The Problem of the Random Walk

@article{Pearson1905ThePO,
  title={The Problem of the Random Walk},
  author={Karl Pearson},
  journal={Nature},
  year={1905},
  volume={72},
  pages={294-294}
}
CAN any of your readers refer me to a work wherein I should find a solution of the following problem, or failing the knowledge of any existing solution provide me with an original one? I should be extremely grateful for aid in the matter. 

Random Walks in the Plane

We study the expected distance of a two-dimensional walk in the plane with unit steps in random directions. A series evaluation and recursions are obtained making it possible to explicitly formulate

On the problem of random flights

(The subsequent events and the solution are discussed in Sections 3 and 4.) This problem, which is basically concerned with the probability density of a sum of two-dimensional random vectors, was

Random walkers illuminate a math problem

A family of tricky integrals can now be solved without explicit calculation without any need for explicit calculation.

The Pearson random walk with unequal step sizes

There have been many analyses of Pearson random walks with equal step sizes. Several applications suggest the importance of these walks with unequal step sizes. Numerical comparisons are made of

Half-normal approximation for statistics of symmetric simple random walk

ABSTRACT In 2013, Döbler used Stein’s method to obtain the uniform bounds in half-normal approximation for three statistics of a symmetric simple random walk; the maximum value, the number of returns

Symmetric simple random walks

Random walks denote a general class of stochastic processes for which the definition significantly varies across the literature. Since the ultimate target of this textbook is spatial stochastic
...