Jelasin soal Gerak Brown  dalam bahasa sunda dong

Aya dua harti ngeunaan watesan gerak Brown: hiji, dina fénoména fisik salaku gerak partikel dina fluida nu mangrupa gerak acak, sarta nu séjénna dina modél matematik nu dipaké pikeun ngajelaskeun hal éta.

Modél matematik bisa ogé digunakeun keur ngajelaskeun lobana fénoména séjén anu teu kasusun (ku matematik séjénna) ku gerak acak partikel. Nu biasa dipaké conto séjénna nyaéta turun unggahna pasar stok (Ing. stock market), sarta conto penting séjénna evolusi karakter fisik dina rekaman fosil.

Gerak Brown mangrupa prosés stokastik pangbasajanna dina domain kontinyu, and it is a limit of both simpler (see random walk) 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 actual accuracy as modéls that dictates their use. All three quoted examples of Brownian motion are cases of this: it has been argued that Lévy flights are a more accurate, if still imperfect, modél of stock-market fluctuations; the physical Brownian motion can be modélled more accurately by more general diffusion process; and the dust hasn't settled yet on what the best modél for the fossil

record is, even after correcting for non-Gaussian data.