| Brownian motion is a random process with jumps that are independent of one another and are normally distributed. |
| Specifically, for jumps of time length h, the standard deviation of the jump distribution is √h. Here is an illustration of this √h scaling. |
| Here is an illustration of the graph of Brownian motion in 1 dimension. |
| For comparison with data, here are the visual signatures of Brownian motion. Anticipating later work, for amusement we compare these graphs with some stock market data. |