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 square root of the total population. Suppose that a Brownian particle of mass "M" is surrounded by lighter particles of mass "m" which are traveling at a speed "u". Then, reasons Smoluchowski, in any collision between a surrounding and Brownian particles, the velocity transmitted to the latter will be "mu"/"M". This ratio is of the order of 10 cm/s. But we also have to take into consideration that in a gas there will be more than 10 collisions in a second, and even greater in a liquid where we expect that there will be 10 collision in one second. Some