Problem 1.

22 Reif

We are considering a 1-d random walk with N steps. The probability that
a step has a displacement between s and s + ds is given by

w(s) ds = (2πσ 2 )−1/2 exp[−(s − l)2 /(2σ2 )] ds . (1)

Since there is no counter information given, we should assume that the possible
values for s span the range −∞ to ∞. The total displacement x of a particular
walk is
N
X
x= si . (2)
i=1

(a) Find the mean total displacement x: Taking the mean of Eq.(2) gives
N
X
x= si = N s = N l . (3)
i=1

It should be obvious from the Gaussian form of Eq.(1) that s = l, but in case
it’s not, you can always verify it directly. We have
Z ∞ Z ∞
2 −1/2
s= sw(s) ds = (2πσ ) s exp[−(s − l)2 /(2σ 2 )] ds . (4)
−∞ −∞

Now let

y 2 = (s − l)2 /(2σ2 ) , (5)

from which it follows that

√
s= 2σy + l , (6)

and
√
ds = 2σdy . (7)

With Eqs.(5)-(7), we can rewrite Eq.(4) as

p Z ∞ Z ∞
2 2
s = 2/πσ ye−y dy + (π)−1/2 l e−y dy = l . (8)
−∞ −∞

(b) Find the dispersion (x − x)2 : First, we square Eq.(2) to get

N
X N
X N
X N X
X N
x2 = si sj = s2i + sj si , (9)
i=1 j=1 i=1 i=1 j6=i

1
and then we take the mean of Eq.(9) to get
N
X N X
X N
x2 = s2i + sj si . (10)
i=1 i=1 j6=i

When i and j are different, sj and si are statistically independent (or uncorre-
lated), and sj si = si sj = s2 = l2 . We can then reduce Eq.(10) to

x2 = Ns2 + N (N − 1)l2 , (11)

and with the use of Eq.(3) the dispersion becomes

(x − x)2 = x2 − x2 = N s2 + N(N − 1)l2 − (N l)2 = N(s2 − l2 ) = N (s − s)2 .

(12)

You can also find this result in Eq.(1.9.12) of Reif by following the development
that starts with Eq.(1.9.5). To finish the problem we need only realize that

(s − s)2 = σ2 , (13)

and substitute this relation into Eq.(12) to find

(x − x)2 = Nσ 2 . (14)

The equality in Eq.(13) follows from the properties of the Gaussian form of
Eq.(1), but it’s easy to prove it directly. Start with
Z ∞ Z ∞
1
(s − s)2 = (s − l)2 w(s) ds = √ (s − l)2 exp[−(s − l)2 /(2σ2 )] ds ,
−∞ 2πσ 2 −∞
(15)

and make the same substitutions given by Eqs.(5)-(7) to rewrite Eq.(15) as

Z
2
2 2 ∞ 2 −y2
(s − s) = √ σ y e dy , (16)
π −∞

which reduces to

(s − s)2 = σ2 , (17)
√
because the integral has the value π/2.