Borwein, Jonathan M. and Nuyens, Dirk and Straub, Armin and Wan, James - Random Walks in the Plane

dmtcs:2862 - Discrete Mathematics & Theoretical Computer Science, January 1, 2010, DMTCS Proceedings vol. AN, 22nd International Conference on Formal Power Series and Algebraic Combinatorics (FPSAC 2010)
Random Walks in the Plane

Authors: Borwein, Jonathan M. and Nuyens, Dirk and Straub, Armin and Wan, James

We study the expected distance of a two-dimensional walk in the plane with unit steps in random directions. A series evaluation and recursions are obtained making it possible to explicitly formulate this distance for small number of steps. Formulae for all the moments of a 2-step and a 3-step walk are given, and an expression is conjectured for the 4-step walk. The paper makes use of the combinatorical features exhibited by the even moments which, for instance, lead to analytic continuations of the underlying integral.


Source : oai:HAL:hal-01186291v1
Volume: DMTCS Proceedings vol. AN, 22nd International Conference on Formal Power Series and Algebraic Combinatorics (FPSAC 2010)
Section: Proceedings
Published on: January 1, 2010
Submitted on: January 31, 2017
Keywords: analytic continuation,random walks,hypergeometric functions,high-dimensional integration,[MATH.MATH-CO] Mathematics [math]/Combinatorics [math.CO],[INFO.INFO-DM] Computer Science [cs]/Discrete Mathematics [cs.DM],[INFO.INFO-HC] Computer Science [cs]/Human-Computer Interaction [cs.HC]


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