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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 toolkit of statistical estimators that are useful in many fields of physics.
Brigante et al. (Thu,) studied this question.