Brownian motion on the discontinuous structure of matter". The direction of the force of atomic bombardment is constantly changing, and at different times the particle is hit more on one side than another, leading to the seemingly random nature of the motion. The many-body interactions that yield the Brownian pattern cannot be solved by a model accounting for every involved molecule. In consequence only probabilistic models applied to molecular populations can be employed to describe it. Two such models of the statistical mechanics, due to Einstein and Smoluchowski are presented below. Another, pure probabilistic class of models is the class of the
Fractional Brownian motion Motion are independent, increments for fractional Brownian motion are not. If H > 1/2, then there is positive autocorrelation: if there is an increasing pattern in the previous steps, then it is likely that the current step will be increasing as well. If H < 1/2, the autocorrelation is negative. The process is self-similar, since in terms of probability distributions: This property is due to the fact that the covariance function is homogeneous of order 2H and can be considered as a fractal property. FBm can also be defined as the unique mean-zero Gaussian process, null at the origin, with