Einstein and brownian motion
I have often wondered why Einstein’s paper on brownian motion was considered such a watershed. But then I realized that atoms were still controversial in 1905! Odd to think that during Einstein’s lifetime, we went from being unsure about atoms to the beginnings of quantum theory, and along the way managed to develop GR. Wow. I wonder what we’ll see in my lifetime?
At some point I have to read his original paper. I’ve seen his insights on Brownian motion explained in modern probabilistic terms several times (it’s as popular an illustratory example in probability texts as the wave equation or laplace’s equation are in PDE texts), but I suspect that they’ve been modernized, mathematized, and dephysicized. I’d like to see them in their natural habitat.
Incidentally, one of the courses I’m taking this term– and I’m freaking stoked about it!–, ACM 217: Stochastic calculus and stochastic control, will apparently have course notes online. If the quality of the notes yet to be posted is comparable to that of those already up, this will be a great resource to learn about stochastic processes and stochastic calculus.
Possibly relevant posts:
- Stochastic Control note sets complete (5/29/2007)
- Markov Random Fields (6/26/2006)
- Stochastic Integration (11/15/2006)