I have a point that starts at a position, let's say (0,0)
The point is going to take T steps of random walk. More precisely, at each step, my point is going to move by (dx, dy), with dx and dy following a normal distribution of mean 0 and scale theta.
Given T, theta, and a radius r, what is the probability that my point stays everytime inside the circle centered in my origin and of radius r?
Thank you !