... it's kind of funny.
Properties I Learned In Math Class On Brownian Motion (BM), with Explanations.
BY SCOTT LOWENSTEIN
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1. BMs come in two forms: "standard" and "multidimensional"
2. Law of large numbers: expected distance traveled during a BM = 0
3. Scaling: a scaled up BM is still a standard BM, it'll just take longer to get where you're going
4. Strong Markov property: the flow of BMs in the future are unaffected by BMs in the present after a stopping point has been reached
5. Law of iterated logs: duh
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(From the ever entertaining McSweeneys.net)
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Uh, I don't want to be too much of a stickler about a joke but, isn't #2 spectacularly false? Actually, the other items are a little weak too. Eh .. not that funny for me I guess.
That's funny. I had to read the post twice and then re-read the title to get it... It's too late at night for thinking. Thanks for the chuckle.
#2 is true if you are taking distance as a vector, not a scalar (i.e. although you will travel "X" distance, the expected final position is the starting point---i.e. the expected final position is evenly distributed about the origin).