Brownian motion but rather a singular behavior in which the particle doesn't move at all. The Brownian motion can be modeled by a random walk. Random walks in porous media or fractals are anomalous. In the general case, Brownian motion is a non-Markov random process and described by stochastic integral equations. The French mathematician Paul Lévy proved the following theorem, which gives a necessary and sufficient condition for a continuous R-valued stochastic process "X" to actually be "n"-dimensional Brownian motion. Hence, Lévy's condition can actually be used as an alternative definition of Brownian motion. Let "X" = ("X", ..., "X") be a
Brownian motion model to describe a particle undergoing Brownian motion. The model assumes collisions with "M" ≫ "m" where "M" is the test particle's mass and "m" the mass of one of the individual particles composing the fluid. It is assumed that the particle collisions are confined to one dimension and that it is equally probable for the test particle to be hit from the left as from the right. It is also assumed that every collision always imparts the same magnitude of Δ"V". If "N" is the number of collisions from the right and "N" the number of collisions from the