attempting to trace back the concept of an “absorption barrier” as found in random walk descriptions. I worked my way back to Robert Brown, 1827, where he described with wonder the random movements of yeast under a microscope but that didn’t have it. So flashing forward now to 1880 to TN Thiele, who gave the first mathematical description of Brownian motion using a Least Squares method, now known as Kalman filtering. If I find it there, then I’ll see what I can find inbetween 1827 and 1880 in non-mathematical descriptions, as “Brownian” was already a well-used term in biology by 1880, particularly in studying infection in horse hooves and such. https://en.wikipedia.org/wiki/Kalman_filter

attempting to trace back the concept of an “absorption barrier” as found in random walk descriptions. I worked my way back to Robert Brown, 1827, where he described with wonder the random movements of yeast under a microscope but that didn’t have it. So flashing forward now to 1880 to TN Thiele, who gave the first mathematical description of Brownian motion using a Least Squares method, now known as Kalman filtering. If I find it there, then I’ll see what I can find inbetween 1827 and 1880 in non-mathematical descriptions, as “Brownian” was already a well-used term in biology by 1880, particularly in studying infection in horse hooves and such.
 
https://en.wikipedia.org/wiki/Kalman_filter

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