Past exam of the mathematics course of the University of Cambridge / 2014 / ia / Paper 2 / 3F / Solution

Let the independent unit-step vectors be $V_j=(\cos {\Theta }_j,\sin {\Theta }_j)$. The uniform distribution of each angle gives $\mathbb{E}[V_j]=0$, while $|V_j{|}^2=1$. With $S_n={\sum }_{j=1}^n{V}_j$, expand the squared Euclidean norm:By independence, each cross term equals $\mathbb{E}[V_i]\cdot \mathbb{E}[V_j]=0$. HenceThis mean-square displacement of an isotropic planar random walk grows linearly even though the expected value of the displacement vector remains zero.