Expected squared distance after 16 random unit steps
Question
A remote-control skateboard starts at the origin of the plane. Every second it chooses a direction uniformly at random from , independently of the past, and travels foot that way. After seconds, find the mean of the square of its distance from where it started.
Short answer
. Write the position as a sum of independent unit vectors with mean zero. The squared length expands into terms equal to plus cross terms with zero mean, so .
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- Expectation, Mean, and Variance
- Conditional Expectation and Variance Revisited
- Continuous Random Variables and Probability Density Functions
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