The range of a simple random walk on \(\mathbb{Z}\): an elementary combinatorial approach (Q463050)

Summary: Two different elementary approaches for deriving an explicit formula for the distribution of the range of a simple random walk on \(\mathbb{Z}\) of length \(n\) are presented. Both of them rely on Hermann Weyl's discrepancy norm, which equals the maximal partial sum of the elements of a sequence. By this the original combinatorial problem on \(\mathbb{Z}\) can be turned into a known path-enumeration problem on a bounded lattice. The solution is provided by means of the adjacency matrix \(\mathbb Q_d\) of the walk on a bounded lattice \((0,1,\ldots,d)\). The second approach is algebraic in nature, and starts with the adjacency matrix \(\mathbb Q_d\). The powers of the adjacency matrix are expanded in terms of products of non-commutative left and right shift matrices. The representation of such products by means of the discrepancy norm reveals the solution directly.