Experimentation on stochastic trajectories: from Brownian motion to inertial confined dynamics

Statistical physics courses typically employ abstract language that describes objects too small to be seen, making the topic challenging for students to understand. In this work, we introduce a simple experiment that allows conceptualizing some of the underlying ideas of stochastic processes through direct experimentation. Students analyze stochastic trajectories of beads in a bouncing bed of smaller beads subjected to an external periodic drive. The analysis of the trajectories involves the application of a vast tool kit of statistical estimators that are useful in many fields of physics.