What Is... Seminar

Lionel LevineCornell University
What Is Brownian Motion?

Wednesday, November 10, 2021 - 4:35pm
Malott 406

Brownian Motion is a central object in probability & physics. It’s a random path so wiggly that it’s nowhere differentiable. It crosses the x-axis uncountably many times! I’ll trace its history from Democritus (ancient Greek philosopher) to Brown (botanist) to Einstein (physicist) to Wiener and Levy (mathematicians), touching on how it relates to the Heat Equation and the Central Limit Theorem.