Random walks in noninteger dimension

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Abstract: One can define a random walk on a hypercubic lattice in a space of integer dimension D. For such a process formulas can be derived that express the probability of certain events, such as the chance of returning to the origin after a given number of time steps. These formulas are physically meaningful for integer values of D. However, these formulas are unacceptable as probabilities when continued to noninteger D because they give values that can be greater than 1 or less than 0. In this paper we propose a random walk which gives acceptable probabilities for all real values of D. This D-dimensional random walk is defined on a rotationally-symmetric geometry consisting of concentric spheres. We give the exact result for the probability of returning to the origin for all values of D in terms of the Riemann zeta function. This result has a number-theoretic interpretation.











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