Brownian noise a white noise signal: meaning that Brownian motion is the integral of the white noise formula_2, whose power spectral density is flat: Note that here formula_4 denotes the Fourier transform, and formula_5 is a constant. An important property of this transform is that the derivative of any distribution transforms as from which we can conclude that the power spectrum of Brownian noise is Brown noise can be produced by integrating white noise. That is, whereas (digital) white noise can be produced by randomly choosing each sample independently, Brown noise can be produced by adding a random offset to each sample
Brownian motion mass of a mole of the gas by Avogadro's constant. The first part of Einstein's argument was to determine how far a Brownian particle travels in a given time interval. Classical mechanics is unable to determine this distance because of the enormous number of bombardments a Brownian particle will undergo, roughly of the order of 10 collisions per second. Thus Einstein was led to consider the collective motion of Brownian particles. He regarded the increment of particle positions in time formula_1 in a one dimensional ("x") space (with the coordinates chosen so that the origin lies at the initial position