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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 12\tfrac12 each, independently of his earlier steps. Write DnD_n for his displacement from the door (in steps) after nn minutes. What is E[D102]\mathbb{E}[D_{10}^2]?

Short answer

1010. Write DnD_n as a sum of nn independent ±1\pm1 steps. Squaring, every step contributes 11 and every cross term has mean 00 because the steps are independent with mean zero, so E[Dn2]=n\mathbb{E}[D_n^2]=n; here that is 1010.

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