On the distribution of the area enclosed by a random walk on \(\mathbb{Z}^2\) (Q1268728)

Let \(\Gamma_{2n}\) be the set of all paths of unit length in \(\mathbb{Z}^2\) with \(2n\) steps, which start and end at the origin. The authors show that the oriented areas \(\text{area}(\gamma)\) enclosed by \(\gamma\in\Gamma_{2n}\) satisfy \[ {1\over|\Gamma_{2n}|} \sum_{\gamma\in\Gamma_{2n}} \text{area}(\gamma)^k= R_k(n)\qquad (n>2k) \] with \(R_k\) a rational function with integer coefficients and of degree \(k\) (i.e., the difference of the degrees of the numerator and denominator of \(R_k\) is \(k\)). It is also shown that the ``leading coefficients'' \(\lambda_k\) of \(R_k\) satisfy \(\sum^\infty_{k= 0}{\lambda^k\over k!} (2z)^k= z/\sin z\). Based on these results, the authors derive the asymptotic area formula \[ \lim_{n\to\infty}{1\over |\Gamma_{2n}|} |\{\gamma\in \Gamma_{2n}:\text{area}(\gamma)\in]an, bn[\}|= (\tanh(\pi b)- \tanh(\pi a))/2. \] In view of the functional central limit theorem for nearest neighbor random walks on \(\mathbb{Z}^2\), this asymptotic formula yields an interesting new ``combinatorial'' proof of Lévy's area formula for the two-dimensional Brownian motion.