Abstract
The algebraic area probability distribution of closed planar random walks of length N on a square lattice is considered. The generating function for the distribution satisfies a recurrence relation in which the combinatorics is encoded. A particular case generalizes the q-binomial theorem to the case of three addends. The distribution fits the Lévy probability distribution for Brownian curves with its first-order 1/N correction quite well, even for N rather small.
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Mashkevich, S., Ouvry, S. Area Distribution of Two-Dimensional Random Walks on a Square Lattice. J Stat Phys 137, 71–78 (2009). https://doi.org/10.1007/s10955-009-9827-9
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DOI: https://doi.org/10.1007/s10955-009-9827-9