Alpha particles are Helium nuclei, that is He atoms without their layer of electrons. They are formed by 2 protons and 2 neutrons confined in a volume equivalent to a sphere of 10 -5 m radius.

Characteristics:
They are very heavy particles, almost 8000 times heavier than electrons and 4 times heavier than protons.
They have a positive charge (+2) due to the absence of the electrons and are deflected by electric and magnetic fields.
They reach a speed equal to a twentieth of the speed of light (c/20) = 15000 km/s. An extremely high velocity!
They have a great deal of kinetic energy as they have a lot of mass and a high velocity.

Given their great energy, when they pass through the air they ionize many particles before losing strength after covering 5 cm. Given their size, when they hit a solid, it easily stops them. A sheet of aluminium 0.1 mm thick totally stops them and prevents them from passing through, but they strongly ionize the matter on which they fall. In the following visual you can see their behaviour when they fall on a sheet of metal. 

When alpha particles (a) are formed, the nucleus goes from an initial state to another excited state with less energy. To leave this state and remain stable it emits gamma radiation (g).

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