Brownian Motion - Some History

Around 1827, through a microscope Robert Brown observed pollen particles performing an intricate dance in a water droplet.
The notion that this motion was due to the pollen swimming was discounted by observing similar motion by pollen from flowers kept in a museum case over a century, by lamp black, and by granite dust.
The first mathematical study of Brownian motion (as a statistical process, not specifically as the dance of pollen grains) was performed by Louis Bachelier in his 1900 doctoral dissertation Theorie de la speculation, a mathematical model of the stock market.
Apparently unaware of Bachelier's work, in 1905 Albert Einstein studied the dynamics of molecular collisions and provided quantitative support to the notion that the Brownian motion of pollen was the result of pollen particles being hit by water molecules undergoing thermal motion.
In 1910 Jean Perrin extended Einstein's analysis to calculate Avogadro's number and provide strong evidence for the existence of atoms.
The mathematical foundations for Brownian motion were established in 1923 by Norbert Weiner.

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