Random Walks — Dimension Dependence

Parameters

Statistics

Steps taken0
1D ⟨r²⟩
2D ⟨r²⟩
3D ⟨r²⟩
1D √⟨r²⟩
2D √⟨r²⟩
3D √⟨r²⟩
Theory √(Dt)
⟨r²⟩ = 2d·D·t where d is dimension.
All dims: same ⟨r²⟩ scaling = t.

Return probability:
1D: recurrent (returns a.s.)
2D: recurrent (returns a.s.)
3D: transient (~34% return)
(Pólya 1921)