Here is a problem that is quite tricky. Starting at a radius R_o, a hop
is made of length from the current point to the origin (R_o), in a random,
uniform direction, in 2d. This take us to a new point, with distance to
the
origin R_1. The next hop is then of length R_1, in a random uniform
direction, etc.
Show that X_n=log(R_n)-log(R_(n-1)) are i.i.d. random variables, with
mean zero, and finite variance.
Francis.
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Francis Sweeney
Dept. of Aero/Astro
Stanford U.
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