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What is Central Limit Theorem in Brownian Motion about?

1. In 1827, Robert Brown observed small particles suspended in water exhibiting random jittery motion under a microscope. This became known as Brownian motion. 2. The Langevin equation describes Brownian motion by modeling the forces on a particle as a drag force from the surrounding fluid and random force fluctuations from collisions with fluid molecules. 3. By applying the central limit theorem and assuming the random force is independent at each time step, the Langevin equation models the particle

Author

Irham

Language

EN