Rotational Brownian motion the absorption tends toward a maximum and then declines with increasing frequency. The breakdown in Debye's theory in these regimes can be corrected by including inertial effects; allowing the molecules to be non-spherical; including dipole-dipole interactions between molecules; etc. These are computationally very difficult problems and rotational Brownian motion is a topic of much current research interest. Rotational Brownian motion Rotational Brownian motion is the random change in the orientation of a polar molecule due to collisions with other molecules. It is an important element of theories of dielectric materials. The polarization of a dielectric material is a competition between
Brownian model of financial markets to the Lebesgue measure. Brownian model of financial markets The Brownian motion models for financial markets are based on the work of Robert C. Merton and Paul A. Samuelson, as extensions to the one-period market models of Harold Markowitz and William F. Sharpe, and are concerned with defining the concepts of financial assets and markets, portfolios, gains and wealth in terms of continuous-time stochastic processes. Under this model, these assets have continuous prices evolving continuously in time and are driven by Brownian motion processes. This model requires an assumption of perfectly divisible assets and a frictionless market (i.e. that no