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.
Squared Euclidean norm 2026-10-06
For a real vector , the square of its Euclidean norm is . Unlike the norm itself it is a quadratic function, so expanding sums directly exposes diagonal and cross terms. This is useful for the mean-square displacement of an isotropic planar random walk.