Brownian motion


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brown·i·an move·ment

erratic, nondirectional, zigzag movement observed by ultramicroscope in certain colloidal solutions and by microscope in suspensions of light particulate matter that results from the jostling or bumping of the larger particles by the molecules in the suspending medium which are regarded as being in continuous motion.
[Robert Brown]

Brownian motion

[brou′nyən]
Etymology: Robert Brown, Scottish botanist, 1773-1858
a random movement of microscopic particles suspended in a liquid or gas, such as the continuing erratic behavior of dust particles in still water. The movement is produced by the natural kinetic activity of molecules of the fluid that strike the foreign particles. Also called Brownian movement.

Brown,

Robert, English botanist, 1773-1858.
brownian motion - Synonym(s): brownian movement
brownian movement - rapid random motion of small particles in suspension. Synonym(s): brownian motion; brownian-Zsigmondy movement; molecular movement; pedesis
brownian-Zsigmondy movement - Synonym(s): brownian movement
References in periodicals archive ?
The Brownian motion exceeds the gravity sedimentation of particles, causing particles constant movement in coal tar.
2) below) as in [4,7], together with a generalized version of Kolmogorov's test for the one dimensional Brownian motion ([9,10]).
Brownian motion has been used to model movement of animals, including feeding sharks (Humphries et al.
d](x))' is a standard d-dimensional Brownian motion defined on a filtered complete probability space ([OMEGA], F, [{[F.
The study was conducting by starting with reviewing the literature regarding the Brownian motion, Wiener process, Ito process, Ornstein-Uhlenbeck process and reaching the random walk theory.
Many empirical studies have shown that distribution of asset price is not entirely lognormal, and the probability density function of its logarithm yield tends to have the feature of "fat-tailedness," so geometric Brownian motion processes do not accord with the realistic environment.
H] is a fractional Brownian motion with Hurst parameter H [member of] (0, 1) which is Centered Gaussian process with mean zero and covariance cov [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII.
The jostling molecules of liquid bump the particles to and fro in an effect called Brownian motion.
In this article, we propose a stochastic model, based on the Brownian motion process, plus an asymmetric jump diffusion process for the estimation and forecasting of mortality rates and life expectancy.