Brownian motion stochastic process models. There exist both simpler and more complicated stochastic processes which in extreme ("taken to the limit") may describe the Brownian Motion (see random walk and Donsker's theorem). The Roman Lucretius's scientific poem "On the Nature of Things" (c. 60 BC) has a remarkable description of Brownian motion of dust particles in verses 113–140 from Book II. He uses this as a proof of the existence of atoms: "Observe what happens when sunbeams are admitted into a building and shed light on its shadowy places. You will see a multitude of tiny particles mingling in a multitude of
Brownian motion moment of probability of displacement formula_2, is interpreted as mass diffusivity "D": Then the density of Brownian particles "ρ" at point "x" at time "t" satisfies the diffusion equation: Assuming that "N" particles start from the origin at the initial time "t"=0, the diffusion equation has the solution This expression (which is a normal distribution with the mean formula_12 and variance formula_13 usually called Brownian motion formula_14) allowed Einstein to calculate the moments directly. The first moment is seen to vanish, meaning that the Brownian particle is equally likely to move to the left as it is to move to