Commonly observed phenomena in chemistry and physics can, after some simplification, be imagined as a „random walk“. This is a process by which an object moves to the left or right with a certain probability at each step.
Galton board is a simple realisation of a random walk on a straight line. It is a system of pegs arranged in such a way that the ball that falls on them always has a 50% chance of rolling to the left or right. Each row of nails corresponds to one step of a random walk. The probability of a ball hitting a given location is determined by the binomial distribution, which at the limit of many steps comes in a Gaussian normal distribution with zero mean and standard deviation proportional to the square root of the number of steps. The random movement of the balls thus corresponds to diffusion.