This paper reviews our experiments and numerical calculations on short timescale Brownian motion and its applications. We verified the modified Maxwell-Boltzmann distribution using micrometer-sized spheres in liquids at room temperature. In addition, we proposed using Brownian particles as probes to study boundary effects imposed by a solid wall, wettability at solid-fluid interfaces, and fluid compressibility. The experiments rely on the use of tightly focused laser beams to both contain and probe the Brownian motion of microspheres in fluids. A dielectric sphere near the focus of a laser beam scatters some of the incident photons in a direction which depends on the particle’s position. Changes in the particle’s position are encoded in the spatial distribution of the scattered beam, which can be measured with high sensitivity. Lastly, we discuss the proposed studies on fluid compressibility and non-equilibrium physics using a short duration pulsed laser.