Brownian meander factor for the spatial axis must be square root of the scaling factor for the time axis. The process resulting from this snip-and-scale procedure is a Brownian meander. As the name suggests, it is a piece of Brownian motion that spends all its time away from its starting point formula_5. The transition density formula_12 of Brownian meander is described as follows: For formula_13 and formula_14, and writing we have and In particular, i.e. formula_19 has the Rayleigh distribution with parameter 1, the same distribution as formula_20, where formula_21 is an exponential random variable with parameter 1. Brownian meander In the
Brownian ratchet Brownian ratchet In the philosophy of thermal and statistical physics, the Brownian ratchet or Feynman-Smoluchowski ratchet is a thought experiment about an apparent perpetual motion machine first analysed in 1912 by Polish physicist Marian Smoluchowski and popularised by American Nobel laureate physicist Richard Feynman in a physics lecture at the California Institute of Technology on May 11, 1962, during his Messenger Lectures series The Character of Physical Law in Cornell University in 1964 and in his text "The Feynman Lectures on Physics" as an illustration of the laws of thermodynamics. The simple machine, consisting of a tiny paddle wheel and