Random Walks in the Plane
Discrete mathematics & theoretical computer science, DMTCS Proceedings vol. AN, 22nd International Conference on Formal Power Series and Algebraic Combinatorics (FPSAC 2010), DMTCS Proceedings vol. AN, 22nd International Conference on Formal Power Series and Algebraic Combinatorics (FPSAC 2010) (2010).

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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.
@article{DMTCS_2010_special_259_a57,
     author = {Borwein, Jonathan M. and Nuyens, Dirk and Straub, Armin and Wan, James},
     title = {Random {Walks} in the {Plane}},
     journal = {Discrete mathematics & theoretical computer science},
     publisher = {mathdoc},
     volume = {DMTCS Proceedings vol. AN, 22nd International Conference on Formal Power Series and Algebraic Combinatorics (FPSAC 2010)},
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     doi = {10.46298/dmtcs.2862},
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     url = {http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.2862/}
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Borwein, Jonathan M.; Nuyens, Dirk; Straub, Armin; Wan, James. Random Walks in the Plane. Discrete mathematics & theoretical computer science, DMTCS Proceedings vol. AN, 22nd International Conference on Formal Power Series and Algebraic Combinatorics (FPSAC 2010), DMTCS Proceedings vol. AN, 22nd International Conference on Formal Power Series and Algebraic Combinatorics (FPSAC 2010) (2010). doi : 10.46298/dmtcs.2862. http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.2862/

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