  We show that for two classical brownian particles there exists an analog of
continuous-variable quantum entanglement: The common probability distribution
of the two coordinates and the corresponding coarse-grained velocities cannot
be prepared via mixing of any factorized distributions referring to the two
particles in separate. This is possible for particles which interacted in the
past, but do not interact in the present. Three factors are crucial for the
effect: 1) separation of time-scales of coordinate and momentum which motivates
the definition of coarse-grained velocities; 2) the resulting uncertainty
relations between the coordinate of the brownian particle and the change of its
coarse-grained velocity; 3) the fact that the coarse-grained velocity, though
pertaining to a single brownian particle, is defined on a common context of two
particles. The brownian entanglement is a consequence of a coarse-grained
description and disappears for a finer resolution of the brownian motion. We
discuss possibilities of its experimental realizations in examples of
macroscopic brownian motion.
