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Densities of Short Uniform Random Walks

Published online by Cambridge University Press:  20 November 2018

Jonathan M. Borwein ,
Armin Straub ,
James Wan ,
Wadim Zudilin  and
Don Zagier
Jonathan M. Borwein
Affiliation:
CARMA, University of Newcastle, Australia email: [email protected], [email protected], [email protected]
Armin Straub
Affiliation:
Tulane University, New Orleans, LA, USA email: [email protected]
James Wan
Affiliation:
CARMA, University of Newcastle, Australia email: [email protected], [email protected], [email protected]
Wadim Zudilin
Affiliation:
CARMA, University of Newcastle, Australia email: [email protected], [email protected], [email protected]
Don Zagier
Affiliation:
Max-Planck-Institut für Mathematik, Bonn, Germany email: [email protected]
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Abstract

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We study the densities of uniform random walks in the plane. A special focus is on the case of short walks with three or four steps and, less completely, those with five steps. As one of the main results, we obtain a hypergeometric representation of the density for four steps, which complements the classical elliptic representation in the case of three steps. It appears unrealistic to expect similar results for more than five steps. New results are also presented concerning the moments of uniform random walks and, in particular, their derivatives. Relations with Mahler measures are discussed.

Keywords

33C2060G5034M2544A1005A1911F11random walkshypergeometric functionsMahler measure
Type
Research Article
Information
Canadian Journal of Mathematics , Volume 64 , Issue 5 , 01 October 2012 , pp. 961 - 990
Copyright
Copyright © Canadian Mathematical Society 2012

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