Brownian motion is a phenomenon that has been known for a long time. Einstein has even described the mathematics of it. In those days, physicists tracked the particles manually using a projector. Today, that is a thing of the past and video tracking tools are used to find the properties of small particles such as colloids. Traditionally these techniques have been quite expensive, using equipment such as hydrolically stabilised tables. I have written an article that demonstrates a way to measure the diffusion constant of colloidal particles, milk in my case, using just a cheap high school microscope, a generic smartphone, and some crafts supplies.
The article can be downloaded here, a video of colloidal particles can be found here, the tracker file made of the first part of said video can found here and lastly some open office calc analysis of the track data can be downloaded here.