In his seminal 1940 paper, H.A. Kramers proposed that the theory of Brownian motion, formulated originally by Einstein, Smoluchowski, and Langevin with the purpose to describe motion of micrometer-sized particles in water, can also be applied to the internal motions of molecules (as well as to nuclear fission). Recently, advances in single-molecule experimental techniques have finally enabled direct experimental tests of Kramers’ model. Outcomes of such tests are however controversial, given that they probe molecular lengthscales (nanometers) and timescales (microseconds) that are far beyond observational limits of conventional microscopies yet they still lack temporal and spatial resolution to measure finer dynamical details such as microscopic velocities. In this talk, I will describe several approaches to testing Kramers’ model that work in the presence of experimental constrains. Those include testing for violation of recently proven inequalities that must be satisfied by Brownian motion as well as information-theory-based detection of memory in the observed trajectories. I will further discuss what such tests can tell us about hidden, unobserved molecular degrees of freedom, and – if time permits - how dissipation by molecular machines can be estimated using ideas from information theory.