Variance of the range of a random walk (Q1094000)

T\({}_ n\), the expectation of the square of the number of distinct sites occupied by a random walk in steps 1 through n, is obtained from its relation to the dual first occupancy probability \(F_{ij}(x,x')\), and the latter quantity is obtained from a recursion with the first occupancy probability \(F_ k(x'')\). The variance \(V_ n\) of the number of distinct sites occupied is calculated directly from \(T_ n\); the procedure is illustrated by the calculation of \(V_ n\) (4096\(\geq n)\) and the derivation of asymptotic expansions for \(V_ n\) for a particular random walk in dimensions 1 through 3.