Random walk in the plane A particles moves in $\mathbb{R^2}$ started at the origin. At each stage $i (i = 1, 2, ...)$, the particles would move, independently of all the stages before, one of the four directions North, East, South and West 1 unit, with probability $1 \over 4 $ each.Let $T_n$ be the distance from the origin just after $n$ steps. What is $E(T_n)$. I tried define 4 $1\times 2$matrice with only $1,0,-1$ in all entries. The use technique similar to simple random walk in 1 dimension and we know that for a $1\times 2$ matrice $(x,y)$, the distance from origin =$\sqrt {x^2+y^2}$ but i am not sure how to like the 1 D to 2 D. As in 2 D there are 4 possible direction.
An explanation is given here.

Using that formula you get for the 2D case for the distance from the origin just after n steps:

$$\sqrt{2n} \dfrac{\Gamma(\frac{3}{2})}{\Gamma(\frac{1}{2})}=\sqrt{\frac{n}{2}}$$
An explanation is given here.

Using that formula you get for the 2D case for the distance from the origin just after n steps:

$$\sqrt{2n} \dfrac{\Gamma(\frac{3}{2})}{\Gamma(\frac{1}{2})}=\sqrt{\frac{n}{2}}$$