Brownian motion are independent formula_45 random variables. This representation can be obtained using the Karhunen–Loève theorem. The Wiener process can be constructed as the scaling limit of a random walk, or other discrete-time stochastic processes with stationary independent increments. This is known as Donsker's theorem. Like the random walk, the Wiener process is recurrent in one or two dimensions (meaning that it returns almost surely to any fixed neighborhood of the origin infinitely often) whereas it is not recurrent in dimensions three and higher. Unlike the random walk, it is scale invariant. The time evolution of the position of the Brownian particle
Brownian motion motion can be measured as "v" = Δ"x"/Δ"t", when Δ"t" « "τ", where "τ" is the momentum relaxation time. In 2010, the instantaneous velocity of a Brownian particle (a glass microsphere trapped in air with optical tweezers) was measured successfully. The velocity data verified the Maxwell–Boltzmann velocity distribution, and the equipartition theorem for a Brownian particle. In stellar dynamics, a massive body (star, black hole, etc.) can experience Brownian motion as it responds to gravitational forces from surrounding stars. The rms velocity "V" of the massive object, of mass "M", is related to the rms velocity formula_34 of the background