Probability density functions. The diffusion of the two entities A and B (red and blue) gives rise to a certain probability of them coming into contact (green). The two entities diffuse freely starting a distance d apart. As time goes by the probability of them coming into contact increases and reaches a maximum. Subsequently the two entities diffuse further and the probability of them coming into contact decreases with time (note: this is a 1D projection of the probability density profile, in 3D the integral over the probability density is correctly normalised to 1).