It was treated as an Ornstein-Uhlenbeck process by a French physicist, who also derived its root-mean-squared displacement as a function of the square-root of time.
It was treated as an Ornstein-Uhlenbeck process by a French physicist, who also derived its root-mean-squared displacement as a function of the square-root of time. It assumes Gaussian noise and Markov dynamics, and is described by the Langevin equation. Its almost surely nowhere differentiable paths are described in terms of the Wiener measure, and Jean Perrin used it to estimate Avogadro's number using the kinetic theory's estimate for the number of collisions undergone by a given particle, and in particular the random imbalance of those collisions over short periods of time. A Fokker-Planck equation was used by Albert Einstein, who first explained it. FTP name this stochastic process describing the path of drifting pollen grains.
It was treated as an Ornstein-Uhlenbeck process by a French physicist, who also derived its root-mean-squared displacement as a function of the square-root of time.
{Brownian} motion or movement