Mean-square displacement of an isotropic planar random walk

ID: mean-square-displacement-of-an-isotropic-planar-random-walk

Independent planar unit steps with uniformly distributed direction have zero vector expected value. The squared Euclidean norm of their sum has expectation , because each diagonal term is one and all cross terms vanish by independence. More generally, zero-mean independent steps with common second moment give mean-square displacement ; nonzero drift adds a quadratic contribution.

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