Lecture

Brownian Motion: Historical Background and Mathematical Construction

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MATH-330: Martingales and Brownian motion

Introduction to the theory of discrete-time martingales (optional stopping and convergence theorems) and its applications (gambler's ruin, branching processes, Pólya urns...). Introduction to Brownian motion. ...

Description

This lecture delves into the historical context of Brownian motion, starting with Robert Brown's observations of pollen particles in water in 1828. It then explores Einstein's mathematical model and Norbert Wiener's rigorous construction of the Brownian motion concept. The lecture also covers the experimental verification of Einstein's theory by Siding and Henri in 1908, showcasing the proportional displacement of particles over time. The presentation concludes with a discussion on the mathematical definition and properties of Brownian motion.

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Related concepts (27)

Mathematical proof

A mathematical proof is a deductive argument for a mathematical statement, showing that the stated assumptions logically guarantee the conclusion. The argument may use other previously established statements, such as theorems; but every proof can, in principle, be constructed using only certain basic or original assumptions known as axioms, along with the accepted rules of inference. Proofs are examples of exhaustive deductive reasoning which establish logical certainty, to be distinguished from empirical arguments or non-exhaustive inductive reasoning which establish "reasonable expectation".

Brownian motion

Brownian motion is the random motion of particles suspended in a medium (a liquid or a gas). This motion pattern typically consists of random fluctuations in a particle's position inside a fluid sub-domain, followed by a relocation to another sub-domain. Each relocation is followed by more fluctuations within the new closed volume. This pattern describes a fluid at thermal equilibrium, defined by a given temperature. Within such a fluid, there exists no preferential direction of flow (as in transport phenomena).

Particle

In the physical sciences, a particle (or corpuscule in older texts) is a small localized object which can be described by several physical or chemical properties, such as volume, density, or mass. They vary greatly in size or quantity, from subatomic particles like the electron, to microscopic particles like atoms and molecules, to macroscopic particles like powders and other granular materials. Particles can also be used to create scientific models of even larger objects depending on their density, such as humans moving in a crowd or celestial bodies in motion.

Theory of relativity

The theory of relativity usually encompasses two interrelated physics theories by Albert Einstein: special relativity and general relativity, proposed and published in 1905 and 1915, respectively. Special relativity applies to all physical phenomena in the absence of gravity. General relativity explains the law of gravitation and its relation to the forces of nature. It applies to the cosmological and astrophysical realm, including astronomy.

Albert Einstein

'Albert Einstein' (ˈaɪnstaɪn ; ˈalbɛʁt ˈʔaɪnʃtaɪn; 14 March 1879 – 18 April 1955) was a German-born theoretical physicist, widely held to be one of the greatest and most influential scientists of all time. Best known for developing the theory of relativity, he also made important contributions to quantum mechanics, and was thus a central figure in the revolutionary reshaping of the scientific understanding of nature that modern physics accomplished in the first decades of the twentieth century.

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