One way to determine an objects' dimension is to answer the following question
How does the number of circles of radius that are required to cover the object change with ?
For instance, a line of length can be covered by circles of radius , and . A square of side length can be covered by circles of radius , and . It is for this reason that we call a line 1 dimensional, and we call the square 2 dimensional. Here we'd like to ask, what is the dimensionality of a particle undergoing Brownian motion (diffusion)?
A particle undergoes Brownian motion through the action of a random force so that its displacement in a time interval behaves as . Because the particle is 0d, we might expect that its trajectory is 1d, as for particles in projectile motion.
Suppose we have a perfectly sampled trajectory of a particle, . We want to lay down a set of circles, , of radius to cover this path, i.e. so that every section of the particle's path in the 2d plane is overlaid by a portion of a circle . changes with according to . What is , i.e. what is the dimensionality of Brownian motion?
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