For each $t>0$ the fundamental solution of the heat equation is given by $$\Phi(x,t)=\frac{1}{(4\pi t)^{n/2}}\exp\left(-\frac{|x|^2}{4t} \right )$$ and satisfies $$\int_{\mathbb{R}^n}\Phi(x,t)\,dx=1.$$ Is there any physical interpretation for this property?
Thanks.