Brownian Motion: Modeling and Analysis

This lecture delves into the analysis of Brownian motion, focusing on the Moleria Impingement Model and the discrete-state jump Markov process. The instructor explains the subtle mathematical underpinnings of the Langevin equation and validates the critical assumptions through a Markov process model. The lecture also covers the transition probabilities and the Master Equation, recasting it into Fokker-Planck equations. Various models and predictions are discussed, shedding light on the physical plausibility of different approaches to modeling Brownian motion.