Random Walk Integrals
نویسندگان
چکیده
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. Closed form expressions for all the moments of a 2-step and a 3-step walk are given, and a formula is conjectured for the 4-step walk. Heavy use is made of the analytic continuation of the underlying integral.
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