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 ratchet lower temperature than the resistor. Researchers from the University of Twente, the University of Patras in Greece, and the Foundation for Fundamental Research on Matter have constructed a Feynman-Smoluchowski engine which, when not in thermal equilibrium, converts pseudo-Brownian motion into work by means of a granular gas, which is a conglomeration of solid particles vibrated with such vigour that the system assumes a gas-like state. The constructed engine consisted of four vanes which were allowed to rotate freely in a vibrofluidized granular gas. Because the ratchet's gear and pawl mechanism, as described above, permitted the axle to rotate only in