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 motion mingling motion of dust particles is caused largely by air currents, the glittering, tumbling motion of small dust particles is, indeed, caused chiefly by true Brownian dynamics. While Jan Ingenhousz described the irregular motion of coal dust particles on the surface of alcohol in 1785, the discovery of this phenomenon is often credited to the botanist Robert Brown in 1827. Brown was studying pollen grains of the plant "Clarkia pulchella" suspended in water under a microscope when he observed minute particles, ejected by the pollen grains, executing a jittery motion. By repeating the experiment with particles of inorganic matter he