Densities of short uniform random walks

TL;DR

This paper investigates the probability densities of short uniform random walks in the plane, providing hypergeometric and elliptic representations for three and four steps, and explores moments and Mahler measures.

Contribution

It introduces a hypergeometric representation for the density of four-step walks and discusses new results on moments and derivatives, extending understanding of short uniform random walks.

Findings

Hypergeometric representation for four-step walk density

Elliptic representation for three-step walk density

New results on moments and derivatives of the densities

Abstract

We study the densities of uniform random walks in the plane. A special focus is on the case of short walks with three or four steps and less completely those with five steps. As one of the main results, we obtain a hypergeometric representation of the density for four steps, which complements the classical elliptic representation in the case of three steps. It appears unrealistic to expect similar results for more than five steps. New results are also presented concerning the moments of uniform random walks and, in particular, their derivatives. Relations with Mahler measures are discussed.