Brownian Motion


Brownian Motion is the random motion of particles suspended in a fluid (a liquid or a gas) resulting from their collision with the fast-moving molecules in the fluid. In Data Science, Brownian Motion is used as a mathematical model for various phenomena, such as stock prices, bacterial movement, and financial markets. It is also used in Monte Carlo simulations to model the behavior of complex systems. Brownian Motion is a stochastic process, meaning that it is a random process that evolves over time. It is characterized by its mean and variance, which describe the average behavior of the particles over time. The mean of Brownian Motion is zero, and its variance is proportional to the time elapsed. This means that the longer the time, the more spread out the particles become.


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