True. Since , it lies in the Cameron-Martin space of Wiener measure. The Cameron-Martin theorem says that the translated law is equivalent, and in particular absolutely continuous, with respect to Wiener measure. Its Radon-Nikodym derivative is
False. For a common sequence, each term of which is a refining deterministic partition of an interval, standard Brownian paths have quadratic variation almost surely, whereas the paths have quadratic variation almost surely. These two path properties define disjoint measurable subsets of , so the two laws are mutually singular measures. In particular, the law of is not absolutely continuous with respect to Wiener measure. This is the Pathwise quadratic variation distinguishes Brownian speeds argument.
Perrin sedimentation experiment Created 2026-10-18 Updated 2026-10-20
A colloidal grain in a liquid is large enough to see with a microscope, yet small enough for thermal motion to compete with its tendency to settle. In the Perrin sedimentation experiment, the equilibrium number density falls with height: a visible miniature atmosphere. Counting grains at different heights measures an energy scale; tracking their Brownian motion measures a transport rate. Connecting both to the same Avogadro constant makes the experiment a quantitative test of kinetic theory. The Wiener measure describes an idealized path law; these measurements instead test a physical model and its material parameters.
Jean Baptiste Perrin's 1909 memoir traces his sedimentation experiments to May 1908. It reports relative counts , , , at heights , , , , and compares radius estimates from Stokes settling velocity, counted grain mass, and rows of touching grains.[ref]
The 1926 lecture describes resin precipitated from alcohol into water, washed and fractionated by centrifugation to obtain nearly monodisperse gamboge or mastic grains. Diameter and density were measured separately. A sealed slide-and-cover-glass chamber prevented evaporation; a vertical microscope resolved roughly layers through a roughly depth. Refocusing and photographing compared layer populations after equilibrium; changing temperature reversibly changed the distribution.[ref]
In Les Atomes (1913), Jean Baptiste Perrin restricts the eyepiece view to fewer than five or six grains and alternates observations between heights. Focus displacement requires a refractive index correction to recover actual layer separation. Horizontal positions were marked with a camera lucida, usually every , and distances calibrated with a micrometer; the polygon joins sampled positions rather than recording the intervening trajectory.[ref][ref]
If is bounded and measurable, then on every finite time interval
has a weak solution and uniqueness in law. Starting with Wiener measure, the Novikov condition and Girsanov theorem add the drift. Applying the inverse change of measure to any weak solution recovers Wiener measure and identifies its law by the same pathwise density.