Brownian motion

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Brownian Motion

Brownian motion (pronunciation: /ˈbraʊniən ˈmoʊʃən/), also known as pedesis (from Ancient Greek: πήδησις /pɛ̌ːdɛːsis/ "leaping"), is a phenomenon named after the Scottish botanist Robert Brown who first observed it in 1827.

Etymology

The term "Brownian motion" is derived from the name of Robert Brown, who documented the erratic motion of pollen particles in water under a microscope. Although Brown was not the first to observe this phenomenon, his detailed study brought it to wider attention.

Definition

Brownian motion is the random motion of particles suspended in a fluid (a liquid or a gas) resulting from their collision with the fast atoms or molecules in the gas or liquid. This can be observed, for example, when light is scattered from such moving particles.

Mathematical Description

In mathematics, Brownian motion is described by the Wiener process, a continuous-time stochastic process named after Norbert Wiener. It is one of the best-known Lévy processes (càdlàg stochastic processes with stationary independent increments) and occurs frequently in pure and applied mathematics, economics, quantitative finance, evolutionary biology, and physics.

Related Terms

  • Random walk: A mathematical object, known as a stochastic or random process, that describes a path that consists of a succession of random steps on some mathematical space.
  • Diffusion: The net movement of anything (for example, atoms, ions, molecules) from a region of higher concentration to a region of lower concentration.
  • Stochastic process: A mathematical object usually defined as a collection of random variables.
  • Thermal equilibrium: A state in which all parts of a system are at the same temperature.

See Also

External links

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