  Brownian motion is the perpetual irregular motion exhibited by small
particles immersed in a fluid. Such random motion of the particles is produced
by statistical fluctuations in the collisions they suffer with the molecules of
the surrounding fluid. Brownian motion of particles in a fluid (like milk
particles in water) can be observed under a microscope. Here we describe a
simple experimental set-up to observe Brownian motion and a method of
determining the diffusion coefficient of the Brownian particles, based on a
theory due to Smoluchowski. While looking through the microscope we focus
attention on a fixed small volume, and record the number of particles that are
trapped in that volume, at regular intervals of time. This gives us a
time-series data, which is enough to determine the diffusion coefficient of the
particles to a good degree of accuracy.
