Hosted by The Math Forum## Problem of the Week 1236## A Shrinking Random Walk
Consider a random walk in the plane that starts at the origin and moves only in the positive x and positive y directions. The direction choice at each step is governed by the flip of a fair coin. The length of the first move is √2; the length of the second move is √2/2; the length of the third move is √2/4; and so on. At the end of infinitely many steps, what is the expected distance from the origin?
Source: Tom Yuster, |

[**Privacy Policy**]
[**Terms of Use**]

Home || The Math Library || Quick Reference || Search || Help

http://mathforum.org/

6 April 2017