Long long ago, a botanist by name Robert brown took a little water; put some pollen particles in it; observed them through microscope. To his surprise, the pollen particle jerked around, as if they were alive.
Later investigations gave more information.
1. Water molecules are always in random motion due to thermal energy.
2. Even though, a pollen particles is hundreds of time bigger than a water molecule, a group of water molecules hit it here and there, now and then. Hence pollen particles move randomly as if stroked by a bat. This motion is called Brownian motion.
Brownian motion proved that the matter is made up of molecules and atoms.
When the tea bag is put in a hot water, the tea-particles pushed in the same way by the hot water molecules. Hence the tea diffuse through the water or milk. It is clearly visible without microscope.
Smoke particles diffusing through the atmosphere and dust particles moving randomly in the air(seen in a beam of light) are good examples of Brownian motion.
A drunkard's random walk is always compared to Brownian motion. Today people found similarities between stock prices and Random motion.
The growth of trees; formation of clouds; coastal lines; hills; the rise of smoke; the flow of rivers all random dance of nature. They create object called "fractals" - fractional dimensional object.
Some say, all events in this world are random and the God play dice!!
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