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 which differs from Smoluchowski by 27/64 can only be put in doubt." Smoluchowski attempts to answer the question of why a Brownian particle should be displaced by bombardments of smaller particles when the probabilities for striking it in the forward and rear directions are equal. If the probability of "m" gains and "n" − "m" losses follows a binomial distribution, with equal "a priori" probabilities of 1/2, the mean total gain is If "n" is large enough so that Stirling's approximation can be used in the form then the expected total gain will be showing that it increases as the