dom w alk. F irst,
hx
i
=
0.
Fu rth er, w
e
have
¾ ^{2}
´
hx ^{2} i
_{=}
*Ã
N
X
n
=
1
x
n ! _{2} + =
1
X
hx _{n}
n
;m
=
1
¢x _{m}
i
_{=}
N
` ^{2}
:
(3)
T his sh ow s th e key ch aracteristic of th e ran dom w alk
viz., th at th e rootm ean squ are disp lacem ent ¾ grow s
as 
^{p} 
N 
. 

W 
e 
can 
th in k 
of 
` 
as ¢ 
x 
den otin g 
th e 
m agn itu de 
of 

th e disp lacem 
ent 
betw een 
any 
tw 
o con secu tive step s. 
If 

th e 
tim 
e interval 
b etw een 
th e 
step s 
is 
¢ t, th en 
¾ 
/ 

^{p} 
N 
su ggests 
th at 
(¢ x ) ^{2} =¢ 
t rem 
ain s 
a 
con stant in 
th e 

continu um lim 
it. 
C 
learly, a 
ran dom 
w 
alk corresp on ds 
RESONANCE July 2009
The key characteristic of the
random walk is that the rootmean square displacement
grows as
(n) ^{1}^{/}^{2} .
_{6}_{3}_{9}
A random walk corresponds to a curve without definite slope in the continuum limit and, in fact, the continuum limit needs to be taken with some care. This is one of the many reasons why random walks are fascinating.
640
SERIES ARTICLE
to a 
cu rve w ith ou t 
de¯ nite 
slop e 
in 
th e continu um lim it 

an d, in 
fact, th e 
continu um 
lim 
it 
need s to 
be 
taken w 
ith 

som e 
care. T his 
is on e 
of th e m 
any 
reason s w 
hy 
ran dom 

w alks 
are fascin atin g. 

T o see 
how su ch 
a 
continu um lim 
it 
em erges in 
th is con  

text, it is b etter to gen eralize th e con cep t of ran dom 

w alk slightly by assu m in g th at th e 
prob ab ility for th e 

particle 
to take 
a step 
given by th e 
vector ¢ 
y 
is given 

by som 
e fu nction p(¢ y 
) w 
ith th e 
prop erties 

h¢ 
y ^{i} i ´ 
Z d ^{D} _{¢} y 
_{[}_{¢} 
y ^{i} p(¢ y _{)}_{]} 
_{=} _{0}_{;} 

h¢ y ^{i} _{¢} y ^{j} i ´ 
Z d ^{D} _{¢} 
y[¢ 
y ^{i} _{¢} y ^{j} p(¢ 
y _{)}_{]} 
_{=} h(¢ y) ^{2} i ^{±} ^{i}^{j} D 
^{;} 

(4) 

w here 
i;j;::: = 
1;2;:::D 
den ote th e 
com 
pon ents 
of 
th e 

vector. 
L et P _{N} 
(x ) 
b e 
th e 
prob ab ility th at th e 
net dis 

placem 
ent is x 
after 
N 
step s. 
T hen , 
sin ce th e 
step s 
are 

un correlated , w 
e 
have 
th e 
elem 
entary relation : 

P _{N} (x ) = T o ob tain th e 
Z d ^{D} ¢ y P continu um 
_{N} _{¡}_{1} (x lim it, 
¡ ¢ y )p(¢ y ) w e w ill assu m e 
: th at 
(5) a 

T aylor 
series exp an sion 
of 
P _{N} _{¡}_{1} (x 
¡ 
¢ y 
) is 
p ossib le 
so 

th at 
w e 
can w 
rite 
(assu m in g su m m ation 
over 
rep eated 

in dices): 

^{»} _{=} Z 
d ^{D} 
y p(¢ y 
) ½ P 
¢ y ^{i} @ _{i} P 

P _{N} (x 
) 
¢ 
_{N} _{¡}_{1} (x 1 
) ¡ 
_{N} _{¡}_{1} (x ) ¡1 (x ) ¾ 

+ _{2} 
¢ y ^{i} ¢ y ^{j} @ i @ j P N 

_{P} 
¡1 _{(}_{x} _{)} 
_{+} 
h(¢ 
y) ^{2} i 
r ^{2} P _{N} _{¡}_{1} (x ) ; 
(6) 

_{=} N 
2D 

w here 
w e have 
used (4). 
In 
th e 
continu um 
lim it, 
w 
e 

w ill den ote th e 
total tim e 
w hich 
has 
elap sed 
sin ce 
th e 

begin nin g of th e 
ran dom w 
alk 
by 
t 
= 
N ¢ 
t an d 
de¯ ne 
a 
RESONANCE July 2009
SERIES ARTICLE
continu um prob ab ility den sity by ½(x ;t) = ½(x ;N ¢ t) ´
P _{N} (x ). Sin ce 

P _{N} 
_{¡}_{1} (x 
)]=¢ 
t 
w 
e can 
take 
(@ ½=@ t) 
as 
th e 
lim 

w 
hen 
¢ 
t 
! 
0, 
w e get from 
(6) 

@ ½ @ t 
= 
K 
r ^{2} ½ 
; 
it [P 
_{N} 
(x )¡ 
th e 
resu lt 

(7) 
w here w e have de¯ ned a (`d i® usion ') coe± cient K ´
h(¢ y) ^{2} i=2D 
¢ 
t. T he 
continu um 
lim 
it exists 
if w e 
can 

treat 
K 
as 
a 
con stant 
w hen ¢ 
t 
! 
0. 
C learly, th is 
is 

equ ivalent to 
(¢ y) ^{2} =¢ 
t b ein g 
¯n ite 
in 
th e continu um 

lim it 
as 
w 
e 
in dicated 
earlier. 
T his 
is 
qu ite 
di® erent 

from 
th e 
usu al 
continu um lim its 
w 
e 
are 
accu stom ed 
to 

in physics 
in 
w hich th e 
ratio of 
th e 
di® erentials of 
the 

sam e order are rep laced by a derivative. T his sh ou ld 

w arn 
you th at 
som eth in g nontrivial is goin g 
on . 
T he ¯n alequ ation w e have ob tain ed ,ofcou rse,is th e dif
fu sion equ ation w hich can also b e w ritten as (@ ½=@ t) =
¡ r ¢ J , w here th e cu rrent J = ¡ K r ½ arises du e to
a grad ient in th e particle den sity. (In th is form w e can
even con sid er a situ ation w ith sp atially varyin g di® usion
coe± cient K .) T his in dicates th at di® usive processes in
physics can be m od elled at th e m icroscop ic level by a
ran dom w alk of th e discrete con stitu ent elem ent. T he
di® usion equ ation is also un iqu e in th e sen se th at it is
not invariant un der tim e reversal; di® usion gives you a
direction of tim e w hich is an oth er rem arkab le fact th at
arises in th e continu um lim it.
B ein g a lin ear equ ation , th e di® usion equ ation (7) can
be 
solved 
by Fou rier 
tran sform in g both sid es. 
D 
en ot 

in g 
th e 
Fou rier 
tran sform 
of ½(x ;t) by ½(k ;t) 
it 
is 
easy 

to 
sh ow 
th at ½(k 
;t) 
= 
exp (¡ K k ^{2} t). T akin g 
a 
Fou rier 
The diffusion 

tran sform , w e get th e fu nd am ental solu tion to th e di® u 
equation is 

sion equ ation (w hich is essentially th e G reen 's fu nction ) 
unique in the 

to 
be 
¡x 2 =4 K
t
e
:
(4¼ K
t) D
=2

sense that it is not invariant under 

½(x ;t) 
_{=} 
^{(}^{8}^{)} 
time reversal. 

RESONANCE July 2009 
_{6}_{4}_{1}
The effect of a large number of collisions is to make the star perform a random walk in the velocity space.
SERIES ARTICLE
T 
his 
sh ow 
s how 
particles 
located 
close 
to 
th e origin 
at 

t 
= 
0 
sp read 
in 
th e 
cou rse 
of tim 
e. 
T 
he 
m ean squ are 

sp read 
is clearly 
prop ortion al to 
K 
t 
w 
hich 
is th e resid ue 

of 
th e discrete 
resu lt 
¾ 
^{2} 
/ N 
. 
T he di® usion of a particle need not alw ays take place
in th e real 3d im en sion al sp ace. A n interestin g ph e
nom en on w hich occu rs in plasm as as w ell as gravitat
in g system s { in w hich lon gran ge, inverse squ are forces
act betw een particles { involves di® usion in th e veloc
ity space. A sim ple version of th is can be describ ed as
follow s. C on sid er a nearly hom ogen eou s distrib ution of
gravitation ally interactin g particles (e.g.,stars in a glob 
ular clu ster). W hen tw o stars scatter o® each oth er w ith
an im pact param eter b, each on e un dergoes a typ ical ac
celeration G m =b ^{2} actin g for a tim e b=v . A s a resu lt of
on e su ch scatterin g, a typ ical star w ill acqu ire a `kick' in
th e velocity sp ace ofm agn itu de ±v _{?} ¼ G m =bv,±v _{?} ¿ v.
T he e® ect of a large nu m ber of su ch collision s is to m ake
th e star perform a ran dom w alk in th e velocity sp ace.
T he net m ean squ are velocity in du ced by collision s w ith
im pact param eters in th e ran ge (b;b + db) in a tim e in 
terval ¢ t w ill be th e prod uct of th e m ean nu m ber of
scatterin gs in tim e ¢ t an d (±v _{?} ) ^{2} . T he form er is given
by th e nu m ber ofscatterers in th e volu m e (2¼ b db)(v¢ t).
H en ce 

h(±v _{?} _{)} ^{2} i 
µ ^{G} ^{m} bv 
¶ 2 

_{=} 
_{(}_{2}_{¼} bd b) _{(}_{v}_{¢} t) 
n 
(9) 

; 

w here 
n is th e nu m 
ber 
den sity 
of 
scatterers. 
T 
he 
total 

m 
ean squ are tran sverse 
velocity du e 
to all stars 
is 
fou nd 

by 
integratin g over 
b 
w 
ith in 
som e 
ran ge 
(b _{1} ;b _{2} ): 

h(±v _{?} _{)} ^{2} i _{t}_{o} _{t}_{a} _{l} 
' 
_{¢} 
b 2 t Z b 1 
(2¼ bd b) (vn ) 
µ ^{G} ^{2} ^{m} b ^{2} v ^{2} ^{2} 
¶ 

= 
_{2}_{¼} 
n G 
^{2} m 
^{2} _{¢} 
tln 
µ ^{b} ^{2} 
¶ : 
(10) 

W 
e again see th e 
v sign atu re 
of 
b 1 ran dom w 
alk in 
2 h±v _{?} i / 

¢ 
t. 
T 
he logarith m 
ic 
factor 
sh ow 
s 
th at w 
e can not 
take 
642
RESONANCE July 2009
SERIES ARTICLE
b _{1} 
= 0;b _{2} 
= 
1 
an d 
on e 
need s to 
use 
som 
e physical 
cri 

teria to 
¯x 
b _{1} 
an d 
b _{2} . It 
is reason ab le 
to 
take b _{2} ' 
R , 

th e size of 
th e 
system ; 
as regard s b _{1} , 
notice th at 
th e 

velocity ch an ge 
per collision 
can becom 
e com parab le 

to 
v itself 
w hen 
b 
' b _{c} ' (G m 
=v ^{2} ) 
an d 
ou r di® usion 

ap proxim 
ation 
breaks 
dow n. 
It 
is, 
th erefore, reason  

ab le to 
take 
b _{1} 
' 
b _{c} ' 
(G m 
=v ^{2} ). 
T hen (b _{2} =b _{1} ) 
' 

(R 
v ^{2} =G m 
) 
= 
N (R 
v ^{2} =G 
M ) ' 
N 
for 
a 
system in virial 

equ ilib riu m 
. From 
(10) 
w e see 
th at th is e® ect is im 
por 

tant over 
tim escales (¢ 
t) w hich 
is lon g 
en ou gh to m 
ake 

h(±v _{1} ) ^{2} i _{t}_{o}_{t}_{a} _{l} ' 
v ^{2} . 
U sin g 
th is 
con dition 
an d solvin g 
for 

(¢ 
t) w 
e get: 

v 
3 

^{(}^{¢} 
(11) 

^{t}^{)} gc ' 
2¼ G ^{2} m 
_{2} 
_{n} _{l}_{n} _{N} 
: 

T 
his is 
th e tim 
e scale for 
gravitation al relaxation in 
su ch 

system 
s (or 
electrom agn etic relaxation 
in 
plasm as) 
an d 

th e ln 
N factor 
arises du e 
to di® usion 
in velocity sp ace. 
T he entire process can b e describ ed by a di® usion equ a
tion in velocity sp ace { or so it w ou ld seem at ¯rst sight.
A m om ent of th ou ght, how ever, sh ow s th at if w e de
scrib e th e process by a di® usion equ ation in velocity
sp ace, it w ill m ake th e rootm ean squ are velocities of
every particle in th e system to in crease as ^{p} t as tim e
goes on ; th is violates som e sacred notion s in physics
[3]. T his is on e key di® eren ce betw een di® usin g in real
sp ace com pared to velocity sp ace an d th ere m ust exist
a process w hich prevents th is.
T 
his process is called 
`d yn am ical friction '. 
T 
o un der 

stan d it, 
con sid er 
a particle 
(`star') w hich 
m oves w 
ith 

a 
velocity 
V th at 
is sign i¯ cantly larger th an 
th e root 

m 
ean squ are 
sp eed 
of 
th e 
clou d of stars 
arou nd it. 
In 

th e rest fram e ofth e fast star,on th e average,oth er stars 

w 
ill b e stream in g 
past 
it 
an d w ill b e de° ected 
tow ard s 

it. 
T his w 
ill prod uce 
a 
slight den sity en han cem ent 
of 

stars beh in d 
th e 
fast 
star. T his den sity 
en han cem 
ent 

prod uces 
th e necessary 
force to red uce th e 
sp eed V 
of 
RESONANCE July 2009
There is one key difference between diffusing in real space compared to velocity space and there must exist a process which prevents this.
_{6}_{4}_{3}
If we take both the processes into account, the evolution in the velocity space is described by an equation which is a variant of what is called the Fokker– Planck equation.
SERIES ARTICLE
th e 
star. T his 
dyn am 
ical friction en su res th at 
no ru n 

aw 
ay disaster 
occu rs 
in velocity 
sp ace. 

If w e take both th e processes into accou nt, th e evolu tion 

in 
th e velocity 
sp ace 
is 
describ ed 
by an 
equ ation 
w hich 
is 

a variant of w hat is called th e Fokker{P lan ck equ ation . 

A 
sim pli¯ ed 
version 
of 
th is is 
given by 

@ f 
(v;t) 
@ ½ ¾ 2 
@ f 
+ (® v)f ¾ : (12) 

@ t 
= 
@ v 2 
@ v 
T he ¯rst term on th e righth an d sid e has th e stan dard
form of a di® usion cu rrent prop ortion al to th e grad i
ent in th e velocity sp ace. A s tim e goes on , th is term
w ill cau se th e m ean squ are velocities of particles to in 
crease in prop ortion to t in du cin g th e `ran dom w alk' in
th e 
velocity 
sp ace. 
U 
nd er 
th e 
e® ect 
of th is 
term 
, 
all 

th e 
particles 
in 
th e 
system 
w 
ill 
have 
th eir < v ^{2} > in  
creasin g w ith ou t b ou nd . T his un physical situ ation is
avoid ed by th e presen ce of th e secon d term (® vf ) w hich
describ es th e dyn am ical friction . T he com bin ed e® ect
of th e tw o term s is to
drive
f
to a M axw ellian distrib u
tion w ith an e® ective tem peratu re (k _{B} T ) = (¾ ^{2} =® ) an d
(@ f =@ t) = 0. 
In 
su ch 
a 
M 
axw ellian 
distrib ution th e gain 

m 
ad e 
in (¢ v ^{2} ) 
du e to 
di® usion 
is 
exactly balan ced by 
th e losses du e to dyn am ical friction . W hen tw o parti
cles scatter, on e gain s th e en ergy lost by th e oth er; on
th e average, w e m ay say th at th e on e w hich has lost th e
en ergy has un dergon e dyn am ical friction w hile th e on e
w hich gain ed en ergy has ach ieved di® usion to high er v ^{2} .
T he cu m ulative e® ect of su ch ph en om en a is describ ed
by th e tw o term s in (12).
T he ab ove points can b e easily illu strated by exp licitly
solvin g (12). Su pp ose w e take an in itial distrib ution
f (v ;0) = ±(v ¡ v _{0} ) peaked at a velocity v _{0} . T he solu tion
of (12) w ith th is in itial con dition is easy to ¯n d:
644
RESONANCE July 2009
SERIES ARTICLE
f _{(}_{v} ;t) _{=} 
· 
_{¼} _{¾} 2 _{(}_{1} _{¡} _{e} ¡2 ® t _{)} ¸ 1= 2 ^{e}^{x}^{p} · ^{¡} _{¾} 2 _{(}_{1} _{¡} _{e} ¡2 ® t _{)} ® ® (v ¡ v _{0} e ^{¡}^{®} ^{t} ) ^{2} 
¸ 

(13) 

w hich is a G au ssian w ith th e m ean < v > = v _{0} e ^{¡}^{®} ^{t} an d 

disp ersion < 
v ^{2} 
> 
¡ 
< 
v 
> 
^{2} = 
(¾ ^{2} =® 
)(1 ¡ e ^{¡}^{2} ^{®} 
^{t} ). A t late 

tim es (t ! 1 ), th e m ean velocity < v > goes to zero 

w hile th e 
velocity 
disp ersion 
becom 
es 
(¾ ^{2} =® ). 
T hu s 
th e 

equ ilib riu m 
con ¯gu ration 
is 
a 
M axw ellian 
distrib ution 

of 
velocities 
w ith 
th is 
particu lar disp ersion , 
for w hich 

@ f 
=@ t = 0. 
T o 
see th e 
e® ect 
of 
th e 
tw 
o term 
s in divid u 

ally 
on th e 
in itiald istrib ution 
f (v ;0) 
= 
±(v ¡ 
v _{0} ), w e 
can 

set ® or ¾ to zero. W hen ® = 0, w e get pu re di® usion : 

µ 
_{¾} _{2} _{t} ¶ 1=2 exp ½ ¡ 1 
(v 
¡ v _{0} ) ^{2} 
¾ : 

f _{®} _{=} _{0} (v;t) 
= 
2¼ 
2¾ ^{2} t 
(14) 
The equilibrium
configuration is a Maxwellian distribution of velocities with this particular dispersion,
for which
f/ t = 0.
N oth in g hap pen s to th e stead y velocity v _{0} ;b ut th e veloc
ity disp ersion in creases in prop ortion to t rep resentin g a
ran dom w alk in th e velocity sp ace. O n th e oth er han d,
if 
w e 
set 
¾ 
= 0, th en 
w 
e get 

f _{¾} _{=} _{0} (v;t) 
= 
±(v ¡ 
v _{0} e ^{¡}^{®} ^{t} ): 
(15) 

N 
ow 
th ere 
is no sp read in g 
in velocity sp ace 
(n o 
di® u 

sion ); in stead 
th e friction stead ily decreases < 
v 
> 
. 

G 
oin g 
back 
to th e 
discrete 
case, 
w 
e can m ake 
an oth er 

usefu l 
gen eralization 
of 
(5) 
by 
assu m 
in g th at 
p(¢ y 
) 
it 

self 
dep en ds 
on N 
so 
th at 
th e 
fu nd am ental 
equ ation 

becom es P _{N} 
(x ) 
= Z d ^{D} 
y 
P 
_{N} _{¡}_{1} (x ¡ 
¢ y 
)p _{N} (¢ y ) 
: 
(16) 

T 
his 
equ ation , w hich 
is 
a convolu tion 
integral, is trivial 

to 
solve 
in 
Fou rier 
sp ace in 
w hich 
th e convolu tion 
in  

tegral 
b ecom 
es a prod uct. 
If w 
e den ote by P 
_{N} 
(k ) 
an d 

p _{N} (k 
) th e 
Fou rier tran sform 
s of P _{N} 
(x ) an d p _{N} 
(¢ 
y ) 
th en 
RESONANCE July 2009
_{6}_{4}_{5}
Once again, it is possible to make some general comments if the individual probability distributions p _{n} ( y) satisfy some reasonable conditions.
SERIES ARTICLE
th is equ ation b ecom 
es 
P _{N} (k 
) 

by assu m 
in g th e 
particle w as 

ately 
get 

N 

P _{N} 
(k 
) = Y 

n 
= 
1 

D oin g 
an 
inverse 
Fou rier 

to ou r 
prob lem 
to 
be 

= Z 
d ^{D} k 

P _{N} (x 
) 
(2¼ ) ^{D} 
^{e} 
= 
P _{N} 

at 
th e 
origin 

p _{n} (k ) 
: 

w 
e 
¯n d 

N 

ik 
¢x Y 
p _{n} (k ) 

n 
= 
1 
_{¡}_{1} (k )p _{N}
(k 
). Iterat 

w 
e im m 
ed i 
(17) 

th e solu tion 

: 
(18) 
in g th is N tim es an d norm alizin g th e in itial prob ab ility
tran sform
O nce again , it is possib le to m ake som e gen eral com 
m ents if th e in divid ual prob ab ility distrib ution s p _{n} (¢ y ) 

satisfy som e reason ab le con dition s. Su pp ose, for sim  

plicity, th at 
p _{n} (¢ y ) is peaked at th e origin an d dies 
dow n sm ooth ly an d m on oton ically for large j¢ y j. T hen ,
its Fou rier tran sform w ill also b e peaked arou nd th e ori
gin in ksp ace an d w ill die dow n for large valu es of jk j.
Fu rth er, becau se th e prob ab ility is norm alized , w e have
th e con dition p _{n} (k = 0) = 1. W hen w e take a prod uct of
N su ch fu nction s, th e resu ltin g fu nction w ill again have
th e
valu e un ity at th e origin . B ut as w e go aw ay from
th e origin ,w e are takin g th e prod uct of N nu m b ers each
of w hich is less th an un ity. So clearly w hen N ! 1 ,
th e prod uct of p _{n} (k ) w ill have sign i¯ cant su pp ort on ly
close to th e origin .
T 
he nontrivial 
assu m ption 
w 
e 
w 
ill 
now 
m 
ake 
is 
th at 

p _{n} (k ) has a sm ooth cu rvatu re at th e origin of th e Fou rier 

sp ace an d is not `cu spy'. T hen ,n ear th e origin in Fou rier 

sp ace, w 
e 
can ap proxim 
ate 
646
p _{n} (k
)
'
1
¡
1 n _{k} 2 _{'} _{e} ¡(1 =2)®
2
® ^{2}
2
n
^{k} ^{2}
(19)
RESONANCE July 2009
SERIES ARTICLE
w 
ith 
som 
e con stant ® 
_{n} 
. 
H en ce 
th e 
prod uct becom es 

N Y p _{n} (k ) 
= 
exp 
1 ¡ 2 
k ^{2} 
N X 
® 2 _{n} 
´ 
exp 
¡ 
An observant reader would have noticed N
; ¾ ^{2} k ^{2} (20) 

n 
= 
1 
n = 
1 
essentially proved a 

w 
here 

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