Suppose we have a simple random walk on a line with starting at $0$ ,we have equal probability of moving 1 unit right or left, what's the expected value of number of steps that we reach point $r$ or $-r$ , what about random walking on a plane starting at $(0,0)$ and reaching a circle with diameter $r$.
2026-04-05 16:59:48.1775408388
Expected value and distribution function of a simple random walk
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