Mean squared distance of a ten-step random walk
Question
Leaving a party, Marc steps out of the door and starts wandering along a straight street. Every minute he takes a single step, to the left or to the right with probability each, independently of his earlier steps. Write for his displacement from the door (in steps) after minutes. What is ?
Short answer
. Write as a sum of independent steps. Squaring, every step contributes and every cross term has mean because the steps are independent with mean zero, so ; here that is .
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