Frontier Science: It’s in the noise: Beats, Boltzmann, and Brownian motion

Years before Einstein's explanation of Brownian motion in the context of microscopic particles, the mathematician Louis Bachelier (1870-1946) had identified the same stochastic process in financial markets. Ever since, mathematical parallels between diffusion and social dynamics have been explored and exploited, not least in areas such as econophysics and sociophysics. I will discuss the deep and fascinating links between the physics, mathematics and statistics underpinning areas as diverse as molecular diffusion, email traffic, earthquakes, drum patterns, and, um, housework.