Systematic study began in the 19th century: Robert Brown discovered Brownian motion (1827), and Ludwig Boltzmann and Josiah Gibbs created statistical mechanics, which explained these fluctuations.
Imagine a beach with people: on average, everyone is lying evenly, but sometimes clusters form around the ice cream vendor. So it is with molecules in the air: in a room, pressure is constant, but in a microscopic volume, density jumps — these are fluctuations.
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