Brownian motion is used to refer to the random motion of microscopic particles in a fluid. The motion is random because the particles collide with the atoms and molecules. The name comes from a botanist, Robert Brown, who observed such motion first while observing the movement of microscopic starch grain particles inside a pollen. This observation later led to the confirmation that any matter is made up of atoms, by Albert Einstein and Jean Perrin.
Frequently Asked Questions
Brownian motion is simply an extension of a random walk that is scaled with time. So a random walk is usually considered as a discretization of a Brownian motion.