Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/ia/paper-2/3f/solution

Let the independent unit-step vectors be . The uniform distribution of each angle gives , while . With , expand the squared Euclidean norm:
By independence, each cross term equals . Hence
This mean-square displacement of an isotropic planar random walk grows linearly even though the expected value of the displacement vector remains zero.

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