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.
Past exam of the mathematics course of the University of Cambridge 2014 ia Paper 2 3F Solution Created 2026-09-24 Updated 2026-10-06
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 . HenceThis mean-square displacement of an isotropic planar random walk grows linearly even though the expected value of the displacement vector remains zero.