Brownian Motion

Home Blog RSS Brownian Motion Building intuition for Brownian motion by deriving its marginal distribution from a discrete-time random walk. Published 22 April 2026 Imagine that a pollen particle is suspended in a glass of water. If we were to observe and record the vertical position of the particle over time, we would find that its movements were random. And if we were to plot this position, we’d get a jagged path through time (Figure 111, left). This path would be just one of many possible pat