Brownian motion
A community portal about Brownian motion with blogs, videos, and photos. According to Wikipedia.org: The term Brownian motion (in honor of the botanist Robert Brown) refers to eithe the physical phenomenon where minute particles... [more]
A community portal about Brownian motion with blogs, videos, and photos. According to Wikipedia.org: The term Brownian motion (in honor of the botanist Robert Brown) refers to eithe the physical phenomenon where minute particles, immersed in a fluid or floating on its surface, move about randomly; or the mathematical model used to describe such random movements, often called a Wiener process. The mathematical model can also be used to describe many phenomena not resembling (other than mathematically) the random movements of minute particles. An often quoted example is stock market fluctuations. Another example is the evolution of physical characteristics in the fossil record. Brownian motion is among the simplest continuous-time stochastic processes, and it is a limit of both simpler and more complicated stochastic processes (see random walk and Donsker's theorem). 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.
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