Brownian bridge of the Brownian bridge based on the Brownian motion is, for "t" ∈ [0, T] Conversely, for "t" ∈ [0, ∞] The Brownian bridge may also be represented as a Fourier series with stochastic coefficients, as where formula_9 are independent identically distributed standard normal random variables (see the Karhunen–Loève theorem). A Brownian bridge is the result of Donsker's theorem in the area of empirical processes. It is also used in the Kolmogorov–Smirnov test in the area of statistical inference. A standard Wiener process satisfies "W"(0) = 0 and is therefore "tied down" to the origin, but other points are not
Perpetual motion costs energy (requiring Maxwell's demon to perform more thermodynamic work to gauge the speed of the molecules than the amount of energy gained by the difference of temperature caused) or the unidirectionality is an illusion and occasional big violations make up for the frequent small non-violations (the Brownian ratchet will be subject to internal Brownian forces and therefore will sometimes turn the wrong way). Buoyancy is another frequently misunderstood phenomenon. Some proposed perpetual-motion machines miss the fact that to push a volume of air down in a fluid takes the same work as to raise a corresponding volume of fluid