13.07.2015 Views

Central Limit Theorem, Random Walk, Brownian Motion

Central Limit Theorem, Random Walk, Brownian Motion

Central Limit Theorem, Random Walk, Brownian Motion

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Einstein’s ExplanationCLT and<strong>Random</strong><strong>Walk</strong>JeffreySchenkerA GameWorking onthe ProblemInterlude:Gambler’sRuinCLTRand. <strong>Walk</strong><strong>Brownian</strong><strong>Motion</strong>Resulting theory allowed Einstein to calculuateAvogadro’s number from the observed diffusion ofgrains.Experimentally verified by Jean PerrinEinstein assumed that:the particles of pollen were hit many times bymuch smaller particleEach collision produces a small change indirection and speedEach collision is essentially randomDifferent collisions are independentTHIS IS A RANDOM WALK! (in three dimensions)

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