Brownian motion (named in honor of the botanist Robert Brown) is the random movement of particles suspended in a liquid or gas or the mathematical model used to describe such random movements, often called a particle theory.
The mathematical model of Brownian motion has several real-world applications. An often quoted example is stock market fluctuations. Another example is the evolution of physical characteristics in the fossil record.
Brownian motion is among the simplest continuous-time stochastic processes, and it is a limit of both simpler and more complicated stochastic processes (see random walk and Donsker's theorem). This universality is closely related to the universality of the normal distribution. In both cases, it is often mathematical convenience rather than the accuracy of the models that motivates their use.
