Brownian motion (named after the botanist Robert Brown) or pedesis is the presumably random drifting of particles suspended in a fluid (a liquid or a gas) or the mathematical model used to describe such random movements, which is often called a particle theory.
The mathematical model of Brownian motion has several real-world applications. An often quoted example is stock market fluctuations, however, movements in share prices may arise due to unforeseen events which do not repeat themselves.
Brownian motion is among the simplest of the continuous-time stochastic (or probabilistic) processes, and it is a limit of both simpler and more complicated stochastic processes. This universality is closely related to the universality of the normal distribution. In both cases, it is often mathematical convenience rather than the accuracy of the models that motivates their use. This is because Brownian motion, whose time derivative is everywhere infinite, is an idealised approximation to actual random physical processes, which always have a finite time scale.
Brownian motion is not to be mistaken with kinetic particle theory, which I had thought were the same. However, Brownian motion is a form of kinetic particle theory,
Above is a video of Brownian motion.
Brownian motion was first observed by Robert Brown and was a botanist.
My reflections for this topic:
This topic was rather easy at first, but it became harder later as there were more things to remember. Also, Brownian motion is just a form of kinetic particle theory so it is only a small part of kinetic particle theory.
Brownian motion was first observed by Robert Brown and was a botanist.
My reflections for this topic:
This topic was rather easy at first, but it became harder later as there were more things to remember. Also, Brownian motion is just a form of kinetic particle theory so it is only a small part of kinetic particle theory.
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