Diffusion at finite speed and random walks

Proc Natl Acad Sci U S A. 2004 Feb 3;101(5):1120-2. doi: 10.1073/pnas.0307052101. Epub 2004 Jan 20.

Abstract

Diffusion, which occurs with infinite speed, results from a random walk with steps of finite speed. We resolve this paradox and derive a modified diffusion equation with finite speed.