The probability density that a molecule in Brownian motion will be at a distance (x) from a
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The probability density that a molecule in Brownian motion will be at a distance \(x\) from a reflecting wall at time \(t\), if at time \(t_{0}\) it was at a distance \(x_{0}\), is given by the formula
\[ p(x)=\left\{\begin{array}{cc} \frac{1}{2 \sqrt{\pi D t}}\left\{e^{-\frac{\left(x+x_{0}\right)^{2}}{4 D t}}+e^{-\frac{\left(x-x_{0}\right)^{2}}{4 D t}}\right\} & \text { for } x \geqslant 0 \\ 0 & \text { for } x<0 \end{array}\right. \]
Find the expectation and the variance of the magnitude displacement of the molecule during the time from \(t=t_{0}\) to \(t\).
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