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N
oise had a glorious birth. It was one of the three miracles of the miracle year, 1905.Einstein, always aiming to solve the greatest of problems and to solve them simply,saw that noise could be the instrument to establish one of the greatest ideas of alltime—the existence of atoms. In a few simple pages he invented noise, and thus“noise” was born. Immediately after Einstein, there was an incredible flurry of ideas of the most profound kind which continues to this day. Noise permeates every field of sci-ence and technology and has been instrumental in solving great problems, including the originof the universe. But noise, considered by many as unwanted and mistakenly defined as such bysome, has little respectability. The term itself conjures up images of rejection. Yet it is an ideathat has served mankind in the most profound ways. It would be a dull, gray world without noise.The story of noise is fascinating, and while in its early stages, noise’s story was clearly told, itssubsequent divergence into many subfields has often resulted in a lack of understanding of itshistorical origins, development, and importance. We try to give it some justice. We discuss whodid what, when, and why, and the historical misconceptions. But most importantly, we aim toshow that the story of noise is an exciting story, filled with drama, and worth telling.
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Leon Cohen
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On the 100th anniversary of its birth
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The History of NoiseThe History of Noise
 
IEEE SIGNAL PROCESSING MAGAZINE
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INTRODUCTION TO NOISE
“Noise,” as an idea, a subject, a field, an instrument, came uponthe scene with a power and swiftness that transformed all of sci-ence and our views of the nature of matter. At birth, it solved themajor issue of its time, perhaps, the greatest idea of all time—theexistence of atoms. The debate on the reality of atoms hadreached a crescendo. The debaters were the greatest of scientists;there was no middle ground, either atoms exist or they do not.The bitterness of the atomists and anti-atomists got extreme, and while no one dreamed of seeing an atom, everyone knew they were debating the greatest of issues:
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If . . . all of scientific knowledge were to be destroyed, andonly one sentence passed on to the next generations of crea-tures . . . it is . . . all things are made of atoms
.” 
—Richard Feynman As it turned out, not only do atoms exist, but they are themost exquisite creation of nature; neither the solar system,galaxies, nor anything else can rival the atom’s simple complexi-ty. The 19th century, the century of great achievements—ther-modynamics, electromagnetism, chemistry, and the industrialrevolution—did not need the “atom.” Yet, it was the century of the atomist debate, a debate that raged into the beginning of the20th century; until Einstein, always aiming at the greatest of problems, and aiming to solve them simply, saw the instrumentto prove their existence! In a few simple pages he invented noiseand thus “noise” was born. This was in 1905. Things movedquickly. Within a few years, Perrin verified Einstein’s main pre-diction and also his prediction that noise could be used to calcu-late Avogadro’s number! Avogadro, who came up with one of themost profound ideas of all time, died without any recognition,never dreamed that there would be a number named after him,and certainly he, nor anyone else, could have imagined thatnoise would be the instrument for its calculation and for theawarding of a Nobel Prize.It was the end of the anti-atomists but the beginning of theproud history of noise. Immediately after Einstein, there was aflurry of ideas of the most profound kind that continues to thisday. Within three years, Langevin started the field of stochasticdifferential equations, although that was not his motivation.There were numerous important contributions that laid boththe foundation of “noise” and its application to many fields. Thehistorical twists are fascinating. Who could have imagined thatthe search for atmospheric noise would lead to the discovery of the noise at the origin of the universe and establish the “bigbang” theory of the universe?But noise, considered by many as unwanted, and mistakenlydefined as such by some, has little respectability. The term con- jures up images of rejection, images of building filters to elimi-nate it. Yet it is an idea that has served mankind in the mostprofound ways. It would, indeed, be a dreary world without noise.It is now 100 years since Einstein devised “noise.” Noise per-meates every field of science, and every field seems to have itsown version of its history. While some fields tell it almost prop-erly, most don’t. The often told version—that Brown discovered,Einstein explained, Langevin simplified, and Perrin verified—isa serious historical distortion. But more importantly, it leavesout the drama and excitement of the story. The story of noise isa fascinating one, but its divergence into many subfields hasoften resulted in a lack of understanding of noise’s true histori-cal development. We try to give it some justice and discuss who were the main players, who did what, when, and why, and thereasons for the impact on so many fields. But more importantly, we aim to show that the history of noise is a tale worth telling. We hope, though, that we do not say any more than most read-ers want to know.
HISTORY AND SCIENCE HISTORY 
 Almost every school child since the dawn of school has hatedthe study of standard “history.” Rightfully so, since it is as bor-ing as things can be. In one way or another, we are told thathistory is important. And in one way or another, we are told, asSantayana put it, “Those who cannot learn from history aredoomed to repeat it.” This is certainly one of the silliest thingsever said. Presumably, what is lamented here are the horrible
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things like wars that we don’t wish to repeat, yet since thedawn of history almost all leaders were given the finest of schooling in history. If anything, the leaders learned history sothat they could repeat it. To be fair to Santayana, he also said“History is a pack of lies about eventsthat never happenedtold by people who weren’t there.” It would be a new world, perhaps evena braver one, if weadmitted the obvious, as expressed by Huxley, “That men donot learn very much from the lessons of history is the mostimportant of all the lessons of history.”On the other hand, science history is exciting and inspir-ing. Moreover, it is a great way to learn science. It is truly fas-cinating to learn how the greatest of minds came up with thegreatest of ideas, and thatmakes science history enter-taining. Moreover, it is a factthat if one is trying to learnan idea, the originator is theplace to go. It is often muchmore instructive to read theoriginal papers on a subjectthan to learn it from a text-book. If the original author isa clear writer, which is oftenthe case with great scientistsand mathematicians, we seethe simplicity of their argu-ments, motivations, and rea-sons much clearer than insubsequent presentations.This is particularly so in thecase of noise. If one, forexample, wants to get an ideaof what stochastic differentialequations are all about, theoriginal papers of Langevin,Ornstein, Uhlenbeck, andChandrasekhar are worthhundreds of current books onthe subject. Moreover, in thecase of noise, we haveEinstein, one of the simplestand clearest writers ever. Theintroductions, or just the firstparagraphs, of his papers or writings are simple, clear, powerful, and fascinating to read.Simply reading them is an incredible education because hegets to the essence of the subject with remarkable simplicityand clarity. Fortunately, he left a voluminous amount of writ-ings on a wide variety of subjects.
EINSTEIN: WHY HE DID IT
Einstein is popularly imagined as a demigod who never changedhis clothing, whose sweaters had holes, who was always immersedin deep thought so advanced that no one could understand him, who was always rightabout everything,and whose photo-graphs in newspapersalways fostered thatimpression. Forgetthat image and forgetthat Einstein wasinterested in explaining Brownian motion, the erratic move-ment of pollen and dust. Einstein was straightforward, direct,always clear, ambitious in an honorable sense, and, for whatev-er reasons, conscious or subconscious, decided that he wouldtackle the biggest problems and that he would attack them sim-ply. Look at a picture of Einstein as a young man, and you willnot see the mythical Einstein(Figure 1). Read his writings,and you will see the simplicityof his motives and desires. Andcertainly his letters, and hislove letters are of a man whoknew what he wanted.So, again, forget the often-stated notion that Einstein wanted to explain the erraticmovement of pollen in water.He was after proving thatatoms exist! Moreover, he wentafter the ultimate method thatdefines greatness in science.Predict an effect, derive a spe-cific formula, let the worldperform the experiments, andthere you have it. Einsteinsearched for a manifestation of these invisible atoms thatcould be seen and measured.So Einstein said, if atoms exist,then I predict an effect and Iderive a specific formula relat-ing to the effect, and if this for-mula is verified, then . . . ! With the courage to say andderive it all in a few simplepages, he predicts a macro-scopic manifestation of atoms. Within a few years, his predic-tion was proven true and changed the tide: everyone believedin atoms even though no one saw them.It was 1905 and Einstein’s first Brownian motion paper was one of the four papers that would constitute the threemiracles of the miracle year [1]. The title says it all: “On the
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[FIG1]Einstein as a young man.
EINSTEIN, ALWAYS AIMING AT THE GREATEST OFPROBLEMS, AND AIMING TO SOLVE THEM SIMPLY,SAW THAT NOISE COULD BE THE INSTRUMENTTO ESTABLISH ONE OF THE GREATEST IDEAS OF ALLTIME, THE EXISTENCE OF ATOMS.
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